Held-out evaluation uncertainty

For repeated stress draws on the same held-out inputs, a radius based on $nR$ independent noise outcomes controls Monte Carlo error conditional on those inputs. It does not turn $n$ reused inputs into $nR$ independent population examples.

Selecting a preferred density after viewing test results requires accounting for the selection, for example through a simultaneous bound or a separate validation set. Variation across density settings is not a confidence interval for variation across independent training seeds.