introduction to power spectrum estimation lloyd knox (uc davis) ccapp, 23 june 2010

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Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

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Page 1: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Introduction to Power Spectrum Estimation

Lloyd Knox (UC Davis)

CCAPP, 23 June 2010

Page 2: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Goal of Talk

Take someone who is starting from zero in power spectrum estimation to where they have some intuition for what the issues are, and they know where to go in the literature to begin estimating power spectra in practice.

Page 3: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Outline

• Motivating the use of the power spectrum

• Estimation Under Ideal Conditions

• Impact of various non-idealities

• Estimation under non-ideal conditions

Page 4: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Power Spectra: Useful for studying statistical properties of statistically

homogeneous random fields

• Statistical homogeneity: statistical properties of the field are independent of location.

• Examples: CMB temperature maps, cosmic shear maps, galaxy number count maps*, …

*cosmological evolution actually breaks homogeneity in radial direction, but one can study 2-D slices, or try to correct 3-D map for evolution

Page 5: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Power Spectra Examples

QuickTime™ and a decompressor

are needed to see this picture.

Map at 150 GHz

+

Map at 220 GHz

Random field(s)Power spectrum/spectra

Data plus modeled contributions from four different statistically isotropic components (Hall et al. 2010)

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Page 6: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Power Spectrum Example

QuickTime™ and a decompressor

are needed to see this picture.

Random fieldPower spectrum

T(,) = lmalm Ylm(,)

Cl ll’mm’ = <alma*l’m’>

Power spectrum

}Consequence of statistical homogeneity (isotropy in this case)

<…> = ensemble average

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Page 7: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Power Spectrum Interpretation

<== Large angular scales small angular scales ==>

T(,) = lmalm Ylm(,)

C() = <T(,) T(’,’) > =l (l+1/2)/(2) Cl Pl(cos())

2 = C(0) = l (l+1/2)/(2) Cl = s d(lnl) l(l+1/2)Cl/(2) }

Contribution to variance from a logarithmic interval in l

Cl = <alma*lm>

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Page 8: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Why is the power spectrum useful?

• For Gaussian homogeneous random fields, it captures all the information not in the mean.

• Even for non-Gaussian fields, it can be a highly informative statistic. There will be additional information in other statistics, but the power spectrum is usually a sensible place to start.

Page 9: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Why Cl Instead of the Correlation Function, C()?

• They are linear transformations of each other, carrying the same information.

• For Gaussian fields, the covariance structure of power spectrum estimates is much simpler.

• For linear perturbation theory, time evolution of a single Fourier mode is simple and decoupled from other modes ==> simple physical interpretation of the power spectrum.

• Nonlinearity of evolution, and/or non-Gaussianity, weakens these two advantages.

C() =l (l+1/2)/(2) Cl Pl(cos())

Page 10: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

PS Estimation: Simplest Case of Uniform Full-sky Coverage with no noise

alm = s d T Ylm

alm = alms

signal

Cl = m |alm|2/(2l+1)

Each alm provides an unbiased estimate of Cl. For each l there are 2l+1 values of m so we can average them all together to get

^ This is both the minimum-variance and maximum-likelihood estmator.

Note that despite no noise, there is uncertainty in the true value of Cl

<(Cl - Cl)2> = 2/(2l+1)(Cl)2^

Page 11: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

PS Estimation: Uniform Full-sky Coverage With Noise

alm = s d T Ylm

alm = alms + alm

n

signal noise

If noise is uncorrelated from pixel to pixel and homogeneous, then <|an

lm|2> = w-1 where w is the statistical weight per solid angle, w = (1/2

pix)/pix , and this “noise bias” needs to be subtracted from our estmate:

Cl = m |alm|2/(2l+1) - w-1

<(Cl - Csl)2> = 2/(2l+1)(Cs

l +w-1)2

^^

Page 12: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

PS Estimation: Uniform Full-sky Coverage With Noise and Finite Resolution

alm = s d T Ylm

alm = alms + alm

n

signal noise

Convolution of the sky signal with the response function of the telescope, B(,), is a multiplication in the spherical harmonic domain by Bl = s d Yl0 B(,). We need to compensate by dividing the map alm by Bl so that

Cl = m |alm|2/(2l+1)Bl-2 -Bl

-2w-1

<(Cl - Csl)2> = 2/(2l+1)(Cs

l +Bl-2w-1)2

^^

Page 13: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

WMAP Power Spectrum Errors

<(Cl - Csl)2>1/2 = [2/(2l+1)]1/2(Cs

l +Bl-2w-1)

Few samples per l value; i.e., [2/(2l+1)] factor large

Beam-deconvolved noise large

Page 14: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

PS Estimation with Partial Sky Coverage, Finite Resolution and Inhomogeneous Correlated Noise

One approach:Optimal methods (ssuming Gaussian random field)

P(T | Cl) \propto M-1/2 exp(-Ti M-1ij Tj/2) with Mij = S ij(Cl) + Nij

By Bayes’ Theorem

P(Cl | T) \propto P(T | Cl)

\propto M-1/2 exp(-Ti M-1ij Tj/2)

But calculation is computationally intractable for maps greater than tens to hundreds of thousands of pixels

Quadratic estimator, likelihood approximations, Gibbs sampling +

Blackwell-Rao Estimator (see references at end)

Page 15: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

PS Estimation with Partial Sky Coverage, Finite Resolution and Inhomogeneous Correlated Noise

Another approach: Pseudo-Cl methods

Sub-optimal, but good enough and fast

Basic idea is to use the simple estimator, and then a combination of analytic and Monte Carlo methods to estimate the offset and gain relating the simple estimator (the pseudo-Cl) and the real Cl.

Page 16: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Pseudo-Cl

QuickTime™ and a decompressor

are needed to see this picture.

Random fieldPower spectrum

T(,) = lmalm Ylm(,)

alm = s d Ylm(,) [W(,) T(,)]

W = mask that’s zero in galactic plane, and smoothly goes to one outside of it

Multiplication in real space is convolution in Fourier space

~

alm will have contributions from al’m’ for l’ near l

Page 17: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Pseudo-Cl

That convolution has an analytically calculable effect on the ensemble average of the pseudo-Cl

<Cl> = l’Mll’ Bl’2 Cl’ + <Nl>

~ ~

Effect of mask BeamNoise bias

Noise bias can be calculated via noise-only Monte-Carlo simulations

Estimate Cl by subtracting noise-bias and then deconvolving.

Estimate Cl errors by noise + signal Monte-Carlo simulation

Page 18: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Eliminating Noise Bias

<Cl> = l’Mll’ Bl’2 Cl’ + <Nl>

~

~Form alm from two different maps, each with noise, but noise that is not correlated from one map to the next.

Reduces sensitivity to knowing noise level imperfectly.

~

0

Page 19: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Zoom in on 2 mm map~ 4 deg2 of actual SPT data

In addition to large-scale masks (due to partial sky coverage, or the galaxy) need to mask point sources too!

Page 20: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Lots of bright emissive sources

~15-sigma SZ cluster detectionAll these “large-scale”

fluctuations are primary CMB.

Zoom in on 2 mm map~ 4 deg2 of actual data

Page 21: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Point-source Masking

T(,) = lmalm Ylm(,)

alm = s d Ylm(,) [W(,) T(,)]

W = mask that’s zero near a point source and smoothly goes to 1 away from point source

Multiplication in real space is convolution in Fourier space

~

If mask is over very small area, alm will have contributions from al’m’ for l’ far from l

The resulting transfer of power over large l can cause problems.

Use fat masks (very simple) or prewhiten your data

Page 22: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

References

Quadratic estimator: Bond, Jaffe & Knox (1998)

Approximate likelihoods: Bond, Jaffe & Knox (2000), Verde et al. (2003)

Gibbs sampling: Wandelt et al. (2004), Eriksen et al. (2004), Chu et al. (2005)

Pseudo-Cl method: Hivon et al. (2002)

Point Source Masking and Pre-whitening: Das, Hajian & Spergel (2009)

Page 23: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Summary

• The power spectrum is a very useful summary statistic for comparing data with theory.

• Optimal estimation, assuming Gaussianity, is difficult and for most applications (not all) it is also pointless.

• Approximate and fast schemes exist that handle a variety of non-idealities -- in principle, via Monte Carlo, can handle them all.

Page 24: Introduction to Power Spectrum Estimation Lloyd Knox (UC Davis) CCAPP, 23 June 2010

Power Spectra Examples

Nine shear maps: 8 from galaxies in eight photometric redshift bins and one reconstructed from the CMB

Song & Knox 2003

Some of the 9*(9+1)/2 = 45 power spectra

Random fields

0.2-0.2

3.0-3.0

1100-1100