Bernoulli

Article	Citations
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	68
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	50
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications	26
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions	23
Optimal tests for elliptical symmetry: Specified and unspecified location	21
Siblings in d-dimensional nearest neighbour trees	21
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	20
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	20
Extrinsic derivative formula for distribution dependent SDEs	19
A new adaptive local polynomial density estimation procedure on complicated domains	18
Rearranged dependence measures	15
On eigenvalues of a high-dimensional spatial-sign covariance matrix	15
Mixing properties of non-stationary INGARCH(1,1) processes	15
Nonparametric estimation of locally stationary Hawkes processes	14
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference	14
Detecting long-range dependence for time-varying linear models	13
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas	13
Independence preserving property of Kummer laws	13
High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective	13
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	13
A flexible approach for normal approximation of geometric and topological statistics	12
Functional linear and single-index models: A unified approach via Gaussian Stein identity	12
Measuring association with Wasserstein distances	11
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	11
Density estimation under local differential privacy and Hellinger loss	11

Bootstrap percolation on the stochastic block model	10
An edge CLT for the log determinant of Wigner ensembles	10
The Goldenshluger–Lepski method for constrained least-squares estimators over RKHSs	10
Reversibility of elliptical slice sampling revisited	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
Non-asymptotic bounds for the ℓ∞ estimator in linear regression with uniform noise	9
Efficient and consistent model selection procedures for time series	9
Laplace priors and spatial inhomogeneity in Bayesian inverse problems	9
Local continuity of log-concave projection, with applications to estimation under model misspecification	9
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems	9
Inadmissibility of the corrected Akaike information criterion	9
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes	9
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions	8
Adaptive estimation in the linear random coefficients model when regressors have limited variation	8
Conditional quantiles: An operator-theoretical approach	8
Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications	8
Empirical Bayes inference for the block maxima method	8
Additive regression with parametric help	8
Dating the break in high-dimensional data	8
PDE characterization of geometric distribution functions and quantiles	8
Rates of convergence for the number of zeros of random trigonometric polynomials	8
Finite-energy infinite clusters without anchored expansion	8
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	8
Rank-based testing for semiparametric VAR models: A measure transportation approach	7
Local minimax rates for closeness testing of discrete distributions	7
Finitely additive mass transportation	7
Inference for change-plane regression	7
Testing with p*-values: Between p-values, mid p-values, and e-values	7
Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics	7
Goodness-of-fit tests for high-dimensional parametric multiresponse regressions	7
M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space	7
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models	6
Nonparametric inference for reversed mean models with panel count data	6
Flexible-bandwidth needlets	6
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	6
A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence	6
Semiparametric regression of panel count data with informative terminal event	6
Multiplier U-processes: Sharp bounds and applications	6
Spectral representations of characteristic functions of discrete probability laws	6
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions	6
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths	6
Multiple testing under negative dependence	6
Detecting changes in the trend function of heteroscedastic time series	6
Linear functional estimation under multiplicative measurement error	6
Dimension-agnostic inference using cross U-statistics	6
Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk	6
Online drift estimation for jump-diffusion processes	6
On the convergence of PINNs	5

Bootstrap inference in functional linear regression models with scalar response	5
Template matching with ranks	5
A nonparametric distribution-free test of independence among continuous random vectors based on L1-norm	5
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions	5
Extreme singular values of inhomogeneous sparse random rectangular matrices	5
Estimating the inter-occurrence time distribution from superposed renewal processes	5
Scalable Monte Carlo inference and rescaled local asymptotic normality	5
A probabilistic view of latent space graphs and phase transitions	5
On the singular values of complex matrix Brownian motion with a matrix drift	5
Bootstrap inference for a class of non-regular estimators	5
Accuracy of Gaussian approximation for high-dimensional posterior distributions	5
Recovering Brownian and jump parts from high-frequency observations of a Lévy process	5
Spine for interacting populations and sampling	5
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	5
A bootstrapped test of covariance stationarity based on orthonormal transformations	5
Sequential change diagnosis revisited and the Adaptive Matrix CuSum	5
Sandpiles on the Vicsek fractal explode with probability 14	5
Heat content for Gaussian processes: Small-time asymptotic analysis	5
A large-sample theory for infinitesimal gradient boosting	5
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	5
At the edge of a one-dimensional jellium	5
On a projection-based class of uniformity tests on the hypersphere	4
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	4
On the joint distribution of the area and the number of peaks for Bernoulli excursions	4
Minimum spanning trees of random geometric graphs with location dependent weights	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
Asymptotics of discrete Schrödinger bridges via chaos decomposition	4
On estimators of the mean of infinite dimensional data in finite populations	4
Mean stationarity test in time series: A signal variance-based approach	4
Dynamic principal component analysis from a global perspective	4
Empirical process theory for locally stationary processes	4
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	4
Edgeworth expansion by Stein’s method	4
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes	4
Noise covariance estimation in multi-task high-dimensional linear models	4
Asymptotics for isotropic Hilbert-valued spherical random fields	4
Quantifying deviations from separability in space-time functional processes	4
Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems	4
Harmonic analysis meets stationarity: A general framework for series expansions of special Gaussian processes	4
On Lasso estimator for the drift function in diffusion models	4
Learning with tree tensor networks: Complexity estimates and model selection	4
Loop-erased random walk branch of uniform spanning tree in topological polygons	4
Compound Poisson disorder problem with uniformly distributed disorder time	4
Sharp detection boundaries on testing dense subhypergraph	4
Optimal 1-Wasserstein distance for WGANs	4
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates	4
Inference in balanced community modulated recursive trees	4
From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis	4
Combinatorial Bernoulli factories	4
Optimal stopping of the stable process with state-dependent killing	4
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances	4
A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process	3
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures	3
Optimal Markovian coupling for finite activity Lévy processes	3
Detecting approximate replicate components of a high-dimensional random vector with latent structure	3
Bernoulli sums and Rényi entropy inequalities	3
Exponential ergodicity for non-dissipative McKean-Vlasov SDEs	3
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	3
Speeding up Monte Carlo integration: Control neighbors for optimal convergence	3
Empirical approximation to invariant measures for McKean–Vlasov processes: Mean-field interaction vs self-interaction	3
Thinned completely random measures with applications in competing risks models	3
Minimax boundary estimation and estimation with boundary	3
Signal detection in degree corrected ERGMs	3
A diffusion approach to Stein’s method on Riemannian manifolds	3
Functional diffusion driven stochastic volatility model	3
Asymptotic normality for a modified quadratic variation of the Hermite process	3
Self-normalized Cramér type moderate deviations for martingales and applications	3
The functional central limit theorem with mean uncertainty under the sublinear expectation	3
Approximation of occupation time functionals	3
Optimal Bayesian estimation of Gaussian mixtures with growing number of components	3
A frequency domain bootstrap for general multivariate stationary processes	3
Statistical deconvolution of the free Fokker-Planck equation at fixed time	3
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres	3
High dimensional generalized linear models for temporal dependent data	3
The fewest-big-jumps principle and an application to random graphs	3
Local elliptic law	3
Rudin extension theorems on product spaces, turning bands, and random fields on balls cross time	3
Erratum for Prediction and estimation consistency of sparse multi-class penalized optimal scoring	3
Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes	3

A trajectorial approach to relative entropy dissipation of McKean–Vlasov diffusions: Gradient flows and HWBI inequalities	3
Normality of smooth statistics for planar determinantal point processes	3
Smoothing distributions for conditional Fleming–Viot and Dawson–Watanabe diffusions	3
Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance	3
General construction and classes of explicit L1-optimal couplings	3
Gaussian Whittle–Matérn fields on metric graphs	3
Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator	3
Approximate double-transform inversion when time is one of the variables	3
Extremal clustering and cluster counting for spatial random fields	3
Erratum: Tree builder random walk: Recurrence, transience and ballisticity	3
Over-parametrized deep neural networks minimizing the empirical risk do not generalize well	3
Covariance operator estimation: Sparsity, lengthscale, and ensemble Kalman filters	3
The linear conditional expectation in Hilbert space	3
On the asymptotic behavior of a finite section of the optimal causal filter	3
Uniform error bound for PCA matrix denoising	3
Minimax estimation of low-rank quantum states and their linear functionals	3
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression	3
Universality and least singular values of random matrix products: A simplified approach	3
Asymptotic analysis of statistical estimators related to MultiGraphex processes under misspecification	3
Martingale Wasserstein inequality for probability measures in the convex order	3
Cross-validation for change-point regression: Pitfalls and solutions	3
Maximal displacement of spectrally negative branching Lévy processes	3
Estimation of Wasserstein distances in the Spiked Transport Model	3
Limit theorems for Fréchet mean sets	2
Universal sieve-based strategies for efficient estimation using machine learning tools	2
A Cramér–Wold device for infinite divisibility of Zd-valued distributions	2
Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations	2
Stochastic fractional diffusion equations with Gaussian noise rough in space	2
On algebraic Stein operators for Gaussian polynomials	2
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo	2
A note on the phase transition for independent alignment percolation	2
Two-sample contamination model test	2
Mean field limits for interacting Hawkes processes in a diffusive regime	2
A note on the empty balls of a critical super-Brownian motion	2
Hopf type lemmas for subsolutions of integro-differential equations	2
Poincaré inequalities and integrated curvature-dimension criterion for generalised Cauchy and convex measures	2
Equidistribution of random walks on compact groups II. The Wasserstein metric	2
Averaging symmetric positive-definite matrices on the space of eigen-decompositions	2
Penalized spline estimation of principal components for sparse functional data: Rates of convergence	2
On the Bahadur representation of sample quantiles for score functionals	2
Towards standard imsets for maximal ancestral graphs	2
An asymptotic Peskun ordering and its application to lifted samplers	2
Minimum information dependence modeling	2
Representation of random variables as Lebesgue integrals	2
Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics	2
New approach to greedy vector quantization	2
Convergence of empirical optimal transport in unbounded settings	2
Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process	2
Stability and sample complexity of divergence regularized optimal transport	2
Extremal eigenvalues of sample covariance matrices with general population	2
Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions	2
SDEs with critical time dependent drifts: Weak solutions	2
On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold	2
Inference for partially observed Riemannian Ornstein–Uhlenbeck diffusions of covariance matrices	2
Scaling of piecewise deterministic Monte Carlo for anisotropic targets	2
Functional limit theorems for random walks perturbed by positive alpha-stable jumps	2
Kernel two-sample tests for manifold data	2
Tail processes for stable-regenerative multiple-stable model	2
Minimax estimation of norms of a probability density: I. Lower bounds	2
Multidimensional SDE with distributional drift and Lévy noise	2
Cramér type moderate deviations for the Grenander estimator near the boundaries of the support	2
On the theoretical properties of the exchange algorithm	2
Drift reduction method for SDEs driven by heterogeneous singular Lévy noise	2
Generalized Hadamard differentiability of the copula mapping and its applications	2
Some new concentration inequalities for the Itô stochastic integral	2
Limit theorems for SDEs with irregular drifts	2
De Finetti’s theorem and related results for infinite weighted exchangeable sequences	2
Quadratic variation and quadratic roughness	2
Regularities and exponential ergodicity in entropy for SDEs driven by distribution dependent noise	2
Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data	2
Information geometry approach to parameter estimation in hidden Markov model	2
LAMN property for stable-Lévy SDEs with constant scale coefficient	2
Pivotal tests for relevant differences in the second order dynamics of functional time series	2
Synchronisation for scalar conservation laws via Dirichlet boundary	2
Limit theorems for random Motzkin paths near boundary	2
Distance correlation test for high-dimensional independence	2
Functional linear quantile regression on a two-dimensional domain	2
Stability of the Poincaré constant	2
Poisson hulls	2
Continuous-time digital search tree and a border aggregation model	2
Consistency of p-norm based tests in high dimensions: Characterization, monotonicity, domination	2
Sequential Gaussian approximation for nonstationary time series in high dimensions	2
On large deviations and intersection of random interlacements	2
Adaptive deep learning for nonlinear time series models	2
Multivariate self-exciting jump processes with applications to financial data	2
Targeted cross-validation	2
A unified construction for series representations and finite approximations of completely random measures	2
Sampling using adaptive regenerative processes	2
Phase transitions of the maximum likelihood estimators in the p-spin Curie-Weiss model	2
Gibbsianness and non-Gibbsianness for Bernoulli lattice fields under removal of isolated sites	2
A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model	2
Deep stable neural networks: Large-width asymptotics and convergence rates	2
Kernel-weighted specification testing under general distributions	2
Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation	2
De-biasing the lasso with degrees-of-freedom adjustment	1