One Diagram Maps the Gauge Freedom of Legendre Transforms from Convex Analysis to Information Geometry

FrnkNlsn · x · 2026-10-15

A compact nested-set diagram organizes the hierarchy behind the gauge freedom of Legendre transforms: extended real-valued functions (F≤F as the best convex lower bound), proper l.s.c. convex functions Γ₀ (biconjugation becomes an involution), Legendre-type Γ₁ (Fenchel-Young/Bregman divergences, Clairaut-Schwarz-Young theorem), twice differentiable Γ₂ (information Hessian geometry, Levi-Civita connection, Hessian flat divergences), and thrice differentiable Γ₃ (cubic tensor, α-Hessian geometry families). A useful reference for convex duality and information geometry.

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