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Influence-curve representers form an affine orthogonal-complement class
Statement
Let be a real Hilbert space, let be a closed linear subspace, and let be continuous linear with an ambient representer , meaning coordinatewise for all . Assume Countable Choice. Then all ambient representers are exactly
The unique representer in is ; when is a statistical path derivative, this is its canonical gradient. Projection is applied coordinatewise.
Facts & Assumptions
Given: The hypotheses above. Here .
Hilbert space: a real Hilbert space is a real inner-product space complete in its induced norm.
Orthogonal decomposition by a closed subspace: under Countable Choice, a closed subspace of a real Hilbert space has the decomposition .
Orthogonality and the orthogonal complement: consists of the vectors whose inner product with every element of is zero.
The Axiom of Countable Choice (): Countable Choice selects a point from each member of a countable family of nonempty sets; it is the axiom assumed by [F2].
Proof
Given: A real Hilbert space , a closed linear subspace , a continuous linear map , an ambient representer , and Countable Choice.
If is any other representer, then for every and coordinate , , so by [F3]. Thus every representer lies in .
Apply [F2] coordinatewise to write with and . Countable Choice is used only in this projection step through [F2] and [A1].
Conversely, if , then for every , so is a representer. Hence the full representer set is exactly the stated affine class.
By step 1.2, is a representer. If two representers lie in , step 1.1 places their difference in as well; each coordinate then lies in and has squared norm zero by positive definiteness in [F1], so the difference is zero. This proves existence and uniqueness of the canonical representer.
Remarks
The theorem is a Hilbert-space statement; its only choice use is Countable Choice for the projection decomposition.
Depends on
Used by
- Pathwise differentiability and parameter influence curves Definition
- The sample mean attains the unrestricted mean bound Example
- Convolution bound for general regular estimators Theorem
- Efficient score gives the canonical gradient Theorem
- Semiparametric information bound for regular asymptotically linear estimators Theorem
Dependency tree · two levels
16 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- A. W. van der Vaart, Semiparametric Statistics, Lecture Notes in Mathematics 1781, Lectures 1–3 (Springer, 2002) (standard reference, not scraped)
- Edward H. Kennedy, Semiparametric theory, arXiv:1709.06418v1 (2017) (standard reference, not scraped)