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
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  • Le Chen
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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 do so for each journal in EJMS. If you are already registered in EJMS for another journal, click Registration and follow the instructions.

    After the registration is completed, you will have the ability to submit your manuscript. Complete the form and then upload your PDF file. 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.

    The length of a typical paper printed in Bernoulli should not exceed 28 pages in this format. If more space is needed, additional material (such as further technical derivations or more detailed simulation or data results) should be placed as supplementary material, see the supplement instructions given below. When first submitting a manuscript, you can provide supplementary material in an appendix as part of the main article pdf, but this should be indicated in the "comments to the editor" text field. Also if you have strong reasons to pass over 28 pages for the main article, excluding supplementary material, this must be clearly expounded to the editor. Failing to do so will 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 one 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.

    References in the body of the paper should use the \citep{} command rather than author/year. Using the natbib package then produces a numbered bibliography:

    [1] Chen, X. (1999). How often does a Harris recurrent Markov chain recur? Ann. Probab. 27, 1324--1346. 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 a pdf file via email of the final article. Paper offprints may be purchased by using Offprint Purchase Order Forms.

  12. Open Access.

    If you wish to publish your paper open access, you may do so by paying the full page charges; see
     
     
    for the current rates, and for further instructions. Open access is granted on any article for which full publication charges are paid.


  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 2018-2020

Bernoulli Society (BS) members' subscriptions

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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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).

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

 

Forthcoming papers

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Published Papers

 


 

Paper title Author(s) Link to the Paper
(when accepted)

Quadratic Shrinkage for Large Covariance Matrices

 Olivier Ledoit, Michael Wolf PDF

A general framework for SPDE-based stationary random fields

Ricardo Carrizo Vergara, Denis Allard, Nicolas Desassis  PDF
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 
PDF
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
PDF
Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence  Badr-Eddine Chérief-Abdellatif,
Pierre Alquier
PDF
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

PDF
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 
PDF
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
PDF
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
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 
PDF
Erratum for Prediction and estimation consistency of sparse multi-class penalized optimal scoring  Irina Gaynanova PDF
On eigenvalues of a high-dimensional spatial-sign covariance matrix Weiming Li, Qinwen Wang,
Jianfeng Yao, Wang Zhou 
PDF
Thinned Completely Random Measures with Applications in Competing Risks Models John W. Lau, Edward Cripps  PDF
Bayesian generalized regression in partial differential equation models Prithwish Bhaumik, Wenli Shi,
Subhashis Ghosal 
PDF
A Ray–Knight representation of up-down Chinese Restaurants  Dane Rogers, Matthias Winkel PDF
Statistical deconvolution of the free Fokker-Planck equation at fixed time Mylène Maïda, Tien Dat Nguyen,
Thanh Mai Pham Ngoc,
Vincent Rivoirard, Viet Chi Tran 
PDF
Homogenization of Nonlocal Partial Differential Equations Related to Stochastic Differential Equations with L\'evy Noise Qiao Huang, Jinqiao Duan,
Renming Song 
PDF
Empirical process of concomitants for partly categorial data and applications in statistics Daniel Gaigall, Julian Gerstenberg,
Thi Thu Ha Trinh
 
PDF
Martingale Wasserstein inequality for probability measures in the convex order Benjamin Jourdain, William Margheriti  PDF
Convergence Rates of Two-Component MCMC Samplers Qian Qin, Galin L. Jones  PDF
Central limit theorem and Self-normalized Cram\'er-type moderate deviation for Euler-Maruyama Scheme Jianya Lu, Yuzhen Tan, Lihu Xu  PDF
On the measure of anchored Gaussian simplices, with applications to multivariate medians Davy Paindaveine PDF
Local elliptic law Johannes Alt, Torben Krüger  PDF
Learning with tree tensor networks: complexity estimates and model selection Bertrand Michel, Anthony Nouy  PDF
Inference in Interpretable Latent Factor Regression Models  Xin Bing, Florentina Bunea, Marten Wegkamp PDF
Joint inference on extreme expectiles for multivariate heavy-tailed distributions  Simone Padoan, Gilles Stupfler PDF
Asymptotically efficient estimators in stochastic blockmodels: the naive MLE, the rank-constrained MLE, and the spectral estimator  Minh Tang, Joshua Cape, Carey Priebe PDF
Oracle lower bounds for stochastic gradient sampling algorithms Niladri Shekhar Chatterji,
Peter Bartlett, Phil Long 
PDF
Doubly Robust Semiparametric Inference Using Regularized Calibrated Estimation with High-dimensional Data Satyajit Ghosh, Zhiqiang Tan PDF
Rates and coverage in Bayesian inference for monotone densities Moumita Chakraborty, Subhashis Ghosal  PDF
Minimax estimation of norms of a probability density: I. Lower bounds Oleg Lepski, Alexander Goldenshluger PDF
Minimax estimation of norms of a probability density: II. Rate-optimal estimation procedures Oleg Lepski, Alexander Goldenshluger PDF
Local minimax rates for closeness testing of discrete distributions Joseph Lam-Weil, Alexandra Carpentier, Bharath K. Sriperumbudur  PDF
Non-Asymptotic Properties of Spectral Decomposition of Large Gram-Type Matrices and Applications  Wen Zhou, Lyuou Zhang, Haonan Wang PDF
Nonparametric regression for locally stationary random fields under stochastic sampling design Daisuke Kurisu PDF
Paving property for real stable polynomials and strongly Rayleigh processes Kasra Alishahi, Milad Barzegar PDF
A Cram\'er--Wold device for infinite divisibility of $Z^d$-valued distributions David Berger, Alexander Lindner PDF
Adaptive Bayesian density estimation in sup-norm Zacharie Naulet PDF
Sequential estimation of quantiles with applications to A/B-testing and best-arm identification Steven R Howard, Aaditya Ramdas PDF
Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory Anita Behme, Apostolos Sideris  PDF
Symmetric inclusion process with slow boundary: hydrodynamics and hydrostatics Chiara Franceschini, Patrícia Gonçalves,
Federico Sau
PDF
Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm Yanqing Yin PDF
Empirical Variance Minimization with Applications in Variance Reduction and Optimal Control Leonid Iosipoi, Denis Belomestny, Quentin Paris, Nikita Zhivotovskiy PDF
Defective Galton-Watson processes in a varying environment Götz Kersting, Carmen Minuesa PDF
Multidimensional SDE with distributional drift and Lévy noise Helena Kremp, Nicolas Perkowski PDF
A note on the phase transition for independent alignment percolation Marcelo Hilário, Daniel Ungaretti PDF
Spectral equivalence of Gaussian random functions: operator approach Alexander I. Nazarov, Yakov Yu. Nikitin PDF
At the edge of a one-dimensional jellium

Djalil Chafaï, David Garcia-Zelada,
Paul Jung

PDF
Posterior Probabilities: Nonmonotonicity, Asymptotic Rates, Log-concavity, and Turan's Inequality Sergiu Hart, Yosef Rinott PDF
Convergence of jump processes with stochastic intensity to Brownian motion with inert drift Clayton Barnes PDF
Stochastic Zeroth-order Discretizations of Langevin Diffusions for Bayesian Inference Krishnakumar Balasubramanian, Abhishek Roy,
Lingqing Shen, Saeed Ghadimi 
PDF
The Asymptotic Distribution of the MLE in High-Dimensional Logistic Models: Arbitrary Covariance Qian Zhao, Pragya Sur,
Emmanuel Candes 
PDF
Conditional Variance Estimator for Sufficient Dimension Reduction Lukas Fertl, Efstathia Bura PDF
An Optimal Uniform Concentration Inequality for Discrete Entropies on Finite Alphabets in the High-dimensional Setting Yunpeng Zhao PDF
Multivariate $\rho$-Quantiles: a Spatial Approach Dimitri Konen, Davy Paindaveine PDF
On the Theoretical Properties of the Exchange Algorithm Guanyang Wang  PDF
The complex behavior of Galton rank order statistic Juan-A. Cuesta-Albertos,
Eustasio del Barrio, Carlos Matrán
PDF
Pathwise large deviations for white noise chaos expansions Alexandre Pannier PDF
An adaptive multiple-try Metropolis algorithm Simon Fontaine, Mylène Bédard PDF
Exact Convergence Analysis of the Independent Metropolis-Hastings Algorithms Guanyang Wang PDF
Locally Polynomial Hilbertian Additive Regression Jeong Min Jeon, Young Kyung Lee,
Enno Mammen, Byeong Uk Park
PDF
Degenerate Competing Three-Particle Systems Tomoyuki Ichiba, Ioannis Karatzas 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
Degrees of freedom for off-the-grid sparse estimation Clarice Poon, Gabriel Peyré 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

 


 

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