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]
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.
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 give
The 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] 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.