Papers in the Bernoulli Journal

Forthcoming papers


Published Papers



Paper title Author(s) Link to the Paper
(when accepted)
On posterior contraction of parameters and interpretability in Bayesian mixture modeling Aritra Guha, Nhat Ho,
XuanLong Nguyen 
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
On eigenvalues of a high-dimensional spatial-sign covariance matrix Weiming Li, Qinwen Wang,
Jianfeng Yao, Wang Zhou 
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 
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 
Homogenization of Nonlocal Partial Differential Equations Related to Stochastic Differential Equations with L\'evy Noise Qiao Huang, Jinqiao Duan,
Renming Song 
Empirical process of concomitants for partly categorial data and applications in statistics Daniel Gaigall, Julian Gerstenberg,
Thi Thu Ha Trinh
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 
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 Federico Sau, Patrícia Gonçalves,
Chiara Franceschini
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

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



Published Papers


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