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
An efficient  Averaged Stochastic Gauss-Newton algorithm for estimating parameters of non linear regressions models  Peggy Cénac, Antoine Godichon-Baggioni, Bruno Portier 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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Poisson approximation of Poisson-driven point processes and extreme values in stochastic geometry

Moritz Otto

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An edge CLT for the log determinant of Wigner ensembles

Iain M Johnstone, Yegor Klochkov, Alexei Onatski, Damian Pavlyshyn

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On the expected number of critical points of locally isotropic Gaussian random fields

Hao Xu, Haoran Yang, Qiang Zeng

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Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics

Hongjian Shi, Mathias Drton, Marc Hallin, Fang Han

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Self-normalized Cramer type moderate deviations for martingales and applications

Xiequan Fan, Qi-Man Shao

 
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Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric $\alpha$-stable processes

Ly Viet Hoang

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Simultaneous off-the-grid learning of mixtures issued from a continuous dictionary

Cristina Butucea, Jean-François Delmas, Anne Dutfoy, Clément Hardy

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Stability and Sample Complexity of Divergence Regularized Optimal Transport

Erhan Bayraktar, Stephan Eckstein, Xin Zhang

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Adaptive deep learning for nonlinear time series models

Daisuke Kurisu, Riku Fukami, Yuta Koike

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Asymptotically optimal sequential multiple testing with asynchronous decisions

Yiming Xing, Georgios Fellouris

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Independence preserving property of Kummer laws

Angelo Efoévi Koudou, Jacek Wesolowski

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Nearest neighbor process: weak convergence and non-asymptotic bound

François Portier

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Parameter Estimation with Increased Precision for Elliptic and Hypo-elliptic Diffusions

Yuga Iguchi, Alexandros Beskos, Matthew Graham

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Poisson hulls

Günter Last, Ilya Molchanov

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Cross-validation for change-point regression: pitfalls and solutions

Florian Pein, Rajen Shah

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Yule’s “nonsense correlation”: moments and density

Philip Andrew Ernst, Chris Rogers, Quan Zhou

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Fréchet mean set estimation in the Hausdorff metric, via relaxation

Moïse Blanchard, Adam Quinn Jaffe

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Inference in balanced community modulated recursive trees

Anna Ben-Hamou, Vasiliki Velona

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Estimation of a pure-jump stable Cox-Ingersoll-Ross process

Elise Bayraktar, Emmanuelle Clément

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Sampling using Adaptive Regenerative Processes

Hector McKimm, Andi Wang, Murray Pollock, Christian P Robert, Gareth O Roberts

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Maximum interpoint distance of high-dimensional random vectors

Johannes Heiny, Carolin Kleemann

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Synchronisation for scalar conservation laws via Dirichlet boundary

Ana Djurdjevac, Tommaso Rosati

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Optimal stopping of the stable process with state-dependent killing

Kees van Schaik, Alexander R. Watson, Xin Xu

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Tractably Modelling Dependence in Networks Beyond Exchangeability

Weichi Wu, Sofia Olhede, Patrick Wolfe

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 Tail probability of maximal displacement in critical branching Lévy process with stable branching

Haojie Hou, Yiyang Jiang, Yan-Xia Ren, Renming Song

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Dynamic Principal Component Analysis from a Global Perspective

Lingxuan Shao, Fang Yao

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No eigenvalues outside the support of the limiting spectral distribution of large dimensional noncentral sample covariance matrices

Zhidong Bai, Jiang Hu, Jack W. Silverstein, Huanchao Zhou

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Limit theorems for SDEs with irregular drifts

Jiaqing Hao

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Some new concentration inequalities for the Itô stochastic integral

Nguyen Tien Dung

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A log-linear model for non-stationary time series of counts

Anne Leucht, Michael H. Neumann PDF

Irregular nonparametric autoregression

Moritz Jirak, Hanna Gruber

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Transportation cost inequalities for stochastic reaction diffusion equations on the whole line R

Yue Li, Shijie Shang, Tusheng Zhang

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Maximum Likelihood Estimation for Small Noise Multi-scale McKean-Vlasov Stochastic Differential Equations

Jie Xu, Qiao Zheng, Jianyong Mu

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Strong limit theorems for empirical halfspace depth trimmed regions

Andrii Ilienko, Ilya Molchanov, Riccardo Turin

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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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Published Papers

 

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