Bernoulli

Article	Citations
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions	88
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications	55
Optimal tests for elliptical symmetry: Specified and unspecified location	27
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	25
Siblings in d-dimensional nearest neighbour trees	24
Rearranged dependence measures	22
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	22
On eigenvalues of a high-dimensional spatial-sign covariance matrix	21
Extrinsic derivative formula for distribution dependent SDEs	20
A new adaptive local polynomial density estimation procedure on complicated domains	19
Ergodicity, CLT and asymptotic maximum of the Airy1 process	18
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	17
Mixing properties of non-stationary INGARCH(1,1) processes	16
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	16
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference	15
Nonparametric estimation of locally stationary Hawkes processes	15
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas	15
Density estimation under local differential privacy and Hellinger loss	14
High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective	14
A flexible approach for normal approximation of geometric and topological statistics	14
Functional linear and single-index models: A unified approach via Gaussian Stein identity	14
Independence preserving property of Kummer laws	14
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	14
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	13
Measuring association with Wasserstein distances	13

Detecting long-range dependence for time-varying linear models	13
Poisson approximation in χ2 distance by the Stein-Chen approach	12
An edge CLT for the log determinant of Wigner ensembles	12
Learning to reflect: A unifying approach for data-driven stochastic control strategies	12
Non-asymptotic bounds for the ℓ∞ estimator in linear regression with uniform noise	11
The Goldenshluger–Lepski method for constrained least-squares estimators over RKHSs	11
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation	10
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes	10
Reversibility of elliptical slice sampling revisited	10
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems	10
Adaptive estimation in the linear random coefficients model when regressors have limited variation	10
Inadmissibility of the corrected Akaike information criterion	10
Efficient and consistent model selection procedures for time series	10
Bootstrap percolation on the stochastic block model	10
Laplace priors and spatial inhomogeneity in Bayesian inverse problems	10
Finite-energy infinite clusters without anchored expansion	9
Additive regression with parametric help	9
PDE characterization of geometric distribution functions and quantiles	9
Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications	9
Dating the break in high-dimensional data	9
Conditional quantiles: An operator-theoretical approach	9
Inference for change-plane regression	9
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions	9
Almost sure growth of integrated supOU processes	9
Local minimax rates for closeness testing of discrete distributions	9
Goodness-of-fit tests for high-dimensional parametric multiresponse regressions	9
Testing with p*-values: Between p-values, mid p-values, and e-values	8
Empirical Bayes inference for the block maxima method	8
M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space	8
Nonparametric inference for reversed mean models with panel count data	8
Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics	8
Rank-based testing for semiparametric VAR models: A measure transportation approach	8
Finitely additive mass transportation	8
Detecting changes in the trend function of heteroscedastic time series	8
Rates of convergence for the number of zeros of random trigonometric polynomials	8
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	8
Local continuity of log-concave projection, with applications to estimation under model misspecification	8
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models	8
Semiparametric regression of panel count data with informative terminal event	8
Flexible-bandwidth needlets	7
Data fusion methods for the heterogeneity of treatment effect and confounding function	7
Spectral representations of characteristic functions of discrete probability laws	7
Multiple testing under negative dependence	7
Linear functional estimation under multiplicative measurement error	7
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	7
Online drift estimation for jump-diffusion processes	7
Multiplier U-processes: Sharp bounds and applications	7
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths	6
A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence	6
On the singular values of complex matrix Brownian motion with a matrix drift	6

At the edge of a one-dimensional jellium	6
A nonparametric distribution-free test of independence among continuous random vectors based on L1-norm	6
Spine for interacting populations and sampling	6
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions	6
A large-sample theory for infinitesimal gradient boosting	6
Scalable Monte Carlo inference and rescaled local asymptotic normality	6
Accuracy of Gaussian approximation for high-dimensional posterior distributions	6
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	6
Dimension-agnostic inference using cross U-statistics	6
Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk	6
Sandpiles on the Vicsek fractal explode with probability 14	6
Extreme singular values of inhomogeneous sparse random rectangular matrices	6
Bootstrap inference in functional linear regression models with scalar response	6
The extended Ville’s inequality for nonintegrable nonnegative supermartingales	5
A bootstrapped test of covariance stationarity based on orthonormal transformations	5
Compound Poisson disorder problem with uniformly distributed disorder time	5
Mean stationarity test in time series: A signal variance-based approach	5
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	5
Heat content for Gaussian processes: Small-time asymptotic analysis	5
On a projection-based class of uniformity tests on the hypersphere	5
Sequential change diagnosis revisited and the Adaptive Matrix CuSum	5
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions	5
A probabilistic view of latent space graphs and phase transitions	5
Nonparametric estimation for additive concurrent regression models	5
Edgeworth expansion by Stein’s method	5
On the joint distribution of the area and the number of peaks for Bernoulli excursions	5
Recovering Brownian and jump parts from high-frequency observations of a Lévy process	5
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	5
Template matching with ranks	5
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	5
Nearly minimax robust estimator of the mean vector by iterative spectral dimension reduction	5
On the convergence of PINNs	5
Loop-erased random walk branch of uniform spanning tree in topological polygons	5
Estimating the inter-occurrence time distribution from superposed renewal processes	5
Learning with tree tensor networks: Complexity estimates and model selection	5
Log-concave density estimation in undirected graphical models	5
Bootstrap inference for a class of non-regular estimators	5
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances	4
Optimal stopping of the stable process with state-dependent killing	4
From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis	4
Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems	4
On the asymptotic behavior of a finite section of the optimal causal filter	4
Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes	4
Self-normalized Cramér type moderate deviations for martingales and applications	4
Asymptotics of discrete Schrödinger bridges via chaos decomposition	4
Optimal 1-Wasserstein distance for WGANs	4
Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric α-stable processes	4
Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance	4
Combinatorial Bernoulli factories	4
Dynamic principal component analysis from a global perspective	4
PEBBLE: A second order correct bootstrap method in logistic regression	4
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	4
On Lasso estimator for the drift function in diffusion models	4
The functional central limit theorem with mean uncertainty under the sublinear expectation	4
Erratum: Tree builder random walk: Recurrence, transience and ballisticity	4
Universality and least singular values of random matrix products: A simplified approach	4
Martingale Wasserstein inequality for probability measures in the convex order	4
Asymptotics for isotropic Hilbert-valued spherical random fields	4
Minimum spanning trees of random geometric graphs with location dependent weights	4
Harmonic analysis meets stationarity: A general framework for series expansions of special Gaussian processes	4
Maximal displacement of spectrally negative branching Lévy processes	4
Empirical process theory for locally stationary processes	4
Sharp detection boundaries on testing dense subhypergraph	4
Simultaneous semiparametric inference for single-index models	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
A diffusion approach to Stein’s method on Riemannian manifolds	4
General construction and classes of explicit L1-optimal couplings	4
Minimax boundary estimation and estimation with boundary	4
Quantifying deviations from separability in space-time functional processes	4
Asymptotic normality for a modified quadratic variation of the Hermite process	4
Inference in balanced community modulated recursive trees	4
On the robustness of the minimim ℓ2 interpolator	4
On estimators of the mean of infinite dimensional data in finite populations	4
Minimax estimation of low-rank quantum states and their linear functionals	4
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates	4
Multivariate self-exciting jump processes with applications to financial data	3
A trajectorial approach to relative entropy dissipation of McKean–Vlasov diffusions: Gradient flows and HWBI inequalities	3
Cramér type moderate deviations for the Grenander estimator near the boundaries of the support	3
Gaussian Whittle–Matérn fields on metric graphs	3

Covariance operator estimation: Sparsity, lengthscale, and ensemble Kalman filters	3
Mean field limits for interacting Hawkes processes in a diffusive regime	3
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures	3
Hopf type lemmas for subsolutions of integro-differential equations	3
Estimation of Wasserstein distances in the Spiked Transport Model	3
Approximate double-transform inversion when time is one of the variables	3
Local elliptic law	3
Extremal clustering and cluster counting for spatial random fields	3
Approximation of occupation time functionals	3
Tail processes for stable-regenerative multiple-stable model	3
Erratum for Prediction and estimation consistency of sparse multi-class penalized optimal scoring	3
High dimensional generalized linear models for temporal dependent data	3
Varying coefficient regression: Revisit and parametric help	3
Drift reduction method for SDEs driven by heterogeneous singular Lévy noise	3
Functional diffusion driven stochastic volatility model	3
A note on the phase transition for independent alignment percolation	3
Uniform error bound for PCA matrix denoising	3
Normality of smooth statistics for planar determinantal point processes	3
Multidimensional SDE with distributional drift and Lévy noise	3
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres	3
Statistical deconvolution of the free Fokker-Planck equation at fixed time	3
Rudin extension theorems on product spaces, turning bands, and random fields on balls cross time	3
Sequential Gaussian approximation for nonstationary time series in high dimensions	3
A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process	3
Optimal Markovian coupling for finite activity Lévy processes	3
A frequency domain bootstrap for general multivariate stationary processes	3
Optimal Bayesian estimation of Gaussian mixtures with growing number of components	3
Speeding up Monte Carlo integration: Control neighbors for optimal convergence	3
Thinned completely random measures with applications in competing risks models	3
Functional limit theorems for random walks perturbed by positive alpha-stable jumps	3
Cross-validation for change-point regression: Pitfalls and solutions	3
Over-parametrized deep neural networks minimizing the empirical risk do not generalize well	3
The linear conditional expectation in Hilbert space	3
Gibbsianness and non-Gibbsianness for Bernoulli lattice fields under removal of isolated sites	3
Signal detection in degree corrected ERGMs	3
Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator	3
Adaptive deep learning for nonlinear time series models	3
Bernoulli sums and Rényi entropy inequalities	3
Towards standard imsets for maximal ancestral graphs	3
Empirical approximation to invariant measures for McKean–Vlasov processes: Mean-field interaction vs self-interaction	3
Exponential ergodicity for non-dissipative McKean-Vlasov SDEs	3
The fewest-big-jumps principle and an application to random graphs	3
Detecting approximate replicate components of a high-dimensional random vector with latent structure	3
Smoothing distributions for conditional Fleming–Viot and Dawson–Watanabe diffusions	3
Subexponential estimates for the first hitting time of a Brownian motion with singular drift	3
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression	3
Hypothesis testing for functional linear models via bootstrapping	3
Asymptotic analysis of statistical estimators related to MultiGraphex processes under misspecification	3
Locally polynomial Hilbertian additive regression	2
A Ray–Knight representation of up-down Chinese restaurants	2
On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold	2
New approach to greedy vector quantization	2
SDEs with critical time dependent drifts: Weak solutions	2
Some new concentration inequalities for the Itô stochastic integral	2
On large deviations and intersection of random interlacements	2
Pattern-based tests for two-dimensional copulas	2
LAMN property for stable-Lévy SDEs with constant scale coefficient	2
Limit theorems for Fréchet mean sets	2
Treatment effect estimation with efficient data aggregation	2
Penalized spline estimation of principal components for sparse functional data: Rates of convergence	2
Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations	2
Semi-parametric goodness-of-fit testing for INAR models	2
Kernel two-sample tests for manifold data	2
Scaling of piecewise deterministic Monte Carlo for anisotropic targets	2
De Finetti’s theorem and related results for infinite weighted exchangeable sequences	2
Identifiability in robust estimation of tree structured models	2
A note on the empty balls of a critical super-Brownian motion	2
Inference for partially observed Riemannian Ornstein–Uhlenbeck diffusions of covariance matrices	2
Regularities and exponential ergodicity in entropy for SDEs driven by distribution dependent noise	2
Phase transitions of the maximum likelihood estimators in the p-spin Curie-Weiss model	2
Consistency of p-norm based tests in high dimensions: Characterization, monotonicity, domination	2
Information geometry approach to parameter estimation in hidden Markov model	2
Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics	2
Generalized Hadamard differentiability of the copula mapping and its applications	2
Sequential kernel embedding for mediated and time-varying dose response curves	2
Viscosity estimation for 2D pipe flows I. Construction, consistency, asymptotic normality	2
Distance correlation test for high-dimensional independence	2
A central limit theorem for a sequence of conditionally centered random fields	2
Poisson hulls	2
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo	2
Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement	2
Two-sample contamination model test	2
Extremal eigenvalues of sample covariance matrices with general population	2
Stability of the Poincaré constant	2
Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process	2
Deep stable neural networks: Large-width asymptotics and convergence rates	2
Convergence of empirical optimal transport in unbounded settings	2
Stability and sample complexity of divergence regularized optimal transport	2
Universal sieve-based strategies for efficient estimation using machine learning tools	2
Bayesian uncertainty quantification and structure detection for multiple change points models	2
Synchronisation for scalar conservation laws via Dirichlet boundary	2
Compound multivariate Hawkes processes: Large deviations and rare event simulation	2
Stochastic fractional diffusion equations with Gaussian noise rough in space	2
Local exchangeability	2
Testing for linearity in boundary regression models with application to maximal life expectancies	2