Papers in the Bernoulli Journal



Published Papers


Forthcoming papers



Paper title

Author(s) Link to the Paper
(when accepted)
The Affinely Invariant Distance Correlation Johannes Dueck, Dominic Edelmann, Tilmann Gneiting, Donald Richards PDF
The number of accessible paths in the hypercube Julien Berestycki, Eric Brunet, Zhan Shi PDF
Piecewise Quantile Autoregressive Modeling For Non-stationary Time Series Alexander Aue, Rex Cheung, Thomas Lee, Ming Zhong PDF
Long time behavior of stochastic hard ball systems Patrick Cattiaux, Myriam Fradon, Alexei M. Kulik, Sylvie Roelly PDF
Infinite-dimensional statistical manifolds based on a balanced chart Nigel John Newton PDF
Upper Functions For L_P-Norm of Gaussian Random Fields Oleg Lepski PDF
Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations Heidar Eyjolfsson, Fred Espen Benth PDF
On the Exact and $\epsilon$-Strong Simulation of (Jump) Diffusions Murray Pollock, Adam Michael Johansen, Gareth Owen Roberts PDF
Two-Time-Scale Stochastic Partial Differential Equations Driven by alpha-Stable Noises: Averaging Principles Jianhai Bao, George Yin, Chenggui Yuan PDF
Consistency, Efficiency and Robustnes of Conditional Disparity Methods Giles Hooker PDF
Empirical Entropy, Minimax Regret and Minimax Risk Alexander Rakhlin, Karthik Sridharan, Alexandre Tsybakov PDF
Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models François Giraud, Pierre Del Moral PDF
Dynamic density estimation with diffusive Dirichlet mixtures Ramses H. Mena, Matteo Ruggiero PDF
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing Axel Bücher, Ivan Kojadinovic PDF
Sharp ellipticity conditions for ballistic behavior of random walks in random environment Élodie Bouchet, Alejandro F. Ramírez, Christophe Sabot PDF
$L_2$-variation of L\'evy driven BSDEs with non-smooth terminal conditions Christel Geiss, Alexander Steinicke PDF
Asymptotic behavior of the St. Petersburg sum conditioned on its maximum Fukker G\'abor, L\'aszl\'o Gy\"orfi, Peter Kevei PDF
Non-Gaussian semi-stable laws arising in sampling of finite point processes Vladas Pipiras, Ritwik Chaudhuri PDF
Behavior of R-Estimators under Measurement Errors Jana Jureckova, Hira L. Koul, Radim Navratil, Jan Picek PDF
Excursion Probability of Gaussian Random Fields on Sphere Dan Cheng, Yimin Xiao PDF
Analysis of the Forward Search using some new results for martingales and empirical processes Søren Johansen, Bent Nielsen PDF
Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas Yue Zhao, Marten Wegkamp PDF
Greedy Algorithms Alessio Sancetta PDF
Estimation of inverse autocovariance matrices for long memory processes Ching-Kang Ing, Hai-Tang Chiou, Meihui Guo PDF
Exchangeable exogenous shock models Jan-Frederik Mai, Steffen Schenk, Matthias Scherer PDF
Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests Veronika Gontscharuk, Sandra Landwehr, Helmut Finner PDF
Exit identities for Levy processes observed at Poisson arrival times Hansjoerg Albrecher, Jevgenijs Ivanovs, Xiaowen Zhou PDF
Integration Theory for infinite dimensional volatility modulated Volterra processes Fred Espen Benth, Andre Suess PDF
The impact of the diagonals of polynomial forms on limit theorems with long memory Murad Taqqu, Shuyang Bai PDF
New Results on Mixture and Exponential Models by Orlicz Spaces Barbara Trivellato, Paola Siri, Marina Santacroce PDF
A stochastic volatility model with flexible extremal dependence structure Anja Janssen, Holger Drees PDF
Statistical Analysis of Latent Generalized Correlation Matrix Estimation in Transelliptical Distribution Fang Han, Han Liu PDF
Performance of empirical risk minimization in linear aggregation Guillaume Lecué, Shahar Mendelson PDF
Passage Time and Fluctuation Calculations for Subexponential L\'{e}vy Processes Ron A. Doney, Claudia Kluppelberg, Ross A. Maller PDF
Borrowing strength in hierarchical Bayes: convergence of the Dirichlet base measure Long Nguyen PDF
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in H\"older norm: the non-stationary case Francisco Delgado-Vences, Marta Sanz-Solé PDF
$L^p$-Wasserstein Distance for Stochastic Differential Equations Driven by L\'{e}vy Processes Jian Wang PDF
Robust estimation on a parametric model via testing Mathieu Sart PDF
Functional limit theorems for generalized variations of the fractional Brownian sheet Mikko S. Pakkanen, Anthony Réveillac PDF
Optimal classification and nonparametric regression for functional data Alexander Meister PDF
Approximation of improper priors Christèle Bioche, Pierre Druilhet PDF
On High-Dimensional Sign Tests  Davy Paindaveine, Thomas Verdebout PDF
Markov Chain Monte Carlo confidence intervals Yves F Atchadé PDF
On the Optimal Estimation of Probability Measures in Weak and Strong Topologies Bharath Sriperumbudur PDF
Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise Yuta Koike PDF
An Analysis of Penalized Interaction Models Junlong Zhao, Chenlei Leng PDF
Conditions for a L\'evy Process to Stay Positive Near 0, in Probability Ross Maller PDF
Time-changed extremal process as a random sup measure Céline Lacaux, Gennady Samorodnitsky PDF
Quantifying repulsiveness of determinantal point processes Christophe BISCIO, Frédéric LAVANCIER PDF
Cram\'er type moderate deviation theorems for self-normalized processes Wen-Xin Zhou, Qi-Man Shao PDF
Consistency of Bayes factor for nonnested model selection when the model dimension grows Min Wang, Yuzo Maruyama PDF
A note on a local limit theorem for Wiener space valued random variables Alberto Lanconelli, Aurel Iulian Stan PDF
The circular SiZer, inferred persistence of shape parameters and application to stem cell stress fibre structures Stephan Huckemann, Kwang-Rae Kim, Axel Munk, Florian Rehfeldt, Max Sommerfeld, Joachim Weickert, Carina Wollnik PDF
On the survival of a class of subcritical branching processes in random environment Vincent Bansaye, Vladimir Vatutin PDF
Integral approximation by kernel smoothing François Portier, Bernard Delyon PDF
The genealogy of a solvable population model under selection with dynamics related to directed polymers Aser Cortines PDF
Asymptotic Properties of Spatial Scan Statistics under the Alternative Hypothesis    Tonglin Zhang, Ge Lin  PDF
A stochastic algorithm finding $p$-means on the circle Marc Arnaudon, Laurent Miclo PDF
The combinatorial structure of beta negative binomial processes Creighton Heaukulani, Daniel M. Roy PDF
Concentration Inequalities and Moment Bounds for Sample Covariance Operators Vladimir Koltchinskii, Karim Lounici PDF
Distributional Representations and Dominance of a Levy Process over its Maximal Jump Processes Boris Buchmann, Ross Arthur Maller, Yuguang Fan PDF
Asymptotic theory for statistics of the Poisson-Voronoi approximation Christoph Thale, Joseph E Yukich PDF
Aggregation of autoregressive random fields and anisotropic long-range dependence Donatas Surgailis, Donata Puplinskaite PDF
Asymptotic development for the CLT in total variation distance Vlad Bally, Lucia Caramellino PDF
Pathwise stochastic integrals for model free finance Nicolas Perkowski, David J. Prömel PDF
Methods for improving estimators of truncated circular parameters Kanika ., Somesh Kumar PDF
An $\alpha$-Stable Limit Theorem Under Sublinear Expectation Erhan Bayraktar, Alex Munk PDF
Limit theorems for Multifractal Products of Geometric Stationary Processes Denis Denisov, Nikolai Leonenko PDF
Transport proofs of weighted Poincaré inequalities for log-concave distributions Nathael Gozlan, Dario Cordero-Erausquin PDF
Mixed Domain Asymptotics for a Stochastic Process Model with Time Trend and Measurement Error Chih-Hao Chang, Hsin-Cheng Huang, Ching-Kang Ing PDF
Bounds for the normal approximation of the maximum likelihood estimator Andreas Anastasiou, Gesine Reinert PDF
Optimal exponential bounds for aggregation of density estimators Pierre Bellec PDF
 Concentration inequalities in the infinite urn scheme for occupancy counts and the missing mass, with applications Anna Ben-Hamou, Stephane Boucheron, Mesrob I. Ohannessian PDF
Topological Consistency via Kernel Estimation Omer Bobrowski, Sayan Mukherjee, Jonathan Taylor PDF
Convergence of U-statistics indexed by a random walk to stochastic integrals of a L\'evy sheet Brice Franke, Françoise Pène, Martin Wendler PDF
Posterior asymptotics of nonparametric location-scale mixtures for multivariate density estimation Antonio Canale, Pierpaolo De Blasi PDF
Variational formulas and disorder regimes of random walks in random potentials Firas Rassoul-Agha, Timo Seppäläinen, Atilla Yilmaz PDF
On Magnitude, Asymptotics and Duration of Drawdowns for Levy Models Bin Li, David Landriault, Hongzhong Zhang PDF
Convergence Analysis of Block Gibbs Samplers for Bayesian Linear Mixed Models with $p > N$ Tavis Abrahamsen, James P. Hobert PDF
Exact confidence intervals and hypothesis tests for parameters of discrete distributions Måns Thulin, Silvelyn Zwanzig PDF
Weak convergence of the empirical copula process with respect to weighted metrics Betina Berghaus, Axel Bücher, Stanislav Volgushev PDF
Viscosity Characterization of the Explosion Time Distribution for Diffusions Yinghui Wang PDF
On asymptotics of the discrete convex LSE of a pmf fadoua balabdaoui, cecile durot, françois koladjo PDF
Neighbour-dependent point shifts and random exchange models: invariance and attractors Sergei Zuyev, Anton Muratov PDF
On the prediction performance of the Lasso Arnak Dalalyan, Mohamed Hebiri, Johannes Christof Lederer PDF
Pickands' constant $H_{\alpha}$ does not equal $1/\Gamma(1/\alpha)$, for small $\alpha$ Adam James Harper PDF
Convergence Rates for Hierarchical Gibbs Samplers Oliver Jovanovski, Neal Madras PDF
Algebraic Representation of Gaussian Markov Combinations M. Sofia Massa, Eva Riccomagno PDF
Semiparametric topographical mixture models with symmetric errors Vandekerkhove Pierre, Butucea Cristina, Ngueyep Tzoumpe Rodrigue PDF
A class of scale mixtures of gamma(k)-distributions that are generalized gamma convolutions Anita Diana Behme, Lennart Bondesson PDF
Type II chain graph models for categorical data: a smooth subclass Federica Nicolussi, Roberto Colombi  PDF
Lower bounds in the convolution structure density model Oleg Lepski, Thomas Willer PDF
Multilevel path simulation for  weak approximation schemes Denis Belomestny, Tigran Nagapetyan PDF
Dirichlet curve, convex order and Cauchy distribution Gérard Letac, Mauro Piccioni PDF
Two-Sample Smooth Tests for the Equality of Distributions Wen-Xin Zhou, Chao Zheng, Zhen Zhang PDF
Nonparametric regression on hidden Phi-mixing variables: identifiability and consistency of a pseudo-likelihood based estimation procedure Thierry Dumont, Sylvain Le Corff PDF
Estimating nonparametric functionals efficiently under one-sided errors Markus Reiß, Leonie Selk PDF
Perimeters, uniform enlargement and high dimensions Franck Barthe, Benoit Huou PDF
Markovian growth-fragmentation processes Jean Bertoin PDF
Automorphism groups of Gaussian Bayesian networks Jan Draisma, Piotr Zwiernik PDF
CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis Shurong Zheng, Zhidong Bai, Jianfeng Yao PDF
Irreducibility of stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises and applications Jie Xiong, Ran Wang, Lihu Xu PDF
Saddlepoint methods for conditional expectations with applications to risk management Sojung Kim, Kyoung-Kuk Kim PDF
Marginal likelihood and model selection for Gaussian latent tree and forest models Mathias Drton, Shaowei Lin, Luca Weihs, Piotr Zwiernik PDF
Asymptotics of random processes with immigration I: scaling limits Alexander Iksanov, Alexander Marynych, Matthias Meiners PDF
Asymptotics of random processes with immigration II: convergence to stationarity Alexander Iksanov, Alexander Marynych, Matthias Meiners PDF
Convergence rate of the powers of an operator. Applications to stochastic systems Bernard Delyon PDF
Parametric estimation of pairwise Gibbs point processes with infinite range interaction Frédéric Lavancier, Jean-Francois Coeurjolly PDF
Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process Axel Bücher, Michael Hoffmann, Mathias Vetter, Holger Dette PDF
Linear Multifractional Stable Motion: an a.s. uniformly convergent estimator for Hurst function Antoine Ayache, Julien Hamonier PDF
A robust approach for estimating change-points in the mean of an AR(1) process Souhil Chakar, Emilie Lebarbier, Céline Lévy-Leduc, Stéphane Robin PDF
Bridge mixtures of random walks on an Abelian group Giovanni Conforti, Sylvie Roelly 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
Predictive Characterization of Mixtures of Markov Chains Sandra Fortini, Sonia Petrone PDF
Tail Asymptotics for the Extremes of Bivariate Gaussian Random Fields Yuzhen Zhou, Yimin Xiao PDF
A nonparametric two-sample hypothesis testing problem for random graphs Minh Tang, Avanti Athreya, Daniel L Sussman, Vince Lyzinski, Carey E Priebe PDF
Wavelet estimation for operator fractional Brownian motion Patrice Abry, Gustavo Didier PDF
First time to exit of a continuous Ito process: general moment estimates and L1-convergence rate for discrete time approximations Bruno Bouchard, Stefan Geiss, Emmanuel Gobet PDF
Some theory for ordinal embedding Ery Arias-Castro PDF
Constrained total undiscounted continuous-time Markov decision processes Xianping Guo, Yi Zhang PDF
A general class of population-dependent two-sex  processes with random mating Christine Jacob, Manuel Molina, Manuel Mota PDF
Universal Scheme for Optimal Search and Stop Venugopal Veeravalli, Sirin Nitinawarat PDF
Branching random walk with selection at critical rate Bastien Mallein PDF
Empirical Bayes posterior concentration in sparse high-dimensional linear models Ryan Martin, Raymond Mess, Stephen Walker PDF
Probit transformation for nonparametric kernel estimation of the copula density Gery Geenens, Arthur Charpentier, Davy Paindaveine PDF
Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed Time Interval Nina Munkholt Jakobsen, Michael Sørensen PDF
Exponential Bounds for the Hypergeometric Distribution Evan Greene, Jon A. Wellner PDF
Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm Jimmy Olsson, Johan Westerborn PDF
Quantile Regression for the Single-Index Coefficient Model Weihua Zhao, Heng Lian, Hua Liang PDF
Unbiased simulation of stochastic differential equations using parametrix expansions Patrik Andersson, Arturo Kohatsu-Higa PDF
Representations for the Decay Parameter of Markov Chains Jinwen Chen, Siqi Jian, Haitao Li PDF
Behavior of the Wasserstein distance between the empirical and the marginal distributions  of  stationary alpha-dependent sequences Jérôme Dedecker, Florence Merlevède PDF
Regularity of BSDEs with a convex constraint on the gains-process Bruno Bouchard, Romuald Elie, Ludovic Moreau PDF
Spectral analysis of linear time series in moderately high dimensions Lili Wang, Alexander Aue, Debashis Paul PDF
Probability approximation of point processes with Papangelou conditional intensity Giovanni Luca Torrisi PDF
Asymptotics for the maximum sample likelihood estimator under informative selection from a finite population Daniel Bonnéry, Frank Jay Breidt, François Coquet PDF
The Geometric Foundations of Hamiltonian Monte Carlo Michael Betancourt, Simon Byrne, Samuel Livingstone, Mark Girolami PDF
Laws of the iterated logarithm for symmetric jump processes Panki Kim, Takashi Kumagai, Jian Wang PDF
Cutting down p-trees and inhomogeneous continuum random trees Nicolas Broutin, Minmin Wang PDF
A new rejection sampling method without using hat function Hongsheng Dai PDF
Spectral Analysis of High-Dimensional Sample Covariance Matrices with Missing Observations Kamil Jurczak, Angelika Rohde 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
Convergence rates of Laplace-transform based estimators Arnoud Victor den Boer, Michel Mandjes PDF
Randomized  pivots for  means  of short and long memory linear processes Miklos Csorgo, Masoud M Nasari, Mohamedou Ould-Haye PDF
Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to a Hodgkin-Huxley system with periodic input. Michèle THIEULLEN, Reinhard H\"OPFNER, Eva L\"OCHERBACH PDF
Extended generalised variances, with applications Luc Pronzato, Henry P. Wynn, Anatoly A. Zhigljavsky PDF
Multilevel Richardson-Romberg extrapolation Vincent Lemaire, Gilles Pagès PDF
An Upper Bound on the Convergence Rate of a Second Functional in Optimal Sequence Alignment Raphael Hauser, Heinrich Matzinger, Ionel Popescu PDF
Efficiency transfer for regression models with responses missing at random Ursula U. Mueller, Anton Schick PDF
Inference under biased sampling and right censoring for a change-point in the hazard function Yassir Rabhi, Masoud Asgharian PDF
A Generalized Divergence for Statistical Inference Abhik Ghosh, Ian Harris, Avijit Maji, Ayanendranath Basu, Leandro Pardo PDF
Conditional convex orders and measurable martingale couplings Lasse Leskelä, Matti Vihola PDF


Published Papers



Aurelien Deya, Ivan Nourdin
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