Papers in the Bernoulli Journal


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
Identifiability in robust estimation of tree structured models Marta Casanellas, Marina Garrote-López, Piotr Zwiernik PDF
Flexible-bandwidth Needlets Claudio Durastanti, Domenico Marinucci, Anna Paola Todino PDF

On Azadkia–Chatterjee’s conditional dependence coefficient

 Hongjian Shi, Mathias Drton, Fang Han PDF
Statistics for Heteroscedastic Time Series Extremes Axel Bücher, Tobias Jennessen PDF
Laplace priors and spatial inhomogeneity in Bayesian inverse problems Sven Wang, Sergios Agapiou  PDF
A note on the empty balls of a critical super-Brownian motion Jie Xiong, Shuxiong Zhang  PDF
On Lasso and Slope drift estimators for Lévy-driven Ornstein--Uhlenbeck processes Niklas Dexheimer, Claudia Strauch PDF
Variance estimation for Sequential Monte Carlo Algorithms: a backward sampling approach Yazid Janati El Idrissi, Sylvain Le Corff, Yohan Petetin  PDF
Estimation of functional ARMA models Thomas Kuenzer  PDF
Supermartingale shadow couplings: the decreasing case  Erhan Bayraktar, Shuoqing Deng, Dominykas Norgilas PDF
Two sample contamination model test  Pierre Vandekerkhove, Xavier Milhaud, Denys Pommeret, Yahia Salhi


Concentration of measure bounds for matrix-variate data with missing values  Shuheng Zhou PDF
On bivariate distributions of local time of It\^o-McKean diffusions Maciej Wisniewolski, Jacek Jakubowski  PDF
The Viterbi process and decay-convexity Nick Whiteley, Matt Jones,
Aleks Domanski 
Central Limit Theorem and Near classical Berry-Esse\en rate for self normalized sums in high dimensions Debraj Das  PDF
Large deviation principles for SDEs under locally weak monotonicity conditions Jian Wang, Hao Yang, Jianliang Zhai, Tusheng Zhang  PDF
Statistical inference for function-on-function linear regression Holger Dette, Jiajun Tang  PDF
Logarithmic law of large random correlation matrices Nestor Parolya, Johannes Heiny,
Dorota Kurowicka
Refined Behaviour of a Conditioned Random Walk in the Large Deviations Regime  Søren Asmussen, Peter W. Glynn PDF
Entrywise limit theorems of eigenvectors for signal-plus-noise matrix models with weak signals Fangzheng Xie PDF
Limit Theorems for Fr\'echet Mean Sets  Steven N. Evans, Adam Q. Jaffe PDF
Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices Zhixiang Zhang, Yiming Liu,
Guangming Pan 
The smoking gun: Statistical theory improves neural network estimates Sophie Langer, Michael Kohler,
Harro Walk, Alina Braun 
Tail Inverse Regression: dimension reduction for prediction of extremes  Anass Aghbalou, François Portier,
Anne Sabourin, Chen Zhou
Non-Asymptotic Bounds for the $\ell_{\infty}$ Estimator in Linear Regression with Uniform Noise Yufei Yi, Matey Neykov  PDF
Central Limit Theorems for semi-discrete Wasserstein Distances Eustasio del Barrio, Alberto Gonzalez-Sanz, Jean-Michel Loubes PDF
Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications James Ledoux, Loic Hervé  PDF
Minimax estimation of low-rank quantum states and their linear functionals Samriddha Lahiry, Michael Nussbaum  PDF
Linear and Nonlinear Signal Detection and Estimation in High-dimensional Nonparametric Regression under Weak Sparsity Kin Yap Cheung, Stephen M.S. Lee, Xiaoya Xu  PDF
Dimension-agnostic inference using cross U-statistics Ilmun Kim, Aaditya Ramdas PDF
Normality of smooth statistics for planar determinantal point processes Antti Haimi, José Luis Romero  PDF
A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model Dan M Kluger, Art B Owen  PDF
Central limit theorems for high dimensional dependent data

Jinyuan Chang, Xiaohui Chen,
Mingcong Wu 

Limiting distributions of graph-based test statistics on sparse and dense graphs Yejiong Zhu, Hao Chen PDF
On estimators of the mean of infinite dimensional data in finite populations  Anurag Dey, Probal Chaudhuri PDF
High dimensional Bernoulli distributions: algebraic representation and applications  Roberto Fontana, Patrizia Semeraro PDF
Malliavin Calculus Techniques for Local Asymptotic Mixed Normality and Their Application to Hypoelliptic Diffusions Masaaki Fukasawa, Teppei Ogihara PDF
Maximal displacement of spectrally negative branching L\'evy processes Christophe Profeta PDF
Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes Kosuke Yamato, Kouji Yano PDF
On the separation cut-off phenomenon\\ for Brownian motions on high dimensional spheres Laurent Miclo, Arnaudon Marc,
Coulibaly-Pasquier Koléhè 
A recursive distribution equation for the stable tree  Nicholas Chee, Franz Rembart,
Matthias Winkel
Rearranged dependence measures Christopher Strothmann, Holger Dette, Karl Friedrich Siburg  PDF
A diffusion approach to Stein's method on Riemannian manifolds Huiling Le, Alexander Lewis, Karthik Bharath, Christopher Fallaize  PDF
A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence Zaoli Chen, Gennady Samorodnitsky PDF
Asymptotic normality for a modified quadratic variation of the Hermite process Ciprian A Tudor, Antoine Ayache


Inverse covariance operators of multivariate nonstationary time series  Jonas Krampe, Suhasini Subba Rao  PDF
Rough paths and Symmetric-Stratonovich integrals driven by singular  covariance Gaussian processes Alberto Ohashi, Francesco Russo  PDF
Mean stationarity test in time series: A signal variance-based approach Hon Kiu To, Kin Wai Chan PDF
Bayesian estimation of nonlinear Hawkes processes Deborah Sulem, Judith Rousseau, Vincent Rivoirard PDF
Optimal weighted pooling for inference about the tail index and extreme quantiles Abdelaati Daouia, Simone A. Padoan, Gilles Stupfler PDF
Testing with p*-values: Between p-values, mid p-values, and e-values Ruodu Wang PDF
Anytime-valid sequential testing for elicitable functionals via supermartingales Philippe Casgrain, Martin Larsson, Johanna Ziegel PDF
Comparison principle for stochastic heat equations driven by $\alpha$-stable white noises Yongjin Wang, Chengxin Yan,
Xiaowen Zhou
Berry-Esseen bound and Cram\'er moderate deviation expansion for a supercritical branching random walk  Thi Thuy Bui, Ion Grama,
Quansheng Liu
An efficient  Averaged Stochastic Gauss-Newton algorithm for estimating parameters of non linear regressions models  Peggy Cénac, Antoine Godichon-Baggioni, Bruno Portier PDF
Inadmissibility of the corrected Akaike information criterion Takeru Matsuda  PDF
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures Johanna Ziegel, David Ginsbourger,
Lutz Dümbgen
Empirical likelihood ratio tests for nonnested model selection based on predictive losses

Jiancheng Jiang, Xuejun Jiang,
Haofeng Wang 

Sectional Voronoi tessellations: Characterization and high-dimensional limits  Anna Gusakova, Zakhar Kabluchko, Christoph Thäle PDF
On Z-mean reflected BSDEs Joffrey Derchu, Thibaut Mastrolia PDF
Bayesian Multiscale Analysis of the Cox Model Bo Y.-C. Ning, Ismaël Castillo PDF
Noise Covariance Estimation in Multi-Task High-dimensional Linear Models Kai Tan, Gabriel Romon, Pierre C Bellec  PDF
Spine for  interacting populations and sampling Vincent Bansaye PDF
Strong and weak convergence for averaging principle of DDSDE with singular drift Zimo Hao, Mengyu Cheng,
Michael Röckner 
Gaussian Whittle-Matérn fields on metric graphs

David Bolin, Alexandre B. Simas,
Jonas Wallin

Exact Detection Thresholds and Minimax Optimality of Chatterjee’s Correlation

 Arnab Auddy, Nabarun Deb,
Sagnik Nandy 

Estimating a regression function in exponential families by model selection  Juntong Chen PDF
Asymptotics for isotropic Hilbert-valued spherical random fields Alessia Caponera PDF
Signal Detection in Degree corrected ERGMs Yuanzhe Xu, Sumit Mukherjee  PDF
Stochastic fractional diffusion equations with  Gaussian noise rough in space Yuhui Guo, Jian Song, Xiaoming Song  PDF
Functional Linear Quantile Regression on a Two-dimensional Domain Nan Zhang, Peng Liu, Linglong Kong,
Bei Jiang, Jianhua Z. Huang
Finitely additive mass transportation  Pietro Rigo PDF
Local convergence rates of the nonparametric least squares estimator with applications to transfer learning Johannes Schmidt-Hieber,
Petr Zamolodtchikov 
Representation of random variables as Lebesgue integrals Sara Biagini, Gordan Zitkovic  PDF
A large-sample theory for infinitesimal gradient boosting Clément Dombry, Jean-Jil Duchamps  PDF
Kernel-weighted specification testing under general distributions  Sid Kankanala, Victoria Zinde-Walsh PDF
Asymptotics of Discrete Schrödinger Bridges via Chaos Decomposition Zaid Harchaoui, Lang Liu, Soumik Pal  PDF
Parametric inference for ergodic McKean-Vlasov stochastic differential equations Valentine Genon-Catalot,
Catherine Larédo
M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space Linglong Kong, Yafei Wang, Bei Jiang, Zhongzhan Zhang 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
Towards standard imsets for maximal ancestral graphs Zhongyi Hu, Robin Evans PDF
Large deviations of reflected weakly interacting particle systems Ping Chen, Rong Wei, Tusheng Zhang PDF
Learning to reflect: A unifying approach for data-driven stochastic control strategies Sören Christensen, Claudia Strauch, Lukas Trottner PDF
On large deviations and intersection of random interlacements Xinyi Li, Zijie Zhuang  PDF
Sparse Signal Detection in Heteroscedastic Gaussian Sequence Models: Sharp Minimax Rates Julien Chhor, Rajarshi Mukherjee, Subhabrata Sen  PDF

Empirical Bayes inference for the block maxima method

Simone Andrea Padoan, Stefano Rizzelli  PDF

Limit theorems for random Motzkin paths near boundary

Włodzimierz Bryc, Yizao Wang PDF

Poincaré inequality and integrated curvature-dimension criterion for generalised Cauchy and convex measures

Baptiste Huguet


Sequential Change Diagnosis Revisited and the Adaptive Matrix CuSum

Austin Jay Warner, Georgios Fellouris

A trajectorial approach to entropy dissipation for degenerate parabolic equations

Donghan Kim, Lane Chun Yeung PDF

Adaptive inference over Besov spaces in the white noise model using p-exponential priors

Sergios Agapiou, Aimilia Savva


An asymptotic Peskun ordering and its application to lifted samplers

Philippe Gagnon, Florian Maire


Low-rank Matrix Recovery under Heavy-tailed Errors

Myeonghun Yu, Qiang Sun, Wenxin Zhou


When scattering transform meets non-Gaussian random processes, a double scaling limit result

Hau-tieng Wu, Gi-Ren Liu, Yuan-Chung Sheu


Multiscale jump testing and estimation under complex temporal dynamics

Weichi Wu, Zhou Zhou

The motion of the tagged particle in asymmetric exclusion process with long jumps

Linjie Zhao


Conditional hazard rate estimation for right censored data

Sam Efromovich


Detecting long-range dependence for time-varying linear models

Lujia Bai, Weichi Wu


Sparse M-estimators in semi-parametric copula models

Jean-David Fermanian, Benjamin Poignard


Moment inequalities for sums of weakly dependent random fields

Gilles Blanchard, Alexandra Carpentier, Oleksandr Zadorozhnyi


Optimal choice of bootstrap block length for periodically correlated time series

Patrice Bertail, Anna Ewa Dudek




Published Papers


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