Forthcoming papers

Paper title	Author(s)	Link to the Paper (when accepted)
Quadratic Shrinkage for Large Covariance Matrices	Olivier Ledoit, Michael Wolf	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
Improved Bounds for Discretization of Langevin Diffusions: Near-Optimal Rates without Convexity	Wenlong Mou, Nicolas Flammarion, Martin J. Wainwright, Peter L. Bartlett	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
Model-free Bootstrap for a General Class of Stationary Time Series	Yiren Wang, Dimitris Politis	PDF
Bayesian generalized regression in partial differential equation models	Prithwish Bhaumik, Wenli Shi, Subhashis Ghosal	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
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

Published Papers

: Last Updated: Monday, 17 January 2022 10:10