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
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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Limit theorems for SDEs with irregular drifts

Jiaqing Hao

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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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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

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Optimal Scaling Results for a Wide Class of Proximal MALA Algorithms

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

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

Austin Brown, Galin Jones

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Convergence of Empirical Optimal Transport in Unbounded Settings

Thomas Staudt, Shayan Hundrieser

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Topological signatures of periodic-like signals

Frédéric Chazal, Bertrand Michel, Wojciech Reise

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LAMN property for stable-Lévy SDEs with constant scale coefficient

Alexandre Brouste, Laurent Denis, Trâm Thi-Bao Ngô

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Edgeworth expansion by Stein’s method

Xiao Fang, Song-Hao Liu

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

Riddhiman Bhattacharya, Galin L. Jones

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PDE characterisation of geometric distribution functions and quantiles

Dimitri Konen

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Clustering a mixture of Gaussians with unknown covariance Damek Davis, Mateo Díaz, Kaizheng Wang PDF

On the convergence of PINNs

Gérard Biau, Claire Boyer, Nathan Doumèche

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

Guillaume Maillard

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

Lixing Zhu

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A new adaptive local polynomial density estimation procedure on complicated domains

Karine Bertin, Nicolas Klutchnikoff, Frédéric Ouimet

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Functional central limit theorem with mean-uncertainty under sublinear expectation

Xiaofan Guo, Xinpeng Li 

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Uniform error bound for PCA matrix denoising

Xin Thomson Tong, Wanjie Wang, Yuguan Wang

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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

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

Loic Hervé, James Ledoux

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Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets

Kengo Kamatani, Joris Bierkens, Gareth O. Roberts

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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

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

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

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

Partha Sarkar, Kshitij Khare, Malay Ghosh

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F Statistics for High-Dimensional Inference of Linear Model

Yumou Qiu, Yushan Gu

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Inference for change-plane regression

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

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

Xin Bing, Florentina Bunea, Jonathan Niles-Weed

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Sandpiles on the Vicsek fractal explode with probability 1/4

Nico Heizmann, Robin Kaiser, Ecaterina Sava-Huss

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Extrinsic Derivative Formula for Distribution Dependent SDEs

Panpan Ren

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

Céline Kerriou, Peter Mörters

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Varying coefficient regression: revisit and parametric help

Seung Hyun Moon, Byeong Uk Park, Young Kyung Lee

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Almost sure growth of integrated supOU processes

Danijel Grahovac, Péter Kevei

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

Fei Pu

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

Christian Francq, Jean-Michel Zakoian

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

Rasmus Waagepetersen

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

Arshak MINASYAN

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The extended Ville's inequality for nonintegrable nonnegative supermartingales

Hongjian Wang, Aaditya Ramdas

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

Julien Chhor, Alexandra Carpentier PDF

Weak equivalence of local independence graphs

Søren Wengel Mogensen

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

Thi Hien Nguyen, Armen Shirikyan

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A Second Order Correct Bootstrap Method in Logistic Regression

Debraj Das, Priyam Das

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Nonparametric estimation for additive concurrent regression models

Elodie Brunel, Fabienne Comte, Céline Duval

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Efficient Quantile Regression under Censoring Using Laguerre Polynomials

Alexander Kreiss, Ingrid Van Keilegom

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

Aurélien Alfonsi, Guillaume Szulda

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Log-concave density estimation in undirected graphical models

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

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

Debarghya Mukherjee, Moulinath Banerjee, Ya'acov Ritov

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Non-parametric estimates for graphon mean-field particle systems

Erhan Bayraktar, Hongyi Zhou

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Simultaneous semiparametric inference for single-index models

Jiajun Tang, Holger Dette

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

Shu Yang, Siyi Liu, Donglin Zeng, Xiaofei Wang

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

Rahul Singh, Liyuan Xu, Arthur Gretton

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Pattern based tests for two-dimensional copulas

Ludwig Baringhaus, Rudolf Gruebel

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Parabolic Anderson Model with Colored Noise on the Torus

Le Chen, Cheng Ouyang, William Vickery

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

Dante DeBlassie, Adina Oprisan, Robert G. Smits PDF

Compound Multivariate Hawkes Processes: Large Deviations and Rare Event Simulation

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

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

Chuchu Chen, Tonghe Dang, Jialin Hong, Guoting Song

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Efficiency and Information Geometry for Kronecker Covariances

Andrew McCormack, Peter Hoff

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Prediction of random variables by excursion metric projections Vitalii Makogin, Evgeny Spodarev  PDF 

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

Maxime Faymonville, Carsten Jentsch, Christian H. Weiß

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

Shuxiong Zhang, Jiawei Liu, Jie Xiong

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Estimating the history of a random recursive tree

Simon Briend, Christophe Giraud, Gábor Lugos, Déborah Sulem

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High-dimensional Partially Linear Additive Models on Riemannian Manifolds

Changwon Choi, Zhenhua Lin, Byeong U Park PDF

Hypothesis Testing for Functional Linear Models via Bootstrapping

Yinan Lin, Zhenhua Lin

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

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

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Monitoring of  functional time series

Tim M Kutta, Piotr Kokoszka

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Published Papers

 

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