Hopefully final draft

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2026-09-10 02:46:31 +03:00
parent f4de5a9e8a
commit 1d1b783090
10 changed files with 414 additions and 123 deletions
+5 -4
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@@ -10,7 +10,8 @@ A fixed margin of $10/v_0 = 10h_0$ beyond the data range,
\]
only guarantees $\hat{F}_0(\mathrm{lo}) < 1-\alpha < \hat{F}_0(\mathrm{hi})$ for
$1-\alpha \in (\sigma(-10;1),\,\sigma(10;1)) \approx (4.5\times10^{-5},\,1-4.5\times10^{-5})$,
since that is the range the sigmoid tails have decayed into at distance $10h_0$ — not for
since that is the range the sigmoid tails have decayed into at distance $10h_0$. This
does not hold true for
every $\alpha \in (0,1)$ as a fixed margin might suggest.
Instead we use an exact, target-dependent bracket. For any $p \in (0,1)$, define
@@ -42,8 +43,8 @@ argument at $\max(\mathbf{s}^{(0)})$ gives $\hat{F}_0(\mathrm{hi}(p)) > p$.
\end{proof}
Setting $p = 1-\alpha$ gives a bracket valid for every $\alpha \in (0,1)$, unlike the
fixed-margin version above. The degenerate case $\min(\mathbf{s}^{(0)}) = \max(\mathbf{s}^{(0)})$
— a batch with constant negative-class scores — is excluded from
fixed-margin version above. The degenerate case $\min(\mathbf{s}^{(0)}) = \max(\mathbf{s}^{(0)})$.
This represents a batch with constant negative-class scores. I is excluded from
\Cref{prop:bisection-bracket} above; it also breaks the Silverman bandwidth estimate
itself ($h_0 = 0$), and is addressed as part of the degenerate-batch handling still
outstanding for \Cref{sec:kde-bandwidth}.
@@ -68,7 +69,7 @@ certifies that the \emph{threshold} $\tau$ has been located accurately, but not
of $\tau$ values can satisfy the residual bound while $\hat{F}_1(\tau)$ still varies
substantially across that range.
Instead, we exploit that $\hat{F}_1$ is itself a CDF — monotonically increasing — and
Instead, we exploit that $\hat{F}_1$ is itself a CDF (monotonically increasing) and
that the bracket invariant $\hat{F}_0(\mathrm{lo}) < 1-\alpha < \hat{F}_0(\mathrm{hi})$
keeps the true root $\tau^\star$ inside $[\mathrm{lo},\mathrm{hi}]$ throughout. Hence
\[