Bernoulli Journal Information

Bernoulli Journal gratefully thanks its referees for their service in the recent year (up to October 2015)

Supplement Instructions for Accepted Papers

If your paper has been accepted to appear in Bernoulli and the supplement has also been approved by the Editor, please follow the three steps described below in order to prevent delays in the production process.

For each supplemental file please provide a title and a brief description or a descriptive title. Each supplemental file will be assigned an individual DOI. A section will be added prior to the reference list that informs the reader of the supplementary material.

Depending on the nature of the material, if there are multiple files you may provide either a Zip file containing all files or individual files. The supplemental files should be cited in text and an entry must be added to the reference list.

1. Cite the Supplementary Material in Text

Add author(s) and year of publication

EXAMPLE
The estimation of ß is much more complicated and we describe it in detail in the supplemental article [Davis (2010)].

2. Add an Entry to Reference List

(author(s), year, Supplement to “Title of paper”. The DOI will be added by the typesetter.)

EXAMPLE
Davis, R. (2010). Supplement to “Title of Original Article.” DOI: 10.1214/08-BEJ999SUPP.

(A zip file counts as one file and should contain an overall description.) This section, which contains a description for each supplemental file connected to the paper, should be added prior to the reference list.  Please see the example below and http://www.e-publications.org/ims/support/bj-instructions.html for further information.

EXAMPLE
\begin{supplement} [id-suppA]
%\sname{Supplement A}
\stitle{INSERT A TITLE FOR THE SUPPLEMENT}
\sdatatype{.pdf}
\sdescription{We provide additional supporting plots that show both good and poor performance of the Hill estimator for the index of regular variation in a variety of examples.}
\end{supplement}

Notes for authors

1. Submission. As of January 1, 2007, Bernoulli has moved to an electronic submission system, EJMS, which also handles the IMS journals. Hard copy submissions are acceptable only in the rare cases that computer facilities are not available to an author.  If this is necessary please contact Kristina Mattson for assistance (see below).  Authors should access the EJMS at http://www.e-publications.org/ims/submission/. If you are a first time user you must complete the registration. You are only required to register once but must do so for each journal in EJMS.   If you are already registered in EJMS for another journal, click Registration and follow the instructions.

After the registration is complete you will have the ability to submit your manuscript. After completing the form you will then upload your PDF file.

Unpublished or not easily available papers cited in the manuscript should be uploaded as supplementary files during the submission process.

2. The Paper. The length of a typical paper printed in Bernoulli should not exceed 30 pages using the standard style files from Bernoulli. If more space is needed, additional material (such as further technical derivations or more detailed simulation results) should be placed as supplementary material (see the supplement instruction given below).

On acceptance, you will be asked to provide Mattson Publishing Services with a LaTeX file of the final version of the paper, if one is available. LaTex files are preferred (please see the LaTeX support page http://www.e-publications.org/ims/support/bj-instructions.html). MS Word and WordPerfect are also acceptable. Encapsulated Postscript files (.eps) are preferred for artwork but we will also accept .tif, .gif and .pdf files.

3. Title page. The title must include: the full title; full names and the affiliation and full addresses of all authors; a running title (maximum 50 characters) ; an asterisk indicating the author responsible for correspondence and correction of proofs. Footnotes are not allowed. Any acknowledgement should be placed at the end of the paper before the references.

4. Summary and keywords. The summary should consist of one paragraph not exceeding 200 words, with mathematical expressions reduced to a minimum. Citations to other work should also be avoided.  Keywords or phrases should be submitted for indexing purposes. These should be arranged in alphabetical order.

5. Equations. Displayed equations should be numbered at the right hand margin. Short formulae should be left in the text where possible, but should not usually be more than one line high.

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7. Tables. Tables should be numbered consecutively and provided with a brief title. Journal style should be followed.

8. References. References in the body of the paper should use the \citep{} command rather than author/year. Using the natbib package then produces a numbered bibliography:
[1] Chen, X. (1999).  How often does a Harris recurrent Markov chain recur?  Ann. Probab. 27, 1324--1346.

Abbreviations for journals should follow the standard of Mathematical Reviews and can be found at http://www.ams.org/msnhtml/serials.pdf or in the current index issue of Mathematical Reviews.

Complete references can be obtained using the MR Lookup feature.

Only references mentioned in the text should be included in the list of references. Titles of papers and books are to be given in full. Journal titles should be abbreviated according to Mathematical Reviews. References to books, monographs and reports should include the year of publication, title, edition, editor(s), place of publication and publisher in that order. Please refer to a recent issue of Bernoulli for details.

10. Proofs. The corresponding author will receive e-mail regarding galley proofs. This email will also include instructions for returning corrections as well as links to forms required for publication.

11. Offprints. Every corresponding author will receive a pdf file via email of the final article. Paper offprints may be purchased by using Offprint Purchase Order Forms.

12. Copyright. Submission of a paper to Bernoulli will be taken to imply that it presents original unpublished work, not under consideration for publication elsewhere. By submitting a manuscript, the authors agree that the copyright for their article is transferred to the Publisher if and when the article is accepted for publication. The copyright covers the exclusive rights to reproduce and distribute the article, including electronic distribution, reprints, photographic reproductions, microfilm or any other reproductions of similar nature and translations.

Permission to publish illustrations must be obtained by the author before submission and any acknowledgements should be included in the captions.

13.  Enquiries. Questions regarding manuscript submission should be directed to Kristina Mattson at This email address is being protected from spambots. You need JavaScript enabled to view it.

Bernoulli journal subscriptions for the year 2017

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The 2017 institutional subscription rate is US$524. For new subscription orders contact: Ms. Elyse Gustafson Executive Director Institute of Mathematical Statistics PO Box 22718 Beachwood OH 44122 USA Tel: 216-295-2340 Fax: 216-295-5661 This email address is being protected from spambots. You need JavaScript enabled to view it. www.imstat.org Journals are sent by standard mail to all countries. Bernoulli consists of 4 issues published in February, May, August and November. The ISSN number of the Bernoulli journal is 1350-7265 Published Papers Forthcoming papers  Paper title Author(s) Link to the Paper (when accepted) Dirichlet curve, convex order and Cauchy distribution Gérard Letac, Mauro Piccioni PDF The minimum of a branching random walk outside the boundary case Thomas Madaule, Julien Barral, Yueyun Hu PDF Uniform Ergodicity of the Iterated Conditional SMC and Geometric Ergodicity of Particle Gibbs samplers Christophe Andrieu, Anthony Lee, Matti Vihola PDF Domains of Attraction on Countable Alphabets Zhiyi Zhang PDF Wavelet estimation for operator fractional Brownian motion Patrice Abry, Gustavo Didier PDF Regularity of BSDEs with a convex constraint on the gains-process Bruno Bouchard, Romuald Elie, Ludovic Moreau PDF Asymptotics for the maximum sample likelihood estimator under informative selection from a finite population Daniel Bonnéry, Frank Jay Breidt, François Coquet PDF H\"ormander-Type Theorem for It\^o Processes and Related Backward SPDEs Jinniao Qiu PDF Random tessellations associated with max-stable random fields Clément Dombry, Zakhar Kablucko PDF An Upper Bound on the Convergence Rate of a Second Functional in Optimal Sequence Alignment Raphael Hauser, Heinrich Matzinger, Ionel Popescu PDF Mixing Time and Cutoff for a Random Walk on the Ring of Integers mod n Stephen Connor, Michael Bate PDF Exponential mixing properties for time inhomogeneous diffusion processes with killing Pierre Del Moral, Denis Villemonais PDF Functional central limit theorems in$L^2(0,1)$for logarithmic combinatorial assemblies Koji Tsukuda PDF Posteriors, conjugacy, and exponential families for completely random measures Tamara Broderick, Ashia C. Wilson, Michael I. Jordan PDF Proper Scoring Rules and Bregman Divergences Evgeni Ovcharov PDF Inference for a Two-Component Mixture of Symmetric Distributions under Log-Concavity Fadoua Balabdaoui, Charles R Doss PDF On matrix estimation under monotonicity constraints Sabyasachi Chatterjee, Adityanand Guntuboyina, Bodhisattva Sen PDF The logarithmic law of sample covariance matrices Guangming Pan, Xuejun Wang, Xiao Han PDF Maximum entropy distribution of order statistics with given marginals Cristina Butucea, Jean-François Delmas, Anne Dutfoy, Richard Fischer PDF Multiple Collisions in Systems of Competing Brownian Particles Cameron Bruggeman, Andrey Sarantsev PDF Rate of convergence for Hilbert space valued linear processes moritz jirak PDF Birth and Death process in mean field type interaction Marie-Noémie THAI PDF Posterior concentration rates for empirical Bayes procedures with applications to Dirichlet process mixtures Sophie Donnet, Vincent Rivoirard, Judith Rousseau, Catia Luisa Scricciolo PDF Efficient Estimation for Generalized Partially Linear Single-Index Models Li Wang, Guanqun Cao PDF Critical points of multidimensional random Fourier series: central limits Liviu Nicolaescu PDF A note on the convex infimum convolution inequality Naomi Feldheim, Arnaud Marsiglietti, Piotr Nayar, Jing Wang PDF Sparse Oracle Inequalities for Variable Selection via Regularized Quantization Clément Levrard PDF The$\lambda$-invariant measures of subcritical Bienaym\'e--Galton--Watson processes Pascal Maillard PDF Hitting probabilities for the Greenwood model and relations to near constancy oscillation Martin Möhle PDF Functional inequalities for Gaussian convolutions of compactly supported measures: explicit bounds and dimension dependence Jean-Baptiste Bardet, Nathaël Gozlan, Florent Malrieu, Pierre-André Zitt PDF Large deviations for stochastic heat equation with rough dependence in space Tusheng Zhang, Yaozhong Hu, David Nualart PDF The Maximum Likelihood Threshold of a Graph Elizabeth Gross, Seth Sullivant PDF Uniform measure density condition and game regularity for tug-of-war games Joonas Heino PDF The van den Berg--Kesten--Reimer operator and inequality for infinite spaces Richard Arratia, Skip Garibaldi, Alfred Hales PDF Jackknife Empirical Likelihood Goodness-Of-Fit Tests For U-Statistics Based General Estimating Equations Fei Tan, Hanxiang Peng PDF Power of the Spacing test for Least-Angle Regression Jean-Marc Azaïs, Yohann De Castro, Stéphane Mourareau PDF Inference in Ising Models Bhaswar B. Bhattacharya, Sumit Mukherjee PDF A MOSUM procedure for the estimation of multiple random change points Claudia Kirch, Birte Muhsal PDF On conditional moments of high-dimensional random vectors given lower-dimensional projections Lukas Steinberger, Hannes Leeb PDF Local Block Bootstrap for Inhomogeneous Poisson Marked Point Processes william garner, dimitris n. politis PDF Change-point estimators with true identification property Chi Tim Ng, Woojoo Lee, Youngjo Lee PDF Designs from Good Hadamard Matrices Chenlu Shi, Boxin Tang PDF Curvature and transport inequalities for Markov chains in discrete spaces Max Fathi, Yan Shu PDF Optimal Adaptive Inference in Random Design Binary Regression Rajarshi Mukherjee, Subhabrata Sen PDF Testing for Instability in Covariance Structures Lorenzo Trapani, Giovanni Urga, Chihwa Kao PDF Second and third orders asymptotic expansions for the distribution of particles in a branching random walk with a random environment in time Zhi-Qiang GAO, Quansheng Liu PDF Determinantal point process models on the sphere Jesper Møller, Morten Nielsen, Emilio Porcu, Ege Rubak PDF Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes Akihiko Inoue, Yukio Kasahara, Mohsen Pourahmadi PDF Smooth Backfitting for Additive Modeling with Small Errors-in-Variables, with an Application to Additive Functional Regression for Multiple Predictor Functions Kyunghee Han, Hans-Georg Mueller, Byeong U Park PDF Bump detection in heterogeneous Gaussian regression Farida Enikeeva, Axel Munk, Frank Werner PDF Quenched Invariance Principles for the Discrete Fourier Transforms of a Stationary Process David Barrera PDF The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model Anja Janssen, Thomas Mikosch, Mohsen Rezapour, Xiaolei Xie PDF American Options with Asymmetric Information and Reflected BSDE Neda Esmaeili, Peter Imkeller PDF Maximum likelihood estimation for the Fr\'echet distribution based on block maxima extracted from a time series Axel Bücher, Johan Segers PDF Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions Ciprian A TUDOR, Seiichiro Kusuoka PDF Exact and Fast Simulation of Max-Stable Processes on a Compact Set Using the Normalized Spectral Representation Marco Oesting, Martin Schlather, Chen Zhou PDF Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case François Bachoc PDF On branching process with rare neutral mutation Airam Aseret Blancas Benítez, Víctor Rivero PDF Optimal scaling of the independence sampler: Theory and Practice Tsun Man Clement Lee, Peter Neal PDF ON THE WEAK APPROXIMATION OF A SKEW DIFFUSION Noufel Frikha PDF Parametrized measure models Lorenz J Schwachhöfer, Nihat Ay, Jürgen Jost, Hong Van Le PDF Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models Sergios Agapiou, Gareth Owen Roberts, Sebastian J. Vollmer PDF On Gaussian Comparison Inequality and Its Application to Spectral Analysis of Large Random Matrices Fang Han, Sheng Xu, Wen-Xin Zhou PDF Extrema of rescaled locally stationary Gaussian fields on manifolds Wanli Qiao, Wolfgang Polonik PDF Strong Consistency of Multivariate Spectral Variance Estimators in Markov Chain Monte Carlo Dootika Vats, James Flegal, Galin Jones PDF Finite sample properties of the mean occupancy counts and probabilities Geoffrey DECROUEZ, Michael GRABCHAK, Quentin PARIS PDF Tree formulas, mean first passage times and Kemeny's constant of a Markov chain Jim Pitman, Wenpin Tang PDF When do wireless network signals appear Poisson? H. Paul Keeler, Nathan F Ross, Aihua Xia PDF Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs Mireille BOSSY, Hector Olivero Quinteros PDF Deviation of polynomials from their expectations and isoperimetry Lavrentin Arutyunyan, Egor Kosov PDF On Parameter Estimation of Hidden Telegraph Process Rafail Khasminskii, Yury Kutoyants PDF A general approach to posterior contraction in nonparametric inverse problems Bartek Knapik, Jean-Bernard Salomond PDF Adaptive Risk Bounds in Unimodal Regression Sabyasachi Chatterjee, John Lafferty PDF Bayesian non-parametric inference for Lambda-coalescents: posterior consistency and a parametric method Jere Koskela, Paul Jenkins, Dario Spano PDF The Function-Indexed Sequential Empirical Process under Long-Range Dependence Jannis Buchsteiner PDF On optimality of empirical risk minimization in linear aggregation adrien saumard PDF Equilibrium of the interface of the grass-bushes-trees process Enrique Andjel, Thomas Mountford, Daniel Valesin PDF Dynamics of an Adaptive Randomly Reinforced Urn Giacomo Aletti, Andrea Ghiglietti, Anand N. Vidyashankar PDF Schwarz type model comparison for LAQ models Shoichi Eguchi, Hiroki Masuda PDF M-estimators of location for functional data Beatriz Sinova, Gil González-Rodríguez, Stefan Van Aelst PDF On the Local Semicircular Law for Wigner Ensembles Friedrich Goetze, Alexey A. Naumov, Alexander N. Tikhomirov, Dmitry A. Timushev PDF ON THE POISSON EQUATION FOR METROPOLIS-HASTINGS CHAINS Jure Vogrinc, Aleksandar Mijatović PDF Adaptive confidence sets for matrix completion Alexandra Carpentier, Olga Klopp, Matthias Loeffler, Richard Nickl PDF Leading the field: Fortune favors the bold in Thurstonian choice models Steven N Evans, Ronald L Rivest, Philip B Stark PDF Evolution of the Wasserstein distance between the marginals of two Markov processes Aurélien Alfonsi, Jacopo Corbetta, Benjamin Jourdain PDF The Sharp Constant for the Burkholder-Davis-Gundy Inequality and Non-Smooth Pasting Walter Schachermayer, Florian Stebegg PDF The$M/G/\infty$estimation problem revisited Alexander Goldenshluger PDF Special weak Dirichlet processes and BSDEs driven by a random measure. Elena Bandini, Francesco Russo PDF Perturbation theory for Markov chains via Wasserstein distance Daniel Rudolf, Nikolaus Schweizer PDF GAUSSIAN APPROXIMATION FOR HIGH DIMENSIONAL VECTOR UNDER PHYSICAL DEPENDENCE Xianyang Zhang, Guang Cheng PDF Equivalence Classes of Staged Trees Christiane Goergen, Jim Smith PDF Max-linear models on directed acyclic graphs Claudia Kluppelberg, Nadine Gissibl PDF Self-consistent confidence sets and tests of composite hypotheses applicable to restricted parameters David R. Bickel, Alexandre Galvão Patriota PDF Coalescence of Euclidean geodesics on the Poisson-Delaunay triangulation David Coupier, Christian Hirsch PDF Sticky processes, local and true martingales Miklos Rasonyi, Hasanjan Sayit PDF A new approach to the estimator's selection oleg lepski PDF Concentration and moderate deviations for Poisson polytopes and polyhedra Julian Grote, Christoph Thäle PDF Large deviations for locally monotone stochastic partial differential equations driven by Levy noise Jie Xiong, Jianliang Zhai PDF Large deviations and applications for Markovian Hawkes processes with a large initial intensity Xuefeng Gao, Lingjiong Zhu PDF Concentration inequalities for separately convex functions Antoine Marchina PDF Nonparametric volatility estimation in scalar diffusions: Optimality across observation frequencies. Jakub Stanisław Chorowski PDF Simultaneous Quantile Inference For Non-Stationary Long Memory Time Series Weichi Wu, Zhou Zhou PDF Simultaneous nonparametric regression analysis of sparse longitudinal data Hongyuan Cao, Weidong Liu, Zhou Zhou PDF Rigid stationary determinantal processes in non-Archimedean fields Yanqi Qiu PDF Nested particle filters for online parameter estimation in discrete--time state--space Markov models Dan Crisan, Joaquin Miguez PDF Applications of Distance Correlation to Time Series Muneya Matsui PDF On limit theory for L\'evy semi-stationary processes Andreas Basse-O'Connor, Claudio Heinrich, Mark Podolskij PDF Wide Consensus aggregation in the Wasserstein Space. Application to location-scatter families. Pedro César Álvarez-Esteban, Eustasio del Barrio, Juan Antonio Cuesta-Albertos, Carlos Matrán PDF Applications of pathwise Burkholder-Davis-Gundy inequalities Pietro Siorpaes PDF Entropy production in nonlinear recombination models pietro caputo, alistair sinclair PDF Stein's Method, Many Interacting Worlds and Quantum Mechanics Ian W McKeague, Erol Peköz, Yvik Swan PDF Bounded size biased couplings, log concave distributions and concentration of measure for occupancy models Jay Bartroff, Larry Goldstein, Umit Islak PDF Parametric Inference for Nonsynchronously Observed Diffusion Processes in the Presence of Market Microstructure Noise Teppei Ogihara PDF The Gamma Stein equation and non-central de Jong theorems Christian Döbler, Giovanni Peccati PDF Expected Number and Height Distribution of Critical Points of Smooth Isotropic Gaussian Random Fields Dan Cheng, Armin Schwartzman PDF A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications Xiao Han, Guangming Pan, Qing Yang PDF Statistical inference for the doubly stochastic self-exciting process in high-frequency financial data Simon Clinet, Yoann Potiron PDF Small deviations of a Galton--Watson process with immigration Nadia Sidorova PDF Testing for simultaneous jumps in case of asynchronous observations Mathias Vetter, Ole Martin PDF Statistical estimation of the Oscillating Brownian Motion Antoine Lejay, Paolo Pigato PDF Verifiable Conditions for the Irreducibility and Aperiodicity of Markov Chains by Analyzing Underlying Deterministic Models Alexandre Chotard, Anne Auger PDF Recovering the Brownian Coalescent Point Process from the Kingman Coalescent by Conditional Sampling emmanuel schertzer PDF Correlated continuous time random walks and fractional Pearson diffusions Nikolai N. Leonenko, Ivan Papic, Alla Sikorskii, Nenad Suvak PDF Detecting Markov Random Fields Hidden in White Noise Ery Arias-Castro, Sébastien Bubeck, Gabor Lugosi, Nicolas Verzelen PDF Large Volatility Matrix Estimation with Factor-Based Diffusion Model for High-Frequency Financial data Donggyu Kim, Yi Liu, Yazhen Wang PDF Adaptive estimation of High-Dimensional Signal-to-Noise Ratios Nicolas Verzelen, Elisabeth Gassiat PDF Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution Kengo Kamatani PDF The class of multivariate max-id copulas with$\ell_1$-norm symmetric exponent measure Christian Genest, Johanna G. Neslehova, Louis-Paul Rivest PDF Sparse Hanson-Wright inequalities for subgaussian quadratic forms Shuheng Zhou PDF Covariance estimation via sparse Kronecker structures Chenlei Leng, guangming pan PDF Optimal Estimation of a Large-Dimensional Covariance Matrix under Stein’s Loss Olivier Ledoit, Michael Wolf PDF Robust dimension-free Gram operator estimates Ilaria Giulini PDF Subexponential decay in kinetic Fokker-Planck equation: weak hypocoercivity Xinyu Wang PDF Feller property of the multiplicative coalescent with linear deletion Balazs Rath PDF P\'olya urns with immigration at random times Erol A Pek\"oz, Adrian R\"ollin, Nathan Ross PDF Asymptotic Power of Rao's Score Test for Independence in High Dimensions Dennis Leung, Qi-Man Shao PDF Expansion for moments of regression quantiles with applications to nonparametric testing Enno Mammen, Ingrid Van Keilegom, Kyusang Yu PDF Error Bounds for Sequential Monte Carlo Samplers for Multimodal Distributions Daniel Paulin, Ajay Jasra, Alexandre Thiery PDF Extreme M-quantiles as risk measures: From L1 to Lp optimization Abdelaati Daouia, Stephane Girard, Gilles Stupfler PDF On the convex Poincare inequality and weak transportation inequalities Radosław Adamczak, Michał Strzelecki PDF On the longest gap between power-rate arrivals Søren Asmussen, Jevgenijs Ivanovs, Johan Segers PDF Nonparametric Depth and Quantile Regression for Functional Data Joydeep Chowdhury, Probal Chaudhuri PDF Estimation and hypotheses testing in boundary regression models Holger Drees, Natalie Neumeyer, Leonie Selk PDF Consistent order estimation for nonparametric hidden Markov models Luc Lehéricy PDF A multidimensional analogue of the arcsine law for the number of positive terms in a random walk Zakhar Kabluchko, Vladislav Vysotsky, Dmitry Zaporozhets PDF Central limit theorem for Fourier transform and periodogram of random fields Magda Peligrad, Na Zhang PDF Uniform dimension results for a family of Markov processes Lihu Xu PDF On squared Bessel particle systems Piotr Graczyk, Jacek Małecki PDF Limit properties of the monotone rearrangement for density and regression function estimation Dragi Anevski, Anne-Laure Fougères PDF Optimal Rates of Statistical Seriation Nicolas Flammarion, Cheng Mao, Philippe Rigollet PDF Sequential Monte Carlo as Approximate Sampling: bounds, adaptive resampling via$\infty\$-ESS, and an application to Particle Gibbs Jonathan H Huggins, Daniel M Roy PDF Sum rules and large deviations for spectral matrix measures Fabrice Gamboa, Jan Nagel, Alain Rouault PDF Second Order Correctness of Perturbation Bootstrap M-Estimator of  Multiple Linear Regression Parameter Debraj Das, Soumendra Nath Lahiri PDF RANDOM POLYMERS ON THE COMPLETE GRAPH Francis Comets, Gregorio Moreno, ALEJANDRO F RAMIREZ PDF Weak Subordination of Multivariate L\'evy Processes and Variance Generalised Gamma Convolutions Boris Buchmann, Kevin Lu, Dilip B. Madan PDF Estimating the interaction graph for neural dynamics Guilherme Ost, Aline Duarte, Antonio Galves, Eva Löcherbach PDF Smooth, identifiable supermodels of discrete DAG models with latent variables Robin Evans, Thomas Richardson PDF Bayesian Consistency for a Nonparametric Stationary Markov Model Minwoo Chae, Stephen Graham Walker PDF Low-frequency estimation of continuous-time moving average L\'evy processes Denis Belomestny, Vladimir Panov, Jeannette Woerner PDF Fréchet means and Procrustes analysis in Wasserstein space Yoav Zemel, Victor Michael Panaretos PDF Are there needles in a moving haystack? Adaptive sensing for detection of dynamically evolving signals Rui Manuel Castro, Ervin Tánczos PDF

Published Papers

Aurelien Deya, Ivan Nourdin