Limit theorems for SDEs with irregular drifts

Jiaqing Hao

Random Fields on Hilbert Spaces with their Equivalent Gaussian Measures

Vinicius Ferreira, Emilio Porcu, Jorge Zubelli

Laplace and Saddlepoint Approximations in High-Dimensions

Yanbo Tang, Nancy Margaret Reid

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

Carsten H. Chong, Viktor Todorov

On Lasso estimator for the drift function  in diffusion models

Gabriela Ciolek, Dmytro Marushkevych, Mark Podolskij

Treatment Effect Estimation with Efficient Data Aggregation

Snigdha Panigrahi, Jingshen Wang, Xuming He

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

Changsong Deng, Rene Schilling, Lihu Xu

From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis

Max Berger, Philipp Hermann, Hajo Holzmann

Optimal Scaling Results for a Wide Class of Proximal MALA Algorithms

Francesca Romana Crucinio, Alain Durmus, Pablo Jimenez, Gareth O Roberts

Practical lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances

Austin Brown, Galin Jones

Convergence of Empirical Optimal Transport in Unbounded Settings

Thomas Staudt, Shayan Hundrieser

Topological signatures of periodic-like signals

Frédéric Chazal, Bertrand Michel, Wojciech Reise

LAMN property for stable-Lévy SDEs with constant scale coefficient

Alexandre Brouste, Laurent Denis, Trâm Thi-Bao Ngô

Edgeworth expansion by Stein’s method

Xiao Fang, Song-Hao Liu

Explicit Constraints on the Geometric Rate of Convergence of Random Walk Metropolis-Hastings

Riddhiman Bhattacharya, Galin L. Jones

PDE characterisation of geometric distribution functions and quantiles

Dimitri Konen

On the convergence of PINNs

Gérard Biau, Claire Boyer, Nathan Doumèche

A model-based approach to density estimation in sup-norm

Guillaume Maillard

Goodness-of-fit tests for High-dimensional Parametric Multiresponse Regressions

Lixing Zhu

A new adaptive local polynomial density estimation procedure on complicated domains

Karine Bertin, Nicolas Klutchnikoff, Frédéric Ouimet

Functional central limit theorem with mean-uncertainty under sublinear expectation

Xiaofan Guo, Xinpeng Li 

Uniform error bound for PCA matrix denoising

Xin Thomson Tong, Wanjie Wang, Yuguan Wang

Asymptotic Normality of Log Likelihood Ratio and Fundamental Limit of the Weak Detection for Spiked Wigner Matrices

Hye Won Chung, Jiho Lee, Ji Oon Lee

Computable bounds for  solutions to Poisson's equation and perturbation of Markov kernels

Loic Hervé, James Ledoux

Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets

Kengo Kamatani, Joris Bierkens, Gareth O. Roberts

Asymptotic properties of spiked eigenvalues and eigenvectors of signal-plus-noise matrices with their applications

Xiaoyu Liu, Yiming Liu, Guangming Pan, Lingyue Zhang, Zhixiang Zhang

Covariance Operator Estimation: Sparsity, Lengthscale, and Ensemble Kalman Filters

Omar Al-Ghattas, Jiaheng Chen, Daniel Sanz-Alonso, Nathan Waniorek

High-dimensional Posterior Consistency in Multi-response Regression models with Non-informative Priors for Error Covariance Matrix

Partha Sarkar, Kshitij Khare, Malay Ghosh

F Statistics for High-Dimensional Inference of Linear Model

Yumou Qiu, Yushan Gu

Inference for change-plane regression

Chaeryon Kang, Hunyong Cho, Rui Song, Moulinath Banerjee, Eric B. Laber, Michael R. Kosorok

Estimation and inference for the Wasserstein distance between mixing measures in topic models

Xin Bing, Florentina Bunea, Jonathan Niles-Weed

Sandpiles on the Vicsek fractal explode with probability 1/4

Nico Heizmann, Robin Kaiser, Ecaterina Sava-Huss

Extrinsic Derivative Formula for Distribution Dependent SDEs

Panpan Ren

The fewest-big-jumps principle and an application to random graphs

Céline Kerriou, Peter Mörters

Varying coefficient regression: revisit and parametric help

Seung Hyun Moon, Byeong Uk Park, Young Kyung Lee

Almost sure growth of integrated supOU processes

Danijel Grahovac, Péter Kevei

Ergodicity, CLT and asymptotic maximum of the Airy$_1$ process

Fei Pu

Finite moments testing in a general class of nonlinear time series models

Christian Francq, Jean-Michel Zakoian

A central limit theorem for a sequence of conditionally centered random fields

Rasmus Waagepetersen

Nearly minimax robust estimator of the mean vector by iterative spectral dimension reduction

Arshak MINASYAN

The extended Ville's inequality for nonintegrable nonnegative supermartingales

Hongjian Wang, Aaditya Ramdas

Local Goodness-of-Fit Testing for Hölder-Continuous Densities: Minimax Rates

Weak equivalence of local independence graphs

Søren Wengel Mogensen

Viscosity estimation for 2D pipe flows I. Construction, consistency, asymptotic normality

Thi Hien Nguyen, Armen Shirikyan

A Second Order Correct Bootstrap Method in Logistic Regression

Debraj Das, Priyam Das

Nonparametric estimation for additive concurrent regression models

Elodie Brunel, Fabienne Comte, Céline Duval

Efficient Quantile Regression under Censoring Using Laguerre Polynomials

Alexander Kreiss, Ingrid Van Keilegom

On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients

Aurélien Alfonsi, Guillaume Szulda

Log-concave density estimation in undirected graphical models

Kaie Kubjas, Olga Kuznetsova, Elina Robeva, Pardis Semnani, Luca Sodomaco

Estimation of a score-explained non-randomized treatment effect in fixed and high dimensions

Debarghya Mukherjee, Moulinath Banerjee, Ya'acov Ritov

Non-parametric estimates for graphon mean-field particle systems

Erhan Bayraktar, Hongyi Zhou

Simultaneous semiparametric inference for single-index models

Jiajun Tang, Holger Dette

Data fusion methods for the heterogeneity of treatment effect and confounding function

Shu Yang, Siyi Liu, Donglin Zeng, Xiaofei Wang

Sequential kernel embedding for mediated and time-varying dose response curves

Rahul Singh, Liyuan Xu, Arthur Gretton

Pattern based tests for two-dimensional copulas

Ludwig Baringhaus, Rudolf Gruebel

Parabolic Anderson Model with Colored Noise on the Torus

Le Chen, Cheng Ouyang, William Vickery

Subexponential estimates for the first hitting time of a Brownian motion with singular drift

Compound Multivariate Hawkes Processes: Large Deviations and Rare Event Simulation

Raviar S. Karim, Roger J. A. Laeven, Michel R. H. Mandjes

On numerical discretizations that preserve probabilistic limit behaviors for time-homogeneous Markov process

Chuchu Chen, Tonghe Dang, Jialin Hong, Guoting Song

Efficiency and Information Geometry for Kronecker Covariances

Andrew McCormack, Peter Hoff

Semi-parametric goodness-of-fit testing for INAR models

Maxime Faymonville, Carsten Jentsch, Christian H. Weiß

Asymptotic expansions in the central limit theorem for a super-Brownian motion

Shuxiong Zhang, Jiawei Liu, Jie Xiong

Estimating the history of a random recursive tree

Simon Briend, Christophe Giraud, Gábor Lugos, Déborah Sulem

High-dimensional Partially Linear Additive Models on Riemannian Manifolds

Hypothesis Testing for Functional Linear Models via Bootstrapping

Yinan Lin, Zhenhua Lin

A new non-parametric Kendall’s tau for matrix-valued elliptical observations

Yong He, Yalin Wang, Long Yu, Wang Zhou, Wenxin Zhou

Monitoring of  functional time series

Tim M Kutta, Piotr Kokoszka

On the impossibility of detecting a late changepoint in the preferential attachment random graph model

Ibrahim Kaddouri, Zacharie Naulet, Elisabeth Gassiat

Rates of convergence and normal approximations for estimators of local dependence random graph models

Jonathan Roy Stewart

Markov properties of Gaussian random fields on compact metric graphs

David Bolin, Alexandre B. Simas, Jonas Wallin

Quantifying and estimating dependence via sensitivity of conditional distributions

Jonathan Ansari, Patrick Benjamin Langthaler, Sebastian Fuchs, Wolfgang Trutschnig

Haldane's asymptotics for Supercritical Branching Processes in an iid Random Environment

Bayesian model selection consistency for high-dimensional discrete graphical models

Lyndsay Roach, Hélène Massam, Nanwei Wang, Xin Gao

Large deviations for fully local monotone stochastic partial differential equations driven by gradient-dependent noise

Tianyi Pan, Shijie Shang, Jianliang Zhai, Tusheng Zhang

A procedure for multiple testing of partial conjunction hypotheses based on a hazard rate inequality

Thorsten Dickhaus, Ruth Heller, Anh-Tuan Hoang, Yosef Rinott

Minimax Optimal Goodness-of-Fit Testing with Kernel Stein Discrepancy

Omar Hagrass, Bharath Sriperumbudur, Krishnakumar Balasubramanian

Smallest gaps between eigenvalues of real Gaussian matrices

Patrick Lopatto, Matthew Meeker

Fourier analysis of spatial point processes

On Adaptive confidence Ellipsoids for sparse high dimensional linear models

Xiaoyang Xie

Consistency of  Oblique Decision Tree and its Boosting and Random Forest

Haoran Zhan, Yu Liu, Yingcun Xia

Balancing the edge effect and dimension of spectral spatial statistics under irregular sampling with applications to isotropy testing

Theresa Eckle, Anne Margrete Nicolien van Delft, Holger Dette

Data-driven fixed-point tuning for truncated realized variations

Benjamin Cooper Boniece, José E Figueroa-López, Yuchen Han

Concentration inequalities for classical and smoothed empirical processes of independent and dependent random variables

Eric Beutner, Henryk Zähle

On the power of private likelihood-ratio tests for goodness-of-fit in frequency tables

Mario Beraha, Emanuele Dolera, Stefano Favaro

Rates of convergence to the local time of Oscillating and Skew Brownian motion

Sara Mazzonetto

Series ridge regression for spatial data on $\mathbb{R}^d$

Daisuke Kurisu, Yasumasa Matsuda

A CLT for the difference of eigenvalue statistics of sample covariance matrices

Nina Dörnemann, Holger Dette

Faithlessness in Gaussian Graphical Models

Mathias Drton, Leonard Henckel, Benjamin Hollering, Pratik Misra

Nonparametric curve estimation in measurement error problems with conditionally heteroscedastic variances

Aurore Delaigle, Alexander Meister, Jiyang Zhang

Erratum: Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes

Robert Stelzer

Asymptotic Breakdown Point Analysis for a General Class of Minimum Divergence Estimators

Subhrajyoty Roy, Abir Sarkar, Abhik Ghosh, Ayanendranath Basu

Benign Overfitting in Time-Series Linear Model with Over-Parameterization

Total variation bound for Hadwiger's functional using Stein's method

Valentin Garino, Ivan Nourdin

Sharp phase transitions in high-dimensional changepoint detection

Daniel Xiang, Chao Gao

Quasi-limiting behaviour of the sub-critical Multitype Bisexual Galton-Watson Branching Process

Coralie Fritsch, Denis Villemonais, Nicolas Zalduendo

Equilibrium moderate deviations for occupation times of SSEP on regular trees

Xiaofeng Xue

Functional estimation in high-dimensional and infinite-dimensional models

Vladimir Koltchinskii, Minghao Li