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
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, Markus Pauly 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

Consistency of p-norm based tests in high dimensions: characterization, monotonicity, domination

Anders Bredahl Kock,
David Preinerstorfer

Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics

Wei-Liem Loh, Saifei Sun  PDF

Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction

 Yifan Jiang, Kai Du, Jinfeng Li PDF
Deep Stable neural networks: large-width asymptotics and convergence rates Stefano Favaro, Sandra Fortini,
Stefano Peluchetti
Bootstrap inference in functional linear regression models with scalar response Hyemin Yeon, Xiongtao Dai,
Daniel John Nordman 
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths Antoine-Marie Bogso, Moustapha Dieye, Olivier Menoukeu Pamen PDF
Efficient and consistent data-driven model selection for time series Jean-Marc Bardet, Kamila Kare,
William Kengne 
Element-wise Estimation Error of Generalized Fused Lasso Teng Zhang, Sabyasachi Chatterjee  PDF
On the mean perimeter density of inhomogeneous random closed sets Elena Villa  PDF
Invariance principle for fragmentation processes derived from conditioned stable Galton-Watson trees Gabriel Hernan Berzunza,
Cecilia Holmgren
Statistics for Heteroscedastic Time Series Extremes Axel Bücher, Tobias Jennessen PDF
Extremal clustering and cluster counting for spatial random fields Anders Rønn-Nielsen, Mads Stehr PDF
Concentration bounds for the empirical angular measure with statistical learning applications Stéphan Clémençon, Hamid Jalalzai, Stéphane Lhaut, Sabourin Anne,
Segers Johan
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
Semiparametric regression of panel count data with informative terminal event Xiangbin Hu, Li Liu, Ying Zhang,
Xingqiu Zhao
Cram\'{e}r type moderate deviations for the Grenander estimator near the boundaries of the support Fuqing Gao, Hui Jiang, Xingqiu Zhao  PDF
Dating the Break in High-Dimensional Data Runmin Wang, Xiaofeng Shao PDF
The Uniform Infinite Cubic Planar Graph Benedikt Stufler PDF
Exponential Concentration for Geometric-Median-of-Means in Non-Positive Curvature Spaces Byeong U Park PDF
Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices Mai Ngoc Bui, Yvo Pokern,
Petros Dellaportas
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions Jie Xiong, Xu Yang  PDF
Gibbsianness and non-Gibbsianness for Bernoulli lattice fields under removal of isolated sites Christof Kuelske, Benedikt Jahnel PDF
Estimation for the reaction therm in semi-linear SPDEs under small diffusivity Sascha Robert Gaudlitz, Markus Reiß PDF
On Lasso and Slope drift estimators for Lévy-driven Ornstein--Uhlenbeck processes Niklas Dexheimer, Claudia Strauch PDF
Additive regression with parametric help Hyerim Hong, Young Kyung Lee,
Byeong Uk Park
Riemannian Langevin Algorithm for Solving Semidefinite Programs Mufan (Bill) Li, Murat A. Erdogdu PDF
Sequential Gaussian approximation for nonstationary time series in high dimensions Fabian Mies, Ansgar Steland PDF
Diffusion Means in Geometric Spaces  Benjamin Eltzner, Pernille E. H. Hansen, Stephan Huckemann, Stefan Sommer PDF
Spiked eigenvalues of noncentral Fisher matrix with applications Zhiqiang Hou, Xiaozhuo Zhang,
Zhidong Bai, Jiang Hu
Sampling without replacement from a high dimensional finite population Jiang Hu, Shaochen Wang,
Yangchun Zhang, Wang Zhou
Tail processes for stable-regenerative model  Shuyang Bai, Yizao Wang PDF
Minimax Boundary Estimation and Estimationwith Boundary Eddie Aamari, Catherine Aaron, 
Clément Levrard
Asymptotic of densities of exponential functionals of subordinators Martin Minchev, Mladen Savov PDF
Variance estimation for Sequential Monte Carlo Algorithms: a backward sampling approach Yazid Janati El Idrissi, Sylvain Le Corff, Yohan Petetin  PDF
Necessary and Sufficient Conditions for the Asymptotic Normality of Higher Order Turing Estimators Jie Chang, Michael Grabchak PDF
Hypothesis testing for equality of latent positions in random graphs Xinjie Du, Minh Tang PDF
Central limit theorems and asymptotic independence for local U-statistics on diverging halfspaces Andrew Michael Thomas PDF
Characterization of the second order random fields subject to linear distributional PDE constraints

Iain Henderson, Olivier Roustant,
Pascal Noble

Near-optimal estimation of the unseen under regularly varying tail populations

Stefano Favaro, Zacharie Naulet

Joint density of the stable process and its supremum: regularity and upper bounds

Jorge Ignacio Gonzalez-Cazares, Arturo Kohatsu-Higa, Aleksandar Mijatovic


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

uan Chang, Xiaohui Chen,
Mingcong Wu 




Published Papers


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