Papers in the Bernoulli Journal

Forthcoming papers


Published Papers



Paper title Author(s) Link to the Paper
(when accepted)
Birth and Death process in mean field type interaction Marie-Noémie THAI PDF
Optimal Sparsity Testing in Linear regression Model Alexandra Carpentier, Nicolas Verzelen PDF
A family of Beckner inequalities under various curvature-dimension conditions  Simon Zugmeyer, Ivan Gentil PDF
Estimation of convex supports from noisy measurements Jason Matthew Klusowski,
Victor-Emmanuel Brunel,
Dana Yang 
High-dimensional Index Volatility Models via Stein's Identity  Sen Na, Mladen Kolar PDF
Bootstrap Based Inference for Sparse High-Dimensional Time Series Models Jonas Krampe, Jens-Peter Kreiss, Efstathios Paparoditis  PDF
Bounding distributional errors via density ratios  Lutz Duembgen, Richard Samworth,
Jon A. Wellner
Reflected Brownian Motion with Singular Drift Saisai Yang  PDF
Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift Peter Grandits  PDF
Donsker-Type Theorem for BSDEs: Rate of Convergence Philippe Briand, Christel Geiss,
Stefan Geiss, Celine Labart 
Large deviations built on max-stability Michael Kupper,
José Miguel Zapata García 
Finite impulse response models: A non-asymptotic analysis of the least squares estimator Boualem Djehiche, Othmane Mazhar, Cristian Ricardo Rojas  PDF
Asymptotic Confidence Regions for Density Ridges Wanli Qiao  PDF
Sufficient Dimension Reduction for Instrument Search and Estimation Efficiency With Nonignorable Nonresponse  Puying Zhao, Lei Wang, Jun Shao PDF
Directional phantom distribution functions for~stationary random fields Adam Jakubowski, Igor Rodionov,
Natalia Soja-Kukieła 
On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices  Yiting Li, Yuanyuan Xu PDF
Limiting behavior of large correlated Wishart matrices with chaotic entries Solesne Bourguin, Charles-Philippe Diez, Ciprian A. Tudor  PDF
Functional Registration and Local Variations: Identifiability, Rank, and Tuning  Anirvan Chakraborty,
Victor Michael Panaretos
Detecting a planted community in an inhomogeneous random graph  Kay Bogerd, Rui M. Castro,
Remco van der Hofstad,
Nicolas Verzelen
Well-posedness of distribution dependent SDEs with singular drifts Michael Rockner, Xicheng Zhang 


Interpoint Distance Based Two Sample Tests in High Dimension Changbo Zhu, Xiaofeng Shao PDF
Minimax Predictive Density for Sparse Count Data  Keisuke Yano, Ryoya Kaneko,
Fumiyasu Komaki
Asymptotics for sliding blocks estimators of rare events  Holger Drees, Sebastian Neblung PDF
On $\mu$-Dvoretzky random covering of the circle Davit Karagulyan, Ai-Hua Fan  PDF
Time-changed spectrally positive L\'evy processes started from infinity Xiaowen Zhou, Clement Foucart,
Pei-Sen Li 
On posterior contraction of parameters and interpretability in Bayesian mixture modeling Aritra Guha, Nhat Ho,
XuanLong Nguyen 
Precise large deviations for dependent subexponential variables Tomas Mikosch, Igor Rodionov  PDF
Adaptation Bounds for Confidence Bands under Self-Similarity  Timothy Armstrong PDF
Compound Poisson approximation for regularly varying fields with application to sequence alignment  Bojan Basrak, Hrvoje Planinić PDF
Bootstrapping Hill estimator and tail arrays sums for regularly varying time series  Carsten Jentsch, Rafal Kulik PDF
Precise asymptotics of longest cycles in random permutations without macroscopic cycles Dirk Zeindler, Volker Betz, Helge Schäfer, Julian Mühlbauer  PDF
Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton-Jacobi equation Richard C. Kraaij  PDF
Inference Without Compatibility:  Using Exponential Weighting for Inference on a Parameter of a Linear Model Michael Law, Ya'acov Ritov  PDF
Explicit bounds for critical infection rates and expected extinction times of the contact process on finite random graphs Eric Cator, Henk Don  PDF
Weak existence and uniqueness  for  affine stochastic Volterra equations with L1-kernels  Eduardo Abi Jaber PDF
Rates of contraction of posterior distributions based on $p$-exponential priors Sergios Agapiou, Masoumeh Dashti, Tapio Helin  PDF
Yaglom’s limit for critical Galton-Watson processes in varying environment: A probabilistic approach Natalia Cardona-Tobón, Sandra Palau  PDF
Correlation bounds, mixing and m-dependence under random time-varying network distances with an application to Cox-Processes  Alexander Kreiß PDF
On the law of the iterated logarithm and strong invariance principles in stochastic geometry  Johannes Theodor Nikolaus Krebs PDF
From Poincaré Inequalities to Nonlinear Matrix Concentration  De Huang, Joel Aaron Tropp PDF
Limit theorems for integral functionals of Hermite-driven processes Valentin Garino, Ivan Nourdin,
David Nualart, Majid Salamat 
Contact process under heavy-tailed renewals on finite graphs Remy Sanchis PDF
Invariance and attraction properties of Galton-Watson trees Yevgeniy Kovchegov, Ilya Zaliapin PDF
The coupling method in extreme value theory Benjamin Bobbia, Clément Dombry, Davit Varron PDF
Asymptotics and Renewal Approximation in the Online Selection of Increasing Subsequence Alexander Gnedin, Amirlan Seksenbayev  PDF
Stochastic PDEs on graphs as scaling limits of discrete interacting systems Wai-Tong (Louis) Fan  PDF
A convolution formula for the local time of an It\^o diffusion reflecting at $0$ and  a generalized Stroock-Williams equation Maciej Wisniewolski,
Jacek Jakubowski 
Variable Length Memory Chains: characterization of stationary probability measures Peggy Cénac, Brigitte Chauvin,
Camille Noûs, Frédéric Paccaut,
Nicolas Pouyanne 
Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval Jonas Brehmer, Tilmann Gneiting  PDF
Is There an Analog of Nesterov Acceleration for MCMC?

Yi-An Ma, Niladri Chatterji,
Xiang Cheng, Nicolas Flammarion,
Peter L Bartlett, Michael I Jordan 

Approximation of heavy-tailed distributions via stable-driven SDEs Lu-Jing Huang, Mateusz B. Majka,
Jian Wang 
On Multi-step Estimation of  Delay for SDE Yury A. Kutoyants  PDF
Context-Specific Independencies in Stratified Chain Regression Graphical Models Federica Nicolussi, Manuela Cazzaro  PDF
A new look at random projections of the cube and general product measures  Zakhar Kabluchko, Joscha Prochno, Christoph Thäle PDF
Nearly Optimal Robust Mean Estimation via Empirical Characteristic Function Sohail Bahmani  PDF
Optimal tests for elliptical symmetry: specified and unspecified location Sladjana Babic, Laetitia Gelbgras,
Marc Hallin, Christophe Ley 
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation Thimo Kasper, Sebastian Fuchs, Wolfgang Trutschnig  PDF
The Goldenshluger-Lepski Method for Constrained Least-Squares Estimators over RKHSs  Stephen Page, Steffen Grunewalder PDF
Universal sieve-based strategies for efficient estimation using machine learning tools Hongxiang Qiu, Alex Luedtke,
Marco Carone 
The linear conditional expectation in Hilbert space Ilja Klebanov, Björn Sprungk,
T.J. Sullivan 

Partial Generalized Four Moment Theorem Revisited

Dandan Jiang, Zhidong Bai PDF

Finite-energy infinite clusters without anchored expansion

Gabor Pete, Adam Timar PDF

Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes

Émeline Schmisser, Nathalie Krell

Minimax semi-supervised set-valued approach to multi-class classification

Evgenii Chzhen, Christophe Denis, Mohamed Hebiri  PDF

Recovering Brownian and jump parts from high-frequency observations of a Levy process

Jorge Gonzalez Cazares,
Jevgenijs Ivanovs 

Quadratic Shrinkage for Large Covariance Matrices

 Olivier Ledoit, Michael Wolf PDF

Local continuity of log-concave projection, with applications to estimation under model misspecification

Rina Foygel Barber, Richard J Samworth  PDF

A general framework for SPDE-based stationary random fields

Ricardo Carrizo Vergara, Denis Allard, Nicolas Desassis  PDF
Minimum spanning trees of random geometric graphs with location dependent weights  Ghurumuruhan Ganesan PDF
Online drift estimation for jump-diffusion processes

 Theerawat Bhudisaksang,
Alvaro Cartea

Universality and least singular values of random matrix products: a simplified approach  Rohit Chaudhuri, Vishesh Jain,
Natesh S. Pillai
Scalable Monte Carlo Inference and Rescaled Local Asymptotic Normality Ning Ning, Edward Ionides,
Ya'acov Ritov
Testing against uniform stochastic ordering with paired observations Dewei Wang, Chuan-Fa Tang  PDF
Over-parametrized Deep Neural Networks Do Not Generalize Well Michael Kohler, Adam Krzyzak  PDF
Equidistribution of random walks on compact groups II. The Wasserstein metric Bence Borda  PDF
Pure-jump semimartingales Ales Cerny, Johannes Ruf  PDF
Spectral-free estimation of Lévy densities in high-frequency regime Céline Duval, Ester Mariucci  PDF
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation. Christophe Denis, Charlotte Dion,
Miguel Martinez 



Published Papers


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