A statistical functional is pathwise differentiable relative to chosen statistical paths if its derivative along every path depends only on that path's score function and defines a bounded linear functional on their statistical tangent space. The Riesz representation theorem expresses this derivative as an L2 inner product with a unique element of the statistical tangent space, the canonical gradient. A path family and the associated derivative remainder conditions must both be specified; a formal derivative along one convenient family does not establish differentiability along all paths.
For a real Hilbert space, , and , identify with its vector by the Riesz representation theorem. Completing the square in shifts the input to . Substitute and multiply by to obtain the displayed formula, valid also for negative . If and , the answer is ; if , the objective is identically infinite and no proper proximal problem remains.
Sobolev duality 2026-10-05
The continuous dual space of is under the extension of the L2 inner product. The Fourier transform definition proves boundedness of the pairing by the Cauchy-Schwarz inequality, and the Riesz representation theorem proves that every continuous functional has this form. Consequently a bounded linear operator has an adjoint operator, relative to this pairing, from to . For an operator that smooths by two orders for every , this yields by taking .