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Concentration inequalities for Poisson point processes with application to adaptive intensity estimation
Stochastics ( IF 0.8 ) Pub Date : 2022-02-28 , DOI: 10.1080/17442508.2022.2034819
M. Kroll 1, 2
Affiliation  

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.



中文翻译:

泊松点过程的浓度不等式及其在自适应强度估计中的应用

我们推导出与泊松点过程相关的经验过程最大值的集中不等式。这些证明基于对 Ledoux 熵方法的仔细应用。我们通过应用于自适应强度估计来证明所获得的浓度不等式的效用。

更新日期:2022-02-28
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