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Concentration inequalities for Poisson point processes with application to adaptive intensity estimation (1612.07901v2)
Published 23 Dec 2016 in math.PR, math.ST, and stat.TH
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.
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