19. Uncertainty quantification and numerical adequacy
The representation-parametric quantity of R10 carries a model's numbers at whatever carrier a task needs:
-
ℝto prove, -
Floatto run, -
FP32to bound rounding.
This chapter puts that parametricity to work on two questions a metrology model must answer but the calculus so far does not:
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given the uncertainty of the input quantities, what is the uncertainty of the output? and
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does the floating-point representation of the model lose information that matters at the scale of those uncertainties?
Both are developed against one shared, additive descriptor placed
on a quantity — never a change to the carrier tower. The design is recorded in full in the
project's UNCERTAINTY.md; this chapter is its blueprint face. Stages 0–3 are built and
CI-checked (each item below links to the formal node that realizes it):
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the reference layer and worked examples,
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the autograd sensitivity coefficients,
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the derivative-free SSPRC pipeline,
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the five ladder theorems:
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the numerical-adequacy layer:
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the executable analysis carrier;
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the per-site theorems:
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A1 absorption,
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A2 Sterbenz,
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A3 verdict soundness over
ℝ; -
the universal capstone A3′ over an arbitrary model DAG and input box;
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A2 lifted to the genuine binary32 format
fexp32; and
-
-
the executable↔spec bridge, certifying the runtime absorption verdict against the
round₃₂specification on TorchLean's computableIEEE32Execmodel (George et al., 2026)Robert Joseph George, Jennifer Cruden, Will Adkisson, Xiangru Zhong, Huan Zhang, and Anima Anandkumar (2026). “TorchLean: Formalizing Neural Networks in Lean”. arXiv preprint arXiv:2602.22631 (cs.MS). .; and -
the Axis-U significance wiring, coupling the autograd
c_iwith the descriptor'su_iinto the significance scalec_i u_ithe adequacy carrier checks against (Stage 3.4); and -
its heterogeneous generalization, the kinded
×/÷budget DAG, whoseProductKind/QuotientKindedges are threaded through a multi-node graph and whose threaded propagation collapses to the flat quadrature (residual 2).
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Since Stage 3.5 the sensitivity coefficients are also proved correct — the reverse pass is the
adjoint of the Fréchet derivative — and Stage 3.6 carries that endpoint from the compiled tape
(direct simulation) to the tape the bridge actually builds
(eager provenance). The kinded ×/÷ budget DAG (residual 2) is
realized, its threaded propagation proved
to collapse to the flat quadrature.
- 19.1. Why formalize this? What the rigor buys
- 19.2. Two orthogonal axes, and why their properties compose
- 19.3. The input uncertainty descriptor
- 19.4. The method ladder: GUM ⊂ Willink ⊂ SSPRC
- 19.5. The SSPRC method and the lower ladder rungs
- 19.6. Numerical adequacy of the floating-point representation
- 19.7. Coverage intervals (R18)
- 19.8. Worked examples (checked facts)