{"title":"Simple Proof of the Risk Bound for Denoising by Exponential Weights for Asymmetric Noise Distributions","authors":"A. S. Dalalyan","doi":"10.3103/s106836232306002x","DOIUrl":null,"url":null,"abstract":"<h3 data-test=\"abstract-sub-heading\">Abstract</h3><p>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.</p>","PeriodicalId":54854,"journal":{"name":"Journal of Contemporary Mathematical Analysis-Armenian Academy of Sciences","volume":"30 1","pages":""},"PeriodicalIF":0.3000,"publicationDate":"2023-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Contemporary Mathematical Analysis-Armenian Academy of Sciences","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.3103/s106836232306002x","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
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.
期刊介绍：
Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences) is an outlet for research stemming from the widely acclaimed Armenian school of theory of functions, this journal today continues the traditions of that school in the area of general analysis. A very prolific group of mathematicians in Yerevan contribute to this leading mathematics journal in the following fields: real and complex analysis; approximations; boundary value problems; integral and stochastic geometry; differential equations; probability; integral equations; algebra.
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