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
A General Frequency Domain Method for Assessing Spatial Covariance Structures Matthew Van Hala, Soutir Bandyopadhyay, Soumendra Nath Lahiri, Daniel J. Nordman PDF
Deviation Inequalities for Random Polytopes Victor-Emmanuel Brunel PDF
Nested Covariance Determinants and Restricted Trek Separation in Gaussian Graphical Models

Mathias Drton, Elina Robeva, Luca Weihs

High-dimensional general linear hypothesis tests via non-linear spectral shrinkage

Haoran Li, Alexander Aue, Debashis Paul

On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case

Mathias Barkhagen, Ngoc Huy Chau,
Eric Moulines, Miklos Rasonyi,
Sotirios Sabanis, Ying Zhang

Fundamental limits of exact support recovery in high dimensions

Zheng Gao, Stilian Stoev

Exact long time behavior of some regime switching stochastic processes

 Abhishek Pal Majumder, Filip Lindskog

Learning the distribution of latent variables in paired comparison models

Matthieu Lerasle, Roland Diel,
Sylvain Le Corff

Fractional stochastic wave equation driven by a Gaussian noise rough in space

Jian Song, Xiaoming Song,
Fangjun Xu

Signature Cumulants, Ordered Partitions, and Independence of Stochastic Processes

Patric Bonnier, Harald Oberhauser

Distance covariance for discretized stochastic processes

Muneya Matsui

Rate-optimal nonparametric estimation for random coefficient regression models

Hajo Holzmann, Alexander Meister

Inference for covariate-adjusted semiparametric Gaussian copula model using residual ranks

Yue Zhao, Irène Gijbels,
Ingrid Van Keilegom

Asymptotic Properties of Penalized Splines for Functional Data

Luo Xiao

A perturbation analysis of Markov chains models with time-varying parameters

Lionel Truquet

Testing and Inference for Fixed Times of Discontinuity in Semimartingales

Viktor Todorov

Penalisation techniques for one-dimensional reflected rough differential equations

Alexandre Richard, Etienne Tanré, Soledad Torres

A k-points-based distance for robust geometric inference

 Claire Brécheteau, Clément Levrard

Estimation of Monge Matrices

Cheng Mao, Jan-Christian Hütter,
Philippe Rigollet, Elina Robeva

Sign Tests for Weak Principal Directions

Davy Paindaveine, Julien Remy,
Thomas Verdebout

Nodal Lengths in Shrinking Domains for Random Eigenfunctions on Anna Paola Todino  PDF
Area anomaly in the rough path Brownian scaling limit of hidden Markov walks Olga Lopusanschi, Damien Simon  PDF
Concentration inequalities for random tensors Roman Vershynin  PDF
Goodness-of-Fit Testing for Copulas: A Distribution-Free Approach Sami Umut Can, John H.J. Einmahl, Roger J.A. Laeven  PDF
L{\'e}vy processes: concentration function and heat kernel bounds Tomasz Grzywny, Karol Szczypkowski  PDF
Sieving random iterative function systems  Alexander V. Marynych, Ilya Molchanov PDF
Adaptive confidence sets in shape restricted regression  Pierre C. Bellec PDF
Some properties of a Cauchy family on the sphere derived from the Möbius transformations Shogo Kato, Peter McCullagh  PDF
Optimal Sparsity Testing in Linear regression Model Alexandra Carpentier, Nicolas Verzelen PDF
Bump detection in the presence of dependency: Does it ease or does it load? Farida Enikeeva, Axel Munk,
Markus Pohlmann, Frank Werner 
PARKING ON A RANDOM ROOTED PLANE TREE  Qizhao Chen, Christina Goldschmidt PDF
Coupling an perturbation techniques for categorical time series  Lionel Truquet PDF
A family of Beckner inequalities under various curvature-dimension conditions  Simon Zugmeyer, Ivan Gentil PDF
Estimation of convex supports from noisy measurements Jason Matthew Klusowski,
Victor-Emmanuel Brunel,
Dana Yang 
Inference problem in generalized fractional Ornstein-Uhlenbeck Processes with Change-Point  Sévérien Nkurunziza PDF
Discrete Statistical Models with Rational Maximum Likelihood Estimator  Eliana Duarte, Orlando Marigliano,
Bernd Sturmfels
Nonparametric Estimation of Surface Integrals on Level Sets Wanli Qiao  PDF
High-dimensional CLT: Improvements, Non-uniform Extensions and Large Deviations  Arun Kumar Kuchibhotla,
Somabha Mukherjee,
Debapratim Banerjee
Corrigendum to "Simple simulation of diffusion bridges with application to likelihood inference for diffusions''

 Mogens Bladt, Michael Sørensen,
Marcin Mider

Precise deviations for Hawkes processes Fuqing Gao, Lingjiong Zhu  PDF
Generalized Four Moment Theorem and an Application to CLT for Spiked Eigenvalues of high-dimensional Covariance Matrices Dandan Jiang, Zhidong Bai PDF
Efron-Petrosian integrals for doubly truncated data with covariates: an asymptotic analysis Jacobo de Uña-Alvarez,
Ingrid Van Keilegom 
High-dimensional Index Volatility Models via Stein's Identity  Sen Na, Mladen Kolar PDF
Bootstrap Based Inference for Sparse High-Dimensional Time Series Models Jonas Krampe, Jens-Peter Kreiss, Efstathios Paparoditis  PDF
On the weak convergence rate of an exponential Euler scheme for SDEs governed  by coefficients with superlinear growth  Mireille BOSSY, Jean-Francois Jabir, Kerlyns Martinez PDF
The Osgood condition for stochastic partial differential equations  Mohammud Foondun, Eulalia Nualar PDF
On Sub-geometric Ergodicity of Diffusion Processes Nikola Sandrić, Petra Lazić  PDF
Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing  Raanju Ragavendar Sundararajan, Vladas Pipiras, Mohsen Pourahmadi PDF
Comparing a Large Number of Multivariate Distributions  Ilmun Kim PDF
On the Error Bound in the Normal Approximation for Jack Measures

 Louis H. Y. Chen, Martin Raič,
Lê Văn Thành

A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing  Anne Margrete Nicolien van Delft,
Holger Dette
Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution  Yuki Ueda PDF
Statistical Estimation of Ergodic Markov Chain Kernel over Discrete State Space  Geoffrey Wolfer, Aryeh Kontorovich PDF
Optimal covariance change point localization in high dimensions

Daren Wang, Yi Yu, Alessandro Rinaldo 

Minimal $\mathcal L^p$-Densities with Prescribed Marginals Eberhard Mayerhofer, Paolo Guasoni, Mingchuan Zhao  PDF
An invariance principle for biased voter model interfaces Rongfeng Sun, Jan Meinderts Swart, Jinjiong Yu  PDF
Bayesian Graph Selection Consistency Under Model Misspecification Yabo Niu, Debdeep Pati, Bani Mallick  PDF
A class of models for Bayesian predictive inference Patrizia Berti, Emanuela Dreassi,
Luca Pratelli, Pietro Rigo 
Flexible integrated functional depths

Stanislav Nagy, Sami Helander,
Germain Van Bever, Lauri Viitasaari, Pauliina Ilmonen 

Bounding distributional errors via density ratios  Lutz Duembgen, Richard Samworth,
Jon A. Wellner
Reflected Brownian Motion with Singular Drift Saisai Yang  PDF
Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift Peter Grandits  PDF
Donsker-Type Theorem for BSDEs: Rate of Convergence Philippe Briand, Christel Geiss,
Stefan Geiss, Celine Labart 



Published Papers


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