Papers in the Bernoulli Journal


Published Papers



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
Conformal Prediction: a Unified Review of Theory and New Challenges

 Matteo Fontana, Gianluca Zeni,
Simone Vantini

Statistics of the two-star ERGM Yuanzhe Xu, Sumit Mukherjee  PDF
Template Matching with Ranks Ery Arias-Castro, Lin Zheng PDF
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo Nawaf Bou-Rabee, Andreas Eberle PDF
High-Dimensional Geleralized Linear Models for Temporal Dependent Data Yuefeng Han, Ruey Tsay, Wei-Biao Wu PDF
Infinite-color randomly reinforced urns with dominant colors  Hristo Sariev, Sandra Fortini,
Sonia Petrone
On admissible estimation of a mean vector when the scale is unknown Yuzo Maruyama,
William Edward Strawderman
On a projection-based class of uniformity tests on the hypersphere Eduardo García-Portugués,
Paula Navarro-Esteban,
Juan A. Cuesta-Albertos 
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process Eric Beutner, Henryk Zaehle PDF
Rank-based testing for semiparametric VAR models: a measure transportation approach Marc Hallin, Davide La Vecchia, Hang Liu  PDF
Cramér-type moderate deviation of normal approximation for unbounded exchangeable pairs  Zhuo-Song Zhang PDF
Variational Formulas for Asymptotic Variance of General Discrete-time Markov Chains Lu-Jing Huang, Yong-Hua Mao  PDF
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression Yanglei Song, Xiaohui Chen,
Kengo Kato
On algebraic Stein operators for Gaussian polynomials Ehsan Azmoodeh, Dario Gasbarra,
Robert Edward Gaunt
Targeted Cross-Validation Jiawei Zhang, Jie Ding, Yuhong Yang PDF
Adaptive Bayesian inference for current status data on a grid Minwoo Chae PDF
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and Sketching

Miles Lopes, N. Benjamin Erichson,
Michael Mahoney

On Consistency and Sparsity for High-Dimensional Functional Time Series with Application to Autoregressions

Shaojun Guo, Xinghao Qiao

Suboptimality of Constrained Least Squares and Improvements via Non-Linear Predictors

Tomas ‪Vaškevičius, Nikita Zhivotovskiy

Quadratic variation and quadratic roughness Rama Cont, Purba Das  PDF
Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields  Cheuk Yin Lee, Yimin Xiao PDF
Multilevel Bootstrap Particle Filter  Kari Heine, Daniel Burrows PDF
Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes Tao Wang PDF
A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process Quan Shi, Bastien Mallein  PDF
Design of c-Optimal Experiments for High-dimensional Linear Models Hamid Eftekhari, Moulinath Banerjee, Ya'acov Ritov  PDF
Almost-sure asymptotics for Riemannian random waves Louis Gass PDF
On the robustness of the minimim $\ell_2$ interpolator Matthieu Lerasle, Geoffrey Chinot  PDF
Multivariate time series models for mixed data Lionel Truquet PDF
Bootstrap percolation on the stochastic block model Giovanni Luca Torrisi, Michele Garetto, Emilio Leonardi  PDF
Identifiability in robust estimation of tree structured models Marta Casanellas, Marina Garrote-López, Piotr Zwiernik PDF
A trajectorial approach to relative entropy dissipation of McKean−Vlasov diffusions: gradient flows and HWBI inequalities Bertram Tschiderer, Lane Chun Yeung PDF
SDEs with critical time dependent drifts: weak solutions Michael Röckner, Guohuan Zhao PDF
Linear Multifractional Stable Sheets in the Broad Sense: Existence and Joint Continuity of Local Times Yujia Ding, Qidi Peng, Yimin Xiao PDF
Non-Homogeneous Poisson Process Intensity Modeling and Estimation using Measure Transport Tin Lok James Ng, Andrew Zammit-Mangion PDF
General construction and classes of explicit L1-optimal couplings Giovanni Puccetti, Ludger Rüschendorf PDF
Small Sample Spaces for Gaussian Processes Toni Karvonen  PDF
Bayes-optimal prediction with frequentist coverage control Peter Hoff  PDF
Concentration inequality for U-Statistics of order two for uniformly ergodic Markov chains Quentin Duchemin, Yohann De Castro, Claire Lacour  PDF
Determinantal Point Processes in the Flat Limit Simon Barthelme, Nicolas Tremblay, Konstantin Usevich,
Pierre-Olivier Amblard
Central Limit Theorem of Linear Spectral Statistics of High-dimensional Sample Correlation Matrices

 Shurong Zheng, Yanqing Yin,
Tingting Zou

Large deviations of extremes in branching random walk  with regularly varying displacements Ayan Bhattacharya  PDF
Exponential Ergodicity for Non-Dissipative McKean-Vlasov SDEs Feng-Yu Wang PDF
Small deviation estimates for the largest eigenvalue of Wigner matrices Laszlo Erdhos, Yuanyuan Xu  PDF
Gibbs posterior concentration rates under sub-exponential type losses Nicholas Aaron Syring, Ryan Martin PDF
Randomized Empirical Processes by Algebraic Groups, and Tests for Weak Null Hypotheses Dennis Dobler PDF
Two-Timescale Stochastic Gradient Descent in Continuous Time with Applications to Joint Online Parameter Estimation and Optimal Sensor Placement Louis Sharrock, Nikolas Kantas  PDF
Optimal Bayesian estimation of Gaussian mixtures with growing number of components  Ilsang Ohn, Lizhen Lin PDF
Fisher’s measure of variability in repeated samples Poly Hannah da Silva, Arash Jamshidpey, Peter McCullagh, Simon Tavaré PDF
A Berry-Esseen bound with (almost) sharp dependence conditions Moritz Jirak  PDF
Combinatorial Bernoulli Factories  Rad Niazadeh, Renato Paes Leme,
Jon Schneider
On the Eigenstructure of Covariance Matrices with Divergent Spikes Simona Diaconu PDF
Stability of the Poincaré constant Jordan Serres PDF
Convergence of the  one-dimensional contact process with two types of particles and priority  Mariela Pentón Machado PDF
Kernel based Dirichlet sequences Patrizia Berti, Emanuela Dreassi,
Fabrizio Leisen, Luca Pratelli, Pietro Rigo
Detecting approximate replicate components of a high-dimensional  random vector with latent structure Xin Bing, Florentina Bunea,
Marten Wegkamp
Spectral representations of characteristic functions of discrete probability laws Ivan Alexeev, Alexey Khartov PDF
Smoothing distributions for conditional Fleming–Viot and Dawson–Watanabe diffusions Filippo Ascolani, Antonio Lijoi,
Matteo Ruggiero 
Hopf type lemmas for subsolutions of integro-differential equations Tomasz Klimsiak, Tomasz Komorowski PDF
Rudin Extension Theorems on Product Spaces, Turning Bands, and Random Fields on Balls cross Time Emilio Porcu, Samuel Uncle Feng,
Xavier Emery, Ana Paula Peron
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators David Bolin, Kristin Kirchner PDF
Nonstationary Fractionally Integrated Functional Time Series Degui Li, Peter M Robinson,
Han Lin Shang
Comparing time varying regression quantiles under shift invariance Subhra Sankar Dhar, Weichi Wu PDF
Loop-Erased Random Walk Branch of Uniform Spanning Tree in Topological Polygons MINGCHANG LIU, HAO WU PDF
Bernoulli Sums and Renyi Entropy Inequalities Mokshay Madiman, James Melbourne, Cyril Roberto PDF
Poisson approximation in \(\chi^2\) distance by the Stein-Chen approach Vytas Zacharovas PDF
Flexible-bandwidth Needlets Claudio Durastanti, Domenico Marinucci, Anna Paola Todino PDF
Random normal matrices in the almost-circular regime  Sung-Soo Byun, Seong-Mi Seo PDF
Functional limit theorems for random walks perturbed by positive alpha-stable jumps Alexander Iksanov, Andrey Pilipenko,
Ben Povar
On the Rate of Convergence of a Deep Recurrent Neural Network Estimate in a Regression Problem With Dependent Data Michael Kohler, Adam Krzyzak  PDF
On the singular values of complex matrix Brownian motion with a matrix drift Theodoros Assiotis PDF
A note on one-dimensional Poincar\'e inequalities by  Stein-type integration Gilles Germain, Yvik Swan  PDF
Power Enhancement and Phase Transitions for Global Testing of the Mixed Membership Stochastic Block Model Louis Vincent Cammarata,
Zheng Tracy Ke
Testing for linearity in boundary regression models with application to maximal life expectancies Jürgen Kampf, Alexander Meister  PDF
Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs Carsten Chong, Robert C. Dalang  PDF

Kolmogorov bounds for decomposable random variables and subgraph counting by the Stein-Tikhomirov method

Peter W.H. Eichelsbacher,
Benedikt Rednoß


Adaptive lasso and Dantzig selector for spatial point processes intensity estimation

Achmad Choiruddin, Jean-François Coeurjolly, Frédérique Letué  PDF

Forward integration of bounded variation coefficients with respect to H\"older continuous process

Johanna Garzón, Jorge A. León,
Soledad Torres

Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations

Zongming Ma, Fan Yang PDF

Ergodicity of supercritical  SDEs  driven by $\alpha$-stable processes and heavy-tailed sampling

Xicheng Zhang  PDF

Optimal False Discovery Control of Minimax Estimators

Qifan Song, Guang Cheng  PDF

Rates of convergence for the number of zeros of random trigonometric polynomials

 Laure Coutin, Liliana Peralta PDF

On Azadkia–Chatterjee’s conditional dependence coefficient

 Hongjian Shi, Mathias Drton, Fang Han PDF

Bounds for the chi-square approximation of Friedman's statistic by Stein's method

Gesine Reinert, Robert Gaunt PDF

Parameter estimation for semilinear SPDEs from local measurements

Randolf Altmeyer, Igor Cialenco,
Gregor Pasemann 

Nonparametric estimation of locally stationary Hawkes processes

Enno Mammen PDF

Local Exchangeability

Trevor Campbell, Saifuddin Syed,
Chiao-Yu Yang, Michael Jordan,
Tamara Broderick 

Consistent and Unbiased Variable Selection using Random Forest Permutation Importance

Burim Ramosaj PDF

On Adaptive Confidence Sets for the Wasserstein Distances

Neil Deo, Thibault Randrianarisoa  PDF

A unified construction for series representations and finite approximations of completely random measures

Juho Lee, Xenia Miscouridou,
Francois Caron

Multivariate self-exciting jump processes with applications to financial data

Heidar Ingvi Eyjolfsson, Dag Tjøstheim PDF

Bootstrap Inference for a Class of Non-Regular Estimators

Mihai Cristian Giurcanu, Brett Presnell  PDF

Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions

 Witold Marek Bednorz,
Rafal Marcin Lochowski

Linear functional estimation under multiplicative measurement errors

Sergio Brenner Miguel, Fabienne Comte, Jan Johannes PDF

Compound Poisson Disorder Problem with Uniformly Distributed Disorder Time

 Semih Onur Sezer, Cagin Uru,
Savas Dayanik

Harmonic analysis meets stationarity: A general framework for series expansions of special Gaussian processes

Mohamed Ndaoud  PDF

Density estimation under local differential privacy and Hellinger loss

Mathieu Sart PDF

Local Asymptotic Normality for Ergodic Jump-Diffusion Processes via Transition Density Approximation

Teppei Ogihara, Yuma Uehara PDF

A Frequency Domain Bootstrap for General Multivariate Stationary Processes

Efstathios Paparoditis, Marco Meyer  PDF

Conditional Quantiles: An Operator-Theoretical Approach

Luciano de Castro, Bruno N Costa, Antonio F Galvao, Jorge P Zubelli  PDF

Cram\'er-type Moderate Deviation for Quadratic Forms with a Fast Rate

Xiao Fang, Song-Hao Liu, Qi-Man Shao  PDF

Exponential ergodicity for  damping Hamiltonian dynamics with state-dependent and non-local collisions

Jianhai Bao, Jian Wang

A probabilistic view of latent space graphs and phase transitions

Suqi Liu, Miklos Z. Racz PDF



Published Papers


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