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Inference validation

This report covers likelihood checks and interpretation of derivative-based forecasts. See the validation overview for waveform evidence.

Parameter-estimation campaign

Parameter estimation infers a posterior distribution for source parameters by combining a waveform likelihood with a prior. Our validation generates signals with known parameters and checks numerical integration and sampling against that known experiment. Start with the current results and their meaning.

These are bounded two-parameter experiments with other parameters fixed. The 30 September study tests zero-noise grid integration across the waveform inventory. The later completion study separately checks common-data reference posteriors, native samplers and noisy ensemble calibration. A plan, successful process or hardware benchmark is not a passed scientific stage.

Question Required evidence
Does numerical integration resolve this posterior? Stable joint density, normalization, marginal probabilities and quantiles under the frozen refinement checks
Does the sampler recover that posterior? Mixing, effective samples, Monte Carlo uncertainty, divergences and agreement with an accepted independent numerical reference
Are credible probabilities calibrated? Executed prior-drawn noisy ensembles, failed/missing-case denominators and finite-ensemble simultaneous uncertainty
Is the waveform physically accurate? Independent physical injections with characterized uncertainty; same-model recovery cannot establish this

The common-data pilot, Torch sampler pilot, initial noisy study and compiled noisy reference study retain their own frozen settings and historical outcomes. The current result summary keeps these experiments separate rather than promoting earlier pilots to later campaign acceptance.

Self-injection tests the implemented waveform and inference pipeline together; shared waveform errors can remain invisible. A pinned external implementation checks implementation compatibility. Independent physical signals are needed to measure waveform-model bias. Existing failures retain their separate status in the qualification dashboard.

Freeze the experiment

Each case must name the public dispatcher or direct class, model/version, frontend, options, modes, precision, device, two free native parameters, fixed parameters, proper prior density/support, injection truth, noise seed, detector projection, PSD, time/frequency grid and conditioning. Use meaningful mass coordinates for compact binaries and appropriate physical parameters for other families. Fixed spins, distance, phase and geometry remain outside the recovered scope. An external-data dependency or unsupported route remains explicit in the inventory rather than disappearing from the denominator. Record any scalar mapping, native batching or optional JIT strategy separately from physical model options; a passing adapted experiment does not qualify an untested public batch path. The campaign case inventory identifies the selected waveform and fixed FFT adapters.

Specify the prior in the coordinates actually integrated. A uniform rectangle in component masses differs from a uniform rectangle in chirp mass and mass ratio; transforming the former requires its Jacobian and transformed support. Evaluate zero density outside the support. A finite out-of-range penalty is not a proper bounded prior. Preserve body ordering and model validity constraints.

Freeze case IDs, grids, priors, refinement criteria, numerical tolerances and exclusions before running the campaign. Record amendments separately with their reason and new version; retain failed results. Never choose prior widths or a stopping rule after inspecting whether the truth lies in an interval.

Match noise to the likelihood

Use the maintained dense Whittle likelihood and matching detector projection for injection and candidate templates. For positive-frequency bins with PSD \(S_i\) and quadrature weights \(w_i\), its residual term is

\[ \log\mathcal L=-2\sum_i w_i\,|d_i-h_i|^2/S_i. \]

Independent real and imaginary noise components therefore have variance \(S_i/(4w_i)\) for this discretized Gaussian experiment. The frequency-array API uses trapezoidal integration: on a uniform grid, endpoint weights are half an interior weight. The scalar-df API uses rectangular weights. Generate noise with the selected convention and include only bins with positive integration weight. This quadrature-matched experiment does not establish a realistic detector-noise simulation. State any real/DC/Nyquist-bin treatment separately.

For time-domain models, record the time grid, duration, window, Fourier normalization, frequency mask and common candidate/injection transformation. Changing duration or padding must not silently change the likelihood weighting. Zero-noise runs retain PSD weighting and isolate recovery bias; noisy runs use independent complex noise with recorded seeds. Requested SNR and achieved noise-weighted SNR are distinct fields.

Accept a bounded posterior result

The dense grid supplies a sampler-independent baseline only when numerical integration converges. Integrate likelihood times prior with parameter-space quadrature weights, using stable log arithmetic. Record the finite log normalizer, moments, marginal CDFs/credible intervals, mode and boundary mass. Renormalization to one alone is not a convergence check. The implemented likelihood omits parameter-independent Gaussian normalization; its grid normalizer is not a model-evidence comparison across different datasets.

Check Required evidence
Valid case Finite, nonzero templates and PSD; declared parameter support and transformations; correct native shapes and options
Independent likelihood check Matched fixed-point likelihoods and analytic/simple-model tests of weights, noise and prior integration
Grid convergence Coarse/refined agreement of the joint density, log normalizer, marginal quantiles, interval widths and joint-mode coordinates under frozen tolerances; resolve intervals relative to cell width
Prior boundaries Report posterior mass near every edge and whether an edge is physical or artificial; separate convergence of the declared bounded posterior from limitations caused by prior support
Identifiability Show posterior change from the prior in both free dimensions; report degeneracy or prior dominance rather than a nominal two-parameter success
Frontend agreement A separate parity check compares common data, PSD, prior and candidate points; independent frontend self-injections do not establish this agreement

The reference experiments use uniform independent native-coordinate priors and tensor-product trapezoidal posterior integration. The initial campaign declares CPU FP64, target SNR 20, zero noise, and square grids with 31, 61, 121, 241 and at most 481 nodes per axis. It stops after an adjacent-grid comparison passes every gate:

Numerical gate Frozen threshold
Joint-density total-variation distance At most 0.05, using the fine-grid quadrature measure and normalized bilinear interpolation of the coarse density
Absolute log integrated-likelihood drift At most 0.05
Largest change of marginal 5%, 50% or 95% quantile At most 5% of that axis's fine-grid 90% interval width
Change of marginal 90% interval width At most 5% of the fine-grid width
Change of each joint-mode coordinate At most one coarse-grid interval
Fine-grid resolution of each marginal 90% interval At least four intervals; width must be finite and positive

Mean and marginal-CDF drift are recorded diagnostics without separate acceptance thresholds. Each edge diagnostic integrates the outer 5% of the frozen prior span; mass above 1% marks that axis prior_support_limited. Joint and marginal KL divergence from the uniform prior below 0.01 nats marks prior_dominated. These are declared diagnostic conventions, not universal PE requirements. Neither flag changes the numerical convergence outcome. Passing these gates establishes this bounded numerical baseline, rather than a proof of convergence for every possible posterior shape.

Protocol v2 adds the joint-density gate before the full campaign. A v1 pilot could pass the marginal and normalizer checks while a thin correlated ridge remained visibly underresolved. Marginal resolution alone does not establish transverse joint resolution. Preserve those v1 preflight receipts and their original criteria; they do not qualify as a v2 completed baseline. The joint comparison is \(\frac12\sum_{ij}w_iw_j|p^{\rm fine}_{ij}-\widetilde p^{\rm coarse}_{ij}|\), where both densities integrate to one under the same fine-grid weights. The subsequent v2 IMRPhenomD pilot remained underresolved at 121 nodes per axis. Before the full campaign, the declared refinement schedule was extended to 241 and 481 with the same priors, waveform options and acceptance thresholds. This is numerical refinement, not retuning of the waveform or prior.

A numerically converged bounded posterior may still be prior dominated or limited by its support. Keep those classifications separate from convergence; do not expand a frozen prior merely to obtain a passing result.

A converged noisy posterior may exclude the injected truth from a chosen credible interval. That exclusion alone neither fails the waveform nor justifies altering the experiment. Report truth CDFs, recovered-minus-truth bias, posterior width and intervals as measured diagnostics. An individual inclusion is not a qualification gate. Failed execution, failed numerical checks and inconclusive recovery must remain distinct from a measured physical-model discrepancy.

An ensemble calibration/P-P claim requires prior-drawn truths and data from the matching generative likelihood, with finite-ensemble uncertainty and a declared selection rule. Fixed-truth noise repeats, a zero-noise grid or an NR catalog do not by themselves establish coverage. Marginal calibration also does not prove joint posterior correctness. See Talts et al..

Qualify approximate likelihoods and gradient samplers separately against this baseline over posterior support. Full-dimensional PE, gradients, physical accuracy, real-noise robustness and population coverage remain separate scopes.

Retain the evidence

Keep maintained case/configuration generators, focused regression tests, compact receipts and a few curated figures in the repository. Receipts must record source revision/dirty state, dependencies, full case inventory, passed/failed/blocked/unexecuted cases, settings, frozen thresholds, results, and hashes identifying the retained data and executed source. Retain bulk posterior arrays, generated plot collections and logs externally with durable links, SHA256 hashes and sizes; a scratch /tmp path is not an archive.

Retain the original executed source archive and its hash when maintained code changes during or after execution. A current checkout or a later classification fix cannot stand in for that snapshot. Preserve historical receipt outcomes; record any later interpretation separately, and identify the source of aggregation and plotting utilities independently of waveform execution.

The campaign report links its actual figures and receipts once available. Useful figures show two-dimensional posterior/prior/truth overlays, numerical refinement and recovery/bias summaries across cases. Use P-P/rank plots only for an appropriate executed calibration ensemble. Follow the inference guide for API usage; the NUTS tutorial is an illustrative workflow, not campaign evidence.

Relative binning

DiffGW's dense Whittle likelihood evaluates a noise-weighted residual on the frequency grid. Relative binning approximates it using summary coefficients computed once from the data, PSD, and a fiducial waveform, followed by candidate waveform evaluations at bin frequencies. The method relies on a sufficiently smooth ratio between candidate and fiducial waveforms within each bin. See Zackay, Dai and Venumadhav (2018).

The maintained CPU FP64 tests use IMRPhenomD and an analytical aLIGO PSD:

  • Likelihood values: 32,768 frequencies from 20–400 Hz, a fiducial binary with masses (36, 29) solar masses at 410 Mpc, and identical noiseless plus polarizations in two detector-labelled streams. At 40 bins, one nearby mass perturbation must have absolute log-likelihood error below 0.05. A batch of 16 nearby mass pairs checks that refinement from 40 to 80 bins reduces the maximum error and that the 80-bin result meets the 0.05 bound.
  • Gradients: 4,096 frequencies from 25–400 Hz and 50 bins. A single distance/phase perturbation checks relative gradient-vector error below 1e-2 for those two parameters. This does not cover mass or spin gradients throughout a posterior.

These are test acceptance criteria. They do not establish machine-precision likelihood agreement, a universal bin count, or posterior-wide accuracy. The current value test compares a trapezoidal dense integral with rectangular summary sums, so its discrepancy includes that quadrature difference. Automatic differentiation of the binned likelihood gives derivatives of the approximation.

A meaningful speed comparison would time candidate waveform generation plus likelihood evaluation against the dense Whittle pipeline with matching model, parameters, PSD, precision, hardware and batch size. Report setup cost separately, repeat and synchronize timings, and measure likelihood and gradient errors over the same candidate set. The published waveform benchmark does not measure this workload, and speedups in method papers are not DiffGW measurements.

Gradients and statistical interpretation

Automatic differentiation applies the chain rule to the implemented numerical operations. Its accuracy and availability depend on precision, interpolation, piecewise branches, solver tolerances, and derivative order. For example, IMRPhenomT documents fixed-grid first-order derivatives and limitations of its frequency inversion. Check the relevant parameter path against independent derivatives or converged finite differences.

The Fisher tools form noise-weighted products of waveform derivatives. An inverse Fisher matrix is a local uncertainty forecast under additional assumptions; it is not generally the posterior covariance. Eigenvalue regularization also changes that inverse. See the Fisher tutorial and Vallisneri (2008). MAP convergence and MCMC diagnostics require separate checks, as does the accuracy of an approximate likelihood used during sampling.

Reproducing the inference checks

With the development dependencies and both frontends installed:

python -m pytest tests/test_relative_binning.py tests/parity/test_inference_parity.py -q
python examples/01_quickstart_and_parity.py
python examples/02_fisher_analysis.py

Record the source revision, dependencies, platform, passed/failed/skipped cases, and output when reporting a run. Optional external-reference tests may skip when a reference package or data asset is unavailable; a skip supplies no agreement evidence. Performance comparisons additionally follow the benchmark protocol.