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Error Geometry and Causal Robustness

“Error is not noise, but geometric boundary; robustness is not luck, but geometric invariant.”

🎯 Core Ideas

In the previous chapter, we learned how spacetime geometry serves as minimal lossless compression of causal constraints. Now we face a practical question:

When causal structure has uncertainty (measurement errors, quantum fluctuations, finite samples), are our conclusions still robust?

Traditional method: “Point estimate + error bars”

GLS New Perspective:

Analogy:

Traditional method is like describing a route to a friend:

  • “Go straight 500 meters from here, then turn left”

What if your GPS has ±50 meter error? You might end up in a completely different place!

Geometric Method:

  • “Within a circle centered on me with radius 50 meters, no matter which point you’re at, turning left will get you to the destination”

This is true robustness!

📖 From Point Estimation to Region Estimation

Limitations of Traditional Statistical Inference

Classical Procedure:

  1. Collect data
  2. Estimate parameter
  3. Calculate standard error
  4. Give confidence interval

Problems:

  • Confidence interval is one-dimensional (for scalar parameters)
  • For multi-dimensional parameters, separate confidence intervals ignore correlations
  • Causal conclusions often depend on complex combinations of parameters

Example (Linear Regression):

We might care about conditional effect:

From confidence intervals of alone, we cannot accurately infer confidence interval of !

Geometric Perspective: Confidence Ellipsoid

New Method: Treat error as geometric region in parameter space

Fisher Information Metric:

At each parameter point , define local metric:

where is Fisher information matrix.

Intuition:

  • Large eigenvalue of → Parameter “easily identifiable” in that direction
  • Small eigenvalue of → Parameter “hard to identify” in that direction

Confidence Ellipsoid:

graph TB
    subgraph "Parameter Space Θ"
        CENTER["Point Estimate<br/>θ̂ₙ"]
        ELLIPSE["Confidence Ellipsoid<br/>ℛₙ(α)"]
        TRUE["True Value θ₀"]

        CENTER -.->|"Semi-axis Directions Determined by I⁻¹"| ELLIPSE
        ELLIPSE -->|"Contains with Probability 1-α"| TRUE
    end

    INFO["Fisher Information I(θ)"] -->|"Determines Shape"| ELLIPSE

    style ELLIPSE fill:#fff4e1
    style TRUE fill:#ffe1e1

Key Property:

Asymptotic Coverage Theorem:

That is: True parameter falls inside ellipsoid with probability !

🎨 Geometric Operations on Credible Regions

Projection of Linear Functions

Suppose causal effect we care about is linear function of parameters:

Question: Range of on credible region ?

Geometric Answer:

This is projection of ellipsoid in direction !

Analytic Solution:

Analogy:

Imagine ellipsoid is a watermelon, is direction of cutting knife:

  • After cutting, cross-section (projection) is an ellipse
  • Major and minor axes of ellipse determined jointly by watermelon shape and knife angle
graph LR
    ELLIPSOID["3D Confidence Ellipsoid<br/>ℛₙ(α)"] -->|"Project Along Direction c"| INTERVAL["1D Confidence Interval<br/>[ψ_min, ψ_max]"]

    DIRECTION["Projection Direction c"] -.->|"Determines"| INTERVAL

    style ELLIPSOID fill:#e1f5ff
    style INTERVAL fill:#ffe1e1

Local Linearization of Nonlinear Functions

If causal effect is nonlinear function , what to do?

Delta Method (first-order approximation):

Near :

where is Jacobian matrix.

Projected Ellipsoid:

where

Physical Meaning: Uncertainty ellipsoid of nonlinear effect!

🔍 Identifiable Sets in Causal Inference

What Is Identifiable Set?

In many causal problems, even with infinite data, we cannot uniquely determine certain parameters.

Definition (Identifiable Set):

Example 1 (Omitted Variable Bias):

True model:

But is unobservable!

Identifiable set:

where is observed regression coefficient, is regression coefficient of on .

Geometry: This is a line, not a single point!

Example 2 (Weak Identification of Instrumental Variables):

When instrumental variable is “weak”, identifiable set of structural parameters may be unbounded or very “flat” region.

Intersection of Credible Region and Identifiable Set

GLS Core Insight:

Causal conclusions should be based on:

not just point estimate !

where is data-driven estimate of identifiable set.

graph TB
    subgraph "Parameter Space Θ"
        TRUST["Credible Region<br/>ℛₙ(α)<br/>(Statistical Uncertainty)"]
        IDENT["Identifiable Set<br/>ℐₙ<br/>(Causal Constraints)"]
        INTER["Intersection<br/>ℛₙ∩ℐₙ"]

        TRUST -.->|"Intersection"| INTER
        IDENT -.->|"Intersection"| INTER
    end

    INTER --> ROBUST["Robust Causal Conclusion<br/>(Holds Over Entire Intersection)"]

    style TRUST fill:#e1f5ff
    style IDENT fill:#ffe1e1
    style INTER fill:#fff4e1,stroke:#ff6b6b,stroke-width:3px

Definition (Geometric Robustness):

Let be causal effect. If there exists interval such that

then we say “causal conclusion is geometrically robust at level ”.

In Particular: If (or ), we can robustly assert direction of effect!

Convex Optimization for Linear Identifiable Sets

Common Case: Identifiable set can be represented as linear inequalities:

Then is intersection of ellipsoid and polyhedron (convex set).

Extrema of Causal Effect:

For linear effect :

This is a Quadratic Programming problem, can be solved efficiently!

Geometric Robustness Criterion Theorem:

If , then we can robustly assert:

And this conclusion holds for all !

🌐 Multi-Experiment Aggregation: Intersection and Union of Regions

Problem Scenario

In reality, we often have multiple data sources:

  • Experiment 1: Randomized controlled trial (RCT), sample
  • Experiment 2: Observational study, sample
  • Experiment 3: RCT from another region, sample

Traditional Meta-Analysis:

Calculate point estimates of each study, then weighted average.

Problems:

  • How to judge whether studies are truly consistent?
  • How to systematically identify conflicts?
  • Point estimate differences may come from sampling error, not real effect differences!

Geometric Meta-Analysis

Idea: Each study gives a credible region ,

Consensus Region (intersection):

Physical Meaning: Parameter range simultaneously supported by all studies

Permissible Region (union):

Physical Meaning: Parameter range supported by at least one study

Conflict Region (symmetric difference):

Physical Meaning: Parameter range supported by only some studies, where controversy exists

graph TB
    subgraph "Credible Regions of Three Studies"
        R1["Study 1<br/>ℛ₁(α₁)"]
        R2["Study 2<br/>ℛ₂(α₂)"]
        R3["Study 3<br/>ℛ₃(α₃)"]
    end

    R1 -.->|"Intersection"| CONS["Consensus Region<br/>ℛ_cons"]
    R2 -.->|"Intersection"| CONS
    R3 -.->|"Intersection"| CONS

    R1 -.->|"Union"| PERM["Permissible Region<br/>ℛ_perm"]
    R2 -.->|"Union"| PERM
    R3 -.->|"Union"| PERM

    PERM -.-> CONFLICT["Conflict Region<br/>ℛ_conflict = ℛ_perm \ ℛ_cons"]
    CONS -.-> CONFLICT

    style CONS fill:#e1ffe1,stroke:#00aa00,stroke-width:3px
    style CONFLICT fill:#ffe1e1,stroke:#ff0000,stroke-width:2px

Consistency Judgment

Strong Consistency: (consensus region non-empty)

Weak Consistency: “Volume” of relatively small

Significant Conflict: (consensus region empty!)

Then we can clearly assert: Studies have fundamental contradiction, not vaguely say “results somewhat different”.

Consensus Interval for Causal Effect

For effect of interest :

Robust Conclusion: Only when can we say this effect value is supported by all studies.

Examples:

  • : All studies consistently support effect between 0.2 and 0.5
  • : Contains 0, cannot robustly assert direction!
  • : Studies conflict, no consensus

⚙️ Experimental Design: Shaping Future Credible Regions

New Perspective

Traditional experimental design goal: Minimize variance

GLS Geometric Perspective:

Key Insight: By choosing experimental scheme (sample allocation, covariate design, etc.), we can actively shape Fisher information matrix , thus shaping shape of credible ellipsoid!

Fisher Information and Region Volume

Volume of credible ellipsoid:

where:

  • is design variable (e.g., sample allocation scheme)
  • is constant

D-Optimal Design:

Geometric Meaning: Minimize volume of credible ellipsoid, make parameter estimation “tightest overall”!

graph LR
    DESIGN["Experimental Design ξ"] -->|"Determines"| FISHER["Fisher Information<br/>I(θ;ξ)"]
    FISHER -->|"Determines Shape"| ELLIPSE["Credible Ellipsoid<br/>ℛₙ(α;ξ)"]

    OPT["Optimization<br/>max det I"] -.->|"Shrinks"| ELLIPSE

    style ELLIPSE fill:#fff4e1
    style OPT fill:#e1ffe1

Directional Distinguishability: c-Optimal Design

If we only care about specific causal effect , don’t need overall optimal!

c-Optimal Design:

Geometric Meaning:

  • Don’t pursue minimum overall ellipsoid volume
  • Specifically compress semi-axis in direction
  • Concentrate resources to improve resolution of this specific causal effect

Analogy:

  • D-optimal = All-round development (all subjects must be good)
  • c-optimal = Specialization (only need math good, for math department application)

Example: Sample Allocation in Linear Regression

Model:

Design Problem: How to allocate samples at two levels ?

Let allocation proportion be , i.e., samples at , samples at .

Fisher Information Matrix:

where .

D-Optimal Design (minimize inverse of determinant):

Maximize variance Equal allocation at extremes:

c-Optimal Design (only care about slope ):

Also get (equal allocation at extremes maximizes variance of )

🔗 Connections with GLS Theory

Connection with Causal Diamond

In GLS theory, boundary of causal diamond encodes complete information.

Analogy:

  • Causal DiamondCredible Region
  • Boundary Ellipsoid Boundary
  • Bulk ReconstructionInferring Interior Parameters from Boundary

All reflect idea that boundary encodes complete information!

Connection with Time Scale

Uncertainty of unified time scale can be geometrized:

Robust Causal Conclusion: Only when conclusions based on all values in are consistent, are they robust!

Connection with Null-Modular Double Cover

Estimation error of modulation function can be represented as confidence region:

Robustness: Range of modular Hamiltonian over entire :

🌟 Core Formula Summary

Fisher Information Metric

Confidence Ellipsoid (Credible Region)

Projection Interval for Linear Effect

Geometric Robustness

Multi-Experiment Consensus Region

D-Optimal Design

💭 Thinking Questions

Question 1: Why Ellipsoid Instead of Sphere?

Hint: Consider correlations between parameters

Answer:

If parameters are completely independent ( diagonal), confidence region is a sphere (same uncertainty in all directions).

But in practice, parameters are often correlated:

  • Intercept and slope usually negatively correlated (seesaw effect)
  • Fisher information matrix non-diagonal
  • Confidence region is ellipsoid (different uncertainty in different directions)

Geometric Intuition:

  • Long axis of ellipsoid → Direction where parameters “hard to identify”
  • Short axis of ellipsoid → Direction where parameters “easy to identify”

Question 2: What Does Empty Consensus Region Mean?

Hint: Think of quantum uncertainty principle

Answer:

Physical Meaning:

  1. Significant Conflict: Studies have fundamental contradiction, cannot simultaneously satisfy all constraints
  2. Model Mismatch: Assumptions of some studies may be wrong
  3. Heterogeneity: Different studies may measure different parameters (e.g., effects in different populations)

Quantum Analogy:

Like simultaneously precisely measuring position and momentum → Uncertainty principle forbids!

Intersection of credible regions of multiple studies empty → “Geometric incompatibility” in parameter space!

Question 3: How to Define Error Geometry in Quantum Gravity?

Hint: Recall quantum fluctuations of causal diamond

Answer:

In quantum gravity, spacetime geometry itself has quantum fluctuations!

Classical GLS:

Quantum GLS (path integral):

Geometric Uncertainty:

  • At Planck scale , spacetime has “foam” fluctuations
  • Credible region becomes measure in function space
  • Robustness → Topological invariance under quantum fluctuations

Example:

Correction terms to Bekenstein-Hawking entropy:

Credible region of determines robust predictions of quantum gravitational corrections!

🎯 Core Insights

  1. Error = Geometric Boundary

    Traditional: Error = Supplementary information

    GLS: Error = Geometric region in parameter space (credible region)

  2. Robustness = Geometric Invariance

    Traditional: Robustness = “Results similar”

    GLS: Robustness = Conclusion holds over entire credible region

  3. Causal Inference = Credible Region ∩ Identifiable Set

  4. Meta-Analysis = Intersection and Union of Regions

    • Consensus = Intersection
    • Conflict = Symmetric difference
  5. Experimental Design = Shaping Geometric Shape

    Actively shape credible ellipsoid through Fisher information

📚 Connections with Other Chapters

With Causal Geometrization (Chapter 8)

  • Chapter 8: Spacetime geometry = Compression of causal constraints
  • This chapter: Parameter geometry = Compression of statistical constraints

Unified Perspective:

With Boundary Theory (Chapter 6)

  • Boundary encodes bulk information ↔ Ellipsoid boundary encodes parameter uncertainty
  • Uncertainty of Brown-York energy ↔ Ellipsoid shape determined by Fisher information

With Unified Time (Chapter 5)

Uncertainty of time scale :

Robust Causal Arrow: Only when all give same causal direction, is arrow robust!

📖 Further Reading

Classical Statistics:

  • van der Vaart (1998): Asymptotic Statistics (asymptotic theory)
  • Bickel & Doksum (2015): Mathematical Statistics (confidence regions)

Causal Inference:

  • Manski (2003): Partial Identification (identifiable sets)
  • Imbens & Rubin (2015): Causal Inference (robustness analysis)

Experimental Design:

  • Pukelsheim (2006): Optimal Design of Experiments (Fisher information and design)

GLS Theory Source Documents:

  • error-geometry-causal-robustness.md (source of this chapter)

Next Chapter Preview: 10-Unified Theorem Complete Proof of Causality-Time-Entropy

We will see how causality, time, and entropy are unified through rigorous mathematical proof!

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