CDN-353: The Covariance Gate

Key Points

• This research aims to analyze how covariance affects the confidence score in the CDN-352 gate-margin ledger.
• Stress-test the CDN-352 gate-margin ledger by introducing covariance between external cap errors.
• Monitor changes in sigma_S and confidence scores through the evaluation of the signed margin S.
• Keep the open/closed verdict constant for a defined cap vector.
• The result shows that covariance impacts only the confidence score, while the verdict remains unchanged.
• Identified that confidence is significantly linked to covariance, as demonstrated by the locked result COVARIANCE_CHANGES_CONFIDENCE_NOT_SIGN.