These lecture notes synthesize robust statistical learning theory, showing how median-of-means, minimax, homogeneity, and small-ball principles yield oracle inequalities for both ERM and robust estimators.
Non-asymptotic minimax rates of testing in signa l detec- tion
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Lecture Notes: Selected topics on robust statistical learning theory
These lecture notes synthesize robust statistical learning theory, showing how median-of-means, minimax, homogeneity, and small-ball principles yield oracle inequalities for both ERM and robust estimators.