Angular resolution set by transverse spectral noise quantifies how sharply an observed spectral vector constrains the orientation of an anisotropic two-coordinate noise model. Use the covariance from transverse-noise limit of a rotating rank-one covariance model, with known longitudinal standard deviation and transverse standard deviation . For an observation of length aligned with orientation , the Gaussian density givesThe determinant is independent of orientation, so the angular dependence comes entirely from the covariance-weighted residual.[ref]
SciPy 1.16.2 documentation. scipy.stats.multivariate_normal, Notes, full-rank Gaussian density
Define a local half-width by a chosen log-density drop . For , the lobe around has half-widthWhen this angle is small and , it is approximately . If , even an orthogonal orientation fails to reach that drop, so this local-width criterion does not exclude any orientation. At or equal noise scales, the observation has no angular preference in this model.
For an original example, choose , and in consistent signal units. Then . A drop gives half-width about radians, or . Reducing only the transverse standard deviation to approximately halves the width. Increasing a numerical regularization parameter is not an experimental improvement in this noise scale.
The global orientation ambiguity in a rank-one covariance fit remains: orientations separated by give the same covariance. A narrow local lobe does not distinguish those two orientations. Nor is a fixed log-density drop automatically a confidence interval with a stated coverage probability. Multiple observations, unknown noise scales and experimental nuisance parameters require their corresponding inference model.
Repeated reference spectra under stable conditions can estimate the longitudinal and transverse noise components. Their covariance must include shared calibration effects, as required by the measurement-propagation rule.[ref]
Guidelines for Evaluating and Expressing the Uncertainty of NIST Measurement Results by Barry N. Taylor and Chris E. Kuyatt. Appendix A, equation A-3
The numerical example is a model calculation in spectral coordinates, rather than a specification of a particular optical instrument.Global orientation ambiguity in a rank-one covariance fit means that covariance identifies an axis without identifying its positive direction. For and ,because . Adding an isotropic transverse-noise term does not remove this equality. The angular resolution set by transverse spectral noise can make each local orientation lobe narrow while leaving the two directed orientations indistinguishable.
For an original example, let and . Both and giveThe eigenvalues are four and zero, and the principal eigenvector can be written as either or its negative. More samples can improve estimation of this matrix without choosing between those signs.
In a zero-mean Gaussian covariance model, equal covariance gives equal probability laws, including the supported line in the singular case.[ref]
SciPy 1.16.2 documentation. scipy.stats.multivariate_normal, mean/cov parameters and Notes on singular covariance
No fitting procedure using only that law can distinguish the two parameter labels. A fitting range removes duplicate labels by convention; it does not measure the sign of a physical direction.For example, local high-likelihood neighborhoods around and may each span only a few degrees. Reporting only the first as uncertainty in a directed angle discards an equally supported region unless additional information rules it out. A prior or coordinate convention that selects one sign should be distinguished from an experimental observation.
Sign-sensitive measurements that resolve a covariance-axis ambiguity can supply information outside the covariance-only model, such as an independently calibrated signed mean or phase reference. If the scientific quantity is genuinely an unoriented axis, an angle modulo is already the appropriate parameter. The interpretation of the parameter determines whether the ambiguity needs resolving.
Sign-sensitive measurements that resolve a covariance-axis ambiguity add an observable whose distribution changes when the fitted axis direction is reversed. In the global orientation ambiguity in a rank-one covariance fit, and give the same covariance. An independently calibrated signed projection can distinguish them.
Consider two candidates with an additional observation , where is known, has known positive sign and . Assume this calibration reading is independent of the covariance data conditional on the candidate. The Gaussian densities giveThe normal density and cumulative distribution function used here are documented in the pinned numerical reference.[ref] The likelihood-ratio expression follows by expanding the two squared residuals.
For an original example, let , and observe . The log likelihood ratio is 16, strongly favoring the positive candidate under this stated model. With equal prior probabilities and equal decision costs, the sign-threshold decision has repeated-measurement error probability . This decision-error probability is different from assigning a posterior error probability to that one observed value.
A practical calibration applies a known signed perturbation and records the signed detector-response component. Reversing the applied perturbation checks readout polarity. A calibrated phase-sensitive readout can provide such a projection; measuring only noise covariance does not supply its sign.
The failure of sign recovery from magnitude-only calibration data is important. For symmetric Gaussian noise, has the same distribution under means and . If is orthogonal to the axis, then and even the signed reading adds no separation. If the amplitude sign itself is unknown, reversing both amplitude and axis preserves the mean. The additional measurement resolves the ambiguity only when its reference sign and response model are independently established.
Failure of sign recovery from magnitude-only calibration data occurs when opposite signed calibration models induce exactly the same distribution of every recorded magnitude. Under this symmetry, more repetitions can estimate the magnitude distribution accurately without deciding the missing sign. This is the limitation relevant to sign-sensitive measurements that resolve a covariance-axis ambiguity.
Let with sign , known and symmetric noise having density . If the recorded value is , then for Symmetry gives . Independent repetitions multiply identical densities, so their likelihood ratio remains one. With equal sign priors and equal decision costs, no decision rule based solely on these magnitudes can have average sign-error probability below1/2.
For normal distribution noise with standard deviation , the magnitude has a folded normal distribution:where is the standard normal density. The formula depends on , not its sign. The pinned numerical reference provides the equivalent standardized folded-normal density and its scale transformation.[ref]
SciPy 1.16.2 documentation. scipy.stats.foldnorm, Notes, density and loc/scale convention
For the original calibration scale and , recording a signed value can distinguish the two models strongly, but recording only its magnitude cannot do so under the symmetric model. This is an information loss in the measurement map, rather than a shortage of averaging trials.
The symmetry assumption is essential. As an original counterexample, let noise equal−1 with probability2/3 and+2 with probability1/3, giving zero mean but an asymmetric distribution. With , the positive-sign magnitudes are0 or3, while the negative-sign magnitudes are2 or1. Their disjoint supports permit sign recovery if this asymmetric noise model is independently established. The calibrated asymmetry itself supplies sign-reference information absent from the symmetric case.
Similarly, a genuinely signed projection or a known phase reference can break the original ambiguity. An unverified readout polarity or unknown amplitude sign can preserve it. Specify which signed information the apparatus actually records before interpreting a magnitude fit as an oriented calibration.
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