Bernoulli

Article	Citations
Well-posedness of distribution dependent SDEs with singular drifts	49
Conformal prediction: A unified review of theory and new challenges	35
Quadratic shrinkage for large covariance matrices	30
Optimal covariance change point localization in high dimensions	20
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation	19
Concentration inequalities for random tensors	17
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case	16
Scoring interval forecasts: Equal-tailed, shortest, and modal interval	16
Is there an analog of Nesterov acceleration for gradient-based MCMC?	16
Coverage error optimal confidence intervals for local polynomial regression	15
Applications of weak transport theory	15
Estimation of Wasserstein distances in the Spiked Transport Model	15
Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels	14
Compound Poisson approximation for regularly varying fields with application to sequence alignment	14
On posterior contraction of parameters and interpretability in Bayesian mixture modeling	14
Fractional stochastic wave equation driven by a Gaussian noise rough in space	14
Measuring association with Wasserstein distances	13
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth	13
Sequential estimation of quantiles with applications to A/B testing and best-arm identification	13
Some properties of a Cauchy family on the sphere derived from the Möbius transformations	13
High-dimensional CLT: Improvements, non-uniform extensions and large deviations	12
Nonparametric regression for locally stationary random fields under stochastic sampling design	12
Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics	12
A family of Beckner inequalities under various curvature-dimension conditions	11
Finite sample properties of parametric MMD estimation: Robustness to misspecification and dependence	11

Lévy processes: Concentration function and heat kernel bounds	11
Multidimensional SDE with distributional drift and Lévy noise	10
Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator	10
Asymptotic properties of penalized splines for functional data	10
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices	10
Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process	10
Rates of contraction of posterior distributions based on p-exponential priors	10
Bootstrap based inference for sparse high-dimensional time series models	10
Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation	10
Limiting behavior of large correlated Wishart matrices with chaotic entries	9
Efron–Petrosian integrals for doubly truncated data with covariates: An asymptotic analysis	9
Sufficient dimension reduction and instrument search for data with nonignorable nonresponse	9
Nodal lengths in shrinking domains for random eigenfunctions on $S^{2}$	9
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	9
Rank-based testing for semiparametric VAR models: A measure transportation approach	8
Discrete statistical models with rational maximum likelihood estimator	8
On a projection-based class of uniformity tests on the hypersphere	8
A presmoothing approach for estimation in the semiparametric Cox mixture cure model	8
Joint inference on extreme expectiles for multivariate heavy-tailed distributions	8
Statistical estimation of ergodic Markov chain kernel over discrete state space	8
On eigenvalues of a high-dimensional spatial-sign covariance matrix	8
Improved bounds for discretization of Langevin diffusions: Near-optimal rates without convexity	8
A unified performance analysis of likelihood-informed subspace methods	8
Gibbs posterior concentration rates under sub-exponential type losses	8
Hanson–Wright inequality in Hilbert spaces with application to $K$-means clustering for non-Euclidean data	7
Over-parametrized deep neural networks minimizing the empirical risk do not generalize well	7
Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data	7
SDEs with critical time dependent drifts: Weak solutions	7
A class of models for Bayesian predictive inference	7
Symmetric inclusion process with slow boundary: Hydrodynamics and hydrostatics	6
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	6
Conditional quantiles: An operator-theoretical approach	6
Interpoint distance based two sample tests in high dimension	6
Limit theorems for time-dependent averages of nonlinear stochastic heat equations	6
Berry–Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms	6
A pseudo-marginal sequential Monte Carlo online smoothing algorithm	6
Optimal sparsity testing in linear regression model	6
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing	6
Precise deviations for Hawkes processes	6
De-biasing the lasso with degrees-of-freedom adjustment	6
The Osgood condition for stochastic partial differential equations	6
Sharp detection boundaries on testing dense subhypergraph	6
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators	6
Approximation of occupation time functionals	6
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo	6
Fundamental limits of exact support recovery in high dimensions	6
Time-changed spectrally positive Lévy processes started from infinity	6
Central limit theorems for semi-discrete Wasserstein distances	6
Learning with tree tensor networks: Complexity estimates and model selection	6
Multivariate time series models for mixed data	6

Yaglom’s limit for critical Galton–Watson processes in varying environment: A probabilistic approach	5
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	5
Locally polynomial Hilbertian additive regression	5
Asymptotic results for heavy-tailed Lévy processes and their exponential functionals	5
Exponential ergodicity for non-dissipative McKean-Vlasov SDEs	5
Distance covariance for discretized stochastic processes	5
Signature cumulants, ordered partitions, and independence of stochastic processes	5
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	5
At the edge of a one-dimensional jellium	5
Coupling and perturbation techniques for categorical time series	5
Adaptive lasso and Dantzig selector for spatial point processes intensity estimation	5
Donsker-type theorem for BSDEs: Rate of convergence	5
Bump detection in the presence of dependency: Does it ease or does it load?	5
Empirical process theory for locally stationary processes	5
Equidistribution of random walks on compact groups II. The Wasserstein metric	5
Optimal Bayesian estimation of Gaussian mixtures with growing number of components	5
Approximation of heavy-tailed distributions via stable-driven SDEs	5
High-dimensional general linear hypothesis tests via non-linear spectral shrinkage	5
Multivariate ρ-quantiles: A spatial approach	5
Multiplier U-processes: Sharp bounds and applications	5
Central limit theorems for high dimensional dependent data	5
Estimation of Monge matrices	4
Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory	4
Large deviations built on max-stability	4
On the error bound in the normal approximation for Jack measures	4
Information geometry approach to parameter estimation in hidden Markov model	4
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	4
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	4
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	4
Parking on a random rooted plane tree	4
Geometrical smeariness – a new phenomenon of Fréchet means	4
Dimension-agnostic inference using cross U-statistics	4
Online drift estimation for jump-diffusion processes	4
Exact long time behavior of some regime switching stochastic processes	4
On sub-geometric ergodicity of diffusion processes	4
Random normal matrices in the almost-circular regime	4
Optimal tests for elliptical symmetry: Specified and unspecified location	4
Context-specific independencies in stratified chain regression graphical models	4
On Azadkia–Chatterjee’s conditional dependence coefficient	4
Comparing a large number of multivariate distributions	4
Stochastic PDEs on graphs as scaling limits of discrete interacting systems	4
A new look at random projections of the cube and general product measures	4
Statistics of the two star ERGM	4
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	4
Quadratic variation and quadratic roughness	4
Asymptotics for sliding blocks estimators of rare events	4
Invariance and attraction properties of Galton–Watson trees	4
Conditional variance estimator for sufficient dimension reduction	4
Bootstrapping the operator norm in high dimensions: Error estimation for covariance matrices and sketching	3
From Poincaré inequalities to nonlinear matrix concentration	3
Precise large deviations for dependent subexponential variables	3
Bayesian graph selection consistency under model misspecification	3
On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices	3
Mean field limits for interacting Hawkes processes in a diffusive regime	3
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	3
Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution	3
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	3
Local elliptic law	3
The linear conditional expectation in Hilbert space	3
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism	3
A $k$-points-based distance for robust geometric inference	3
Almost-sure asymptotics for Riemannian random waves	3
Extremal eigenvalues of sample covariance matrices with general population	3
Local continuity of log-concave projection, with applications to estimation under model misspecification	3
Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance	3
Bootstrap percolation on the stochastic block model	3
Graphical modeling of stochastic processes driven by correlated noise	3
An adaptive multiple-try Metropolis algorithm	3
Minimax predictive density for sparse count data	3
Rearranged dependence measures	3
Nearly optimal robust mean estimation via empirical characteristic function	3
Asymptotics of AIC, BIC and Cp model selection rules in high-dimensional regression	3
Convergence rates of Gibbs measures with degenerate minimum	3
Mixing properties of non-stationary INGARCH(1,1) processes	3
Bayesian estimation of nonlinear Hawkes processes	3
Nonparametric inference for reversed mean models with panel count data	3
Penalisation techniques for one-dimensional reflected rough differential equations	3
High dimensional generalized linear models for temporal dependent data	3
Deviation inequalities for random polytopes in arbitrary convex bodies	3
Additive regression with parametric help	3

Riemannian Langevin algorithm for solving semidefinite programs	3
A general framework for SPDE-based stationary random fields	3
Quantifying deviations from separability in space-time functional processes	3
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme	3
Nested covariance determinants and restricted trek separation in Gaussian graphical models	3
High-dimensional index volatility models via Stein’s identity	3
Exact detection thresholds and minimax optimality of Chatterjee’s correlation coefficient	3
Bounding distributional errors via density ratios	3
Pure-jump semimartingales	3
Scalable Monte Carlo inference and rescaled local asymptotic normality	3
Nonstationary fractionally integrated functional time series	3
Non-homogeneous Poisson process intensity modeling and estimation using measure transport	3
Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton–Jacobi equation	3
A Riemann–Stein kernel method	3
Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks	3
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	3
Bernoulli sums and Rényi entropy inequalities	3
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems	3
Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics	2
Conditional regression for single-index models	2
Partial generalized four moment theorem revisited	2
Universal sieve-based strategies for efficient estimation using machine learning tools	2
Pivotal tests for relevant differences in the second order dynamics of functional time series	2
Parameter estimation for semilinear SPDEs from local measurements	2
Detecting a planted community in an inhomogeneous random graph	2
Stationary subspace analysis of nonstationary covariance processes: Eigenstructure description and testing	2
Estimation of functional ARMA models	2
On the law of the iterated logarithm and strong invariance principles in stochastic geometry	2
Upper functions for sample paths of Lévy(-type) processes	2
Local minimax rates for closeness testing of discrete distributions	2
Recovering Brownian and jump parts from high-frequency observations of a Lévy process	2
Kolmogorov bounds for decomposable random variables and subgraph counting by the Stein–Tikhomirov method	2
Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations	2
On the measure of anchored Gaussian simplices, with applications to multivariate medians	2
Exact convergence analysis of the independent Metropolis-Hastings algorithms	2
Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices	2
Contact process under heavy-tailed renewals on finite graphs	2
Entrywise limit theorems for eigenvectors of signal-plus-noise matrix models with weak signals	2
Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs	2
Finite impulse response models: A non-asymptotic analysis of the least squares estimator	2
Thinned completely random measures with applications in competing risks models	2
Nonhomogeneous Euclidean first-passage percolation and distance learning	2
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres	2
Minimum spanning trees of random geometric graphs with location dependent weights	2
Estimating a regression function in exponential families by model selection	2
Mean stationarity test in time series: A signal variance-based approach	2
Limit theorems for integral functionals of Hermite-driven processes	2
Estimation of convex supports from noisy measurements	2
Kernel based Dirichlet sequences	2
Statistical inference for function-on-function linear regression	2
Asymptotically equivalent prediction in multivariate geostatistics	2
Concentration of measure bounds for matrix-variate data with missing values	2
Goodness-of-fit testing for copulas: A distribution-free approach	2
Inference without compatibility: Using exponential weighting for inference on a parameter of a linear model	2
Characterization of the second order random fields subject to linear distributional PDE constraints	2
A diffusion approach to Stein’s method on Riemannian manifolds	2
Multivariate self-exciting jump processes with applications to financial data	2
On multi-step estimation of delay for SDE	2
Martingale Wasserstein inequality for probability measures in the convex order	2
Testing and inference for fixed times of discontinuity in semimartingales	2
Spiked eigenvalues of noncentral Fisher matrix with applications	2
High dimensional Bernoulli distributions: Algebraic representation and applications	2
Paving property for real stable polynomials and strongly Rayleigh processes	2
Targeted cross-validation	2
A trajectorial approach to relative entropy dissipation of McKean–Vlasov diffusions: Gradient flows and HWBI inequalities	2
Two-step Bayesian methods for generalized regression driven by partial differential equations	2
Smoothing distributions for conditional Fleming–Viot and Dawson–Watanabe diffusions	2
A Cramér–Wold device for infinite divisibility of Zd-valued distributions	2
Dating the break in high-dimensional data	2
Model-free bootstrap for a general class of stationary time series	2
Functional registration and local variations: Identifiability, rank, and tuning	2
Adaptation bounds for confidence bands under self-similarity	2
A frequency domain bootstrap for general multivariate stationary processes	2
Bounds for the chi-square approximation of Friedman’s statistic by Stein’s method	2
A unified construction for series representations and finite approximations of completely random measures	2
Sign tests for weak principal directions	2
Cramér-type moderate deviation of normal approximation for unbounded exchangeable pairs	2
Rate-optimal nonparametric estimation for random coefficient regression models	2
Sequential Gaussian approximation for nonstationary time series in high dimensions	2
Bootstrapping Hill estimator and tail array sums for regularly varying time series	2
Estimating the inter-occurrence time distribution from superposed renewal processes	2
Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement	2
Determinantal point processes in the flat limit	2
Asymptotics and renewal approximation in the online selection of increasing subsequence	2
A probabilistic view of latent space graphs and phase transitions	2
Empirical variance minimization with applications in variance reduction and optimal control	2
Rates and coverage for monotone densities using projection-posterior	2
Small sample spaces for Gaussian processes	2
Near-optimal estimation of the unseen under regularly varying tail populations	2
Spectral representations of characteristic functions of discrete probability laws	2
Fisher’s measure of variability in repeated samples	2
Diffusion means in geometric spaces	2
A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock–Williams equation	2
Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields	2
Splitting the sample at the largest uncensored observation	2