Published August 29, 2012 | Version v1
Conference paper Metadata-only

Concentration inequalities, counting processes and adaptive statistics

Reynaud-Bouret, Patricia
Other:
Laboratoire Jean Alexandre Dieudonné (LJAD) ; Université Nice Sophia Antipolis (1965 - 2019) (UNS) ; COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UCA)

Description

Adaptive statistics for counting processes need particular concentration in- equalities to define and calibrate the methods as well as to precise the theoretical perfor- mance of the statistical inference. The present article is a small (non exhaustive) review of existing concentration inequalities that are useful in this context.

Abstract

International audience

Additional details

Identifiers Origin repository
Created:
October 11, 2023
Modified:
November 29, 2023