Bernoulli

Article	Citations
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	71
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	51
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications	27
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions	23
Siblings in d-dimensional nearest neighbour trees	21
Extrinsic derivative formula for distribution dependent SDEs	21
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	21
A new adaptive local polynomial density estimation procedure on complicated domains	20
Mixing properties of non-stationary INGARCH(1,1) processes	19
On eigenvalues of a high-dimensional spatial-sign covariance matrix	18
Rearranged dependence measures	18
Optimal tests for elliptical symmetry: Specified and unspecified location	16
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	15
Nonparametric estimation of locally stationary Hawkes processes	15
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference	14
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas	14
High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective	14
Independence preserving property of Kummer laws	13
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	13
Measuring association with Wasserstein distances	13
Functional linear and single-index models: A unified approach via Gaussian Stein identity	12
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	12
Detecting long-range dependence for time-varying linear models	11
Density estimation under local differential privacy and Hellinger loss	11
Bootstrap percolation on the stochastic block model	11

A flexible approach for normal approximation of geometric and topological statistics	11
An edge CLT for the log determinant of Wigner ensembles	10
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems	10
The Goldenshluger–Lepski method for constrained least-squares estimators over RKHSs	10
Learning to reflect: A unifying approach for data-driven stochastic control strategies	10
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation	10
Poisson approximation in χ2 distance by the Stein-Chen approach	10
Reversibility of elliptical slice sampling revisited	10
Dating the break in high-dimensional data	9
Finite-energy infinite clusters without anchored expansion	9
Efficient and consistent model selection procedures for time series	9
Laplace priors and spatial inhomogeneity in Bayesian inverse problems	9
Conditional quantiles: An operator-theoretical approach	9
Additive regression with parametric help	9
Inadmissibility of the corrected Akaike information criterion	9
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes	9
Adaptive estimation in the linear random coefficients model when regressors have limited variation	9
Empirical Bayes inference for the block maxima method	9
Non-asymptotic bounds for the ℓ∞ estimator in linear regression with uniform noise	9
Local continuity of log-concave projection, with applications to estimation under model misspecification	9
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions	8
Local minimax rates for closeness testing of discrete distributions	8
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	8
Inference for change-plane regression	8
Rank-based testing for semiparametric VAR models: A measure transportation approach	8
Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications	8
PDE characterization of geometric distribution functions and quantiles	8
Goodness-of-fit tests for high-dimensional parametric multiresponse regressions	8
Rates of convergence for the number of zeros of random trigonometric polynomials	7
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models	7
Semiparametric regression of panel count data with informative terminal event	7
Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics	7
M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space	7
Detecting changes in the trend function of heteroscedastic time series	7
Testing with p*-values: Between p-values, mid p-values, and e-values	7
Finitely additive mass transportation	7
Nonparametric inference for reversed mean models with panel count data	7
A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence	6
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths	6
Linear functional estimation under multiplicative measurement error	6
Spectral representations of characteristic functions of discrete probability laws	6
Online drift estimation for jump-diffusion processes	6
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions	6
Accuracy of Gaussian approximation for high-dimensional posterior distributions	6
Dimension-agnostic inference using cross U-statistics	6
Multiple testing under negative dependence	6
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	6
Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk	6
A nonparametric distribution-free test of independence among continuous random vectors based on L1-norm	6
Multiplier U-processes: Sharp bounds and applications	6

Flexible-bandwidth needlets	6
Scalable Monte Carlo inference and rescaled local asymptotic normality	5
Spine for interacting populations and sampling	5
On a projection-based class of uniformity tests on the hypersphere	5
Edgeworth expansion by Stein’s method	5
A large-sample theory for infinitesimal gradient boosting	5
Template matching with ranks	5
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	5
Heat content for Gaussian processes: Small-time asymptotic analysis	5
Sandpiles on the Vicsek fractal explode with probability 14	5
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions	5
Bootstrap inference in functional linear regression models with scalar response	5
Compound Poisson disorder problem with uniformly distributed disorder time	5
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	5
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	5
A bootstrapped test of covariance stationarity based on orthonormal transformations	5
Bootstrap inference for a class of non-regular estimators	5
A probabilistic view of latent space graphs and phase transitions	5
On the convergence of PINNs	5
Recovering Brownian and jump parts from high-frequency observations of a Lévy process	5
At the edge of a one-dimensional jellium	5
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	5
Extreme singular values of inhomogeneous sparse random rectangular matrices	5
Sequential change diagnosis revisited and the Adaptive Matrix CuSum	5
On the singular values of complex matrix Brownian motion with a matrix drift	5
Estimating the inter-occurrence time distribution from superposed renewal processes	5
Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance	4
From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis	4
Inference in balanced community modulated recursive trees	4
Noise covariance estimation in multi-task high-dimensional linear models	4
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes	4
Combinatorial Bernoulli factories	4
Loop-erased random walk branch of uniform spanning tree in topological polygons	4
Optimal stopping of the stable process with state-dependent killing	4
On the joint distribution of the area and the number of peaks for Bernoulli excursions	4
Asymptotics of discrete Schrödinger bridges via chaos decomposition	4
Normality of smooth statistics for planar determinantal point processes	4
Asymptotic normality for a modified quadratic variation of the Hermite process	4
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	4
On the robustness of the minimim ℓ2 interpolator	4
Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric α-stable processes	4
On estimators of the mean of infinite dimensional data in finite populations	4
Empirical process theory for locally stationary processes	4
Learning with tree tensor networks: Complexity estimates and model selection	4
Dynamic principal component analysis from a global perspective	4
Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems	4
Sharp detection boundaries on testing dense subhypergraph	4
Optimal 1-Wasserstein distance for WGANs	4
Maximal displacement of spectrally negative branching Lévy processes	4
Minimax estimation of low-rank quantum states and their linear functionals	4
Asymptotics for isotropic Hilbert-valued spherical random fields	4
Quantifying deviations from separability in space-time functional processes	4
Minimum spanning trees of random geometric graphs with location dependent weights	4
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates	4
On Lasso estimator for the drift function in diffusion models	4
Mean stationarity test in time series: A signal variance-based approach	4
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances	4
Harmonic analysis meets stationarity: A general framework for series expansions of special Gaussian processes	4
Martingale Wasserstein inequality for probability measures in the convex order	4
Statistical deconvolution of the free Fokker-Planck equation at fixed time	3
Empirical approximation to invariant measures for McKean–Vlasov processes: Mean-field interaction vs self-interaction	3
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres	3
Smoothing distributions for conditional Fleming–Viot and Dawson–Watanabe diffusions	3
A frequency domain bootstrap for general multivariate stationary processes	3
Cross-validation for change-point regression: Pitfalls and solutions	3
Rudin extension theorems on product spaces, turning bands, and random fields on balls cross time	3
Universality and least singular values of random matrix products: A simplified approach	3
Bernoulli sums and Rényi entropy inequalities	3
The fewest-big-jumps principle and an application to random graphs	3
Signal detection in degree corrected ERGMs	3
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures	3
Tail processes for stable-regenerative multiple-stable model	3
Approximate double-transform inversion when time is one of the variables	3
Optimal Bayesian estimation of Gaussian mixtures with growing number of components	3
Mean field limits for interacting Hawkes processes in a diffusive regime	3
Asymptotic analysis of statistical estimators related to MultiGraphex processes under misspecification	3
The functional central limit theorem with mean uncertainty under the sublinear expectation	3
Minimax boundary estimation and estimation with boundary	3
Over-parametrized deep neural networks minimizing the empirical risk do not generalize well	3
A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process	3

Local elliptic law	3
General construction and classes of explicit L1-optimal couplings	3
A diffusion approach to Stein’s method on Riemannian manifolds	3
A trajectorial approach to relative entropy dissipation of McKean–Vlasov diffusions: Gradient flows and HWBI inequalities	3
Self-normalized Cramér type moderate deviations for martingales and applications	3
Adaptive deep learning for nonlinear time series models	3
Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator	3
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression	3
Optimal Markovian coupling for finite activity Lévy processes	3
Extremal clustering and cluster counting for spatial random fields	3
Uniform error bound for PCA matrix denoising	3
Estimation of Wasserstein distances in the Spiked Transport Model	3
Functional diffusion driven stochastic volatility model	3
Covariance operator estimation: Sparsity, lengthscale, and ensemble Kalman filters	3
Erratum: Tree builder random walk: Recurrence, transience and ballisticity	3
Exponential ergodicity for non-dissipative McKean-Vlasov SDEs	3
On the asymptotic behavior of a finite section of the optimal causal filter	3
High dimensional generalized linear models for temporal dependent data	3
Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes	3
Erratum for Prediction and estimation consistency of sparse multi-class penalized optimal scoring	3
Thinned completely random measures with applications in competing risks models	3
The linear conditional expectation in Hilbert space	3
Gaussian Whittle–Matérn fields on metric graphs	3
Hopf type lemmas for subsolutions of integro-differential equations	3
Approximation of occupation time functionals	3
Speeding up Monte Carlo integration: Control neighbors for optimal convergence	3
Detecting approximate replicate components of a high-dimensional random vector with latent structure	3
Gibbsianness and non-Gibbsianness for Bernoulli lattice fields under removal of isolated sites	2
Universal sieve-based strategies for efficient estimation using machine learning tools	2
Drift reduction method for SDEs driven by heterogeneous singular Lévy noise	2
Sampling using adaptive regenerative processes	2
Equidistribution of random walks on compact groups II. The Wasserstein metric	2
A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model	2
Limit theorems for random Motzkin paths near boundary	2
Regularities and exponential ergodicity in entropy for SDEs driven by distribution dependent noise	2
Consistency of p-norm based tests in high dimensions: Characterization, monotonicity, domination	2
Convergence rates of Gibbs measures with degenerate minimum	2
Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process	2
Continuous-time digital search tree and a border aggregation model	2
SDEs with critical time dependent drifts: Weak solutions	2
Representation of random variables as Lebesgue integrals	2
Local exchangeability	2
Poincaré inequalities and integrated curvature-dimension criterion for generalised Cauchy and convex measures	2
Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations	2
Some new concentration inequalities for the Itô stochastic integral	2
Two-sample contamination model test	2
An asymptotic Peskun ordering and its application to lifted samplers	2
Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement	2
A note on the phase transition for independent alignment percolation	2
Synchronisation for scalar conservation laws via Dirichlet boundary	2
Multivariate self-exciting jump processes with applications to financial data	2
Extremal eigenvalues of sample covariance matrices with general population	2
Limit theorems for SDEs with irregular drifts	2
Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation	2
Averaging symmetric positive-definite matrices on the space of eigen-decompositions	2
Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data	2
Towards standard imsets for maximal ancestral graphs	2
Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics	2
Distance correlation test for high-dimensional independence	2
Inference for partially observed Riemannian Ornstein–Uhlenbeck diffusions of covariance matrices	2
Penalized spline estimation of principal components for sparse functional data: Rates of convergence	2
LAMN property for stable-Lévy SDEs with constant scale coefficient	2
Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions	2
On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold	2
Functional linear quantile regression on a two-dimensional domain	2
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo	2
Phase transitions of the maximum likelihood estimators in the p-spin Curie-Weiss model	2
Poisson hulls	2
A unified construction for series representations and finite approximations of completely random measures	2
A Ray–Knight representation of up-down Chinese restaurants	2
Multidimensional SDE with distributional drift and Lévy noise	2
Targeted cross-validation	2
Cramér type moderate deviations for the Grenander estimator near the boundaries of the support	2
Locally polynomial Hilbertian additive regression	2
On the Bahadur representation of sample quantiles for score functionals	2
Generalized Hadamard differentiability of the copula mapping and its applications	2
Functional limit theorems for random walks perturbed by positive alpha-stable jumps	2
De Finetti’s theorem and related results for infinite weighted exchangeable sequences	2
Stability of the Poincaré constant	2
Minimax estimation of norms of a probability density: I. Lower bounds	2
On large deviations and intersection of random interlacements	2
On the theoretical properties of the exchange algorithm	2
Convergence of empirical optimal transport in unbounded settings	2
Stability and sample complexity of divergence regularized optimal transport	2
Stochastic fractional diffusion equations with Gaussian noise rough in space	2
On algebraic Stein operators for Gaussian polynomials	2
A note on the empty balls of a critical super-Brownian motion	2
Kernel-weighted specification testing under general distributions	2
Scaling of piecewise deterministic Monte Carlo for anisotropic targets	2
A Cramér–Wold device for infinite divisibility of Zd-valued distributions	2
Kernel two-sample tests for manifold data	2
New approach to greedy vector quantization	2
Identifiability in robust estimation of tree structured models	2
Sequential Gaussian approximation for nonstationary time series in high dimensions	2
Testing for linearity in boundary regression models with application to maximal life expectancies	2