Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions

Dalalyan, A. S.

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Title: Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions

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00002-3043

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Գլխավոր խմբ․՝ Մ․ Մ․ Ջրբաշյան (1966-1994) ; Ռ․ Վ․ Համբարձումյան (1994-2009) ; Ա․ Ա․ Սահակյան (2010-)

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3-14

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.

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Երևան

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Հայաստանի ԳԱԱ

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pdf

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oai:arar.sci.am:370839

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АЖ 411

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ՀՀ ԳԱԱ Հիմնարար գիտական գրադարան

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ՀՀ ԳԱԱ Հիմնարար գիտական գրադարան

Subject and keywords:

Mathematics signal denoising exponential weights PAC-Bayesian bounds

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Digital Library > Articles

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May 21, 2025

In our library since:

Mar 1, 2024

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https://arar.sci.am/publication/400711

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ՀՀ ԳԱԱ Տեղեկագիր: Մաթեմատիկա =Известия НАН Армении: Математика =Proceedings of the NAS Armenia: Mathematics

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Dalalyan, A. S., Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions	May 21, 2025

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Title: Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions

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