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:
- Collect data
- Estimate parameter
- Calculate standard error
- 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 Diamond ↔ Credible Region
- Boundary ↔ Ellipsoid Boundary
- Bulk Reconstruction ↔ Inferring 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:
- Significant Conflict: Studies have fundamental contradiction, cannot simultaneously satisfy all constraints
- Model Mismatch: Assumptions of some studies may be wrong
- 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
-
Error = Geometric Boundary
Traditional: Error = Supplementary information
GLS: Error = Geometric region in parameter space (credible region)
-
Robustness = Geometric Invariance
Traditional: Robustness = “Results similar”
GLS: Robustness = Conclusion holds over entire credible region
-
Causal Inference = Credible Region ∩ Identifiable Set
-
Meta-Analysis = Intersection and Union of Regions
- Consensus = Intersection
- Conflict = Symmetric difference
-
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)
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