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)

Treatment Effect Estimation with Efficient Data Aggregation

Snigdha Panigrahi, Jingshen Wang, Xuming He

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

Ibrahim Kaddouri, Zacharie Naulet, Elisabeth Gassiat

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

Jonathan Roy Stewart

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Markov properties of Gaussian random fields on compact metric graphs

David Bolin, Alexandre B. Simas, Jonas Wallin

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Quantifying and estimating dependence via sensitivity of conditional distributions

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

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

Florin Boenkost, Götz Kersting PDF

Bayesian model selection consistency for high-dimensional discrete graphical models

Lyndsay Roach, Hélène Massam, Nanwei Wang, Xin Gao

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

Tianyi Pan, Shijie Shang, Jianliang Zhai, Tusheng Zhang

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

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

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

Omar Hagrass, Bharath Sriperumbudur, Krishnakumar Balasubramanian

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Smallest gaps between eigenvalues of real Gaussian matrices

Patrick Lopatto, Matthew Meeker

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Non linear wavelet density estimation on the real line Mathieu Sart PDF

Fourier analysis of spatial point processes

Junho Yang, Yongtao Guan PDF

On Adaptive confidence Ellipsoids for sparse high dimensional linear models

Xiaoyang Xie

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Consistency of  Oblique Decision Tree and its Boosting and Random Forest

Haoran Zhan, Yu Liu, Yingcun Xia

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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

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Azadkia–Chatterjee's dependence coefficient for infinite dimensional data Daniel Strenger, Siegfried Hörmann PDF

Data-driven fixed-point tuning for truncated realized variations

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

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

Eric Beutner, Henryk Zähle

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

Mario Beraha, Emanuele Dolera, Stefano Favaro

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

Sara Mazzonetto

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

Daisuke Kurisu, Yasumasa Matsuda

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

Nina Dörnemann, Holger Dette

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Faithlessness in Gaussian Graphical Models

Mathias Drton, Leonard Henckel, Benjamin Hollering, Pratik Misra

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Nonparametric curve estimation in measurement error problems with conditionally heteroscedastic variances

Aurore Delaigle, Alexander Meister, Jiyang Zhang

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

Robert Stelzer

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

Subhrajyoty Roy, Abir Sarkar, Abhik Ghosh, Ayanendranath Basu

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

Shogo Nakakita, Masaaki Imaizumi PDF

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

Valentin Garino, Ivan Nourdin

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Sharp phase transitions in high-dimensional changepoint detection

Daniel Xiang, Chao Gao

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

Coralie Fritsch, Denis Villemonais, Nicolas Zalduendo

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Equilibrium moderate deviations for occupation times of SSEP on regular trees

Xiaofeng Xue

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Functional estimation in high-dimensional and infinite-dimensional models

Vladimir Koltchinskii, Minghao Li

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Bernstein duality revisited: frequency-dependent selection, coordinated mutation and opposing environments

Fernando Cordero, Sebastian Hummel, Grégoire Véchambre

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Asymptotics of Numerical Integration for Two-Level Mixed Models

Blair Bilodeau, Alex Stringer, Yanbo Tang

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Theory and inference for multivariate autoregressive binary models with applications to absence-presence data in Ecology

Lionel Truquet, Guilaume Franchi

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Nonparametric logistic regression with deep learning

Atsutomo Yara, Yoshikazu Terada

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Published Papers

 

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