论文标题
关于Catoni的M估计
On Catoni's M-Estimation
论文作者
论文摘要
Catoni提出了一个强大的M估计器，并给出了一个固定测试功能的偏差不等式。本文专门针对测试功能系列的均匀浓度不平等。作为一种应用，我们认为对重尾损失的经验风险最小化。
Catoni proposed a robust M-estimator and gave the deviation inequality for one fixed test function. The present paper is devoted to the uniform concentration inequality for a family of test functions. As an application, we consider empirical risk minimization for heavy-tailed losses.
