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For a nonzero closed subspace of a Hilbert space $V$ and a closed subspace of a Hilbert space $W$, this angle measures the worst loss under projection from $V$ to $W$. Its positive cosine is a uniform lower bound for $P_W{|}_V$. The order of the subspaces matters in general. This is distinct from the smallest angle between two subspaces, whose cosine is a supremum. For equal finite dimensions the cosine is the smallest singular value of the cross Gram matrix of orthonormal bases. When $V$ is zero, the infimum is over an empty unit sphere and does not define an angle in $[0,\pi /2]$; use a lower-bound formulation instead.

For every nonempty closed convex set $C$ in a Hilbert space and every $x$ in that space, there is a unique $p\in C$ satisfyingClosedness and completeness let a limiting approximation attain the infimum; convexity prevents two different minimizers. The proof idea is to choose a sequence approaching the infimum. The parallelogram identity and the admissible midpoint make it a Cauchy sequence; applying the same identity to two putative minimizers proves uniqueness.

For a closed subspace of a Hilbert space, this nearest-point map is an orthogonal projection and is linear. For a general closed convex set it need not be linear: projecting the real line onto $[0,1]$ clips values below zero to zero and values above one to one. The theorem is therefore useful for both linear approximation and constrained nearest-point problems.^[ref]

Closedness is essential even in familiar examples. For the open interval $(0,1)\subseteq \mathbb{R}$ and $x=0$, the distance infimum is zero but no nearest point exists. The same obstruction appears when approximating $(1/k{)}_{k\ge 1}$ by finitely supported sequences: the infimum is zero, but the limit lies outside that subspace until we take its Hilbert space completion.

For independent-error regression with a zero-mean error, bounded density paths $f_t=f(1+t\gamma )$ must preserve both normalization and the first moment. Their score functions therefore satisfy two constraints. When $0<E_f{\epsilon }^2<\infty$, truncation followed by two small bounded moment corrections shows these scores are dense in the displayed closed subspace of a Hilbert space. By independence, they are orthogonal to every $\epsilon \psi (X)$ with $\psi \in L^2(v)$. The same constraints apply to other paths only under regularity permitting differentiation of the first moment.

The mean-zero L2 space is the kernel of the bounded linear functional $h\mapsto Ph$ on L2 space for a probability measure $P$. It is a closed subspace of a Hilbert space, with inner product $P(hk)$, and is the natural ambient space for score functions and canonical gradients.

The nuisance tangent space is the closed linear span of score functions from statistical paths that vary the nuisance parameter while fixing the target statistical parameter. It is a closed subspace of a Hilbert space inside $L_0^2(P)$. Removing its component from a parametric score function leaves the information that nuisance variation cannot imitate.

An orthogonal direct sum is a direct sum whose distinct summands are mutually orthogonal. For $v\in V$ and $w\in W$, the Pythagorean identity gives $\Vert v+w{\Vert }^2=\Vert v{\Vert }^2+\Vert w{\Vert }^2$. In a Hilbert space, a closed subspace of a Hilbert space and its orthogonal complement give an orthogonal direct sum of the entire space. The component maps are orthogonal projections and have operator norm one when their ranges are nonzero.

The orthogonal projection $P_F$ onto a closed subspace of a Hilbert space $F$ sends $x$ to its component in the orthogonal decompositionThe residual $r$ is orthogonal to every permitted direction. For any $z\in F$, the Pythagorean theorem givesThus $P_{F}x$ uniquely minimizes the distance to $F$. It is a linear map, is idempotent, and is nonexpansive: $\Vert P_{F}x-P_{F}y\Vert \le \Vert x-y\Vert$; taking $y=0$ gives $\Vert P_{F}x\Vert \le \Vert x\Vert$.

In ${\mathbb{R}}^2$, project $v=(1,3)$ onto the line spanned by $u=(2,1)$. The inner product givesThe check $⟨r,u⟩=-2+2=0$ confirms orthogonality, and $\Vert v{\Vert }^2=10=5+5=\Vert P_{F}v{\Vert }^2+\Vert r{\Vert }^2$. Projecting again changes nothing, since the result already lies on the line.

For a finite orthonormal basis $e_1,\dots ,e_m$ of $F$, the same operation is $P_{F}x={\sum }_j⟨x,e_j⟩e_j$, using the convention linear in the first argument. Replacing coordinate vectors by functions gives exactly the same approximation principle. For $f(x)=x^2$ in the real L2 space on $[-1,1]$ and $F=\mathrm{span}\{1,x\}$, the directions are orthogonal, with squared norms $2$ and $2/3$. Their inner products with $f$ are $2/3$ and zero, soDirect integration gives the squared error $\Vert x^2-1/3{\Vert }^2=8/45$. For any competing affine polynomial, the orthogonal residual yieldsEvery deviation from $a=1/3$, $b=0$ adds a nonnegative error. The best function need not pass through any selected data point: it minimizes an integrated error across the whole interval.

Fix $P=P_{\theta ,\eta }$. Let $\mathcal{N}$ be the nuisance tangent space: the closed linear span in $L^2(P)$ of score functions of statistical paths that vary only the nuisance parameter $\eta$. By the preceding argument, $\mathcal{N}$ is contained in the mean-zero L2 space $L_0^2(P)$.

Let ${\Pi }_{\mathcal{N}}$ denote orthogonal projection onto this closed subspace of a Hilbert space. The efficient score and scalar efficient information areThe efficient score is the component of the parametric score function that cannot be reproduced by changing the nuisance parameter. The efficient information is its squared L2 norm; it can be zero, so positivity must not be assumed in the definition.

Interpret the angle as the directed subspace angle defined by the infimum of projected unit vectors; it is different from the smallest angle between two subspaces. WriteConsider the bounded linear operator $T:W⟶V^{\perp }$ given by $Tw=P_{V^{\perp }}w$. Its adjoint operator, between these two Hilbert spaces, is $T^{\ast }u=P_{W}u$: for $w\in W$ and $u\in V^{\perp }$, the orthogonal projections give $⟨Tw,u⟩=⟨w,u⟩=⟨w,P_{W}u⟩$. The two positive directed subspace angle cosines yieldThe first bound makes $T$ injective and gives a closed range. Explicitly, if $T{w}_j$ converges, then $\Vert w_j-w_k\Vert \le a^{-1}\Vert T{w}_j-T{w}_k\Vert$, so $(w_j)$ is a Cauchy sequence. The closed subspace of a Hilbert space $W$ is complete, and its limit maps to the proposed range limit. The second bound gives $\ker T^{\ast }=\{0\}$. A vector $u\in V^{\perp }$ orthogonal to the range has $T^{\ast }u=0$, so it must be zero. The range is therefore dense as well as closed in $V^{\perp }$, and $T$ is onto. This is the mechanism of invertibility from lower bounds on an operator and its adjoint.

For any $f\in H$, choose the unique $w\in W$ with $Tw=P_{V^{\perp }}f$. Then $P_{V^{\perp }}(f-w)=0$, so $f-w\in V$. Moreover, if $w\in W\cap V$, then $Tw=0$ and hence $w=0$. Every vector has a unique decomposition, andThe direct sum is a topological one as well: the component $w=T^{-1}{P}_{V^{\perp }}f$ depends boundedly on $f$, with operator norm at most $a^{-1}$.

For precision, the quoted equality of the norms of complementary oblique projections needs both summands nonzero. For example, with $H=\mathbb{R}$, $V=H$ and $W=\{0\}$, the oblique projection is $I$, so $\Vert I\Vert =1$ but $\Vert I-I\Vert =0$. The secant function has value one here, so the second equality in the quoted formula fails. With nonzero complementary summands its intended version is valid. The proof above does not use that formula. The angle itself is undefined on a zero source space because it has no unit vectors; expressing the hypotheses as the two lower bounds handles zero spaces without ambiguity.