论文标题
简单证明风险限制的因指数重量的不对称噪声分布而定义的风险
Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions
论文作者
论文摘要
在本说明中，我们考虑了估计器聚集的问题，以使信号降低信号。主要的贡献是一个简短的证明，即指数加权的骨料满足尖锐的甲骨文不平等现象。尽管该结果以广泛的对称噪声分布而闻名，但本注释中介绍的不对称分布的扩展是新的。
In this note, we consider the problem of aggregation of estimators in order to denoise a signal. The main contribution is a short proof of the fact that the exponentially weighted aggregate satisfies a sharp oracle inequality. While this result was already known for a wide class of symmetric noise distributions, the extension to asymmetric distributions presented in this note is new.
