When Is Residual EOF1 Certifiable?
Abstract
We study pipelines that compare an analysis window with a background reference and interpret the leading analysis mode as an anomaly—for example, a seismic event against ambient noise or a climate pattern against climatology. Write for the analysis-window covariance, for a quiet reference covariance in the same feature space, and for their background-adjusted contrast. We show that alone does not identify an anomaly: the same matrix admits pure-background and anomaly-plus-background decompositions, identical at second order when the anomaly lies along the background axis. Under partial contamination, the calibrated direction remains fixed while the whitened eigen-gap required for finite-sample certification shrinks to zero at same-record, where the direction is unidentified. Under independent sub-Gaussian sampling from the rank-one covariance model, a quiet held-out background recovers a residual spike above concentration scale, but that spike need not be EOF1 of . We prove observational equivalence and a sharp gap law, and introduce a Contrast Audit Procedure (CAP) that separates declared guard passes from conditional, theorem-backed direction certificates and otherwise abstains. An optional held-out-control calibration bounds per-record null returns under exchangeability without assuming independent guards. On the public INSTANCE benchmark, with station keys held out and guards frozen, both guards pass earthquakes and noise records. Known-direction injections into the held-out real-noise backgrounds reach accurate CAP returns at twice the frozen strength threshold; on real LOCATA recordings, frozen guards return sources versus inactive controls with median azimuth error. We release our code, prespecified splits, results, and reproduction instructions in our anonymous repository https://anonymous.4open.science/r/eof1 for replication.
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