Concentration inequalities for Poisson point processes with application to adaptive intensity estimation
Probability
2018-07-19 v2 Statistics Theory
Statistics Theory
Abstract
We derive concentration inequalities for maxima of empirical processes associated with Poisson point processes. The proofs are based on a careful application of Ledoux's entropy method. We demonstrate the utility of the obtained concentration inequalities by application to adaptive intensity estimation.
Keywords
Cite
@article{arxiv.1612.07901,
title = {Concentration inequalities for Poisson point processes with application to adaptive intensity estimation},
author = {Martin Kroll},
journal= {arXiv preprint arXiv:1612.07901},
year = {2018}
}