Covariance domination conjecture for the uniform prior over the ℓ1 ball

From papers

Let CC be the 1\mathbf{\ell}_1 ball, let p(wξ)p(w\mid\xi) be the posterior density under the uniform prior on CC, and write CovUni(C)(w)\operatorname{Cov}_{\mathrm{Uni}(C)}(w) for the covariance matrix of the uniform distribution on CC. For a direction vv, let z=vwz=v\cdot w. Covariance domination conjecture. The posterior covariance is dominated by the prior covariance,

Cov[wξ]CovUni(C)(w).\operatorname{Cov}[w\mid\xi]\preceq \operatorname{Cov}_{\mathrm{Uni}(C)}(w).

Equivalently, for every direction vv,

Var(vwξ)VarUni(C)(vw).\operatorname{Var}(v\cdot w\mid\xi)\leq \operatorname{Var}_{\mathrm{Uni}(C)}(v\cdot w).

The authors present this as the uniform-prior analogue of their contraction result, but leave it for future work because the geometry of the convex constraint makes the one-dimensional marginals and their Hessians more complicated.

Progress summary

Open

No verified progress was found: it remains unknown whether conditioning on data can increase covariance under a uniform prior on the cellcell ball.

The conjecture asks whether the posterior covariance is always bounded by the covariance of the uniform prior on the cellcell ball, equivalently in every direction. The authors state it as an analogue of their contraction result and leave it open because the required marginal analysis is difficult.

Current status (as of August 2026): The covariance-domination conjecture remains open, with no verified proof, counterexample, or other recorded progress found.

Sources
Sources & referencesView supporting material

Primary source

Curtis McDonald and Andrew R Barron, “Log-Concave Coupling for Sampling Neural Net Posteriors”, arXiv:2407.18802 (2024).

Solutions 1

Counterexample

Counterexample in every dimension. Let Cd={wRd:w11}C_d=\{w\in\mathbb R^d:\|w\|_1\le1\}, and let WW be uniform on CdC_d. For U=W1U=|W_1|, the exact marginal density and transverse conditional second moments are

fU(u)=d(1u)d1,E[Wj2U=u]=2(1u)2d(d+1)(0<u<1, j2).f_U(u)=d(1-u)^{d-1},\qquad \mathbb E[W_j^2\mid U=u]=\frac{2(1-u)^2}{d(d+1)} \quad(0<u<1,\ j\ge2).

In particular,

VarUnif(Cd)(Wj)=2(d+1)(d+2).\operatorname{Var}_{\mathrm{Unif}(C_d)}(W_j) =\frac{2}{(d+1)(d+2)}.

In Conjecture 1 of the original source, take any d2d\ge2, one observation, and its allowed parameters

x1=e1,r1=1,0<α<1,ψ(t)=t2/2,c=1,ξ1=0.x_1=e_1,\quad r_1=-1,\quad 0<\alpha<1,\quad \psi(t)=t^2/2,\quad c=1,\quad \xi_1=0.

Direct substitution into source equations (6)–(7) gives the reverse conditional density

p(w0)eαw121{w11}.p(w\mid0)\propto e^{-\alpha w_1^2}\mathbf1_{\{\|w\|_1\le1\}}.

Both u(1u)2u\mapsto(1-u)^2 and ueαu2u\mapsto e^{-\alpha u^2} strictly decrease on (0,1)(0,1). The strict covariance identity

Cov(f(U),g(U))=12E[(f(U)f(U))(g(U)g(U))]>0\operatorname{Cov}(f(U),g(U)) =\frac12\mathbb E[(f(U)-f(U'))(g(U)-g(U'))]>0

for an independent copy UU' therefore gives, for every j2j\ge2,

Var(Wj0)=2d(d+1)E[(1U)2eαU2]E[eαU2]>2(d+1)(d+2)=VarUnif(Cd)(Wj).\operatorname{Var}(W_j\mid0) =\frac{2}{d(d+1)} \frac{\mathbb E[(1-U)^2e^{-\alpha U^2}]} {\mathbb E[e^{-\alpha U^2}]} > \frac{2}{(d+1)(d+2)} =\operatorname{Var}_{\mathrm{Unif}(C_d)}(W_j).

Thus the asserted covariance domination fails strictly in every dimension d2d\ge2. All stated source restrictions hold, including d>αcnrd>\alpha cn\|r\|_\infty. For d=2,α=1/2d=2,\alpha=1/2, an exact alternating-series certificate even yields

Var(W20)16+7310080.\operatorname{Var}(W_2\mid0)\ge\frac16+\frac{73}{10080}.

The failure persists with a full-rank design and a strictly concave conditional log density: taking two observations x1=e1,x2=e2x_1=e_1,x_2=e_2, residuals 1,1/100-1,-1/100, and the same α,ψ,c\alpha,\psi,c gives density proportional to

exp(w12/2w22/200)1C2(w),\exp(-w_1^2/2-w_2^2/200)\mathbf1_{C_2}(w),

with transverse variance at least 1/6+12847/2016000>1/61/6+12847/2016000>1/6.

The latest published, truncated version also fails under its full hypotheses. The authors retain the analogous auxiliary assertion as equation (4.44) of their 2026 published follow-up, but its reverse conditional now has an additional truncation-normalization factor. To account for that factor and satisfy every hypothesis of its Theorem 1, choose

K=2, N=1, d=100000, δ=1/20,β=2log(8000000),K=2,\ N=1,\ d=100000,\ \delta=1/20,\quad \beta=2\log(8000000), x1=e1,y1=0,ψ(t)=t,V=a0=a1=a2=1,c1=c2=1/2.x_1=e_1,\quad y_1=0,\quad \psi(t)=t,\quad V=a_0=a_1=a_2=1,\quad c_1=c_2=1/2.

Then CN=1C_N=1, A3=96eA_3=96\sqrt e, and ρ=β\rho=\beta. The required size restrictions hold:

K[log(2Kd)+log(1/δ)]=βN,K[\log(2Kd)+\log(1/\delta)]=\beta N, A3(βN)2<962322=196608<200000=Kd,A_3(\beta N)^2 <96\cdot2\cdot32^2 =196608<200000=Kd,

and βN>2, K=2, H(1/20)<1/2\beta N>2,\ K=2,\ H(1/20)<1/2.

The truncation region is B=[L,L]2B=[-L,L]^2 for some L>0L>0. For TuN(u,ρ1)T_u\sim N(u,\rho^{-1}), put

P(u)=Pr(TuL),s(u)=eρu2/2P(u).P(u)=\Pr(|T_u|\le L), \qquad s(u)=\frac{e^{-\rho u^2/2}}{P(u)}.

Differentiating the Gaussian integral gives

(logs)(u)=ρE[TuTuL]<0(u>0);(\log s)'(u) =-\rho\,\mathbb E[T_u\mid |T_u|\le L]<0 \quad(u>0);

the final strict sign follows by pairing tt with t-t. Writing ui=wi,1u_i=w_{i,1}, the joint conditional density after integrating transverse coordinates is proportional to

h(u1)h(u2)eβ(u1+u2)2/8,h(u)=(1u)d1s(u)1{u<1}.h(u_1)h(u_2)e^{-\beta(u_1+u_2)^2/8}, \qquad h(u)=(1-|u|)^{d-1}s(u)\mathbf1_{\{|u|<1\}}.

Hence the first neuron's marginal, relative to its uniform prior, is weighted by

F(u)=s(u)(hgβ)(u),gβ(t)=eβt2/8.F(u)=s(u)(h*g_\beta)(u), \qquad g_\beta(t)=e^{-\beta t^2/8}.

Convolution preserves the class of even functions decreasing on [0,)[0,\infty), as follows immediately from the layer-cake representation by centered intervals. Since ss is strictly decreasing there, so is FF. Applying the same strict slice-covariance argument above shows

Varp(0)(w1,j)>VarUnif(Cd)(w1,j)(j2).\operatorname{Var}_{p^*(\,\cdot\,\mid0)}(w_{1,j}) > \operatorname{Var}_{\mathrm{Unif}(C_d)}(w_{1,j}) \quad(j\ge2).

Consequently, the latest published equation (4.44) fails even under every stated size and truncation hypothesis.

A separate variance error. Both papers print d/((d+1)2(d+2))d/((d+1)^2(d+2)) for a signed uniform coordinate. That expression is instead Var(Wj)\operatorname{Var}(|W_j|); the correct signed variance is 2/((d+1)(d+2))2/((d+1)(d+2)), also implied by the published paper's own Appendix equation (7.54).

These counterexamples refute the auxiliary covariance-domination assertions, not the main theorem of the later paper, which uses a different bound.

Sources: original Conjecture 1; final published article, equation (4.44).

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