Papers in the Bernoulli Journal

 

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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 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

 

Published Papers

 

 

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