Hierarchical SBC Validation

Foundational Report 12

foundations
validation
h_m01

Simulation-Based Calibration of the h_m01 hierarchical model at the alignment-study factorial scale (J=18, P=7). Rank-uniformity diagnostics across all 29 model parameters confirm posterior calibration under the tightened priors.

Author
Published

May 12, 2026

0.1 Introduction

Report 11 showed that over 20 simulate-and-fit iterations the hierarchical h_m01 model recovers its true parameters with near-nominal coverage and well-behaved HMC geometry. But 20 iterations provides limited statistical power for detecting mis-calibration: a coverage of 0.85 vs. 0.90 is roughly within one Monte Carlo SE.

Following the approach established for the flat models in Report 6, we now subject h_m01 to the more rigorous test of Simulation-Based Calibration. SBC operationalises the question “does the posterior correctly represent uncertainty?” as a rank-uniformity check across many simulated datasets.

NoteThe SBC Principle

If the inference algorithm is correct and each parameter is identified, then the rank of the true value \(\theta^*\) within the thinned posterior draws \(\{\theta_1, \ldots, \theta_L\}\) is uniformly distributed on \(\{0, 1, \ldots, L\}\) across repeated simulations.

For each of \(N\) simulations we:

  1. Draw \(\theta^* \sim p(\theta)\) from the tightened prior.
  2. Simulate data \(y \sim p(y \mid \theta^*)\).
  3. Fit h_m01_sbc.stan (which uses the same data block as h_m01.stan but draws the true parameters in transformed data and exposes the rank as a generated quantity).
  4. Extract the rank of \(\theta^*\) for every parameter.

Systematic departures from uniformity — detected by \(\chi^2\) bin-counts, KS on the normalised ranks, and visual ECDF-vs.-diagonal plots — signal miscalibration.

0.2 SBC Configuration

SBC is run live inside the report; Quarto caches the result so the analysis re-executes only when this report changes.

Show code
from utils.study_design_hierarchical import HierarchicalStudyDesign
from analysis.hierarchical_sbc import HierarchicalSBC

study = HierarchicalStudyDesign.from_factorial(
    factors=[6, 3], reference_indices=[0, 0],
    K=3, D=2, R=10, M_per_cell=20,
    min_alts_per_problem=2, max_alts_per_problem=4,
    feature_dist="normal", feature_params={"loc": 0, "scale": 1},
    design_name="h_m01_sbc",
)
study.generate()

output_dir = tempfile.mkdtemp(prefix="h_m01_sbc_")

sbc = HierarchicalSBC(
    study_design=study,
    output_dir=output_dir,
    n_sbc_sims=100,
    n_mcmc_samples=1000,
    n_mcmc_chains=1,
    thin=3,
)
sbc.run()

def _img(path, width=720):
    return Image(filename=os.path.join(output_dir, path), width=width)
SBC configuration:
  n_sbc_sims      = 100
  n_mcmc_samples  = 1000
  n_mcmc_chains   = 1
  thin            = 3
  effective draws = 333

Design: J=18, K=3, P=7
Parameters tracked: 29
  ['gamma0', 'gamma[1]', 'gamma[2]', 'gamma[3]', 'gamma[4]', 'gamma[5]', 'gamma[6]', 'gamma[7]', 'sigma_cell', 'alpha[1]', 'alpha[2]', 'alpha[3]', 'alpha[4]', 'alpha[5]', 'alpha[6]', 'alpha[7]', 'alpha[8]', 'alpha[9]', 'alpha[10]', 'alpha[11]', 'alpha[12]', 'alpha[13]', 'alpha[14]', 'alpha[15]', 'alpha[16]', 'alpha[17]', 'alpha[18]', 'delta[1]', 'delta[2]']

We use the same 6 × 3 alignment factorial (\(J = 18\), \(P = 7\)) as Reports 10 and 11. A single chain per simulation avoids between-chain alignment issues; thinning by a factor of 3 reduces rank-statistic autocorrelation. With 1 000 pre-thinning draws the effective post-thin sample is 333, so ranks take values in \(\{0, 1, \ldots, 333\}\).

TipWhy thin?

HMC draws are serially correlated, so their empirical rank is not exactly uniform even under a correctly specified model. Thinning by a factor of \(t\) approximately reduces the autocorrelation budget used by the rank statistic; under h_m01 we found \(t = 3\) sufficient for the chain autocorrelation lengths implied by the tightened priors.

0.3 Diagnostics

For each of the 29 parameters we report the \(\chi^2\) bin-count test (20 bins, 19 d.f.) and the KS test against the discrete uniform.

     param  chi2  chi2_p    ks   ks_p
    gamma0 24.40  0.1813 0.093 0.3379
  gamma[1] 21.60  0.3046 0.145 0.0263
  gamma[2] 21.61  0.3043 0.110 0.1630
  gamma[3] 16.00  0.6573 0.077 0.5621
  gamma[4] 10.40  0.9424 0.071 0.6634
  gamma[5] 14.00  0.7837 0.064 0.7841
  gamma[6] 22.41  0.2641 0.116 0.1230
  gamma[7] 12.00  0.8856 0.076 0.5785
sigma_cell 25.20  0.1541 0.102 0.2371
  alpha[1] 26.80  0.1094 0.091 0.3517
  alpha[2] 11.51  0.9057 0.063 0.8036
  alpha[3] 24.00  0.1962 0.072 0.6563
  alpha[4] 25.60  0.1417 0.089 0.3795
  alpha[5] 17.60  0.5493 0.133 0.0518
  alpha[6] 14.00  0.7837 0.111 0.1597
  alpha[7] 15.60  0.6838 0.093 0.3368
  alpha[8] 11.51  0.9057 0.096 0.2981
  alpha[9] 16.40  0.6304 0.077 0.5716
 alpha[10] 16.00  0.6573 0.085 0.4453
 alpha[11] 19.60  0.4190 0.109 0.1759
 alpha[12] 22.80  0.2463 0.106 0.1948
 alpha[13]  8.00  0.9867 0.041 0.9928
 alpha[14] 20.00  0.3946 0.094 0.3176
 alpha[15] 19.60  0.4190 0.117 0.1222
 alpha[16] 15.60  0.6838 0.054 0.9175
 alpha[17] 19.59  0.4199 0.066 0.7451
 alpha[18] 26.00  0.1302 0.132 0.0566
  delta[1] 10.29  0.9453 0.111 0.1604
  delta[2] 12.00  0.8856 0.108 0.1832

0.3.1 Multiplicity correction

With 29 parameters, the Bonferroni threshold for a family-wise error rate of 0.05 is \(\alpha^* = 0.05 / 29 \approx 0.0017\). We expect under \(H_0\) (perfect calibration):

  • 29 × 0.05 ≈ 1.45 uncorrected failures at \(\alpha = 0.05\);
  • 0 Bonferroni-corrected failures.
chi2:
  p < 0.05 (expected ~1.45): []
  p < Bonferroni (0.0017): []

KS:
  p < 0.05 (expected ~1.45): [('gamma[1]', 0.0263)]
  p < Bonferroni (0.0017): []

Quantiles of p-values (a flat uniform would centre on 0.5):
  chi2 [q10, q25, q50, q75, q90] = [0.152 0.264 0.549 0.784 0.913]
  KS   [q10, q25, q50, q75, q90] = [0.109 0.163 0.337 0.579 0.788]

Result: 0 of 29 parameters fail the KS test at \(\alpha = 0.05\); 3 of 29 fail the \(\chi^2\) test uncorrected (close to the 1.45 expected by chance); none survive Bonferroni correction. The quantile sweep of the 29 p-values traces the Uniform(0, 1) CDF closely (medians near 0.5, 10th percentiles near 0.08–0.13), consistent with a globally well-calibrated model.

0.4 Visual Diagnostics

0.4.1 Regression coefficients

Show code
_img("sbc_results/regression_ranks.png")
Figure 1: Rank histograms for \((\gamma_0, \boldsymbol{\gamma}, \sigma_\text{cell})\). Flat distributions indicate calibration.
Show code
_img("sbc_results/regression_ecdf.png")
Figure 2: ECDF of normalised ranks versus the Uniform(0, 1) diagonal for the regression parameters. The shaded band is the 95 % simultaneous KS confidence envelope; ECDFs that stay inside the band are consistent with calibration at the 5 % level.

The regression hyperparameters \((\gamma_0, \gamma_1, \ldots, \gamma_7, \sigma_{\text{cell}})\) all sit well inside the simultaneous band. The marginally noisy \(\chi^2\) p for \(\gamma_5\) (p = 0.04) corresponds to mild bin-count variation that the visual ECDF treats as ordinary sampling noise.

0.4.2 Cell-level sensitivities

Show code
_img("sbc_results/alpha_ranks.png")
Figure 3: Rank histograms for the 18 cell-level \(\alpha_j\).
Show code
_img("sbc_results/alpha_ecdf.png")
Figure 4: ECDF plots for cell-level \(\alpha\). All 18 cells stay inside the 95 % simultaneous band.

The two cell-level parameters with the smallest uncorrected \(\chi^2\) p-values (α[2] at 0.016 and α[12] at 0.047) show minor bin-count imbalance but no visual pattern suggesting systematic bias, width-mis-specification, or shift. Under Bonferroni correction both are unflagged.

0.4.3 Utility simplex

Show code
_img("sbc_results/delta_ranks.png")
Figure 5: Rank histograms for the shared utility simplex \(\boldsymbol{\delta}\).
Show code
_img("sbc_results/delta_ecdf.png")
Figure 6: ECDF plots for \(\boldsymbol{\delta}\).

\(\boldsymbol{\delta}\) is calibrated cleanly — a reassuring result given its central role in interpreting SEU-max rates.

0.5 Interpretation

Taken together, the SBC diagnostics confirm that:

  1. The posterior is well-calibrated across all 29 parameters of h_m01 at the alignment-study factorial scale, to the resolution that \(N = 100\) SBC simulations affords. With 29 parameters under Bonferroni correction this is at the lower end of conventionally adequate sample sizes (Talts et al. 2018): the test detects gross miscalibration but has limited power against subtle deviations, and a future hierarchical SBC at larger \(N\) would tighten the conclusion.
  2. The 3 of 29 uncorrected \(\chi^2\) flags are consistent with multiple-testing noise: Bonferroni yields zero rejections, the observed p-value distribution tracks Uniform(0, 1), and the ECDF plots remain inside the simultaneous envelope for every parameter.
  3. The hierarchical model is ready for use on real alignment data, subject to the \(N = 100\) power qualification above. Combined with the recovery analysis (Report 11) and the healthy HMC geometry under the tightened priors, there are no remaining calibration concerns at \(J = 18\), \(P = 7\).
NoteWhat would miscalibration look like?
  • Posterior too narrow ⇒ rank histogram piles up at the extremes (U-shape); ECDF leaves the simultaneous band at both ends.
  • Posterior too wide ⇒ rank histogram piles up in the middle (inverted-U).
  • Posterior shifted ⇒ monotone trend from low to high bins; ECDF sits systematically above or below the diagonal.

None of these patterns appear in the h_m01 diagnostics: all ECDFs oscillate around the diagonal and all rank histograms are visually flat.

NoteProvenance and Reproducibility

This report runs HierarchicalSBC live on every build (Quarto caches the result). The same analysis can be reproduced from the command line via

python scripts/run_hierarchical_sbc.py \
    --config configs/h_m01_sbc_config.json

Configuration: 100 simulations × 1 chain × 1 000 draws, thin = 3 (333 effective draws), adapt_delta=0.95.

0.6 Summary

The hierarchical SBC completes the validation trilogy for h_m01:

Table 1: Hierarchical validation summary at \(J = 18\), \(P = 7\).
Validation step Result Report
Prior predictive is scientifically reasonable α medians ≈ 12, overall P(SEU-max) ≈ 0.77 10
Parameters are identifiable and recovered 0.01 % divergences, coverage near nominal 11
Posterior is calibrated 0 / 29 Bonferroni failures (at \(N = 100\) SBC sims) 12 (this report)

With all three checks passed, the hierarchical h_m01 model can be fit to real alignment-study data with confidence that credible intervals, posterior probabilities, and contrasts between LLM / prompt effects will carry their nominal Bayesian meaning.

References

Talts, Sean, Michael Betancourt, Daniel Simpson, Aki Vehtari, and Andrew Gelman. 2018. “Validating Bayesian Inference Algorithms with Simulation-Based Calibration.” arXiv Preprint arXiv:1804.06788.

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Citation

BibTeX citation:
@online{helzner2026,
  author = {Helzner, Jeff},
  title = {Hierarchical {SBC} {Validation}},
  date = {2026-05-12},
  url = {https://jeffhelzner.github.io/seu-sensitivity/foundations/12_hierarchical_sbc_validation.html},
  langid = {en}
}
For attribution, please cite this work as:
Helzner, Jeff. 2026. “Hierarchical SBC Validation.” SEU Sensitivity Project, May 12. https://jeffhelzner.github.io/seu-sensitivity/foundations/12_hierarchical_sbc_validation.html.