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.
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BibTeX
@misc{grozavescu2026when,
title = {{When Noise Estimation Hides Basis Misspecification in Repeated Bayesian Inverse Problems}},
author = {Rares Dimitrie Grozavescu and Mark Girolami},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.37762},
eprint = {2609.37762},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.37762},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - When Noise Estimation Hides Basis Misspecification in Repeated Bayesian Inverse Problems
AU - Rares Dimitrie Grozavescu
AU - Mark Girolami
PY - 2026
DA - 2026/09/29
PB - arXiv
DO - 10.48550/arxiv.2609.37762
UR - https://arxiv.org/abs/2609.37762
AB - 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.
ER -