Geodesic
Concentration inequalities, counting processes and adaptive statistics
Patricia Reynaud-Bouret1
1Univ. Nice Sophia Antipolis, CNRS, LJAD, UMR 7351, 06100 Nice, France.
ESAIM. Proceedings, Tome 44 (2014), pp. 79-98

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Adaptive statistics for counting processes need particular concentration inequalities to define and calibrate the methods as well as to precise the theoretical performance of the statistical inference. The present article is a small (non exhaustive) review of existing concentration inequalities that are useful in this context.
DOI : 10.1051/proc/201444004

Patricia Reynaud-Bouret  1

1 Univ. Nice Sophia Antipolis, CNRS, LJAD, UMR 7351, 06100 Nice, France. 
Patricia Reynaud-Bouret. Concentration inequalities, counting processes and adaptive statistics. ESAIM. Proceedings, Tome 44 (2014), pp. 79-98. doi: 10.1051/proc/201444004
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     title = {Concentration inequalities, counting processes and adaptive statistics},
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     doi = {10.1051/proc/201444004},
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     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201444004/}
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