Bernoulli Journal Information

Bernoulli Journal gratefully thanks its referees for their service in the recent year

(up to June 2020)

  • Eddie Aamari
  • Luke Kweku William Abraham
  • Felix Abramovich
  • Georgios Afendras
  • Melisande Albert
  • Pierre Alquier
  • Gerold Alsmeyer
  • Carlos Améndola
  • Luisa Andreis
  • Michael Anshelevich
  • Takahiro Aoyama
  • Julyan Arbel
  • Ery Arias-Castro
  • Octavio Arizmendi
  • Sylvain Arlot
  • Alessandro Arlotto
  • Benjamin Arras
  • Amine Asselah
  • Fanny Augeri
  • Morgane Austern
  • Luca Avena
  • Jean-Marc Azais
  • Romain Azais
  • Francois Bachoc
  • Julio Daniel Backhoff Veraguas
  • Shuyang Bai
  • Jack Baker
  • Yuri Bakhtin
  • Fadoua Balabdaoui
  • Krishnakumar Balasubramaian
  • Moulinath Banerjee
  • Marwa Banna
  • Vincent Bansaye
  • Rodrigo Banuelos
  • Zhigang Bao
  • Yannick Baraud
  • Jean-Marc Bardet
  • Jean Baptiste Bardet
  • Gerardo Barrera Vargas
  • Daniel Bartl
  • Bojan Basrak
  • Andreas Basse-O'Connor
  • Sumanta Basu
  • Fabrice Baudoin
  • Ulrich Bauer
  • Brendan Kinnane Beare
  • Witold Marek Bednorz
  • Luisa Beghin
  • Aleksandr Beknazaryan
  • Pierre C. Bellec
  • Alexandre Belloni
  • Denis Belomestny
  • Nils Berglund
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  • Annika Betken
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  • Jelena Bradic
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  • Victor-Emmanuel Brunel
  • Axel Bücher
  • Mickaël Buchet
  • Amarjit Budhiraja
  • Dariusz Buraczewski
  • Cristina Butucea
  • Cristina Butucea
  • Benoît Cadre
  • Emmanuel Jean Candes
  • Alexandra Carpentier
  • Thomas Cass
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  • Djalil Chafaï
  • Gaëlle Chagny
  • Kwun Chuen Gary Chan
  • Kung-Sik Chan
  • Shih-Kang Chao
  • Arindam Chatterjee
  • Sabyasachi Chatterjee
  • Niladri S. Chatterji
  • Kehui Chen
  • Yen-Chi Chen
  • Likai Chen
  • Xinxin Chen
  • Pinhan Chen
  • Le Chen
  • Yu-Ting Chen
  • Nicolas Chenavier
  • Dan Cheng
  • Xiang Cheng
  • Yu Cheng
  • Yeshwanth Cherapanamjeri
  • Victor Chernozhukov
  • Denis Chetverikov
  • Ilya Chevyrev
  • Geoffrey Chinot
  • Gerda Claeskens
  • Quentin Clairon
  • Simon Clinet
  • Alberto J. Coca
  • Andrea Collevecchio
  • Fabienne Comte
  • R. Dennis Cook
  • Manon Costa
  • Simon Coste
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  • Laure Coutin
  • Christa Cuchiero
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  • Yan Cui
  • Yan Cui
  • Xavier D'Haultfoeuille
  • Xiaowu Dai
  • Fraser Daly
  • Jyotishka Datta
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  • Yohann De Castro
  • Manuel Dominguez De La Iglesia
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  • Peng Ding
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Supplement Instructions

To prevent a delay in the production process, please follow the three steps below if your paper has been accepted and the supplemental material has also been approved by the Editor.  The paper and supplement must be separate files.  We do not edit or typeset the supplemental material; it is posted as provided. Do not include cross-references in the paper to cite objects from the supplement.  If there is a need to make a change during the proof stage, please be sure to correct the supplemental files and send with the changes for the paper.

Note, it is the journal policy to post ALL supplemental files with the paper when it is published on Euclid.  This includes data, code or any other type of file.  While it is acceptable to post code/data on other platforms (e.g., GitHub), these files must also be provided along with the files for the paper. 

For each supplemental file, please provide a title and a brief description.  Each supplemental file will be assigned an individual DOI by the typesetter. Please add a section titled “Supplementary Material” before the reference list.  It is recommended that you use the journal template found at https://www.e-publications.org/ims/support/ which contains this section. 

Depending on the nature of the material, if there are multiple files you may provide either a Zip file containing all files or individual files. The supplemental files should be cited in text and an entry must be added to the reference list.

1. Cite the supplementary material in text

Add author(s) and year of publication.

EXAMPLE
Explicit formulas for these quantities are provided in Section 4 of the Supplementary Material (Smith (2019)).

Do not use \ref{} in the main paper to cite something in the supplement. Any direct citation of something in the supplement will result in (??) since the supplement is not typeset. 

2. Add an entry to reference list

(author(s), year, Supplement to “Title of paper”. The DOI will be added by the typesetter.)

EXAMPLE
Smith, M. (2019). Supplement to “A Bayesian analysis of some nonparametric problems.” DOI: 10.1214/[provided by typesetter].

3. Provide a title and description for each supplemental file connected to the paper.

(A zip file counts as one file and should contain an overall description.) This section should be added prior to the reference list. Please see the template at https://www.e-publications.org/ims/support/. Note the DOI and link will be filled in during production.

EXAMPLE

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

%% Supplementary Material, if any, should   %%

%% be provided in {supplement} environment  %%

%% with title and short description.        %%

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

\begin{supplement}

\stitle{Title of Supplement A}

\sdescription{Short description of Supplement A.}

\end{supplement}

\begin{supplement}

\stitle{Title of Supplement B}

\sdescription{Short description of Supplement B.}

\end{supplement}\end{supplement}

 

 

 

 

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Notes for authors

  1. Submission.

    Bernoulli uses an electronic submission system, EJMS, which also handles the IMS journals. Authors should access the EJMS at www.e-publications.org/ims/submission/. If you are a first time user, you must complete the registration. You are only required to register once, but must add roles for each journal in EJMS. If you are already registered in EJMS for another journal, log in and follow the instructions under "Register for another role".

    After the registration is completed, you will have the ability to submit your manuscript. Complete the form and then upload your pdf file(s). Unpublished or not easily available papers cited in the manuscript should be uploaded as supplementary files during the submission process.

    In case of submission problems please contact Kristina Mattson for assistance (see below).

  2. The Paper.

    Manuscripts should be written in LaTex using the Bernoulli template. Please do not alter the margins or the font size. Files bj-sample.pdf and bj-sample.tex inside Bernoulli template package will assist in the preparation of a camera-ready paper in LaTeX. These documents contain useful information regarding the structure of your document, proper tagging style, layout features, etc.

    Papers printed in Bernoulli will not exceed 25 pages in this format. If more space is needed, additional material (such as further technical derivations, more detailed simulation results, etc.) will be published as online supplementary material (see the supplement instructions given below). First submissions already should be organized into a main manuscript (not exceeding 25 pages in the Bernoulli template, including references) and, if needed, one or several files of supplementary materials (without page limits). Failing to do so might result in an immediate rejection of the paper for formal reasons.

    On acceptance, you will be asked to provide Mattson Publishing Services with a LaTeX file of the final version of the paper.

  3. Title page.

    The title must include: the full title; full names and the affiliation and full addresses of all authors; a running title (maximum 50 characters); an asterisk indicating the author responsible for correspondence and correction of proofs. Footnotes are not allowed. Any acknowledgement should be placed at the end of the paper before the references.

  4. Summary and keywords.

    The summary should consist of a single paragraph not exceeding 200 words, with mathematical expressions reduced to a minimum. Citations to other work should also be avoided. Keywords or phrases should be submitted for indexing purposes.

  5. Equations.

    Displayed equations should be numbered at the right-hand margin. Short formulae should be left in the text where possible, but should not increase the height of the line.

  6. Illustrations.

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  7. Tables.

    Tables should be numbered consecutively and provided with a brief title or caption. Journal style should be followed.

  8. References.

    Use of the natbib package is strongly encouraged, jointly with \bibliographystyle{imsart-nameyear.bst}, to produce author/year citations and references of the following form:

    Chen, X. (1999). How often does a Harris recurrent Markov chain recur? Ann. Probab. 27 1324--1346.

    However, numbered citations are accepted, too. Abbreviations for journals should follow the standard of Mathematical Reviews and can be found at www.ams.org/msnhtml/serials.pdf or in the current index issue of Mathematical Reviews. Complete references can be obtained using the MR Lookup feature.

    Only references mentioned in the text should be included in the list of references. References to books, monographs and reports should include the year of publication, title, edition, editor(s), place of publication and publisher in that order. Please refer to a recent issue of Bernoulli for details.

  9. Supplement Instructions for Accepted Papers

  10. Proofs.

    Before publication, the corresponding author will receive an e-mail regarding galley proofs. This email will also include instructions for returning corrections as well as links to forms required for publication.

  11. Offprints.

    Every corresponding author will receive via email a pdf file of the final article. Paper offprints may be purchased by using Offprint Purchase Order Forms.

  12. Publication charges and open access.

    Paying full publications charges (which can be done from available grants or institutional funds) is strongly encouraged: (1) this will indeed make your publication open access, which will increase visibility of your work; (2) this will also support the Bernoulli Society and make it possible to publish high-quality journals at moderate costs for libraries.

    Please see
     
     
    for the current rates and for further instructions. 

    Payment of some or all of the publication charges associated with an article is of course voluntary (the editorial review of articles and administration of publication charges are separate activities: manuscripts are reviewed and accepted prior to soliciting publication charges).

  13. Copyright.

    Submission of a paper to Bernoulli will be taken to imply that it presents original unpublished work, not under consideration for publication elsewhere. By submitting a manuscript, the authors agree that the copyright for their article is transferred to the Publisher if and when the article is accepted for publication. The copyright covers the exclusive rights to reproduce and distribute the article, including electronic distribution, reprints, photographic reproductions, microfilm or any other reproductions of similar nature and translations.

    However, the author(s) reserve the following:
     
    1. All proprietary rights other than copyright, auch as patent rights.
    2. The right to use all or part of this work (with appropriate reference to the journal and article) in future works of their own, such as lectures, press releases, reviews, textbooks, or reprint books.
    3. The right to place the final version of this article (exactly as published in the journal) on their own homepage or in a public digital repository, provided there is a link to the official journal site.
    4. The right to provide a copy of the final peer-reviewed manuscript to the NIH upon acceptance for publication, for public archiving in PubMed Central as soon as possible but no later than 12 months after publication.  

    Permission to publish illustrations must be obtained by the author before submission and any acknowledgements should be included in the captions.

  14. Various forms for authors.

    Copyright, publication charges and offprints

  15. Enquiries.

    Questions regarding the manuscript submission process should be directed to This email address is being protected from spambots. You need JavaScript enabled to view it.

 

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Bernoulli journal subscriptions for the years 2018-2022

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Online access is included in the annual BS membership fee and will be activated upon receipt of payment.

BS members who would like to receive a hard copy may subscribe via the Ogone Payment website or with their annual invoice, at the reduced prices of € 27 - developed, €15 - developed retired and €8 - developing and developing retired.

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If you have any queries regarding above subscriptions, please contact:

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Members can subscribe/gain access to the Bernoulli via https://www.isiwebshop.org/

 

Institutions

The 2018 institutional subscription rates are US$ 540 (Electronic only) and US$ 561 (Electronic and print).

The 2019 institutional subscription rates are US$ 550 (Electronic only) and US$ 589 (Electronic and print).

The 2020 institutional subscription rates are US$ 561 (Electronic only) and US$ 618 (Electronic and print).

The 2021 institutional subscription rates are US$ 572 (Electronic only) and US$ 649 (Electronic and print).

The 2022 institutional subscription rates are US$ 583 (Electronic only) and US$ 681 (Electronic and print).

For new subscription orders contact:

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Journals are sent by standard mail to all countries.

Bernoulli consists of 4 issues published in February, May, August and November.

The ISSN number of the Bernoulli journal is 1350-7265

 

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Published Papers

 


 

Forthcoming papers

Paper title Author(s) Link to the Paper
(when accepted)
The complex behavior of Galton rank order statistic Juan-A. Cuesta-Albertos,
Eustasio del Barrio, Carlos Matrán
PDF
Accuracy of Gaussian approximation for high-dimensional posterior distributions Vladimir Spokoiny, Maxim Panov PDF
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations Denis Belomestny, Shota Gugushvili, Moritz Schauer, Peter Spreij  PDF
A Riemann--Stein Kernel Method Alessandro Barp, Chris. J. Oates,
Emilio Porcu, Mark Girolami
 PDF
Rank-based change-point analysis for long-range dependent time series Annika Betken, Martin Wendler   PDF
Splitting the Sample at the Largest Uncensored Observation Ross Arthur Maller, Sidney Resnick, Soudabeh Shemehsavar PDF
Pivotal tests for relevant differences in the second order dynamics  of functional time series Anne Margrete Nicolien van Delft,
Holger Dette
PDF
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems  Arnaud Guillin, Patrick Cattiaux PDF
On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold Fuzhou Gong, Xiaoxia Sun PDF
Global Sensitivity Analysis: a novel generation of mighty estimators based on rank statistics Agnès lagnoux  PDF
Asymptotics of AIC, BIC and Cp Model Selection Rules in High-Dimensional Regression Zhidong Bai, Kwok Pui Choi,
Yasunori Fujikoshi, Jiang Hu 
PDF
Adaptive schemes for piecewise deterministic Monte Carlo algorithms Andrea Bertazzi, Joris Bierkens  PDF
Convergence rates of Gibbs measures with degenerate minimum Pierre Bras  PDF
Sharp Detection Boundaries on Testing Dense Subhypergraph  Mingao Yuan, Zuofeng Shang PDF
Smoothing and adaptation of shifted Pólya Tree ensembles Thibault Christophe Randrianarisoa PDF
Asymptotically Equivalent Prediction in Multivariate Geostatistics François Bachoc, Emilio Porcu,
Moreno Bevilacqua, Reinhard Furrer, Tarik Faouzi
PDF
Phase transitions in non-linear urns with interacting types Jonathan Jordan, Marcelo Costa PDF
Continuous time digital search tree\\ and a border aggregation model Svante Janson, Debleena Thacker PDF
Matrix Means and a Novel High-Dimensional Shrinkage Phenomenon

 Asad Lodhia, Keith Levin,
Elizaveta Levina

PDF
Estimation of Wasserstein distances in the Spiked Transport Model Jonathan Niles-Weed, Philippe Rigollet PDF
Deviation inequalities and Cramer-type moderate deviations for the explosive autoregressive process  Hui Jiang, Yilong Wan, Guangyu Yang PDF
A pseudo-marginal sequential Monte Carlo online smoothing algorithm Pierre Gloaguen, Sylvain Le Corff,
Jimmy Olsson
PDF
A presmoothing approach for estimation in the semiparametric Cox mixture cure model Eni Musta, Valentin Patilea,
Ingrid Van Keilegom
PDF
Asymptotic Behavior of a Low Temperature Non-Cascading 2-GREM Dynamics at Extreme Time Scales Luiz Renato Fontes, Susana Frometa, Leonel Zuaznábar PDF
Estimation of the $l_2$-norm and testing in sparse linear regression with unknown variance Alexandra Carpentier, Olivier Collier, Laetitia Comminges,
Alexandre B. Tsybakov, Yuhao Wang
PDF
A unified performance analysis of likelihood-informed subspace methods Tiangang Cui, Xin Tong  PDF
Measuring association with Wasserstein distances Johannes Wiesel PDF
Local scaling limits of L\'evy driven fractional random fields Vytaute Pilipauskaite, Donatas Surgailis  PDF
Robust Importance Sampling with Adaptive Winsorization Paulo Orenstein PDF
Upper functions for sample paths of Lévy(-type) processes Franziska Kühn PDF
Quantifying deviations from separability in space-time functional processes Holger Dette, Gauthier Dierickx,
Tim Kutta
PDF
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions Jun Wen, Jiahui Xie,
Long Yu, Wang Zhou
PDF
Nonparametric Inference for Reversed Mean Models with Panel Count Data Li Liu, Wen Su, Guosheng Yin,
Ying Zhang, Xingqiu Zhao
PDF
Coverage Error Optimal Confidence Intervals for Local Polynomial Regression Sebastian Calonico, Matias D Cattaneo, Max H Farrell  PDF
Graphical modeling of stochastic processes driven by correlated noise Søren Wengel Mogensen,
Niels Richard Hansen 
PDF
Conformal Prediction: a Unified Review of Theory and New Challenges

 Matteo Fontana, Gianluca Zeni,
Simone Vantini

PDF
Statistics of the two-star ERGM Yuanzhe Xu, Sumit Mukherjee  PDF
Template Matching with Ranks Ery Arias-Castro, Lin Zheng PDF
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo Nawaf Bou-Rabee, Andreas Eberle PDF
High-Dimensional Geleralized Linear Models for Temporal Dependent Data Yuefeng Han, Ruey Tsay, Wei-Biao Wu PDF
Infinite-color randomly reinforced urns with dominant colors  Hristo Sariev, Sandra Fortini,
Sonia Petrone
PDF
On admissible estimation of a mean vector when the scale is unknown Yuzo Maruyama,
William Edward Strawderman
PDF
On a projection-based class of uniformity tests on the hypersphere Eduardo García-Portugués,
Paula Navarro-Esteban,
Juan A. Cuesta-Albertos 
PDF
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process Eric Beutner, Henryk Zaehle PDF
Rank-based testing for semiparametric VAR models: a measure transportation approach Marc Hallin, Davide La Vecchia, Hang Liu  PDF
Cramér-type moderate deviation of normal approximation for unbounded exchangeable pairs  Zhuo-Song Zhang PDF
Variational Formulas for Asymptotic Variance of General Discrete-time Markov Chains Lu-Jing Huang, Yong-Hua Mao  PDF
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression Yanglei Song, Xiaohui Chen,
Kengo Kato
PDF
On algebraic Stein operators for Gaussian polynomials Ehsan Azmoodeh, Dario Gasbarra,
Robert Edward Gaunt
PDF
Targeted Cross-Validation Jiawei Zhang, Jie Ding, Yuhong Yang PDF
Adaptive Bayesian inference for current status data on a grid Minwoo Chae PDF
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and Sketching

Miles Lopes, N. Benjamin Erichson,
Michael Mahoney

PDF
On Consistency and Sparsity for High-Dimensional Functional Time Series with Application to Autoregressions

Shaojun Guo, Xinghao Qiao

PDF
Suboptimality of Constrained Least Squares and Improvements via Non-Linear Predictors

Tomas ‪Vaškevičius, Nikita Zhivotovskiy

PDF
Quadratic variation and quadratic roughness Rama Cont, Purba Das  PDF
Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields  Cheuk Yin Lee, Yimin Xiao PDF
Multilevel Bootstrap Particle Filter  Kari Heine, Daniel Burrows PDF
Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes Tao Wang PDF
A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process Quan Shi, Bastien Mallein  PDF
Design of c-Optimal Experiments for High-dimensional Linear Models Hamid Eftekhari, Moulinath Banerjee, Ya'acov Ritov  PDF
Almost-sure asymptotics for Riemannian random waves Louis Gass PDF
On the robustness of the minimim $\ell_2$ interpolator Matthieu Lerasle, Geoffrey Chinot  PDF
Multivariate time series models for mixed data Lionel Truquet PDF
Bootstrap percolation on the stochastic block model Giovanni Luca Torrisi, Michele Garetto, Emilio Leonardi  PDF
Identifiability in robust estimation of tree structured models Marta Casanellas, Marina Garrote-López, Piotr Zwiernik PDF
A trajectorial approach to relative entropy dissipation of McKean−Vlasov diffusions: gradient flows and HWBI inequalities Bertram Tschiderer, Lane Chun Yeung PDF
SDEs with critical time dependent drifts: weak solutions Michael Röckner, Guohuan Zhao PDF
Linear Multifractional Stable Sheets in the Broad Sense: Existence and Joint Continuity of Local Times Yujia Ding, Qidi Peng, Yimin Xiao PDF
Non-Homogeneous Poisson Process Intensity Modeling and Estimation using Measure Transport Tin Lok James Ng, Andrew Zammit-Mangion PDF
General construction and classes of explicit L1-optimal couplings Giovanni Puccetti, Ludger Rüschendorf PDF
Conditional regression for single-index models Alessandro Lanteri, Mauro Maggioni, Stefano Vigogna  PDF
Small Sample Spaces for Gaussian Processes Toni Karvonen  PDF
Bayes-optimal prediction with frequentist coverage control Peter Hoff  PDF
Concentration inequality for U-Statistics of order two for uniformly ergodic Markov chains Quentin Duchemin, Yohann De Castro, Claire Lacour  PDF
Determinantal Point Processes in the Flat Limit Simon Barthelme, Nicolas Tremblay, Konstantin Usevich,
Pierre-Olivier Amblard
PDF
Central Limit Theorem of Linear Spectral Statistics of High-dimensional Sample Correlation Matrices

 Shurong Zheng, Yanqing Yin,
Tingting Zou

PDF
Large deviations of extremes in branching random walk  with regularly varying displacements Ayan Bhattacharya  PDF
Exponential Ergodicity for Non-Dissipative McKean-Vlasov SDEs Feng-Yu Wang PDF
Small deviation estimates for the largest eigenvalue of Wigner matrices Laszlo Erdhos, Yuanyuan Xu  PDF
Gibbs posterior concentration rates under sub-exponential type losses Nicholas Aaron Syring, Ryan Martin PDF
Randomized Empirical Processes by Algebraic Groups, and Tests for Weak Null Hypotheses Dennis Dobler PDF
Two-Timescale Stochastic Gradient Descent in Continuous Time with Applications to Joint Online Parameter Estimation and Optimal Sensor Placement Louis Sharrock, Nikolas Kantas  PDF
Optimal Bayesian estimation of Gaussian mixtures with growing number of components  Ilsang Ohn, Lizhen Lin PDF
Fisher’s measure of variability in repeated samples Poly Hannah da Silva, Arash Jamshidpey, Peter McCullagh, Simon Tavaré PDF
A Berry-Esseen bound with (almost) sharp dependence conditions Moritz Jirak  PDF
Combinatorial Bernoulli Factories  Rad Niazadeh, Renato Paes Leme,
Jon Schneider
PDF
On the Eigenstructure of Covariance Matrices with Divergent Spikes Simona Diaconu PDF
Stability of the Poincaré constant Jordan Serres PDF
Convergence of the  one-dimensional contact process with two types of particles and priority  Mariela Pentón Machado PDF
Kernel based Dirichlet sequences Patrizia Berti, Emanuela Dreassi,
Fabrizio Leisen, Luca Pratelli, Pietro Rigo
PDF
Detecting approximate replicate components of a high-dimensional  random vector with latent structure Xin Bing, Florentina Bunea,
Marten Wegkamp
PDF
Spectral representations of characteristic functions of discrete probability laws Ivan Alexeev, Alexey Khartov PDF
Smoothing distributions for conditional Fleming–Viot and Dawson–Watanabe diffusions Filippo Ascolani, Antonio Lijoi,
Matteo Ruggiero 
PDF
Hopf type lemmas for subsolutions of integro-differential equations Tomasz Klimsiak, Tomasz Komorowski PDF
Rudin Extension Theorems on Product Spaces, Turning Bands, and Random Fields on Balls cross Time Emilio Porcu, Samuel Uncle Feng,
Xavier Emery, Ana Paula Peron
PDF
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators David Bolin, Kristin Kirchner PDF
Nonstationary Fractionally Integrated Functional Time Series Degui Li, Peter M Robinson,
Han Lin Shang
PDF
Comparing time varying regression quantiles under shift invariance Subhra Sankar Dhar, Weichi Wu PDF
Loop-Erased Random Walk Branch of Uniform Spanning Tree in Topological Polygons MINGCHANG LIU, HAO WU PDF
Bernoulli Sums and Renyi Entropy Inequalities Mokshay Madiman, James Melbourne, Cyril Roberto PDF
Poisson approximation in \(\chi^2\) distance by the Stein-Chen approach Vytas Zacharovas PDF
Flexible-bandwidth Needlets Claudio Durastanti, Domenico Marinucci, Anna Paola Todino PDF
Random normal matrices in the almost-circular regime  Sung-Soo Byun, Seong-Mi Seo PDF
Functional limit theorems for random walks perturbed by positive alpha-stable jumps Alexander Iksanov, Andrey Pilipenko,
Ben Povar
PDF
On the Rate of Convergence of a Deep Recurrent Neural Network Estimate in a Regression Problem With Dependent Data Michael Kohler, Adam Krzyzak  PDF
On the singular values of complex matrix Brownian motion with a matrix drift Theodoros Assiotis PDF
A note on one-dimensional Poincar\'e inequalities by  Stein-type integration Gilles Germain, Yvik Swan  PDF
Power Enhancement and Phase Transitions for Global Testing of the Mixed Membership Stochastic Block Model Louis Vincent Cammarata,
Zheng Tracy Ke
PDF
Testing for linearity in boundary regression models with application to maximal life expectancies Jürgen Kampf, Alexander Meister  PDF
Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs Carsten Chong, Robert C. Dalang  PDF

Kolmogorov bounds for decomposable random variables and subgraph counting by the Stein-Tikhomirov method

Peter W.H. Eichelsbacher,
Benedikt Rednoß

PDF

Adaptive lasso and Dantzig selector for spatial point processes intensity estimation

Achmad Choiruddin, Jean-François Coeurjolly, Frédérique Letué  PDF

Forward integration of bounded variation coefficients with respect to H\"older continuous process

Johanna Garzón, Jorge A. León,
Soledad Torres
 
PDF

Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations

Zongming Ma, Fan Yang PDF

Ergodicity of supercritical  SDEs  driven by $\alpha$-stable processes and heavy-tailed sampling

Xicheng Zhang  PDF

Optimal False Discovery Control of Minimax Estimators

Qifan Song, Guang Cheng  PDF

Rates of convergence for the number of zeros of random trigonometric polynomials

 Laure Coutin, Liliana Peralta PDF

On Azadkia–Chatterjee’s conditional dependence coefficient

 Hongjian Shi, Mathias Drton, Fang Han PDF

Bounds for the chi-square approximation of Friedman's statistic by Stein's method

Gesine Reinert, Robert Gaunt PDF

Parameter estimation for semilinear SPDEs from local measurements

Randolf Altmeyer, Igor Cialenco,
Gregor Pasemann 
PDF

Nonparametric estimation of locally stationary Hawkes processes

Enno Mammen PDF

 


 

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