Concentration inequalities, counting processes and adaptive statistics
Résumé
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.
Origine | Fichiers produits par l'(les) auteur(s) |
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