Stated uncertainty
What four standard estimators of a best-possible score
do when that score is known exactly rather than estimated — where each
one’s stated interval breaks, which of the breakages are structural,
and what decides the direction a stated uncertainty fails in.
The families this reads are built on the archimedean deletion:
rings of residues, which carry arithmetic and no notion of size
(the best score any solver can reach
is derived in closed form there, which is what makes them usable
here). Fix N
squarefree, draw x from Z/N uniformly, and show the
solver the residues modulo a proper divisor M, leaving the
unknown cofactor c = N/M. What the shown
residues pin is a fiber: the c ring elements sharing
them, an arithmetic progression of step M. One pair (ring,
shown residues) is a cell.
The task is a single archimedean bit. Read it as a classification
problem: hand over the residues and ask for the label
[x ≥ t] at a fixed threshold t. Write
ηr for the probability that label is 1 given
fiber r — at most two values, since the fiber below-count takes
at most two — and the Bayes error R* for the smallest
error rate any rule can attain, here a rational number known exactly
rather than a quantity to be estimated. The error rate of the best
constant answer is the no-evidence value, and the gap between
the two is the lift the residues buy. A threshold is
interior where the lift is positive and at the floor
where it is zero, the residues buying nothing there. The interior
thresholds of one cell form a single run, its window, across
which the lift rises and falls while R* itself does not
move.
An estimator takes n such draws and returns an
estimate of R* with a stated 95% interval; call half that
interval’s width its half-bar. Two properties of an estimator
are then measurable against truth rather than against another
estimate: its
bias, the mean estimate minus R*, and its
coverage, the fraction of trials whose own interval contains
R*. Four standard estimators are run, in two families. The
plug-in pair fits a majority rule to the sample and scores it —
resubstitution on the same data, held-out on a withheld
half. The bracket pair reports an interval that comes from a
theorem rather than from a fitted rule: the 1-nearest-neighbour
Cover–Hart bracket, built from the nearest-neighbour error
rate, and a divergence bracket built from the number of edges
of a minimum spanning tree that join points of opposite label.
Five slices are read — a slice being a cell together with a
threshold — chosen from the exact condition that says where the lift
vanishes rather than from a scan: three at the floor, two interior, at four
sample sizes from 500 to 32,000, forty trials each.
At three of them t is divisible by M, so every fiber
carries the same ηr; one of those three is the
knife slice, where that common value is exactly 1/2 and every
rule is therefore optimal.
The coverage
map observation
Every one of the five slices breaks at least one of
resubstitution, held-out and the Cover–Hart bracket at some sample
size, and none of the breakages is visible from inside the
estimator that carries it: each interval is
computed the same way whether it is right or wrong, and only the
closed form says which. Which of the two point estimators
breaks is slice-dependent, and the ordering inverts. At the knife
slice resubstitution covers 0.00–0.03 while held-out covers
0.93–0.97; at the widest floor slice resubstitution starts at 0.00
and recovers only at the largest n while held-out falls
0.90, 0.50, 0.25, 0.15. Neither of them is simply the good one, so a
practitioner who validated a pipeline on any single slice would
carry the wrong conclusion to the next. Coverage alone does not
settle it either: both brackets cover at 0.90 or better at every
slice and every n, and buy that by containing the
no-evidence value along with the truth. And at the knife slice a
bracket's coverage
measures a cap rather than an estimator, since its upper end is held
at 1/2, which no binary Bayes error can exceed, and the truth there
is 1/2.
Scope. Computed on the five dial-chosen
slices at n = 500, 2000, 8000, 32000, forty trials each, one
fixed seed, 0-1 score, uniform prior. Nominal coverage 0.95
throughout. Two of the five slices are interior rather than floor
slices, and the four find them no harder: what the window moves
is the no-evidence baseline, not what an estimator does. A positive
control — a two-fiber Bernoulli problem with R* = 0.15, far
from 1/2 — passes through the same sampler and the same estimator
code before any grid result is read. Toy scale.
verifier:
explore_ceiling_ruler.py
Placement on a thin
edge rule
Two of the failures are structural rather than small-sample, and
neither is a fact about these rings. At the knife slice
resubstitution's deficit is the mean absolute deviation of a fair
binomial, ½√(2M/πn), while its own half-bar is the
binomial 95% one, 1.96√(1/4n): both shrink as
1/√n, so their ratio
√(2M/π)/1.96 is free of n — 1.5766 derived, and
−1.48, −1.55, −1.56, −1.59 printed across the four sample sizes. The
point estimate is consistent, its bias running −0.0644 to −0.0087;
the interval is not, and coverage stays at 0.00–0.03 at every sample
size, so more data never repairs it. At the widest floor slice
held-out fails in the opposite direction, its coverage falling
monotonically as n grows through the series above — and only
there, since at the narrow floor slice the same estimator's coverage
climbs with n. It scores a fitted rule whose excess over the
optimum decays
with the probability that some fiber's empirical majority flips,
while its reported precision decays as 1/√n. A tightening
interval reads as improving evidence, and here it is not.
Both reappear with no ring anywhere. The same estimators through
the same code, on M bare Bernoulli fibers, reproduce the
ratio at −1.52 to −1.62 and the falling series at 0.88, 0.68, 0.23,
0.25. A dial the ring cannot turn — the distance δ of
η from 1/2 — locates the interval failure in the band
2δ√(n/M) ≲ 1: at n = 8000 one
sixty-fourth of distance from 1/2 already raises coverage from 0.00
to 0.85, and one thirty-second restores it outright. So what a
designed family contributes is not the failure but the
placement: one of its floor slices sits at η = 1/2
exactly, inside a band about that wide — the others at 4/7 and 6/11,
close to 1/2 and off the band at the larger n — with the
truth a rational number.
Calibrated position on a thin edge, and not a cause.
Scope. The rule is the ring-free
reappearance: derived by hand off the ring and confirmed at the
grid's own
M, η and n. The two failure mechanisms are
observations — closed forms derived asymptotically and confirmed at
four sample sizes. The falling series is stated as a direction and
not as rates: it survives all three tie-breaks of the fitted rule's
arbitrary empty-fiber choice, the two harsher ones falling further,
while two random streams of one setting differ by 0.12, which is the
scale of forty-trial coverage noise. The band's location was a
margin guess in the design and broke: the crossing sits nearer 1/2
than √(M/n). 0-1 score, uniform prior. Toy scale.
verifiers:
explore_ceiling_ruler.py,
explore_ruler_boundary.py
One bracket,
correct and empty rule
The two bracket estimators are not two bounds. Once n ≫
M every test point has an exact residue match, so the
1-nearest-neighbour rule returns a random same-fiber training label
and its error tends to Σr
P(r)·2ηr(1−ηr) —
1/2, 24/49 and 60/121 on the slices run, with measured gaps at most
0.0007 at the largest n. The Henze–Penrose divergence the
spanning-tree estimator targets has the exact value
E[(2η−1)²] here, and (1 − that)/2 is the same quantity
again, so the two are one bracket read at two statistics. A second
estimator family therefore buys a different way of estimating the
bound and never a second opinion on it. Its equality case is this
family's own window: the lower endpoint's shortfall is the Jensen
gap of |2ηr−1|, which vanishes exactly when that
is constant across fibers — when t is divisible by
M, or inside
the odd-c middle window. Off the window the endpoint is
strictly conservative, by at most 0.0178 across the thirty
thresholds run.
That one bound is also too weak to certify this family's own
lift, and that too is a fact about the bound rather than about
either estimator reading it. Read exactly,
with no sampling anywhere, the bracket excludes the no-evidence
value at 2 of the 14 in-window thresholds and contains it at the
other 12; add the sampling half-bar at n = 8000 and it
excludes it at none. The family's own exact lift there is
7/105, and the sampled divergence bracket is still 0.0838 wide at
the largest n. A bracket can be correct at every slice and
unable to
certify that the evidence is worth anything, with the emptiness
located in the bound rather than in the sample.
Scope. The identity of the two brackets and
the tightness set are derived by hand and confirmed in exact
rational arithmetic on all 35 (slice, threshold) pairs the file
touches, and both are the rule the badge states; the certification
counts are observations, computed on the 30-threshold profile of the
N = 105 cell at n = 8000, forty trials.
Its high coverage has two independent sources and neither is
accuracy: the truth sits at the exact bracket's lower endpoint on
all five slices, so containing it costs nothing at the top, and the
stated bar is binomial where a tree's edges are dependent, which
overstates the statistic's real dispersion by 1.75 to 2.75 times at
every slice and sample size. Two estimator families, 0-1 score,
uniform prior. Toy scale.
verifiers:
explore_ceiling_ruler.py,
explore_ruler_divergence.py
The tree the data
does not fix observation
A spanning-tree estimator needs a distance, and the only one the
evidence offers — how many shown residues two points differ in —
puts every pair of points in the same fiber at distance zero. So any
spanning tree of a fiber's points is a genuine minimum spanning
tree, and the statistic is not a function of the sample.
Fed the rows in class order — what concatenating two label arrays
hands a deterministic routine — each fiber contributes exactly one
edge joining opposite labels, so the statistic is a function of the
fiber count alone: the cross-label fraction reads 0.0005 at
n = 32,000 at all four slices with M = 15, with
across-trial spread 0.0000, identically where the truth is 3/7 and
where it is 1/2, and the bracket it maps to — [0.0001, 0.0007] —
covers at 0.00. It converges on the assertion that the labels are
perfectly separable. Shuffling the rows, which changes no datum,
moves the same statistic to 0.4897.
Those two are not the extremes. A fiber's zero-weight edges admit
a spanning tree of the complete bipartite graph between its two
label classes whenever both are present, and every edge of that tree
joins opposite labels, so across genuine minimum spanning trees of
one sample the reported bracket runs from [0, 0] to [1/2, 1/2]. The
identified set — the values the data leaves possible once the
estimator's arbitrary choices are allowed to range — is therefore
the whole interval a binary Bayes error can occupy. That is not a
perturbed answer but the absence of one, and
it is a question of whether the estimator is defined on data of this
shape rather than of how well it does. What the repair needs is not
randomness but a tree whose shape does not consult the labels; the
labels are then exchangeable across its edges and the expected
cross-label count is the population quantity whatever the tree, so a
deterministic order is fine and class order is not. An exact
Euclidean minimum spanning tree on a jittered embedding, built by
geometry and blind to labels, agrees with the shuffle — 233.1
same-fiber cross edges against 239.8 at n = 500.
Scope. Computed on the five slices at four
sample sizes, forty trials, with the mechanism and the identified
set derived rather than measured; the label-blind control is a
single configuration at n = 500, its agreement inside a
conservative Poisson bound. Categorical evidence is what forces the
non-identification: the residues carry no order and no size, so
every within-fiber distance is zero and the tree has nothing to
minimize. 0-1 score, uniform prior. Toy scale.
verifier:
explore_ruler_divergence.py
Each of these is invisible from inside the estimator that carries
it, and none of them needs an unusual estimator: they are what four
standard procedures do on a family whose answer happens to be known.
What the design buys is not a better estimate but the position of the
truth: chosen rather than found, exact, and not itself an estimate.
Read across the four, the failures share no mechanism — one prices
sampling noise and omits its own bias at the same rate, one reports a
precision that decays faster than its fitted rule's excess over the
optimum, one is not identified at all — which leaves open what, if
anything, they do share.
The uncounted
term observation
What fails is the statement rather than the estimator. A
stated interval is computed from the estimator's own model, so it
can price only error that model has a coordinate for; error outside
the model is uncounted and reaches the comparison against
truth without ever entering the arithmetic. Two properties follow,
both measured against exactly known truth — each world’s own Bayes
error, a rational number — across six arms differing only in what their
statement knows. Each arm runs on a designed world: fifteen
equally likely fibers carrying stated rates, clear where no
rate is nearer than 1/10 to 1/2, knife where every rate is
1/2 exactly, and mild where three rates sit just past 1/2
and the other twelve well away from it.
The first is an asymmetry. Call a statement a
bound when its uncounted term has a known sign: fit the
majority rule on half the draw, score it on the other half, state
the one-sided upper confidence limit, and the slack carried is the
rule's excess over the optimum, which cannot be negative. The bound
arm never came out overconfident, on
either world or at any sample size: it covers
0.963–0.988 against its own one-sided nominal 0.975 at all eight of
its cases — the clear world and the knife, four sample sizes each —
while on that knife world a fit statement covers
0.015–0.035.
What is forced is that one direction and not its mirror. A fit is
merely the only kind that can fail downward, and nothing
makes it: the knife fit's own half-bar runs 3.10 to 3.26 times
σ, the true spread of its estimate across trials — too wide,
not too narrow. The usual corollary is false too. That bound
excluded the no-evidence value in every trial on the clear world, so
conservatism is forced by the sign and emptiness is not: what the
two brackets above show is their own slack.
The second decides whether more data cures it, and it is one
ratio — the uncounted term b against the half-bar h
the statement does count. Three regimes, all three from the same
plug-in code. Where the model contains the truth,
b/h falls 0.032 to 0.002 and coverage sits at nominal:
0.955, 0.945, 0.932, 0.953. At the knife the two shrink at one rate,
the ratio holds at 1.573–1.595, and coverage is flat at 0.035,
0.015, 0.025, 0.035 — sample size irrelevant. And where the model
cannot hold the truth — the mild world's fifteen fibers pooled into
three groups of five, each holding four of the twelve rates well off
1/2 and one of the three just past it —
the ratio grows 0.259 to 1.781 while coverage falls 0.915, 0.875,
0.555, 0.045, the bias sitting on the exact pooling gap 7/750 from
the second sample size on. Nothing there degrades except the claim.
The crossing has a location: coverage passes 1/2 where the uncounted
term equals the stated half-bar, which holds wherever that half-bar
outruns σ, as it does by about a factor of two at every fit
arm here.
The two are one fact. Across six arms and both statement kinds
— seven arm-and-world pairs, since the bound runs on two worlds, at
four sample sizes each — measured coverage is what the
pair of ratios b/σ and h/σ predicts and
nothing else enters — largest deviation 0.0133, mean 0.0049 over all
twenty-eight. Mechanisms that read as distinct act only by
moving those two numbers, and the direction a statement fails in is
set by which region of that plane its construction can reach.
Scope. Observation throughout, at 400 trials
each and n = 500 to 32,000 over M = 15 uniform
fibers with exact rational targets. Each arm's regime follows from
its construction; its trajectory does not. The two-ratio formula
follows from approximate normality of the estimate, and what is
measured is that the approximation holds at every one. A control is
read before any of it: the knife arm reproduces the constant derived
above, √(2M/π)/1.96 = 1.5766, at 1.573–1.595 — a differently
written estimator on a differently built world landing on the same
closed form. The third regime is read on the small pooling gap
because a large one leaves no trajectory to see: the same pooling on
groups that straddle 1/2 gives a gap twenty times wider and coverage
0.000 at every n. Two overconfidence mechanisms are
instantiated — a bias omitted at the same rate as the noise that is
counted, and a model class that cannot contain the truth — plus the
bound kind. Two others recorded elsewhere were not run: a precision
decaying faster than the fitted rule's excess over the optimum, and
a continuous class fitted to an atomic truth. Every arm's bias has a
known cause, so nothing is
said about whether an uncounted term is detectable from inside.
0-1 score, uniform prior. Toy scale.
verifier:
explore_uncounted_term.py