Papers in the Bernoulli Journal



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
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
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
Adaptive confidence sets for matrix completion Alexandra Carpentier, Olga Klopp, Matthias Loeffler, Richard Nickl 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
Equivalence Classes of Staged Trees Christiane Goergen, Jim Smith PDF
Max-linear models on directed acyclic graphs Claudia Kluppelberg, Nadine Gissibl 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
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
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
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
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
Expansion for moments of regression quantiles with applications to nonparametric testing
Enno Mammen, Ingrid Van Keilegom, Kyusang Yu PDF
Uniform dimension results for a family of Markov processes

Lihu Xu, Xiaobin Sun, Yimin Xiao, Lihu Xu, Jianliang Zhai

On squared Bessel particle systems Piotr Graczyk, Jacek Małecki PDF
Smooth, identifiable supermodels of discrete DAG models with latent variables Robin Evans, Thomas Richardson PDF
Bayesian Consistency for a Nonparametric Stationary Markov Model Minwoo Chae, Stephen Graham Walker PDF
Low-frequency estimation of continuous-time moving average L\'evy processes Denis Belomestny, Vladimir Panov, Jeannette Woerner PDF
Fréchet means and Procrustes analysis in Wasserstein space Yoav Zemel, Victor Michael Panaretos PDF
Are there needles in a moving haystack? Adaptive sensing for detection of dynamically evolving signals Rui Manuel Castro, Ervin Tánczos PDF
Towards a general theory for non-linear locally stationary processes Rainer Dahlhaus, Stefan Richter, Wei Biao Wu PDF
Properties of Switching Jump Diffusions: Maximum Principles and Harnack Inequalities Xiaoshan Chen, Zhenqing Chen, Ky Tran, George Yin PDF
Error bounds in local limit theorems using Stein's method Andrew D Barbour, Adrian Rollin, Nathan Ross PDF
Stability for gains from large investors' strategies in M1/J1 topologies Dirk Becherer, Todor Bilarev, Peter Frentrup PDF
Dual attainment for the martingale transport problem Mathias Beiglböck, Tongseok Lim, Jan Obloj PDF
Mallows and Generalized Mallows Model for Matchings
Ekhine Irurozki, Borja Calvo, Jose A. Lozano PDF
Convergence Rates for a Class of Estimators Based on Stein's Method
Chris Oates, Jon Cockayne, Francois-Xavier Briol, Mark Girolami PDF
Stable Limit Theorems for Empirical Processes under Conditional Neighborhood Dependence
Ji Hyung Lee, Kyungchul Song PDF
Oracle Inequalities for High-dimensional Prediction
Johannes Lederer, Lu Yu, Irina Gaynanova PDF
Truncated Random Measures
Jonathan H Huggins, TrevorCampbell, Jonathan P. How, Tamara Broderick PDF
Minimax Optimal Estimation in High Dimensional Semiparametric Models
Zhuqing Yu, Michael Levine, Guang Cheng PDF
Time-frequency analysis of locally stationary Hawkes processes
François Roueff, Rainer von Sachs PDF
Strong Gaussian approximation of the mixture Rasch model
Friedrich Liese, Alexander Meister, Johanna Kappus PDF
Quenched central limit theorem rates of convergence for one-dimensional random walks in random environments
Ahn Sung Won, Jonathon Peterson PDF
From random partitions to fractional Brownian sheets
Olivier Durieu, Yizao Wang
A Bernstein-type inequality for functions of bounded interaction
Andreas Maurer
An Extreme-Value Approach for Testing the Equality of Large U-Statistic Based Correlation Matrices
Cheng Zhou, Fang Han, Xinsheng Zhang, Han Liu
Numerically stable online estimation of variance in particle filters
Jimmy Olsson, Randal Douc
New Tests of Uniformity on the Compact Classical Groups as Diagnostics for Weak-$^*$ Mixing of Markov Chains
Amir Sepehri
Macroscopic analysis of determinantal random balls
Jean-Christophe Breton, Adrien Clarenne, Renan Gobard
Martingale decompositions and weak differential subordination in UMD Banach spaces
Ivan S. Yaroslavtsev
Maximum likelihood estimators based on the block maxima method
Clement Dombry, Ana Ferreira
Perpetual integrals via random time changes
Franziska Kühn
Mixing properties and central limit theorem for associated point processes
Arnaud Poinas, Bernard Delyon, Frédéric Lavancier
Uniform Behaviors of Random Polytopes under the Hausdorff Metric
Victor-Emmanuel Brunel
On the Isoperimetric constant, covariance inequalities and $L_p$-Poincar\'{e} inequalities in dimension one
Adrien Saumard, Jon August Wellner
A One-Sample Test for Normality with Kernel Methods
Jérémie Kellner, Alain Celisse
Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices
Zhidong Bai, Huiqin Li, Guangming Pan
Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations
Tetsuya Takabatake, Masaaki Fukasawa
Sparse covariance matrix estimation in high-dimensional deconvolution
Denis Belomestny, Mathias Trabs, Alexandre B. Tsybakov
Hybrid Regularisation of Functional Linear Models
Anirvan Chakraborty, Victor Michael Panaretos
Consistency of Adaptive Importance Sampling and Recycling Schemes
Jean-Michel Marin, Pierre Pudlo, Mohammed Sedki
On Posterior Consistency of Tail Index for Bayesian Kernel Mixture Models
Cheng Li, Lizhen Lin, David B. Dunson
Gibbs-non-Gibbs transition in the fuzzy Potts models with a Kac-type interaction: Closing the Ising gap
Christof Kuelske, Florian Henning, Richard C. Kraaij
The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes
Danijel Grahovac, Nikolai N. Leonenko, Alla Sikorskii, Murad S. Taqqu
Regularization, sparse recovery, and median-of-means tournaments
Gabor Lugosi, Shahar Mendelson
Root−n consistent estimation of the marginal density in some time series models
Lionel Truquet
Integration with respect to the non-commutative fractional Brownian motion
Aurelien Deya, René Schott
Construction of Marginally Coupled Designs by Subspace Theory
Yuanzhen He, Chunfang Devon Lin, Fasheng Sun
Consistency of Bayesian nonparametric inference for discretely observed jump diff usions
Jere Koskela, Dario Spano, Paul A Jenkins
On the risk of convex-constrained least squares estimators under misspecification
Billy Fang, Adityanand Guntuboyina
A central limit theorem for the realised covariation of a bivariate Brownian semistationary process
Andrea Granelli, Almut Elisabeth Dorothea Veraart
Microscopic Path Structure of Optimally Aligned Random Sequences
Henry Matzinger, Raphael Hauser PDF
Bayesian mode and maximum estimation and accelerated rates of contraction
 William Weimin Yoo, Subhashis Ghosal
Bootstrapping INAR models
Carsten Jentsch, Christian H. Weiß
Gromov-Hausdorff-Prokhorov convergence of vertex cut-trees of n-leaf Galton-Watson trees
Hui He, Matthias Winkel
The first order correction to harmonic measure for random walks of rotationally invariant step distribution
Longmin Wang, Kainan Xiang, Lang Zou
Scaling limit of random forests with prescribed degree sequences
Tao Lei
Convergence and Stationary Distributions for Walsh Diffusions
Tomoyuki Ichiba, Andrey Sarantsev
The eternal multiplicative coalescent encoding via excursions of Levy-type processes
Vlada Limic
Semiparametric estimation for isotropic max-stable space-time processes
Sven Buhl, Richard A. Davis,
Claudia Klüppelberg,
Christina Steinkohl
Large ball probabilities, Gaussian comparison and anti-concentration
Friedrich Goetze, Alexey Naumov, Vladimir Spokoiny, Vladimir Ulyanov
Limit theorems with rate of convergence under sublinear expectations
Xiao Fang, Shige Peng, Qi-Man Shao, Yongsheng Song
Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
Jonathan Weed, Francis Bach
Functional estimation and hypothesis testing in nonparametric boundary models
Martin Wahl, Markus Reiß
Uniform sampling in a structured branching population
Aline Marguet
Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data
Luke Kweku William Abraham
Multiple testing of local maxima for detection of peaks on the (celestial) sphere
Dan Cheng, Valentina Cammarota, Yabebal Fantaye, Domenico Marinucci, Armin Schwartzman
Dickman approximation in simulation, summations and perpetuities
Larry Goldstein,
Chinmoy Bhattacharjee
Self-normalized Cramer type moderate deviations for martingales
Xiequan Fan, Ion Grama, Quansheng Liu, Qi-Man Shao
A Benamou--Brenier formulation of martingale optimal transport
Martin Huesmann, Dario Trevisan
A multivariate Berry-Esseen theorem with explicit constants
Martin Raič
High-dimensional Bayesian inference via  the Unadjusted Langevin Algorithm
Alain Durmus, Eric Moulines
On rate of convergence in non-central limit theorems
Andriy Olenko, Vo Anh,
Nikolai Leonenko, Volodymyr Vaskovych
A supermartingale approach to Gaussian process based sequential design of experiments
Julien Bect, François Bachoc,
David Ginsbourger
On logarithmically optimal exact simulation of max-stable and related random fields on a compact set
Zhipeng Liu, Jose Blanchet, Antonius Dieker, Thomas Mikosch
Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences
Emanuele Dolera, Eugenio Regazzini
Localized Gaussian width of M-convex hulls with applications to Lasso and convex aggregation
Pierre C. Bellec 
Signal detection via Phi-divergences for general mixtures
Marc Ditzhaus
Second order Lyapunov exponents for parabolic and hyperbolic Anderson models
Raluca M. Balan, Jian Song
Heavy-tailed random walks, buffered queues and hidden large deviations
Harald Bernhard, Bikramjit Das
$\Phi-$entropy inequalities and asymmetric covariance estimates for convex measures
Van Hoang Nguyen
On the Geometric Ergodicity of Hamiltonian Monte Carlo
Samuel Livingstone,
Michael Betancourt,
Simon Byrne, Mark Girolami
On Lasso refitting strategies
Evgenii Chzhen, Mohamed Hebiri, Joseph Salmon
Gaussian fluctuations for high-dimensional random projections of $\ell_p^n$-balls
Joscha Prochno,
David Alonso-Gutierrez,
Christoph Thaele
Robust estimation of mixing measures in finite mixture models
Nhat Ho, XuanLong Nguyen, Ya'acov Ritov
Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes
Richard A. Davis, Mikkel Slot Nielsen, Victor Rohde
Rate of divergence of the nonparametric likelihood ratio test for Gaussian mixtures
Wenhua Jiang, Cun-Hui Zhang
Concentration of weakly dependent Banach-valued sums and applications to kernel learning methods
Gilles Blanchard,
Oleksandr Zadorozhnyi
Nonparametric empirical Bayes improvement of common shrinkage estimators
Eitan Greenshtein, Ariel Mansura, Ya'acov Ritov PDF
Least squares estimation in the monotone single index model
Cecile Durot, Fadoua Balabdaoui, Hanna Jankowski PDF
Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory
Maylis Varvenne PDF
Adaptively weighted group Lasso for semiparametric quantile regression models
Toshio Honda, Ching-Kang Ing,
Wei-Ying Wu
Functional CLT for martingale-like nonstationary dependent structures
Florence Merlevède, Magda Peligrad, Sergey Utev PDF
Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions
Ronald Butler, Andrew Wood PDF
Networks of reinforced stochastic processes: asymptotics for the empirical means
Giacomo Aletti, Irene Crimaldi,
Andrea Ghiglietti
Two-sided infinite-bin models and analyticity for Barak-Erd\H{o}s graphs
Bastien Mallein, Sanjay Ramassamy PDF
Recurrence of Multidimensional Persistent Random Walks. Fourier and Series Criteria
Peggy Cénac, Basile de Loynes,
Yoann Offret, Arnaud Rousselle
Moving Block and Tapered Block Bootstrap for Functional Time Series With an Application to the -K-Sample Mean Problem
Dimitrios Pilavakis,
Efstathios Paparoditis,
Theofanis Sapatinas
Bernstein-type exponential inequalities in survey sampling: conditional Poisson sampling schemes
Stephan Clémençon, Patrice Bertail PDF
Sojourn Time Dimensions of Fractional Brownian Motion
Ivan Nourdin, Giovanni Peccati, Stéphane Seuret PDF
Harmonic measure for biased random walk in a supercritical Galton-Watson tree
Shen Lin PDF
Gaps and interleaving of point processes in sampling from a residual allocation model
Jim Pitman, Yuri Yakubovich PDF
The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails
Johannes Heiny, Thomas Mikosch PDF
Asymptotic Equivalence of Fixed-size and Varying-size Determinantal Point Processes
Simon Barthelme, Pierre-Olivier Amblard, Nicolas Tremblay PDF
Convergence of the age structure of general schemes of population processes
Kais Hamza PDF
Equivalence of some subcritical properties in continuum percolation
Jean-Baptiste GOUÉRÉ, Marie THÉRET PDF
Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
Liron Ravner, Onno Boxma,
Michel Mandjes
Estimation of fully nonparametric transformation models
Benjamin Colling, Ingrid Van Keilegom
 Explicit expression for the stationary distribution of reflected Brownian motion in a wedge
Sandro Franceschi, Kilian Raschel
Consistent estimation of the spectrum of trace class data augmentation algorithms
Saptarshi Chakraborty, Kshitij Khare
Upper Rate Functions of Brownian Motion Type for Symmetric Jump Processes
Yuichi Shiozawa, Jian Wang
Principal components analysis of regularly varying functions
Piotr Stefan Kokoszka, Stilian Stoev, Qian Xiong


Published Papers



Aurelien Deya, Ivan Nourdin
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