Beyond Coordinates: Meta-Equivariance in Statistical Inference (2504.10667v2)

Abstract: Optimal statistical decisions should transcend the language used to describe them. Yet, how do we guarantee that the choice of coordinates - the parameterisation of an optimisation problem - does not subtly dictate the solution? This paper reveals a fundamental geometric invariance principle. We first analyse the optimal combination of two asymptotically normal estimators under a strictly convex trace-AMSE risk. While methods for finding optimal weights are known, we prove that the resulting optimal estimator is invariant under direct affine reparameterisations of the weighting scheme. This exemplifies a broader principle we term meta-equivariance: the unique minimiser of any strictly convex, differentiable scalar objective over a matrix space transforms covariantly under any invertible affine reparameterisation of that space. Distinct from classical statistical equivariance tied to data symmetries, meta-equivariance arises from the immutable geometry of convex optimisation itself. It guarantees that optimality, in these settings, is not an artefact of representation but an intrinsic, coordinate-free truth.