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SV log-vol level mu_i uses the observation-mean prior (raw data units) and is additively non-identified with h0 #244

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@thomaspinder

Severity: P1
Location: src/impulso/sv/spec.py:168

Description

The multivariate adapter reuses hyperparameters designed for the univariate observation mean (mu_mu = mean(y), mu_sigma = 10*std(y)) for a log-variance level, so the prior changes wildly under pure data rescaling (44% of prior draws overflow exp at scale x1000), and the compiled likelihood is bit-identical under h0 → h0+c, mu → mu−c, leaving the sampler a unit-dependent near-flat ridge.

Suggested fix

Drop mu_i (its role is already served by the correctly-scaled h0 prior) or give it a fixed weakly-informative log-variance prior.


Found by the 2026-07-29 adversarial audit (reports/audit-2026-07-29.md); every finding was independently verified with a reproduction before filing.

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