Searcharxiv⌕ Search

arXiv · 2609.37762

When Noise Estimation Hides Basis Misspecification in Repeated Bayesian Inverse Problems

Abstract

Basis-restricted priors in Bayesian inverse problems can lose coverage when the truth has components outside the basis. We show that estimating the observation-noise variance can hide this loss. Under a linear forward model, when the in-span prior variance dominates the noise, the maximum-likelihood noise estimate absorbs the out-of-basis energy in the complement of the model range. Residual-magnitude and observation-coverage checks then stay near nominal while field coverage falls. We study repeated problems sharing one forward operator and one basis, fixed independently of the tested data. After projection onto the complement, and conditionally on the fitted noise scale, every exact test is a test of the scale-free direction of the residuals. We test the shape of their sample spectrum with John's sphericity statistic. Under Gaussian noise its null model is exact at finite sample size, and we derive its null mean and its power at proportional dimension. On synthetic problems and in a preregistered GEBCO topography study, the test detects structured out-of-basis variation that cross-validation and observation-coverage checks largely miss. It cannot detect Gaussian out-of-basis variation that is isotropic in the complement, since that is indistinguishable from a change of noise scale.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Rares Dimitrie Grozavescu, Mark Girolami. 2026-09-29. When Noise Estimation Hides Basis Misspecification in Repeated Bayesian Inverse Problems. https://arxiv.org/abs/2609.37762

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Delaunay Weighted Two-sample Test for High-dimensional Data by Incorporating Geometric Information

Two-sample hypothesis testing is a fundamental problem with various applications, which faces new challenges in the high-dimensional context. To mitigate the issue of the curse of dimensionality, high-dimensional data are typically assumed to lie on a low-dimensional manifold. To incorporate geometric information in the data, we propose to apply the Delaunay triangulation and develop the Delaunay weight to measure the geometric proximity among data points. In contrast to existing similarity measures that only utilize pairwise distances, the Delaunay weight can take both the distance and direction information into account. A detailed computation procedure is developed to learn the unknown manifold and approximate the Delaunay weight. We further propose a novel nonparametric test statistic using the Delaunay weight matrix. Asymptotic normality under the null and consistency under the alternative of the test statistic are developed. Applied to simulated data, the new test shows robustness to the learning of the unknown manifold and exhibits substantial power gain if the distributions differ in the principal directions of covariance matrices. The proposed test also detects significant differences on a real dataset of mice protein expression levels.

stat.ME↗

Randomization Tests in Switchback Experiments

Switchback experiments assign an experimental unit, such as a market or a platform, to treatment or control over successive blocks of time. Inference can be challenging because these experiments often contain only a small number of randomized blocks, while outcomes may exhibit serial dependence, seasonality, and treatment effects that persist across periods. We develop a conditional randomization test for the null of no total treatment effect that is finite-sample valid under standard assumptions on temporal interference without requiring a parametric model for outcomes. We also develop randomization tests for these assumptions: a carryover test that assesses whether past assignments continue to affect outcomes beyond a prespecified horizon and a non-anticipation test that assesses whether future assignments affect current outcomes. For hypotheses about average treatment effects, we establish asymptotic validity of studentized randomization tests under additional regularity conditions. Finally, we derive power approximations and characterize the tradeoffs between experimental design choices, the number of informative randomized comparisons, and statistical power. Numerical experiments with stylized potential outcomes and a dynamic rideshare model illustrate finite-sample performance and implications for experimental design.

stat.ME↗

Minimum Specification Perturbation: Robustness as Distance-to-Falsification in Causal Inference

Empirical causal claims depend on many analyst decisions, from selecting covariates to choosing estimators. Existing robustness tools summarize how results vary across these choices, but, to the best of our knowledge, do not answer: \textbf{How many analyst decisions must change to reach a specification, which is a set of choices, whose confidence interval (CI) contains zero?} We introduce \emph{Minimum Specification Perturbation (MSP)}, the smallest number of changes. MSP is small under the null, grows with effect strength and captures distance-to-falsification information that dispersion-based summaries cannot report; when making decisions under weak effects, an MSP-based rule yields lower false-positive rates than dispersion-based rules. We show that Fragility Index and MSP measure orthogonal vulnerabilities: fragility to influential observations need not imply fragility to specification choices. On the LaLonde benchmark, MSP = 1 implies that one decision change makes the CI contain zero. We further provide exact permutation calibration under randomization and characterize computation, showing tractable cases under additive structure and NP-hardness in general.

stat.ME↗