Paper title
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Author(s) |
Link to the Paper (when accepted) |
Dirichlet curve, convex order and Cauchy distribution |
Gérard Letac, Mauro Piccioni |
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The minimum of a branching random walk outside the boundary case |
Thomas Madaule, Julien Barral, Yueyun Hu |
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Uniform Ergodicity of the Iterated Conditional SMC and Geometric Ergodicity of Particle Gibbs samplers |
Christophe Andrieu, Anthony Lee, Matti Vihola |
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Domains of Attraction on Countable Alphabets |
Zhiyi Zhang |
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Wavelet estimation for operator fractional Brownian motion |
Patrice Abry, Gustavo Didier |
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Regularity of BSDEs with a convex constraint on the gains-process |
Bruno Bouchard, Romuald Elie, Ludovic Moreau |
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Asymptotics for the maximum sample likelihood estimator under informative selection from a finite population |
Daniel Bonnéry, Frank Jay Breidt, François Coquet |
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H\"ormander-Type Theorem for It\^o Processes and Related Backward SPDEs |
Jinniao Qiu |
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Random tessellations associated with max-stable random fields |
Clément Dombry, Zakhar Kablucko |
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An Upper Bound on the Convergence Rate of a Second Functional in Optimal Sequence Alignment |
Raphael Hauser, Heinrich Matzinger, Ionel Popescu |
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Mixing Time and Cutoff for a Random Walk on the Ring of Integers mod n |
Stephen Connor, Michael Bate |
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Exponential mixing properties for time inhomogeneous diffusion processes with killing |
Pierre Del Moral, Denis Villemonais |
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Functional central limit theorems in $L^2(0,1)$ for logarithmic combinatorial assemblies |
Koji Tsukuda |
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Posteriors, conjugacy, and exponential families for completely random measures |
Tamara Broderick, Ashia C. Wilson, Michael I. Jordan |
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Proper Scoring Rules and Bregman Divergences |
Evgeni Ovcharov |
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Inference for a Two-Component Mixture of Symmetric Distributions under Log-Concavity |
Fadoua Balabdaoui, Charles R Doss |
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On matrix estimation under monotonicity constraints |
Sabyasachi Chatterjee, Adityanand Guntuboyina, Bodhisattva Sen |
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The logarithmic law of sample covariance matrices |
Guangming Pan, Xuejun Wang, Xiao Han |
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Maximum entropy distribution of order statistics with given marginals |
Cristina Butucea, Jean-François Delmas, Anne Dutfoy, Richard Fischer |
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Multiple Collisions in Systems of Competing Brownian Particles |
Cameron Bruggeman, Andrey Sarantsev |
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Rate of convergence for Hilbert space valued linear processes |
moritz jirak |
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Birth and Death process in mean field type interaction |
Marie-Noémie THAI |
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Posterior concentration rates for empirical Bayes procedures with applications to Dirichlet process mixtures |
Sophie Donnet, Vincent Rivoirard, Judith Rousseau, Catia Luisa Scricciolo |
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Efficient Estimation for Generalized Partially Linear Single-Index Models |
Li Wang, Guanqun Cao |
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Critical points of multidimensional random Fourier series: central limits |
Liviu Nicolaescu |
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A note on the convex infimum convolution inequality |
Naomi Feldheim, Arnaud Marsiglietti, Piotr Nayar, Jing Wang |
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Sparse Oracle Inequalities for Variable Selection via Regularized Quantization |
Clément Levrard |
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The $\lambda$-invariant measures of subcritical Bienaym\'e--Galton--Watson processes |
Pascal Maillard |
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Hitting probabilities for the Greenwood model and relations to near constancy oscillation |
Martin Möhle |
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Functional inequalities for Gaussian convolutions of compactly supported measures: explicit bounds and dimension dependence |
Jean-Baptiste Bardet, Nathaël Gozlan, Florent Malrieu, Pierre-André Zitt |
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Large deviations for stochastic heat equation with rough dependence in space |
Tusheng Zhang, Yaozhong Hu, David Nualart |
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The Maximum Likelihood Threshold of a Graph |
Elizabeth Gross, Seth Sullivant |
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Uniform measure density condition and game regularity for tug-of-war games |
Joonas Heino |
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The van den Berg--Kesten--Reimer operator and inequality for infinite spaces |
Richard Arratia, Skip Garibaldi, Alfred Hales |
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Jackknife Empirical Likelihood Goodness-Of-Fit Tests For U-Statistics Based General Estimating Equations |
Fei Tan, Hanxiang Peng |
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Power of the Spacing test for Least-Angle Regression |
Jean-Marc Azaïs, Yohann De Castro, Stéphane Mourareau |
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Inference in Ising Models |
Bhaswar B. Bhattacharya, Sumit Mukherjee |
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A MOSUM procedure for the estimation of multiple random change points |
Claudia Kirch, Birte Muhsal |
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On conditional moments of high-dimensional random vectors given lower-dimensional projections |
Lukas Steinberger, Hannes Leeb |
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Local Block Bootstrap for Inhomogeneous Poisson Marked Point Processes |
william garner, dimitris n. politis |
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Change-point estimators with true identification property |
Chi Tim Ng, Woojoo Lee, Youngjo Lee |
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Designs from Good Hadamard Matrices |
Chenlu Shi, Boxin Tang |
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Curvature and transport inequalities for Markov chains in discrete spaces |
Max Fathi, Yan Shu |
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Optimal Adaptive Inference in Random Design Binary Regression |
Rajarshi Mukherjee, Subhabrata Sen |
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Testing for Instability in Covariance Structures |
Lorenzo Trapani, Giovanni Urga, Chihwa Kao |
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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 |
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Determinantal point process models on the sphere |
Jesper Møller, Morten Nielsen, Emilio Porcu, Ege Rubak |
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Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes |
Akihiko Inoue, Yukio Kasahara, Mohsen Pourahmadi |
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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 |
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Bump detection in heterogeneous Gaussian regression |
Farida Enikeeva, Axel Munk, Frank Werner |
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Quenched Invariance Principles for the Discrete Fourier Transforms of a Stationary Process |
David Barrera |
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The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model |
Anja Janssen, Thomas Mikosch, Mohsen Rezapour, Xiaolei Xie |
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American Options with Asymmetric Information and Reflected BSDE |
Neda Esmaeili, Peter Imkeller |
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Maximum likelihood estimation for the Fr\'echet distribution based on block maxima extracted from a time series |
Axel Bücher, Johan Segers |
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Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions |
Ciprian A TUDOR, Seiichiro Kusuoka |
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Exact and Fast Simulation of Max-Stable Processes on a Compact Set Using the Normalized Spectral Representation |
Marco Oesting, Martin Schlather, Chen Zhou |
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Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case |
François Bachoc |
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On branching process with rare neutral mutation |
Airam Aseret Blancas Benítez, Víctor Rivero |
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Optimal scaling of the independence sampler: Theory and Practice |
Tsun Man Clement Lee, Peter Neal |
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ON THE WEAK APPROXIMATION OF A SKEW DIFFUSION |
Noufel Frikha |
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Parametrized measure models |
Lorenz J Schwachhöfer, Nihat Ay, Jürgen Jost, Hong Van Le |
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Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models |
Sergios Agapiou, Gareth Owen Roberts, Sebastian J. Vollmer |
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On Gaussian Comparison Inequality and Its Application to Spectral Analysis of Large Random Matrices |
Fang Han, Sheng Xu, Wen-Xin Zhou |
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Extrema of rescaled locally stationary Gaussian fields on manifolds |
Wanli Qiao, Wolfgang Polonik |
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Strong Consistency of Multivariate Spectral Variance Estimators in Markov Chain Monte Carlo |
Dootika Vats, James Flegal, Galin Jones |
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Finite sample properties of the mean occupancy counts and probabilities |
Geoffrey DECROUEZ, Michael GRABCHAK, Quentin PARIS |
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Tree formulas, mean first passage times and Kemeny's constant of a Markov chain |
Jim Pitman, Wenpin Tang |
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When do wireless network signals appear Poisson? |
H. Paul Keeler, Nathan F Ross, Aihua Xia |
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Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs |
Mireille BOSSY, Hector Olivero Quinteros |
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Deviation of polynomials from their expectations and isoperimetry |
Lavrentin Arutyunyan, Egor Kosov |
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On Parameter Estimation of Hidden Telegraph Process |
Rafail Khasminskii, Yury Kutoyants |
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A general approach to posterior contraction in nonparametric inverse problems |
Bartek Knapik, Jean-Bernard Salomond |
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Bayesian non-parametric inference for Lambda-coalescents: posterior consistency and a parametric method |
Jere Koskela, Paul Jenkins, Dario Spano |
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The Function-Indexed Sequential Empirical Process under Long-Range Dependence |
Jannis Buchsteiner |
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On optimality of empirical risk minimization in linear aggregation |
adrien saumard |
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Equilibrium of the interface of the grass-bushes-trees process |
Enrique Andjel, Thomas Mountford, Daniel Valesin |
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Dynamics of an Adaptive Randomly Reinforced Urn |
Giacomo Aletti, Andrea Ghiglietti, Anand N. Vidyashankar |
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Schwarz type model comparison for LAQ models |
Shoichi Eguchi, Hiroki Masuda |
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M-estimators of location for functional data |
Beatriz Sinova, Gil González-Rodríguez, Stefan Van Aelst |
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On the Local Semicircular Law for Wigner Ensembles |
Friedrich Goetze, Alexey A. Naumov, Alexander N. Tikhomirov, Dmitry A. Timushev |
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ON THE POISSON EQUATION FOR METROPOLIS-HASTINGS CHAINS |
Jure Vogrinc, Aleksandar Mijatović |
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Adaptive confidence sets for matrix completion |
Alexandra Carpentier, Olga Klopp, Matthias Loeffler, Richard Nickl |
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Evolution of the Wasserstein distance between the marginals of two Markov processes |
Aurélien Alfonsi, Jacopo Corbetta, Benjamin Jourdain |
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The Sharp Constant for the Burkholder-Davis-Gundy Inequality and Non-Smooth Pasting |
Walter Schachermayer, Florian Stebegg |
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The $M/G/\infty$ estimation problem revisited |
Alexander Goldenshluger |
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Special weak Dirichlet processes and BSDEs driven by a random measure. |
Elena Bandini, Francesco Russo |
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Perturbation theory for Markov chains via Wasserstein distance |
Daniel Rudolf, Nikolaus Schweizer |
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GAUSSIAN APPROXIMATION FOR HIGH DIMENSIONAL VECTOR UNDER PHYSICAL DEPENDENCE |
Xianyang Zhang, Guang Cheng |
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Equivalence Classes of Staged Trees |
Christiane Goergen, Jim Smith |
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Max-linear models on directed acyclic graphs |
Claudia Kluppelberg, Nadine Gissibl |
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Coalescence of Euclidean geodesics on the Poisson-Delaunay triangulation |
David Coupier, Christian Hirsch |
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Sticky processes, local and true martingales |
Miklos Rasonyi, Hasanjan Sayit |
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A new approach to the estimator's selection |
oleg lepski |
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Concentration and moderate deviations for Poisson polytopes and polyhedra |
Julian Grote, Christoph Thäle |
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Large deviations for locally monotone stochastic partial differential equations driven by Levy noise |
Jie Xiong, Jianliang Zhai |
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Large deviations and applications for Markovian Hawkes processes with a large initial intensity |
Xuefeng Gao, Lingjiong Zhu |
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Concentration inequalities for separately convex functions |
Antoine Marchina |
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Nonparametric volatility estimation in scalar diffusions: Optimality across observation frequencies. |
Jakub Stanisław Chorowski |
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Simultaneous Quantile Inference For Non-Stationary Long Memory Time Series |
Weichi Wu, Zhou Zhou |
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Simultaneous nonparametric regression analysis of sparse longitudinal data |
Hongyuan Cao, Weidong Liu, Zhou Zhou |
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Nested particle filters for online parameter estimation in discrete--time state--space Markov models |
Dan Crisan, Joaquin Miguez |
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Applications of Distance Correlation to Time Series |
Muneya Matsui |
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On limit theory for L\'evy semi-stationary processes |
Andreas Basse-O'Connor, Claudio Heinrich, Mark Podolskij |
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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 |
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Applications of pathwise Burkholder-Davis-Gundy inequalities
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Pietro Siorpaes |
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Entropy production in nonlinear recombination models
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pietro caputo, alistair sinclair |
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Bounded size biased couplings, log concave distributions and concentration of measure for occupancy models
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Jay Bartroff, Larry Goldstein, Umit Islak |
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Parametric Inference for Nonsynchronously Observed Diffusion Processes in the Presence of Market Microstructure Noise
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Teppei Ogihara |
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The Gamma Stein equation and non-central de Jong theorems
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Christian Döbler, Giovanni Peccati |
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Expected Number and Height Distribution of Critical Points of Smooth Isotropic Gaussian Random Fields
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Dan Cheng, Armin Schwartzman |
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A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications
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Xiao Han, Guangming Pan, Qing Yang |
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Statistical inference for the doubly stochastic self-exciting process in high-frequency financial data
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Simon Clinet, Yoann Potiron |
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Small deviations of a Galton--Watson process with immigration
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Nadia Sidorova |
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Testing for simultaneous jumps in case of asynchronous observations
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Mathias Vetter, Ole Martin |
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Statistical estimation of the Oscillating Brownian Motion
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Antoine Lejay, Paolo Pigato |
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Correlated continuous time random walks and fractional Pearson diffusions
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Nikolai N. Leonenko, Ivan Papic, Alla Sikorskii, Nenad Suvak |
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Detecting Markov Random Fields Hidden in White Noise
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Ery Arias-Castro, Sébastien Bubeck, Gabor Lugosi, Nicolas Verzelen |
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Large Volatility Matrix Estimation with Factor-Based Diffusion Model for High-Frequency Financial data
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Donggyu Kim, Yi Liu, Yazhen Wang |
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Adaptive estimation of High-Dimensional Signal-to-Noise Ratios
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Nicolas Verzelen, Elisabeth Gassiat |
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Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution
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Kengo Kamatani |
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The class of multivariate max-id copulas with $\ell_1$-norm symmetric exponent measure
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Christian Genest, Johanna G. Neslehova, Louis-Paul Rivest |
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Sparse Hanson-Wright inequalities for subgaussian quadratic forms
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Shuheng Zhou |
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Covariance estimation via sparse Kronecker structures
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Chenlei Leng, guangming pan
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Optimal Estimation of a Large-Dimensional Covariance Matrix under Stein’s Loss
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Olivier Ledoit, Michael Wolf |
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Robust dimension-free Gram operator estimates
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Ilaria Giulini |
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Expansion for moments of regression quantiles with applications to nonparametric testing
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Enno Mammen, Ingrid Van Keilegom, Kyusang Yu |
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Uniform dimension results for a family of Markov processes |
Lihu Xu, Xiaobin Sun, Yimin Xiao, Lihu Xu, Jianliang Zhai
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On squared Bessel particle systems |
Piotr Graczyk, Jacek Małecki |
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Smooth, identifiable supermodels of discrete DAG models with latent variables |
Robin Evans, Thomas Richardson |
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Bayesian Consistency for a Nonparametric Stationary Markov Model |
Minwoo Chae, Stephen Graham Walker |
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Low-frequency estimation of continuous-time moving average L\'evy processes |
Denis Belomestny, Vladimir Panov, Jeannette Woerner |
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Fréchet means and Procrustes analysis in Wasserstein space |
Yoav Zemel, Victor Michael Panaretos |
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Are there needles in a moving haystack? Adaptive sensing for detection of dynamically evolving signals |
Rui Manuel Castro, Ervin Tánczos |
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Towards a general theory for non-linear locally stationary processes |
Rainer Dahlhaus, Stefan Richter, Wei Biao Wu |
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Properties of Switching Jump Diffusions: Maximum Principles and Harnack Inequalities |
Xiaoshan Chen, Zhenqing Chen, Ky Tran, George Yin |
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Error bounds in local limit theorems using Stein's method |
Andrew D Barbour, Adrian Rollin, Nathan Ross |
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Stability for gains from large investors' strategies in M1/J1 topologies |
Dirk Becherer, Todor Bilarev, Peter Frentrup |
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Dual attainment for the martingale transport problem |
Mathias Beiglböck, Tongseok Lim, Jan Obloj |
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Mallows and Generalized Mallows Model for Matchings
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Ekhine Irurozki, Borja Calvo, Jose A. Lozano |
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Convergence Rates for a Class of Estimators Based on Stein's Method
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Chris Oates, Jon Cockayne, Francois-Xavier Briol, Mark Girolami |
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Stable Limit Theorems for Empirical Processes under Conditional Neighborhood Dependence
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Ji Hyung Lee, Kyungchul Song |
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Oracle Inequalities for High-dimensional Prediction
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Johannes Lederer, Lu Yu, Irina Gaynanova |
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Truncated Random Measures
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Jonathan H Huggins, TrevorCampbell, Jonathan P. How, Tamara Broderick |
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Minimax Optimal Estimation in High Dimensional Semiparametric Models
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Zhuqing Yu, Michael Levine, Guang Cheng |
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Time-frequency analysis of locally stationary Hawkes processes
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François Roueff, Rainer von Sachs |
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Strong Gaussian approximation of the mixture Rasch model
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Friedrich Liese, Alexander Meister, Johanna Kappus |
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Quenched central limit theorem rates of convergence for one-dimensional random walks in random environments
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Ahn Sung Won, Jonathon Peterson |
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From random partitions to fractional Brownian sheets
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Olivier Durieu, Yizao Wang
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A Bernstein-type inequality for functions of bounded interaction
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Andreas Maurer
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An Extreme-Value Approach for Testing the Equality of Large U-Statistic Based Correlation Matrices
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Cheng Zhou, Fang Han, Xinsheng Zhang, Han Liu
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Numerically stable online estimation of variance in particle filters
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Jimmy Olsson, Randal Douc
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New Tests of Uniformity on the Compact Classical Groups as Diagnostics for Weak-$^*$ Mixing of Markov Chains
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Amir Sepehri
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Macroscopic analysis of determinantal random balls
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Jean-Christophe Breton, Adrien Clarenne, Renan Gobard
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Martingale decompositions and weak differential subordination in UMD Banach spaces
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Ivan S. Yaroslavtsev
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Maximum likelihood estimators based on the block maxima method
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Clement Dombry, Ana Ferreira
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Perpetual integrals via random time changes
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Franziska Kühn
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Mixing properties and central limit theorem for associated point processes
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Arnaud Poinas, Bernard Delyon, Frédéric Lavancier
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Uniform Behaviors of Random Polytopes under the Hausdorff Metric
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Victor-Emmanuel Brunel
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On the Isoperimetric constant, covariance inequalities and $L_p$-Poincar\'{e} inequalities in dimension one
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Adrien Saumard, Jon August Wellner
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A One-Sample Test for Normality with Kernel Methods
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Jérémie Kellner, Alain Celisse
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Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices
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Zhidong Bai, Huiqin Li, Guangming Pan
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Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations
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Tetsuya Takabatake, Masaaki Fukasawa
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Sparse covariance matrix estimation in high-dimensional deconvolution
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Denis Belomestny, Mathias Trabs, Alexandre B. Tsybakov
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Hybrid Regularisation of Functional Linear Models
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Anirvan Chakraborty, Victor Michael Panaretos
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Consistency of Adaptive Importance Sampling and Recycling Schemes
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Jean-Michel Marin, Pierre Pudlo, Mohammed Sedki
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On Posterior Consistency of Tail Index for Bayesian Kernel Mixture Models
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Cheng Li, Lizhen Lin, David B. Dunson
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Gibbs-non-Gibbs transition in the fuzzy Potts models with a Kac-type interaction: Closing the Ising gap
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Christof Kuelske, Florian Henning, Richard C. Kraaij
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The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes
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Danijel Grahovac, Nikolai N. Leonenko, Alla Sikorskii, Murad S. Taqqu
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Regularization, sparse recovery, and median-of-means tournaments
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Gabor Lugosi, Shahar Mendelson
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Root−n consistent estimation of the marginal density in some time series models
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Lionel Truquet
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Integration with respect to the non-commutative fractional Brownian motion
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Aurelien Deya, René Schott
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Construction of Marginally Coupled Designs by Subspace Theory
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Yuanzhen He, Chunfang Devon Lin, Fasheng Sun
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Consistency of Bayesian nonparametric inference for discretely observed jump diff usions
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Jere Koskela, Dario Spano, Paul A Jenkins
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On the risk of convex-constrained least squares estimators under misspecification
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Billy Fang, Adityanand Guntuboyina
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A central limit theorem for the realised covariation of a bivariate Brownian semistationary process
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Andrea Granelli, Almut Elisabeth Dorothea Veraart
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Microscopic Path Structure of Optimally Aligned Random Sequences
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Henry Matzinger, Raphael Hauser |
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Bayesian mode and maximum estimation and accelerated rates of contraction
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William Weimin Yoo, Subhashis Ghosal
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Bootstrapping INAR models
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Carsten Jentsch, Christian H. Weiß
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Gromov-Hausdorff-Prokhorov convergence of vertex cut-trees of n-leaf Galton-Watson trees
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Hui He, Matthias Winkel
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The first order correction to harmonic measure for random walks of rotationally invariant step distribution
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Longmin Wang, Kainan Xiang, Lang Zou
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Scaling limit of random forests with prescribed degree sequences
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Tao Lei
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Convergence and Stationary Distributions for Walsh Diffusions
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Tomoyuki Ichiba, Andrey Sarantsev
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The eternal multiplicative coalescent encoding via excursions of Levy-type processes
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Vlada Limic
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Semiparametric estimation for isotropic max-stable space-time processes
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Sven Buhl, Richard A. Davis, Claudia Klüppelberg, Christina Steinkohl
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Large ball probabilities, Gaussian comparison and anti-concentration
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Friedrich Goetze, Alexey Naumov, Vladimir Spokoiny, Vladimir Ulyanov
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Limit theorems with rate of convergence under sublinear expectations
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Xiao Fang, Shige Peng, Qi-Man Shao, Yongsheng Song
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Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
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Jonathan Weed, Francis Bach
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Functional estimation and hypothesis testing in nonparametric boundary models
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Uniform sampling in a structured branching population
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Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data
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Luke Kweku William Abraham
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Multiple testing of local maxima for detection of peaks on the (celestial) sphere
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Dan Cheng, Valentina Cammarota, Yabebal Fantaye, Domenico Marinucci, Armin Schwartzman
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Dickman approximation in simulation, summations and perpetuities
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Larry Goldstein, Chinmoy Bhattacharjee
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Self-normalized Cramer type moderate deviations for martingales
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Xiequan Fan, Ion Grama, Quansheng Liu, Qi-Man Shao
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A Benamou--Brenier formulation of martingale optimal transport
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Martin Huesmann, Dario Trevisan
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A multivariate Berry-Esseen theorem with explicit constants
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High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm
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Alain Durmus, Eric Moulines
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On rate of convergence in non-central limit theorems
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Andriy Olenko, Vo Anh, Nikolai Leonenko, Volodymyr Vaskovych
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A supermartingale approach to Gaussian process based sequential design of experiments
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Julien Bect, François Bachoc, David Ginsbourger
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On logarithmically optimal exact simulation of max-stable and related random fields on a compact set
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Zhipeng Liu, Jose Blanchet, Antonius Dieker, Thomas Mikosch
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Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences
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Emanuele Dolera, Eugenio Regazzini
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Localized Gaussian width of M-convex hulls with applications to Lasso and convex aggregation
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Signal detection via Phi-divergences for general mixtures
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Second order Lyapunov exponents for parabolic and hyperbolic Anderson models
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Raluca M. Balan, Jian Song
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Heavy-tailed random walks, buffered queues and hidden large deviations
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Harald Bernhard, Bikramjit Das
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$\Phi-$entropy inequalities and asymmetric covariance estimates for convex measures
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On the Geometric Ergodicity of Hamiltonian Monte Carlo
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Samuel Livingstone, Michael Betancourt, Simon Byrne, Mark Girolami
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On Lasso refitting strategies
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Evgenii Chzhen, Mohamed Hebiri, Joseph Salmon
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Gaussian fluctuations for high-dimensional random projections of $\ell_p^n$-balls
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Joscha Prochno, David Alonso-Gutierrez, Christoph Thaele
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Robust estimation of mixing measures in finite mixture models
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Nhat Ho, XuanLong Nguyen, Ya'acov Ritov
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Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes
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Richard A. Davis, Mikkel Slot Nielsen, Victor Rohde
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Rate of divergence of the nonparametric likelihood ratio test for Gaussian mixtures
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Wenhua Jiang, Cun-Hui Zhang
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Concentration of weakly dependent Banach-valued sums and applications to kernel learning methods
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Gilles Blanchard, Oleksandr Zadorozhnyi |
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Nonparametric empirical Bayes improvement of common shrinkage estimators
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Eitan Greenshtein, Ariel Mansura, Ya'acov Ritov |
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Least squares estimation in the monotone single index model
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Cecile Durot, Fadoua Balabdaoui, Hanna Jankowski |
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Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory
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Maylis Varvenne |
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Adaptively weighted group Lasso for semiparametric quantile regression models
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Toshio Honda, Ching-Kang Ing, Wei-Ying Wu |
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Functional CLT for martingale-like nonstationary dependent structures
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Florence Merlevède, Magda Peligrad, Sergey Utev |
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Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions
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Ronald Butler, Andrew Wood |
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Networks of reinforced stochastic processes: asymptotics for the empirical means
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Giacomo Aletti, Irene Crimaldi, Andrea Ghiglietti |
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Two-sided infinite-bin models and analyticity for Barak-Erd\H{o}s graphs
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Bastien Mallein, Sanjay Ramassamy |
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Recurrence of Multidimensional Persistent Random Walks. Fourier and Series Criteria
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Peggy Cénac, Basile de Loynes, Yoann Offret, Arnaud Rousselle |
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Moving Block and Tapered Block Bootstrap for Functional Time Series With an Application to the -K-Sample Mean Problem
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Dimitrios Pilavakis, Efstathios Paparoditis, Theofanis Sapatinas |
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Bernstein-type exponential inequalities in survey sampling: conditional Poisson sampling schemes
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Stephan Clémençon, Patrice Bertail |
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Sojourn Time Dimensions of Fractional Brownian Motion
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Ivan Nourdin, Giovanni Peccati, Stéphane Seuret |
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Harmonic measure for biased random walk in a supercritical Galton-Watson tree
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Shen Lin |
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Gaps and interleaving of point processes in sampling from a residual allocation model
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Jim Pitman, Yuri Yakubovich |
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The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails
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Johannes Heiny, Thomas Mikosch |
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Asymptotic Equivalence of Fixed-size and Varying-size Determinantal Point Processes
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Simon Barthelme, Pierre-Olivier Amblard, Nicolas Tremblay |
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Convergence of the age structure of general schemes of population processes
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Kais Hamza |
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Equivalence of some subcritical properties in continuum percolation
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Jean-Baptiste GOUÉRÉ, Marie THÉRET |
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Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
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Liron Ravner, Onno Boxma, Michel Mandjes
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Estimation of fully nonparametric transformation models
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Benjamin Colling, Ingrid Van Keilegom
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Explicit expression for the stationary distribution of reflected Brownian motion in a wedge
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Sandro Franceschi, Kilian Raschel
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Consistent estimation of the spectrum of trace class data augmentation algorithms
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Saptarshi Chakraborty, Kshitij Khare
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Upper Rate Functions of Brownian Motion Type for Symmetric Jump Processes
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Yuichi Shiozawa, Jian Wang
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Principal components analysis of regularly varying functions
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Piotr Stefan Kokoszka, Stilian Stoev, Qian Xiong
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