Concentration inequalities of MLE and robust MLE
2022
Online
report
The Maximum Likelihood Estimator (MLE) serves an important role in statistics and machine learning. In this article, for i.i.d. variables, we obtain constant-specified and sharp concentration inequalities and oracle inequalities for the MLE only under exponential moment conditions. Furthermore, in a robust setting, the sub-Gaussian type oracle inequalities of the log-truncated maximum likelihood estimator are derived under the second-moment condition.
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Concentration inequalities of MLE and robust MLE
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Autor/in / Beteiligte Person: | Yang, Xiaowei ; Liu, Xinqiao ; Wei, Haoyu |
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Veröffentlichung: | 2022 |
Medientyp: | report |
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