Papers in the Bernoulli Journal


Published Papers



Forthcoming papers

Paper title Author(s) Link to the Paper
(when accepted)
The complex behavior of Galton rank order statistic Juan-A. Cuesta-Albertos,
Eustasio del Barrio, Carlos Matrán
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
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
A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process Quan Shi, Bastien Mallein  PDF
Design of c-Optimal Experiments for High-dimensional Linear Models Hamid Eftekhari, Moulinath Banerjee, Ya'acov Ritov  PDF
Almost-sure asymptotics for Riemannian random waves Louis Gass PDF
On the robustness of the minimim $\ell_2$ interpolator Matthieu Lerasle, Geoffrey Chinot  PDF
Multivariate time series models for mixed data Lionel Truquet PDF
Bootstrap percolation on the stochastic block model Giovanni Luca Torrisi, Michele Garetto, Emilio Leonardi  PDF
Identifiability in robust estimation of tree structured models Marta Casanellas, Marina Garrote-López, Piotr Zwiernik PDF
A trajectorial approach to relative entropy dissipation of McKean−Vlasov diffusions: gradient flows and HWBI inequalities Bertram Tschiderer, Lane Chun Yeung PDF
SDEs with critical time dependent drifts: weak solutions Michael Röckner, Guohuan Zhao PDF
Linear Multifractional Stable Sheets in the Broad Sense: Existence and Joint Continuity of Local Times Yujia Ding, Qidi Peng, Yimin Xiao PDF
Non-Homogeneous Poisson Process Intensity Modeling and Estimation using Measure Transport Tin Lok James Ng, Andrew Zammit-Mangion PDF
General construction and classes of explicit L1-optimal couplings Giovanni Puccetti, Ludger Rüschendorf PDF
Conditional regression for single-index models Alessandro Lanteri, Mauro Maggioni, Stefano Vigogna  PDF
Small Sample Spaces for Gaussian Processes Toni Karvonen  PDF
Bayes-optimal prediction with frequentist coverage control Peter Hoff  PDF
Concentration inequality for U-Statistics of order two for uniformly ergodic Markov chains Quentin Duchemin, Yohann De Castro, Claire Lacour  PDF
Determinantal Point Processes in the Flat Limit Simon Barthelme, Nicolas Tremblay, Konstantin Usevich,
Pierre-Olivier Amblard
Central Limit Theorem of Linear Spectral Statistics of High-dimensional Sample Correlation Matrices

 Shurong Zheng, Yanqing Yin,
Tingting Zou

Large deviations of extremes in branching random walk  with regularly varying displacements Ayan Bhattacharya  PDF
Exponential Ergodicity for Non-Dissipative McKean-Vlasov SDEs Feng-Yu Wang PDF
Small deviation estimates for the largest eigenvalue of Wigner matrices Laszlo Erdhos, Yuanyuan Xu  PDF
Gibbs posterior concentration rates under sub-exponential type losses Nicholas Aaron Syring, Ryan Martin PDF
Randomized Empirical Processes by Algebraic Groups, and Tests for Weak Null Hypotheses Dennis Dobler PDF
Two-Timescale Stochastic Gradient Descent in Continuous Time with Applications to Joint Online Parameter Estimation and Optimal Sensor Placement Louis Sharrock, Nikolas Kantas  PDF
Optimal Bayesian estimation of Gaussian mixtures with growing number of components  Ilsang Ohn, Lizhen Lin PDF
Fisher’s measure of variability in repeated samples Poly Hannah da Silva, Arash Jamshidpey, Peter McCullagh, Simon Tavaré PDF
A Berry-Esseen bound with (almost) sharp dependence conditions Moritz Jirak  PDF
Combinatorial Bernoulli Factories  Rad Niazadeh, Renato Paes Leme,
Jon Schneider
On the Eigenstructure of Covariance Matrices with Divergent Spikes Simona Diaconu PDF
Stability of the Poincaré constant Jordan Serres PDF
Convergence of the  one-dimensional contact process with two types of particles and priority  Mariela Pentón Machado PDF
Kernel based Dirichlet sequences Patrizia Berti, Emanuela Dreassi,
Fabrizio Leisen, Luca Pratelli, Pietro Rigo
Detecting approximate replicate components of a high-dimensional  random vector with latent structure Xin Bing, Florentina Bunea,
Marten Wegkamp
Spectral representations of characteristic functions of discrete probability laws Ivan Alexeev, Alexey Khartov PDF
Smoothing distributions for conditional Fleming–Viot and Dawson–Watanabe diffusions Filippo Ascolani, Antonio Lijoi,
Matteo Ruggiero 
Hopf type lemmas for subsolutions of integro-differential equations Tomasz Klimsiak, Tomasz Komorowski PDF
Rudin Extension Theorems on Product Spaces, Turning Bands, and Random Fields on Balls cross Time Emilio Porcu, Samuel Uncle Feng,
Xavier Emery, Ana Paula Peron
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators David Bolin, Kristin Kirchner PDF
Nonstationary Fractionally Integrated Functional Time Series Degui Li, Peter M Robinson,
Han Lin Shang
Comparing time varying regression quantiles under shift invariance Subhra Sankar Dhar, Weichi Wu PDF
Loop-Erased Random Walk Branch of Uniform Spanning Tree in Topological Polygons MINGCHANG LIU, HAO WU PDF
Bernoulli Sums and Renyi Entropy Inequalities Mokshay Madiman, James Melbourne, Cyril Roberto PDF
Poisson approximation in \(\chi^2\) distance by the Stein-Chen approach Vytas Zacharovas PDF
Flexible-bandwidth Needlets Claudio Durastanti, Domenico Marinucci, Anna Paola Todino PDF
Random normal matrices in the almost-circular regime  Sung-Soo Byun, Seong-Mi Seo PDF
Functional limit theorems for random walks perturbed by positive alpha-stable jumps Alexander Iksanov, Andrey Pilipenko,
Ben Povar
On the Rate of Convergence of a Deep Recurrent Neural Network Estimate in a Regression Problem With Dependent Data Michael Kohler, Adam Krzyzak  PDF
On the singular values of complex matrix Brownian motion with a matrix drift Theodoros Assiotis PDF
A note on one-dimensional Poincar\'e inequalities by  Stein-type integration Gilles Germain, Yvik Swan  PDF
Power Enhancement and Phase Transitions for Global Testing of the Mixed Membership Stochastic Block Model Louis Vincent Cammarata,
Zheng Tracy Ke
Testing for linearity in boundary regression models with application to maximal life expectancies Jürgen Kampf, Alexander Meister  PDF
Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs Carsten Chong, Robert C. Dalang  PDF

Kolmogorov bounds for decomposable random variables and subgraph counting by the Stein-Tikhomirov method

Peter W.H. Eichelsbacher,
Benedikt Rednoß


Adaptive lasso and Dantzig selector for spatial point processes intensity estimation

Achmad Choiruddin, Jean-François Coeurjolly, Frédérique Letué  PDF

Forward integration of bounded variation coefficients with respect to H\"older continuous process

Johanna Garzón, Jorge A. León,
Soledad Torres

Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations

Zongming Ma, Fan Yang PDF

Ergodicity of supercritical  SDEs  driven by $\alpha$-stable processes and heavy-tailed sampling

Xicheng Zhang  PDF

Optimal False Discovery Control of Minimax Estimators

Qifan Song, Guang Cheng  PDF



Published Papers


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