Properly estimating correlations between objects at different spatial scales necessitates 𝒪(n2) distance calculations. For this reason, most widely adopted packages for estimating correlations use clustering algorithms to approximate local trends. However, methods for quantifying the error introduced by this clustering have been understudied. In response, we present an algorithm for estimating correlations that is probabilistic in the way that it clusters objects, enabling us to quantify the uncertainty caused by clustering simply through model inference. These soft clustering assignments enable correlation estimators that are theoretically differentiable with respect to their input catalogs. Thus, we also build a theoretical framework for differentiable correlation functions and describe their utility in comparison to existing surrogate models. Notably, we find that repeated normalization and distance function calls slow gradient calculations and that sparse Jacobians destabilize precision, pointing towards either approximate or surrogate methods as a necessary solution to exact gradients from correlation functions. To that end, we close with a discussion of surrogate models as proxies for correlation functions. We provide an example that demonstrates the efficacy of surrogate models to enable gradient-based optimization of astrophysical model parameters, successfully minimizing a correlation function output. Our numerical experiments cover science cases across cosmology, from point spread function (PSF) modeling efforts to gravitational simulations to galaxy intrinsic alignment (IA).
Berman et al. (Fri,) studied this question.