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
Bootstrap Based Inference for Sparse High-Dimensional Time Series Models Jonas Krampe, Jens-Peter Kreiss, Efstathios Paparoditis  PDF
On posterior contraction of parameters and interpretability in Bayesian mixture modeling Aritra Guha, Nhat Ho,
XuanLong Nguyen 
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 
Approximation of occupation time functionals Randolf Altmeyer  PDF
Extremal eigenvalues of sample covariance matrices with general population Jinwoong Kwak, Ji Oon Lee,
Jaewhi Park 
Asymptotic Results for Heavy-tailed L\'evy Processes and their Exponential Functionals Wei Xu  PDF
Estimating the Inter-Occurrence Time Distribution From Superposed Renewal Processes Zhisheng Ye, Xiaoyang Li,
Cheng Yong Tang 
Parameter estimation in branching processes with almost sure extinction Peter Braunsteins, Sophie Hautphenne, Carmen Minuesa  PDF
A note on eigenvalues estimates for one-dimensional diffusion operators Aldéric Joulin, Michel Bonnefont PDF
Mean field limits for interacting Hawkes processes in a diffusive regime Xavier Erny, Eva Löcherbach,
Dasha Loukianova 
Berry–Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms  Qi-Man Shao, Zhuo-Song Zhang PDF
Tree Builder Random Walk: recurrence, transience and ballisticity Giulio Iacobelli, Rodrigo Ribeiro,
Glauco Valle, Leonel Zuaznabar
Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence  Badr-Eddine Chérief-Abdellatif,
Pierre Alquier
Limit theorems for time-dependent averages of nonlinear stochastic heat equations Kunwoo Kim, Jaeyun Yi  PDF
Nonhomogeneous Euclidean first-passage percolation and distance learning  Pablo Groisman, Matthieu Jonckheere, Facundo Sapienza PDF
Geometrical Smeariness - A new Phenomenon of Fr\'echet Means  Benjamin Eltzner PDF
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism Cheuk Yin Lee  PDF
Improved Bounds for Discretization of Langevin Diffusions: Near-Optimal Rates without Convexity  Wenlong Mou, Nicolas Flammarion, Martin J. Wainwright, Peter L. Bartlett PDF
Information Geometry Approach to Parameter Estimation in Hidden Markov Model Masahito Hayashi  PDF
Strong and weak convergence rates for slow-fast stochastic differential equations driven by $\alpha$-stable process

 Xiaobin Sun, Longjie Xie,
Yingchao Xie

Applications of weak transport theory  Julio Daniel Backhoff Veraguas, Gudmund Pammer PDF
On bandwidth selection problems in nonparametric  trend estimation under martingale difference errors Karim Benhenni, Didier A. Girard,
Sana Louhichi 
De-biasing the Lasso with degrees-of-freedom adjustment Pierre C. Bellec, Cun-Hui Zhang PDF
Limit theorems for supercritical branching processes in random environment Dariusz Buraczewski, Ewa Damek PDF
New approach to greedy vector quantization Rancy El Nmeir, Harald Luschgy,
Gilles Pagès
Empirical process theory for locally stationary processes Nathawut Phandoidaen, Stefan Richter PDF
Model-free Bootstrap for a General Class of  Stationary Time Series Yiren Wang, Dimitris Politis PDF
Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation  Andrea Cosso, Francesco Russo PDF
Adaptive estimation in the linear random coefficients model when regressors have limited variation Eric Gautier PDF
Testing and estimation for clustered signals  Hongyuan Cao, Wei Biao Wu PDF
Growth and intermittency of supOU processes  Danijel Grahovac, Nikolai N Leonenko,
Murad S Taqqu
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models Christian Francq, Jean-Michel Zakoian PDF
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint Joseph Lam-Weil, Béatrice Laurent,
Jean-Michel Loubes 
Erratum for Prediction and estimation consistency of sparse multi-class penalized optimal scoring  Irina Gaynanova PDF



Published Papers


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