PhysicsLogic / Knox 1995

Sampling Variance and Exact Inference

Distinguish a fluctuating estimator, a decoder for an unknown model, and probability-one recovery.

Definitions and assumptions

Scope and physical limitations

The primary result is a conditional full-sky quadratic-estimator calculation, with Gaussian moments supplied explicitly. The finite decoding examples and scalar Gaussian obstruction are separate diagnostics, not a full-sky optimality theorem, an infinite-data limit, or a claim that inference is impossible.

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Examples and distinctions

Constructed examples of this model; each answer includes the Lean statement.

Exact root statement

∀ {Space : Type} [inst : MeasurableSpace Space] (ell : ℕ) (measure : MeasureTheory.Measure Space)
  [MeasureTheory.IsProbabilityMeasure measure] (modes : Fin (fullSkyModeCount ell) → Space → ℝ) (signal noise : NNReal),
  (∀ (mode : Fin (fullSkyModeCount ell)), Measurable (modes mode)) →
    GaussianModeLaw measure modes signal noise →
      (GaussianModeLaw measure modes signal noise → GaussianSquaredModeMoments measure modes ↑(signal + noise)) →
        ∫ (realization : Space), powerEstimator modes noise realization ∂measure = ↑signal ∧
          ProbabilityTheory.variance (powerEstimator modes noise) measure =
              2 * (↑signal + ↑noise) ^ 2 / ↑(fullSkyModeCount ell) ∧
            MeasureTheory.Measure.map (powerEstimator modes noise) measure =
              gaussianEstimatorLaw (fullSkyModeCount ell) signal noise
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