Papers in the Bernoulli Journal


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Published Papers

 


Papers in press can be downloaded below shortly after acceptance. Once they are made available on this page, papers are no further updated, hence will not reflect changes that may be made during the production process

Forthcoming papers

Paper title Author(s) Link to the Paper
(when accepted)
Accuracy of Gaussian approximation for high-dimensional posterior distributions Vladimir Spokoiny, Maxim Panov PDF
On the robustness of the minimim $\ell_2$ interpolator Matthieu Lerasle, Geoffrey Chinot  PDF
An efficient  Averaged Stochastic Gauss-Newton algorithm for estimating parameters of non linear regressions models  Peggy Cénac, Antoine Godichon-Baggioni, Bruno Portier PDF
A Spectral Representation of Kernel Stein Discrepancy with Application to Goodness-of-Fit Tests for Measures on Infinite Dimensional Hilbert Spaces George Wynne, Mikołaj Kaspzak,
Andrew B Duncan
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Moments of exponential functionals of L\'{e}vy processes on a deterministic horizon - identities and explicit expressions

Zbigniew Palmowski, Hristo Sariev, Mladen Savov

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Kernel Two-Sample Tests for Manifold Data

Xiuyuan Cheng, Yao Xie

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Detecting changes in the trend function of heteroscedastic time series

Sara Kristin Schmidt

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Minimum information dependence modelling

Tomonari Sei, Keisuke Yano

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Poisson approximation of Poisson-driven point processes and extreme values in stochastic geometry

Moritz Otto

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Asymptotic Analysis of Statistical Estimators related to MultiGraphex Processes under Misspecification

Zacharie Naulet, Judith Rousseau, François Caron

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Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems

Martin Hazelton, Michael McVeagh, Bruce van Brunt, Christopher Tuffley

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Joint distribution of the area and the number of peaks

Vladislav Kargin

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Shrinkage estimation of higher order Bochner integrals

Saiteja Utpala, Bharath K Sriperumbudur

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Smoothed circulas: nonparametric estimation of circular cumulative distribution functions and circulas

Jose Ameijeiras-Alonso, Irène Gijbels

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Local polynomial trend regression for spatial data on $\mathbb{R}^d$

Daisuke Kurisu, Yasumasa Matsuda

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Penalized Spline Estimation of Principal Components for Sparse Functional Data: Rates of Convergence

Shiyuan He, Jianhua Z. Huang, Kejun He

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Optimal Markovian coupling for finite activity Lévy processes

Wilfrid Stephen Kendall, Mateusz Bogdan Majka, Aleksandar Mijatović

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A Unifying Approach to Distributional Limits for Empirical Optimal Transport

Shayan Max Hundrieser, Marcel Klatt, Thomas Staudt, Axel Munk

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Approximate double-transform inversion when time is one of the variables Ronald Butler PDF

Extreme singular values of inhomogeneous sparse random rectangular matrices

Ioana Dumitriu, Yizhe Zhu

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Characterizing the asymptotic and catalytic\\ stochastic orders on topological abelian groups

Tobias Fritz

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Optimal 1-Wasserstein distance for WGANs

Gerard Biau, Benoit Cadre, Nicolas Klutchnikoff, Arthur Stéphanovitch, Ugo Tanielian

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Principal Feature Detection via $\phi$-Sobolev Inequalities

Matthew T.C. Li, Youssef Marzouk, Olivier Zahm

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An edge CLT for the log determinant of Wigner ensembles

Iain M Johnstone, Yegor Klochkov, Alexei Onatski, Damian Pavlyshyn

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De Finetti's Theorem and Related Results for Infinite Weighted Exchangeable Sequences

Rina Foygel Barber, Emmanuel J Candes, Aaditya Ramdas, Ryan J Tibshirani

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A Flexible Approach for Normal Approximation of Geometric and Topological Statistics

Zhaoyang Shi, Krishnakumar Balasubramanian, Wolfgang Polonik

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Gaussian Differentially Private Robust Mean Estimation and Inference

Myeonghun Yu, Zhao Ren, Wen-Xin Zhou

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Drift reduction method for SDEs driven by inhomogeneous singular Lévy noise

Tadeusz Kulczycki, Oleksii Kulyk, Michał Ryznar

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Moment asymptotics for super-Brownian motions

Yaozhong Hu, Xiong Wang, Panqiu Xia, Jiayu Zheng 

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On the asymptotic behavior of a finite section of the optimal causal filter

Junho Yang

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Distance correlation test for high-dimensional independence

Weiming Li, Qinwen Wang, Jianfeng Yao

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Boundary Adaptive Local Polynomial Conditional Density Estimators

Matias D. Cattaneo, Rajita Chandak, Michael Jansson, Xinwei Ma

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Normal approximation of subgraph counts in the random-connection model

Qingwei Liu, Nicolas Privault

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A New Robust Approach for Regression Analysis of Panel Count Data with Time-varying Covariates

Dayu Sun, Yuanyuan Guo, Yang Li, Wanzhu Tu, Jianguo Sun

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Nonuniform Berry-Esseen bounds for Studentized U-statistics

Dennis Leung, Qi-Man Shao

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Regularities and Exponential Ergodicity in Entropy  for SDEs Driven by  Distribution Dependent Noise

Xing Huang, Feng-Yu Wang

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Percolation threshold for Brownian loop soup on metric graphs

Yinshan Chang, Hang Du, Xinyi Li

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Inverse regression for spatially distributed functional data

Suneel Babu Chatla, Ruiqi Liu

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On the Bahadur representation of sample quantiles for score functionals

Johannes Krebs

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On the expected number of critical points of locally isotropic Gaussian random fields

Hao Xu, Haoran Yang, Qiang Zeng

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Erratum:Tree Builder Random Walk: recurrence, transience and ballisticity

Giulio Iacobelli, Rodrigo Ribeiro, Glauco Valle, Leonel Zuaznabar

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Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics

Hongjian Shi, Mathias Drton, Marc Hallin, Fang Han

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Self-normalized Cramer type moderate deviations for martingales and applications

Xiequan Fan, Qi-Man Shao

 
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Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric $\alpha$-stable processes

Ly Viet Hoang

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Simultaneous off-the-grid learning of mixtures issued from a continuous dictionary

Cristina Butucea, Jean-François Delmas, Anne Dutfoy, Clément Hardy

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Stability and Sample Complexity of Divergence Regularized Optimal Transport

Erhan Bayraktar, Stephan Eckstein, Xin Zhang

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Adaptive deep learning for nonlinear time series models

Daisuke Kurisu, Riku Fukami, Yuta Koike

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Asymptotically optimal sequential multiple testing with asynchronous decisions

Yiming Xing, Georgios Fellouris

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Independence preserving property of Kummer laws

Angelo Efoévi Koudou, Jacek Wesolowski

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Nearest neighbor process: weak convergence and non-asymptotic bound

François Portier

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Parameter Estimation with Increased Precision for Elliptic and Hypo-elliptic Diffusions

Yuga Iguchi, Alexandros Beskos, Matthew Graham

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Poisson hulls

Günter Last, Ilya Molchanov

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Cross-validation for change-point regression: pitfalls and solutions

Florian Pein, Rajen Shah

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Yule’s “nonsense correlation”: moments and density

Philip Andrew Ernst, Chris Rogers, Quan Zhou

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Fréchet mean set estimation in the Hausdorff metric, via relaxation

Moïse Blanchard, Adam Quinn Jaffe

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Inference in balanced community modulated recursive trees

Anna Ben-Hamou, Vasiliki Velona

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Estimation of a pure-jump stable Cox-Ingersoll-Ross process

Elise Bayraktar, Emmanuelle Clément

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Sampling using Adaptive Regenerative Processes

Hector McKimm, Andi Wang, Murray Pollock, Christian P Robert, Gareth O Roberts

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Maximum interpoint distance of high-dimensional random vectors

Johannes Heiny, Carolin Kleemann

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Synchronisation for scalar conservation laws via Dirichlet boundary

Ana Djurdjevac, Tommaso Rosati

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Optimal stopping of the stable process with state-dependent killing

Kees van Schaik, Alexander R. Watson, Xin Xu

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Tractably Modelling Dependence in Networks Beyond Exchangeability

Weichi Wu, Sofia Olhede, Patrick Wolfe

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 Tail probability of maximal displacement in critical branching Lévy process with stable branching

Haojie Hou, Yiyang Jiang, Yan-Xia Ren, Renming Song

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Dynamic Principal Component Analysis from a Global Perspective

Lingxuan Shao, Fang Yao

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No eigenvalues outside the support of the limiting spectral distribution of large dimensional noncentral sample covariance matrices

Zhidong Bai, Jiang Hu, Jack W. Silverstein, Huanchao Zhou

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Limit theorems for SDEs with irregular drifts

Jiaqing Hao

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Some new concentration inequalities for the Itô stochastic integral

Nguyen Tien Dung

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A log-linear model for non-stationary time series of counts

Anne Leucht, Michael H. Neumann PDF

Irregular nonparametric autoregression

Moritz Jirak, Hanna Gruber

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Transportation cost inequalities for stochastic reaction diffusion equations on the whole line R

Yue Li, Shijie Shang, Tusheng Zhang

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Maximum Likelihood Estimation for Small Noise Multi-scale McKean-Vlasov Stochastic Differential Equations

Jie Xu, Qiao Zheng, Jianyong Mu

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Strong limit theorems for empirical halfspace depth trimmed regions

Andrii Ilienko, Ilya Molchanov, Riccardo Turin

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An adaptive model checking test for functional linear model

Enze Shi, Yi Liu, Ke Sun, Lingzhu Li, Linglong Kong

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Functional diffusion driven stochastic volatility model

Piotr Stefan Kokoszka, Neda Mohammadi, Haonan Wang, Shixuan Wang

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Blessing of Dependence: Identifiability and Geometry of Discrete Models with Multiple Binary Latent Variables

Yuqi Gu

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Unified RKHS Methodology and Analysis for Functional Linear and Single-Index Models

Krishnakumar Balasubramanian, Hans-Georg Muller, Bharath K Sriperumbudur PDF 

Theoretical properties of angular halfspace depth

Stanislav Nagy, Petra Laketa

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Random Fields on Hilbert Spaces with their Equivalent Gaussian Measures

Vinicius Ferreira, Emilio Porcu, Jorge Zubelli

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Laplace and Saddlepoint Approximations in High-Dimensions

Yanbo Tang, Nancy Margaret Reid

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Adaptive estimation of irregular mean and covariance functions

Steven Golovkine, Nicolas Klutchnikoff, Valentin Patilea

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Change point detection in low-rank VAR processes

Farida Enikeeva, Olga Klopp, Mathilde Rousselot

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Hölder regularity and roughness: construction and examples

Erhan Bayraktar, Purba Das, Donghan Kim

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Short-time Expansion of Characteristic Functions in a Rough Volatility Setting with Applications

Carsten H. Chong, Viktor Todorov

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Optimal Spectral Recovery of a Planted Vector in a Subspace

Cheng Mao, Alexander S. Wein

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Isotonic Conditional Laws

Sebastian Arnold, Johanna Ziegel

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Speeding up Monte Carlo integration: control neighbors for optimal convergence

Rémi Leluc, François Portier, Johan Segers, Aigerim Zhuman

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Bayesian uncertainty quantification and structure detection for multiple change points models

Eduard Belitser, Subhashis Ghosal

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High-dimensional variable  selection with heterogeneous signals: A precise asymptotic perspective

Saptarshi Roy, Ambuj Tewari, Ziwei Zhu

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Multiple testing under negative dependence

Ziyu Chi, Aaditya Ramdas, Ruodu Wang

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Stochastic selection problem for a Stratonovich SDE with power non-linearity

Ilya Pavlyukevich, Georgiy Shevchenko

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Extremal shot noise processes and random cutout sets

Clément Foucart, Linglong Yuan

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Siblings in d-dimensional nearest neighbour trees

Jérôme Casse

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A nonparametric distribution-free test of independence among continuous random vectors based on ?1-norm

Nour-Eddine Berrahou, Salim Bouzebda, Lahcen Douge

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Optimal transport and Wasserstein distances for causal models

Patrick Cheridito, Stephan Eckstein

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Reversibility of elliptical slice sampling revisited

Daniel Rudolf, Viacheslav Natarovskii, Mareike Hasenpflug

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Heat kernel estimates for kinetic SDEs with  drifts being unbounded and in Kato's class

Chongyang Ren, Xicheng Zhang

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Brownian motion conditioned to spend limited time outside a bounded interval – an extreme example of entropic repulsion

Frank Aurzada, Martin Kolb, Dominic Tobias Schickentanz

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Generalized Hadamard differentiability of the copula mapping and its applications

Natalie Neumeyer, Marek Omelka

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Bayesian inference for k-monotone densities with applications to multiple testing

Kang Wang, Subhashis Ghosal

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Phase Transitions of the Maximum Likelihood Estimates in the p-Spin Curie-Weiss Model

Somabha Mukherjee, Jaesung Son, Bhaswar Bikram Bhattacharya

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A Global Wavelet Based Bootstrapped Test of Covariance Stationarity

Jonathan B. Hill

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On Lasso estimator for the drift function  in diffusion models

Gabriela Ciolek, Dmytro Marushkevych, Mark Podolskij

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Treatment Effect Estimation with Efficient Data Aggregation

Snigdha Panigrahi, Jingshen Wang, Xuming He

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Averaging symmetric positive-definite matrices on the space of eigen-decompositions

Sungkyu Jung, Brian Rooks, David Groisser, Armin Schwartzman

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On a Near-Optimal & Efficient Algorithm for the Sparse Pooled Data Problem

Max Hahn-Klimroth, Remco van der Hofstad, Noela Müller, Connor Riddlesden

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Heat content for Gaussian processes: small-time asymptotic analysis

Kei Kobayashi, Hyunchul Park

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Random line graphs and edge-attributed network inference

Zachary Lubberts, Avanti Athreya, Youngser Park, Carey E Priebe

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Sharper dimension-free bounds on the Frobenius distance between sample covariance and its expectation

Nikita Puchkin, Fedor Noskov, Vladimir Spokoiny

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Optimal Wasserstein-1 distance between SDEs driven by Brownian motion and stable processes

Changsong Deng, Rene Schilling, Lihu Xu

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Published Papers

 

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