Large Signal Model · Plate 14 of 17

Uncertainty on a curved domain

Parameter uncertainty and arbitrary entrywise noise have different geometry.

Question to keep in view. Which uncertainties preserve the supplied curved geometry?

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For \(u\in[-1,1]\), set \(v(u)=(1,u,u^2)^{\mathsf T}\). Its convex hull is

\[ K=\{(1,x,y):x^2\leq y\leq1\},\qquad C=\left\{(m,x,y):\begin{pmatrix}m&x\\x&y\end{pmatrix}\succeq0,\ m-y\geq0\right\}. \]
A curved normalized moment domain and its homogeneous cone boundary.
A curved normalized moment domain and its homogeneous cone boundary.
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The normalized domain lies above the parabola and below the horizontal upper boundary. The three-dimensional wireframe shows its homogeneous geometry. Within the supplied parameter family, uncertainty changes a boundary posterior’s probability without moving its ray; arbitrary coordinate perturbations do not share that protection.

Choose a reference probability measure on \([-1,1]\) with moments \(\mathbb E U=\mathbb E U^3=0\), \(\mathbb E U^2=1/3\) and \(\mathbb E U^4=1/5\). With \(L_2(u)=(3u^2-1)/2\), define

\[ B_{a,b}(u)=v(u)(1,au,bL_2(u)). \]

Its normalized-state density is \(p_{a,b}(u\mid x,y)=1+axu+byL_2(u)\). If \(|a|+|b|\leq1-\rho\) for \(\rho\in[0,1]\), it is at least \(\rho\), and integrated mass is exact.

The mathematical point

Every positive-density posterior is the same boundary point \(v(u)\) throughout this parameter family. Uncertainty changes its probability without moving its posterior ray.

Scope

This protection depends on the supplied algebraic family. Free perturbations of output coordinates can leave the cone. The three-dimensional wireframe shows the homogeneous geometry, not sampled evidence.

Formal route

CurvedMomentGeometry.lean; CurvedMomentInstrument.lean; exact P83 map in COVERAGE.json.

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