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Which robust paired test still catches a wrong digital twin when noise has infinite variance or whole runs go bad?

research/free-robusttails

Which robust paired test still catches a wrong digital twin when noise has infinite variance or whole runs go bad? Stylised pendulum, 10% Coulomb error: median and trimmed residuals reach power 1.00 under Student-t(2) cells but only 0.17–0.40 under bad runs, where a per-run median reaches 0.89–1.00; no statistic wins both.

8 tests

What it found

Follow-up to free-robustpaired on the same stylised pendulum (10% Coulomb-friction error, n = 50–200 matched trajectories, 400 null replicates). With Student-t(2) cells (infinite variance) the mean squared residual has power about 0.05 at every n, while median and trimmed squared residuals reach 1.00 and a Huber loss with a MAD-estimated scale reaches 0.70–1.00 (0.20–0.53 with the scale fixed at 0.02). When 10% of runs are 10× noisier, every cell-level statistic stalls (0.04–0.40) while the median over runs of per-run mean squares reaches 0.89–1.00; that statistic is nearly the worst under t(2) cells (0.11–0.19). No statistic wins both, and under Gaussian noise the median pays at n = 50 (0.72 against 0.98). Stylised.

A figure from its own output

Figure produced by research/free-robusttails: power_vs_n
free-robusttails/experiments/power_vs_n.svg, written by the project's own experiment code.

Paper, code and results

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Produced with AI assistance (Claude). Results are from the code in this repository and are simulated or stylised unless the abstract says otherwise; nothing here implies affiliation with or endorsement by any lab, researcher or company cited. MIT licensed.