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.

翻译：在本说明中,我们考虑了为了掩盖一个信号而汇总估计数字的问题,主要贡献是短小地证明指数加权总和满足了一个尖锐的甲骨文不平等这一事实,尽管这一结果已经以一系列广泛的对称噪音分布而闻名,但本说明中将扩大至非对称分布是新的。