 Canonical gradient

The canonical gradient is the influence-function representer in the statistical tangent space $\mathcal{T}$. It equals the orthogonal projection onto $\mathcal{T}$ of any representer. Every other representer differs from it by an element of ${\mathcal{T}}^{\perp }$, so the Pythagorean theorem in an inner-product space gives it minimum variance. For $\psi (P)=Pa$ in an unrestricted density model with bounded $a$, it is $a-Pa$.