Bernoulli Journal Information

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

 

Romain Abraham
Felix Abramovich
Sergios C. Agapiou
David Applebaum
Ery Arias-Castro
Alexander Aue
Frank Aurzada
Sergio Bacallado
Afonso S. Bandeira
Arindam Banerjee
Yannick Baraud
Jean-Marc Bardet
Jean-Marc Bardet
Andreas Basse-O'Connor
Jan Beirlant
Pierre C. Bellec
Julien Berestycki
Patrice Bertail
Anirban Bhattacharya
Markus Bibinger
Hermine Biermé
Jérémie Bigot
Melanie Birke
François Bolley
Bruno Bouchard
Stéphane Boucheron
Christoph Breunig
Philippe Briand
Tamara Broderick
Alexandre Brouste
Elodie Brunel
Victor-Emmanuel Brunel
Peter Bubenik
Axel Buecher
Simon Byrne
Dexter Cahoy
Marco Carone
Ismael Castillo
Olivier Catoni
Alain Célisse
Umut Cetin
Loic Chaumont
Nicolas Chenavier
Raymond Cheng
Victor Chernozhukov
Denis Chetverikov
Pavel Chigansky
Gennadiy Chistyakov
Alexandra Chouldechova
Marianne Clausel
Jean-François Coeurjolly
Fabienne Comte
Sylvain Corlay
Radu Virgil Craiu
Christophe Croux
Christophe Cuny
Itai Dattner
Krzysztof Grzegorz Debicki
Laurent Decreusefond
Eustasio del Barrio
Bernard Delyon
Gustavo Didier
Leif Doering
Clément A. Dombry
Jing Dong
Lutz Duembgen
Francois H.J. Dufour
Fabrizio Durante
Alain Durmus
Cecile Durot
Laurent Duvernet
Idris Eckley
Peter W.H. Eichelsbacher
Omar El-Dakkak
Farida Enikeeva
Pierre Etoré
Roberto Fernandez
Jose Enrique Figueroa-Lopez
Sergey Foss
Nicolas Fournier
Rina Foygel
Gabriel Frahm
Adelaide Freitas
Rafael Frongillo
Cheng-Der Fuh
Sébastien Gadat
Chao Vincent Gao
Ségolen Geffray
Valentine Genon-Catalot
Ivan Gentil
Edward I. George
Christophe Giraud
Yair Goldberg
Beniamin Goldys
Yuri Golubev
Edit Gombay
Malka Gorfine
Karl Gregory
Tomasz B. Grzywny
Arnaud Guillin
Heikki Haario
Marc Hallin
Said Hamadene
Xu Han
Jan Hannig
Takahiro Hasebe
Enkelejd Hashorva
Kari Heine
Lothar Heinrich
Inge Svein Helland
Christian Hirsch
Pawel Hitczenko
James Hobert
David Hobson
Marc Hoffmann
Julian Hollender
Hajo Holzmann
Mark Christof Huber
Stephan Huckemann
Daniel Hug
Henrik Hult
Marie Huskova
Jurg Husler
Martin Hutzenthaler
Umit Islak
Jean Jacod
Lancelot Fitzgerald James
Svante Janson
Anja Janssen
Ci-Ren Jiang
Raul Jimenez
Bing-Yi Jing
Chris Jones
Mikyoung Stepanovna Jun
Peter Jupp
Kami Jurczak
Weining Kang
Moritz Kassmann
Zheng Tracy Ke
Martin Keller-Ressel
Peter Kevei
Mi-Ok Kim
Alois Kneip
Keith Knight
Piotr Stefan Kokoszka
John Kolassa
Takis Konstantopoulos
Aryeh Kontorovich
Ja-Yong Koo
Alexander Korostelev
Igor Kortchemski
Richard Kraaij
Andrea Krajina
Dennis Kristensen
Rafal Kulik
Debasis Kundu
Hans R.Kunsch
Andreas Kyprianou
Marko Laine
Krzysztof Latuszynski
John Lau
Frédéric Lavancier
Sylvain Le Corff
Ronan Le Guevel
Guillaume Lecue
Anthony Lee
Remigijus Leipus
Sarah Lemler
Jorge A. León
oleg lepski
Anne Leucht
Ta-Hsin  Li
Weiming Li
Haocheng Manuel Li
Feng Liang
Alexander A. Lindner
Brunero Rojas Liseo
Richard Lockhart
Po-Ling Loh
Olivier S. Lopez
Hendrik Paul Lopuhaa
Karim Lounici
Wenbin Allegra Lu
Carenne Ludena
Martin Lysy
Yanyuan Ma
Jan Maas
Mokshay Madiman
Hilmar Mai
Yi Mao
Eric Marchand
Clément John Marteau
Yuzo Maruyama
Cyril Marzouk
Carlos Matrán
Adam McCloskey
Mark M. Meerschaert
Yajun Mei
Marina Meila
Nicolai Meinshausen
Alexander Meister
Blazej Miasojedow
Bertrand Michel
Laurent Miclo
Yuliya Stepanovna Mishura
Gregorio Rolando Moreno Flores
Elchanan Mossel
George V. Moustakides
Rahul Mukerjee
Karthyek G. Murthy
Jesper Møller
Boaz Nadler
Guy Nason
Joe Neeman
Natalie Neumeyer
Wojciech Niemiro
Bernardo Nipoti
Ivan Nourdin
David Nualart
Marcel Nutz
Alberto Masayoshi Faria Ohashi
Hannu Oja
Peter Orbanz
Davy Bjarne Paindaveine
Mikko T. Pakkanen
Debdeep Pati
Ilya Pavlyukevich
Erol A. Pekoz
Marianna Pensky
Jonas Peters
Giovanni Pistone
Vladimir I. Piterbarg
Alexei B. Piunovskiy
Mikkel Plagborg-Møller
Dylan Elisabeth Dorothea Possamai
Christophe Pouet
Cristian Preda
Tomás Prieto-Rumeau
Nicolas Privault
Jean-Renaud Pycke
Miklos Z. Racz
Firas Rassoul-Agha
Mark Reid
Gesine Reinert
Matthias Reitzner
Zhao BanisterRen
Patricia Reynaud-Bouret
Chang-han Rhee
Mathieu Ribatet
Victor Manuel Rivero
Christian P. Robert
Cyril Roberto
Veronika Rockova
Silke Rolles
Thomasz Rolski
Mathieu Rosenbaum
François Roueff
Manuela Royer
Parthanil Roy
Robin Ryder
Anne Sabourin
Noriyoshi Sakuma
Joseph Salmon
Jean-Bernard Salomond
Gennady Samorodnitsky
Paul-Marie Samson
Richard John Samworth
Mladen Savov
Johannes Schmidt-Hieber
Alexander Schnurr
Jim Schott
Dominic Schuhmacher
Manuel Scotto
Catia Luisa Scricciolo
Arnab Sen
Xiaofeng Shao
Weining Shen
Jack Silverstein
Florian Simatos
Sumeetpal Singh
De Wen Soh
Max Sommerfeld
Yan-Hong Song
Rui Song
Tommi Sottinen
Mitja Stadje
Ana-Maria Staicu
Sinisa Stamatovic
Mark Steel
Robert Stelzer
Seth Sullivant
Botond Szabo
Pawel Sztonyk
Michael Sørensen
Zhiqiang Tan
Cheng Yong Tang
Etienne Tanre
Gunnar Taraldsen
Shahin Tavakoli
Jakob Teichmann
Christoph Thäle
Marie Theret
Aida Toma
Mathias Trabs
Hideatsu Tsukahara
Hisayuki Tsukuma
Caroline Uhler
Vladimir Ulyanov
Ramon Van Handel
Laura Ventura
Thomas Verdebout
Alexander Veretennikov
Nicolas Verzelen
Mathias Vetter
Frederi G. Viens
Stanislav Volgushev
Vladimir Vovk
Stefan Wager
Meng Wang
Weichen Wang
Hanchao Wang
Yizao Wang
Fengyu Wang
Falei  Wang
Larry Wasserman
Christian Webb
Marten Wegkamp
Liu Weidong
Jon A. Wellner
Dominik Wied
Yihong Wu
Wei Wu
Changbao Wu
Minge Xie
Hao Xing
Jie Xiong
Peirong Xu
Yuhong Yang
Weixin yao
Chun Yip Yau
Atilla Yilmaz
Nobuo Yoshida
Dmitry Zaporozhetz
Boguslaw Zegarlinski
Xianyang Zhang
Tonglin Zhang
Ting Zhang
Xinghua Zheng
Wen-Xin Zhou
Enlu Zhou
Wang Zhou
Zhou Zhou
Piotr Zwiernik


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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.

 

3. Add a new section entitled “Supplement” in your paper.

(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}
\slink[doi]{COMPLETED BY THE TYPESETTER}
\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}

 

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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.

6. Illustrations. Illustrations are to be numbered consecutively and provided with a legend at the bottom in the journal style. They should be included as an integral part of the file.

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.

9. Supplement Instructions for Accepted Papers

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.

14.  Various forms for authors. Copyright, page charges and reprints: http://www.imstat.org/publications/copyright.htm

 

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Bernoulli journal subscriptions for the year 2018

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Online access is included in the annual BS membership fee and will be activated upon receipt of payment.

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Bernoulli consists of 4 issues published in February, May, August and November.

The ISSN number of the Bernoulli journal is 1350-7265

 

 

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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, Amaury Lambert 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, Xiaobin Sun, Yimin Xiao, Lihu Xu, Jianliang Zhai

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 RAMIREZ 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
Towards a general theory for non-linear locally stationary processes Rainer Dahlhaus, Stefan Richter, Wei Biao Wu PDF
Properties of Switching Jump Diffusions: Maximum Principles and Harnack Inequalities Xiaoshan Chen, Zhenqing Chen, Ky Tran, George Yin PDF
Error bounds in local limit theorems using Stein's method Andrew D Barbour, Adrian Rollin, Nathan Ross PDF
Stability for gains from large investors' strategies in M1/J1 topologies Dirk Becherer, Todor Bilarev, Peter Frentrup PDF
Dual attainment for the martingale transport problem Mathias Beiglböck, Tongseok Lim, Jan Obloj PDF
Mallows and Generalized Mallows Model for Matchings
Ekhine Irurozki, Borja Calvo, Jose A. Lozano PDF
Convergence Rates for a Class of Estimators Based on Stein's Method
Chris Oates, Jon Cockayne, Francois-Xavier Briol, Mark Girolami PDF
Stable Limit Theorems for Empirical Processes under Conditional Neighborhood Dependence
Ji Hyung Lee, Kyungchul Song PDF
Oracle Inequalities for High-dimensional Prediction
Johannes Lederer, Lu Yu, Irina Gaynanova PDF
Truncated Random Measures
Jonathan H Huggins PDF
Minimax Optimal Estimation in High Dimensional Semiparametric Models
Zhuqing Yu, Michael Levine, Guang Cheng PDF
Time-frequency analysis of locally stationary Hawkes processes
François Roueff, Rainer von Sachs PDF
Strong Gaussian approximation of the mixture Rasch model
Friedrich Liese, Alexander Meister, Johanna Kappus PDF
Quenched central limit theorem rates of convergence for one-dimensional random walks in random environments
Ahn Sung Won, Jonathon Peterson PDF
From random partitions to fractional Brownian sheets
Olivier Durieu, Yizao Wang
PDF
A Bernstein-type inequality for functions of bounded interaction
Andreas Maurer
PDF
An Extreme-Value Approach for Testing the Equality of Large U-Statistic Based Correlation Matrices
Cheng Zhou, Fang Han, Xinsheng Zhang, Han Liu
PDF
Numerically stable online estimation of variance in particle filters
Jimmy Olsson, Randal Douc
PDF
New Tests of Uniformity on the Compact Classical Groups as Diagnostics for Weak-$^*$ Mixing of Markov Chains
Amir Sepehri
PDF
Macroscopic analysis of determinantal random balls
Jean-Christophe Breton, Adrien Clarenne, Renan Gobard
PDF
Martingale decompositions and weak differential subordination in UMD Banach spaces
Ivan S. Yaroslavtsev
PDF
Maximum likelihood estimators based on the block maxima method
Clement Dombry, Ana Ferreira
PDF
Perpetual integrals via random time changes
Franziska Kühn
PDF
Mixing properties and central limit theorem for associated point processes
Arnaud Poinas, Bernard Delyon, Frédéric Lavancier
PDF
Uniform Behaviors of Random Polytopes under the Hausdorff Metric
Victor-Emmanuel Brunel
PDF
On the Isoperimetric constant, covariance inequalities and $L_p$-Poincar\'{e} inequalities in dimension one
Adrien Saumard, Jon August Wellner
PDF
A One-Sample Test for Normality with Kernel Methods
Jérémie Kellner, Alain Celisse
PDF
Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices
Zhidong Bai, Huiqin Li, Guangming Pan
PDF
Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations
Tetsuya Takabatake, Masaaki Fukasawa
PDF
Sparse covariance matrix estimation in high-dimensional deconvolution
Denis Belomestny, Mathias Trabs, Alexandre B. Tsybakov
PDF
Hybrid Regularisation of Functional Linear Models
Anirvan Chakraborty, Victor Michael Panaretos
PDF
Consistency of Adaptive Importance Sampling and Recycling Schemes
Jean-Michel Marin, Pierre Pudlo, Mohammed Sedki
PDF
On Posterior Consistency of Tail Index for Bayesian Kernel Mixture Models
Cheng Li, Lizhen Lin, David B. Dunson
PDF
Gibbs-non-Gibbs transition in the fuzzy Potts models with a Kac-type interaction: Closing the Ising gap
Christof Kuelske, Florian Henning, Richard C. Kraaij
PDF
The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes
Danijel Grahovac, Nikolai N. Leonenko, Alla Sikorskii, Murad S. Taqqu
PDF
Regularization, sparse recovery, and median-of-means tournaments
Gabor Lugosi, Shahar Mendelson
PDF
Root−n consistent estimation of the marginal density in some time series models
Lionel Truquet
PDF
Integration with respect to the non-commutative fractional Brownian motion
Aurelien Deya, René Schott
PDF
Construction of Marginally Coupled Designs by Subspace Theory
Yuanzhen He, Chunfang Devon Lin, Fasheng Sun
PDF
Consistency of Bayesian nonparametric inference for discretely observed jump diff usions
Jere Koskela, Dario Spano, Paul A Jenkins
PDF
On the risk of convex-constrained least squares estimators under misspecification
Billy Fang, Adityanand Guntuboyina
PDF
A central limit theorem for the realised covariation of a bivariate Brownian semistationary process
Andrea Granelli, Almut Elisabeth Dorothea Veraart
PDF
Microscopic Path Structure of Optimally Aligned Random Sequences
Henry Matzinger, Raphael Hauser PDF
Bayesian mode and maximum estimation and accelerated rates of contraction
 William Weimin Yoo, Subhashis Ghosal
PDF
Bootstrapping INAR models
Carsten Jentsch, Christian H. Weiß
PDF
Gromov-Hausdorff-Prokhorov convergence of vertex cut-trees of n-leaf Galton-Watson trees
Hui He, Matthias Winkel
PDF
The first order correction to harmonic measure for random walks of rotationally invariant step distribution
Longmin Wang, Kainan Xiang, Lang Zou
PDF
Scaling limit of random forests with prescribed degree sequences
Tao Lei
PDF
Convergence and Stationary Distributions for Walsh Diffusions
Tomoyuki Ichiba, Andrey Sarantsev
PDF
The eternal multiplicative coalescent encoding via excursions of Levy-type processes
Vlada Limic
PDF
Semiparametric estimation for isotropic max-stable space-time processes
Sven Buhl, Richard A. Davis,
Claudia Klüppelberg,
Christina Steinkohl
PDF
Large ball probabilities, Gaussian comparison and anti-concentration
Friedrich Goetze, Alexey Naumov, Vladimir Spokoiny, Vladimir Ulyanov
PDF
Limit theorems with rate of convergence under sublinear expectations
Xiao Fang, Shige Peng, Qi-Man Shao, Yongsheng Song
PDF
Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
Jonathan Weed, Francis Bach
PDF
Functional estimation and hypothesis testing in nonparametric boundary models
Martin Wahl, Markus Reiß
PDF

 

Published Papers

 

 

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