Fitting covariance matrices models to simulations

Data analysis in cosmology requires reliable covariance matrices. Covariance matrices derived from numerical simulations often require a very large number of realizations to be accurate. When a theoretical model for the covariance matrix exists, the parameters of the model can often be fit with many fewer simulations. We establish a rigorous Bayesian method for performing such a fit, but show that using the maximum posterior point is often sufficient. We show how a model covariance matrix can be tested by examining the appropriate $\chi^2$ distributions from simulations. We demonstrate our method on two examples. First, we measure the two-point correlation function of halos from a large set of $10000$ mock halo catalogs. We build a model covariance with $2$ free parameters, which we fit using our procedure. The resulting best-fit model covariance obtained from just $100$ simulation realizations proves to be as reliable as the numerical covariance matrix built from the full $10000$ set. We also test our method on a setup where the covariance matrix is large by measuring the halo bispectrum for thousands of triangles for the same set of mocks. We build a block diagonal model covariance with $2$ free parameters as an improvement over the diagonal Gaussian covariance. Our model covariance passes the $\chi^2$ test only partially in this case, signaling that the model is insufficient even using free parameters, but significantly improves over the Gaussian one.Comment: 22 pages, 8 figure