Papers in the Bernoulli Journal

Forthcoming papers


Published Papers



Paper title Author(s) Link to the Paper
(when accepted)

Quadratic Shrinkage for Large Covariance Matrices

 Olivier Ledoit, Michael Wolf PDF

A general framework for SPDE-based stationary random fields

Ricardo Carrizo Vergara, Denis Allard, Nicolas Desassis  PDF
Parameter estimation in branching processes with almost sure extinction Peter Braunsteins, Sophie Hautphenne, Carmen Minuesa  PDF
A note on eigenvalues estimates for one-dimensional diffusion operators Aldéric Joulin, Michel Bonnefont PDF
Mean field limits for interacting Hawkes processes in a diffusive regime Xavier Erny, Eva Löcherbach,
Dasha Loukianova 
Berry–Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms  Qi-Man Shao, Zhuo-Song Zhang PDF
Tree Builder Random Walk: recurrence, transience and ballisticity Giulio Iacobelli, Rodrigo Ribeiro,
Glauco Valle, Leonel Zuaznabar
Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence  Badr-Eddine Chérief-Abdellatif,
Pierre Alquier
Limit theorems for time-dependent averages of nonlinear stochastic heat equations Kunwoo Kim, Jaeyun Yi  PDF
Nonhomogeneous Euclidean first-passage percolation and distance learning  Pablo Groisman, Matthieu Jonckheere, Facundo Sapienza PDF
Geometrical Smeariness - A new Phenomenon of Fr\'echet Means  Benjamin Eltzner PDF
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism Cheuk Yin Lee  PDF
Improved Bounds for Discretization of Langevin Diffusions: Near-Optimal Rates without Convexity  Wenlong Mou, Nicolas Flammarion, Martin J. Wainwright, Peter L. Bartlett PDF
Information Geometry Approach to Parameter Estimation in Hidden Markov Model Masahito Hayashi  PDF
Strong and weak convergence rates for slow-fast stochastic differential equations driven by $\alpha$-stable process

 Xiaobin Sun, Longjie Xie,
Yingchao Xie

Applications of weak transport theory  Julio Daniel Backhoff Veraguas, Gudmund Pammer PDF
On bandwidth selection problems in nonparametric  trend estimation under martingale difference errors Karim Benhenni, Didier A. Girard,
Sana Louhichi 
De-biasing the Lasso with degrees-of-freedom adjustment Pierre C. Bellec, Cun-Hui Zhang PDF
Limit theorems for supercritical branching processes in random environment Dariusz Buraczewski, Ewa Damek PDF
New approach to greedy vector quantization Rancy El Nmeir, Harald Luschgy,
Gilles Pagès
Empirical process theory for locally stationary processes Nathawut Phandoidaen, Stefan Richter PDF
Model-free Bootstrap for a General Class of  Stationary Time Series Yiren Wang, Dimitris Politis PDF
Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation  Andrea Cosso, Francesco Russo PDF
Adaptive estimation in the linear random coefficients model when regressors have limited variation Eric Gautier PDF
Testing and estimation for clustered signals  Hongyuan Cao, Wei Biao Wu PDF
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models Christian Francq, Jean-Michel Zakoian PDF
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint Joseph Lam-Weil, Béatrice Laurent,
Jean-Michel Loubes 
Erratum for Prediction and estimation consistency of sparse multi-class penalized optimal scoring  Irina Gaynanova PDF
On eigenvalues of a high-dimensional spatial-sign covariance matrix Weiming Li, Qinwen Wang,
Jianfeng Yao, Wang Zhou 
Thinned Completely Random Measures with Applications in Competing Risks Models John W. Lau, Edward Cripps  PDF
Bayesian generalized regression in partial differential equation models Prithwish Bhaumik, Wenli Shi,
Subhashis Ghosal 
A Ray–Knight representation of up-down Chinese Restaurants  Dane Rogers, Matthias Winkel PDF
Statistical deconvolution of the free Fokker-Planck equation at fixed time Mylène Maïda, Tien Dat Nguyen,
Thanh Mai Pham Ngoc,
Vincent Rivoirard, Viet Chi Tran 
Homogenization of Nonlocal Partial Differential Equations Related to Stochastic Differential Equations with L\'evy Noise Qiao Huang, Jinqiao Duan,
Renming Song 
Empirical process of concomitants for partly categorial data and applications in statistics Daniel Gaigall, Julian Gerstenberg,
Thi Thu Ha Trinh
Martingale Wasserstein inequality for probability measures in the convex order Benjamin Jourdain, William Margheriti  PDF
Convergence Rates of Two-Component MCMC Samplers Qian Qin, Galin L. Jones  PDF
Central limit theorem and Self-normalized Cram\'er-type moderate deviation for Euler-Maruyama Scheme Jianya Lu, Yuzhen Tan, Lihu Xu  PDF
On the measure of anchored Gaussian simplices, with applications to multivariate medians Davy Paindaveine PDF
Local elliptic law Johannes Alt, Torben Krüger  PDF
Learning with tree tensor networks: complexity estimates and model selection Bertrand Michel, Anthony Nouy  PDF
Inference in Interpretable Latent Factor Regression Models  Xin Bing, Florentina Bunea, Marten Wegkamp PDF
Joint inference on extreme expectiles for multivariate heavy-tailed distributions  Simone Padoan, Gilles Stupfler PDF
Asymptotically efficient estimators in stochastic blockmodels: the naive MLE, the rank-constrained MLE, and the spectral estimator  Minh Tang, Joshua Cape, Carey Priebe PDF
Oracle lower bounds for stochastic gradient sampling algorithms Niladri Shekhar Chatterji,
Peter Bartlett, Phil Long 
Doubly Robust Semiparametric Inference Using Regularized Calibrated Estimation with High-dimensional Data Satyajit Ghosh, Zhiqiang Tan PDF
Rates and coverage in Bayesian inference for monotone densities Moumita Chakraborty, Subhashis Ghosal  PDF
Minimax estimation of norms of a probability density: I. Lower bounds Oleg Lepski, Alexander Goldenshluger PDF
Minimax estimation of norms of a probability density: II. Rate-optimal estimation procedures Oleg Lepski, Alexander Goldenshluger PDF
Local minimax rates for closeness testing of discrete distributions Joseph Lam-Weil, Alexandra Carpentier, Bharath K. Sriperumbudur  PDF
Non-Asymptotic Properties of Spectral Decomposition of Large Gram-Type Matrices and Applications  Wen Zhou, Lyuou Zhang, Haonan Wang PDF
Nonparametric regression for locally stationary random fields under stochastic sampling design Daisuke Kurisu PDF
Paving property for real stable polynomials and strongly Rayleigh processes Kasra Alishahi, Milad Barzegar PDF
A Cram\'er--Wold device for infinite divisibility of $Z^d$-valued distributions David Berger, Alexander Lindner PDF
Adaptive Bayesian density estimation in sup-norm Zacharie Naulet PDF
Sequential estimation of quantiles with applications to A/B-testing and best-arm identification Steven R Howard, Aaditya Ramdas PDF
Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory Anita Behme, Apostolos Sideris  PDF
Symmetric inclusion process with slow boundary: hydrodynamics and hydrostatics Chiara Franceschini, Patrícia Gonçalves,
Federico Sau
Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm Yanqing Yin PDF
Empirical Variance Minimization with Applications in Variance Reduction and Optimal Control Leonid Iosipoi, Denis Belomestny, Quentin Paris, Nikita Zhivotovskiy PDF
Defective Galton-Watson processes in a varying environment Götz Kersting, Carmen Minuesa PDF
Multidimensional SDE with distributional drift and Lévy noise Helena Kremp, Nicolas Perkowski PDF
A note on the phase transition for independent alignment percolation Marcelo Hilário, Daniel Ungaretti PDF
Spectral equivalence of Gaussian random functions: operator approach Alexander I. Nazarov, Yakov Yu. Nikitin PDF
At the edge of a one-dimensional jellium

Djalil Chafaï, David Garcia-Zelada,
Paul Jung

Posterior Probabilities: Nonmonotonicity, Asymptotic Rates, Log-concavity, and Turan's Inequality Sergiu Hart, Yosef Rinott PDF
Convergence of jump processes with stochastic intensity to Brownian motion with inert drift Clayton Barnes PDF
Stochastic Zeroth-order Discretizations of Langevin Diffusions for Bayesian Inference Krishnakumar Balasubramanian, Abhishek Roy,
Lingqing Shen, Saeed Ghadimi 
The Asymptotic Distribution of the MLE in High-Dimensional Logistic Models: Arbitrary Covariance Qian Zhao, Pragya Sur,
Emmanuel Candes 
Conditional Variance Estimator for Sufficient Dimension Reduction Lukas Fertl, Efstathia Bura PDF
An Optimal Uniform Concentration Inequality for Discrete Entropies on Finite Alphabets in the High-dimensional Setting Yunpeng Zhao PDF
Multivariate $\rho$-Quantiles: a Spatial Approach Dimitri Konen, Davy Paindaveine PDF
On the Theoretical Properties of the Exchange Algorithm Guanyang Wang  PDF
The complex behavior of Galton rank order statistic Juan-A. Cuesta-Albertos,
Eustasio del Barrio, Carlos Matrán
Pathwise large deviations for white noise chaos expansions Alexandre Pannier PDF
An adaptive multiple-try Metropolis algorithm Simon Fontaine, Mylène Bédard PDF
Exact Convergence Analysis of the Independent Metropolis-Hastings Algorithms Guanyang Wang PDF
Locally Polynomial Hilbertian Additive Regression Jeong Min Jeon, Young Kyung Lee,
Enno Mammen, Byeong Uk Park
Degenerate Competing Three-Particle Systems Tomoyuki Ichiba, Ioannis Karatzas PDF
Accuracy of Gaussian approximation for high-dimensional posterior distributions Vladimir Spokoiny, Maxim Panov PDF
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations Denis Belomestny, Shota Gugushvili, Moritz Schauer, Peter Spreij  PDF
Degrees of freedom for off-the-grid sparse estimation Clarice Poon, Gabriel Peyré PDF
A Riemann--Stein Kernel Method Alessandro Barp, Chris. J. Oates,
Emilio Porcu, Mark Girolami
Rank-based change-point analysis for long-range dependent time series Annika Betken, Martin Wendler   PDF
Splitting the Sample at the Largest Uncensored Observation Ross Arthur Maller, Sidney Resnick, Soudabeh Shemehsavar PDF
Pivotal tests for relevant differences in the second order dynamics  of functional time series Anne Margrete Nicolien van Delft,
Holger Dette
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems  Arnaud Guillin, Patrick Cattiaux PDF
On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold Fuzhou Gong, Xiaoxia Sun PDF
Global Sensitivity Analysis: a novel generation of mighty estimators based on rank statistics Agnès lagnoux  PDF
Asymptotics of AIC, BIC and Cp Model Selection Rules in High-Dimensional Regression Zhidong Bai, Kwok Pui Choi,
Yasunori Fujikoshi, Jiang Hu 
Adaptive schemes for piecewise deterministic Monte Carlo algorithms Andrea Bertazzi, Joris Bierkens  PDF
Convergence rates of Gibbs measures with degenerate minimum Pierre Bras  PDF
Sharp Detection Boundaries on Testing Dense Subhypergraph  Mingao Yuan, Zuofeng Shang PDF
Smoothing and adaptation of shifted Pólya Tree ensembles Thibault Christophe Randrianarisoa PDF
Asymptotically Equivalent Prediction in Multivariate Geostatistics François Bachoc, Emilio Porcu,
Moreno Bevilacqua, Reinhard Furrer, Tarik Faouzi



Published Papers


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