Concentration inequalities for Poisson point processes with application to adaptive intensity estimation

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 es...

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Bibliographic Details
Published inStochastics (Abingdon, Eng. : 2005) Vol. 95; no. 1; pp. 54 - 66
Main Author Kroll, M.
Format Journal Article
LanguageEnglish
Published Abingdon Taylor & Francis 02.01.2023
Taylor & Francis Ltd
Subjects
adaptive estimation
concentration inequality
entropy method
Inequalities
Poisson point process
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Summary: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.
ISSN:1744-2508
1744-2516
DOI:10.1080/17442508.2022.2034819