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Context. Future large scale cosmological surveys will provide huge data sets whose analysis requires efficient data compression. In particular, the calculation of accurate covariances is extremely challenging with an increasing number of observables used in the statistical analysis. Aims. The primary aim of this paper is to introduce a formalism for achieving efficient data compression, based on a local expansion of the observables around a fiducial cosmological model. We specifically apply and test this approach for the case of cosmic shear statistics. In addition, we study how well band powers can be obtained from measuring shear correlation functions over a finite interval of separations. Methods. We demonstrate the performance of our approach, using a Fisher analysis on cosmic shear tomography described in terms of E-/B-mode separating statistics (COSEBIs).
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Asgari et al. (2015) studied this question.
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