Papers in the Bernoulli Journal


Published Papers



Forthcoming papers

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

Quadratic Shrinkage for Large Covariance Matrices

 Olivier Ledoit, Michael Wolf PDF
Berry–Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms  Qi-Man Shao, Zhuo-Song Zhang PDF
Improved Bounds for Discretization of Langevin Diffusions: Near-Optimal Rates without Convexity  Wenlong Mou, Nicolas Flammarion, Martin J. Wainwright, Peter L. Bartlett PDF
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
Model-free Bootstrap for a General Class of  Stationary Time Series Yiren Wang, Dimitris Politis PDF
Bayesian generalized regression in partial differential equation models Prithwish Bhaumik, Wenli Shi,
Subhashis Ghosal 
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
Phase transitions in non-linear urns with interacting types Jonathan Jordan, Marcelo Costa PDF
Continuous time digital search tree\\ and a border aggregation model Svante Janson, Debleena Thacker PDF
Matrix Means and a Novel High-Dimensional Shrinkage Phenomenon

 Asad Lodhia, Keith Levin,
Elizaveta Levina

Estimation of Wasserstein distances in the Spiked Transport Model Jonathan Niles-Weed, Philippe Rigollet PDF
Deviation inequalities and Cramer-type moderate deviations for the explosive autoregressive process  Hui Jiang, Yilong Wan, Guangyu Yang PDF
A pseudo-marginal sequential Monte Carlo online smoothing algorithm Pierre Gloaguen, Sylvain Le Corff,
Jimmy Olsson
A presmoothing approach for estimation in the semiparametric Cox mixture cure model Eni Musta, Valentin Patilea,
Ingrid Van Keilegom
Asymptotic Behavior of a Low Temperature Non-Cascading 2-GREM Dynamics at Extreme Time Scales Luiz Renato Fontes, Susana Frometa, Leonel Zuaznábar PDF
Estimation of the $l_2$-norm and testing in sparse linear regression with unknown variance Alexandra Carpentier, Olivier Collier, Laetitia Comminges,
Alexandre B. Tsybakov, Yuhao Wang
A unified performance analysis of likelihood-informed subspace methods Tiangang Cui, Xin Tong  PDF
Measuring association with Wasserstein distances Johannes Wiesel PDF
Local scaling limits of L\'evy driven fractional random fields Vytaute Pilipauskaite, Donatas Surgailis  PDF
Robust Importance Sampling with Adaptive Winsorization Paulo Orenstein PDF
Upper functions for sample paths of Lévy(-type) processes Franziska Kühn PDF
Quantifying deviations from separability in space-time functional processes Holger Dette, Gauthier Dierickx,
Tim Kutta
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions Jun Wen, Jiahui Xie,
Long Yu, Wang Zhou
Nonparametric Inference for Reversed Mean Models with Panel Count Data Li Liu, Wen Su, Guosheng Yin,
Ying Zhang, Xingqiu Zhao
Coverage Error Optimal Confidence Intervals for Local Polynomial Regression Sebastian Calonico, Matias D Cattaneo, Max H Farrell  PDF
Graphical modeling of stochastic processes driven by correlated noise Søren Wengel Mogensen,
Niels Richard Hansen 
Conformal Prediction: a Unified Review of Theory and New Challenges

 Matteo Fontana, Gianluca Zeni,
Simone Vantini

Statistics of the two-star ERGM Yuanzhe Xu, Sumit Mukherjee  PDF
Template Matching with Ranks Ery Arias-Castro, Lin Zheng PDF
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo Nawaf Bou-Rabee, Andreas Eberle PDF
High-Dimensional Geleralized Linear Models for Temporal Dependent Data Yuefeng Han, Ruey Tsay, Wei-Biao Wu PDF
Infinite-color randomly reinforced urns with dominant colors  Hristo Sariev, Sandra Fortini,
Sonia Petrone
On admissible estimation of a mean vector when the scale is unknown Yuzo Maruyama,
William Edward Strawderman
On a projection-based class of uniformity tests on the hypersphere Eduardo García-Portugués,
Paula Navarro-Esteban,
Juan A. Cuesta-Albertos 
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process Eric Beutner, Henryk Zaehle PDF
Rank-based testing for semiparametric VAR models: a measure transportation approach Marc Hallin, Davide La Vecchia, Hang Liu  PDF
Cramér-type moderate deviation of normal approximation for unbounded exchangeable pairs  Zhuo-Song Zhang PDF
Variational Formulas for Asymptotic Variance of General Discrete-time Markov Chains Lu-Jing Huang, Yong-Hua Mao  PDF
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression Yanglei Song, Xiaohui Chen,
Kengo Kato
On algebraic Stein operators for Gaussian polynomials Ehsan Azmoodeh, Dario Gasbarra,
Robert Edward Gaunt
Targeted Cross-Validation Jiawei Zhang, Jie Ding, Yuhong Yang PDF
Adaptive Bayesian inference for current status data on a grid Minwoo Chae PDF
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and Sketching

Miles Lopes, N. Benjamin Erichson,
Michael Mahoney

On Consistency and Sparsity for High-Dimensional Functional Time Series with Application to Autoregressions

Shaojun Guo, Xinghao Qiao

Suboptimality of Constrained Least Squares and Improvements via Non-Linear Predictors

Tomas ‪Vaškevičius, Nikita Zhivotovskiy

Quadratic variation and quadratic roughness Rama Cont, Purba Das  PDF
Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields  Cheuk Yin Lee, Yimin Xiao PDF
Multilevel Bootstrap Particle Filter  Kari Heine, Daniel Burrows PDF
Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes Tao Wang PDF



Published Papers


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