Affine Gateaux Differentials and the von Mises Statistical Calculus

Fuente: arXiv
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Main Authors: Cerreia-Vioglio, Simone, Maccheroni, Fabio, Marinacci, Massimo, Montrucchio, Luigi, Stanca, Lorenzo
Format: Preprint
Published: 2024
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author Cerreia-Vioglio, Simone
Maccheroni, Fabio
Marinacci, Massimo
Montrucchio, Luigi
Stanca, Lorenzo
author_facet Cerreia-Vioglio, Simone
Maccheroni, Fabio
Marinacci, Massimo
Montrucchio, Luigi
Stanca, Lorenzo
contents This paper presents a general study of one-dimensional differentiability for functionals defined on convex domains that are not necessarily open. The local approximation is carried out using affine functionals, as opposed to linear functionals typically employed in standard Gateaux differentiability. This affine notion of differentiability naturally arises in certain applications and has been utilized by some authors in the statistics literature. We aim to offer a unified and comprehensive perspective on this concept.
format Preprint
id arxiv_https___arxiv_org_abs_2403_07827
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Affine Gateaux Differentials and the von Mises Statistical Calculus
Cerreia-Vioglio, Simone
Maccheroni, Fabio
Marinacci, Massimo
Montrucchio, Luigi
Stanca, Lorenzo
Functional Analysis
Optimization and Control
49J50, 49J52, 26E15, 26B25
This paper presents a general study of one-dimensional differentiability for functionals defined on convex domains that are not necessarily open. The local approximation is carried out using affine functionals, as opposed to linear functionals typically employed in standard Gateaux differentiability. This affine notion of differentiability naturally arises in certain applications and has been utilized by some authors in the statistics literature. We aim to offer a unified and comprehensive perspective on this concept.
title Affine Gateaux Differentials and the von Mises Statistical Calculus
topic Functional Analysis
Optimization and Control
49J50, 49J52, 26E15, 26B25
url https://arxiv.org/abs/2403.07827