Bernoulli

Article	Citations
Directional phantom distribution functions for stationary random fields	49
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	35
A unified construction for series representations and finite approximations of completely random measures	32
A pseudo-marginal sequential Monte Carlo online smoothing algorithm	19
On eigenvalues of a high-dimensional spatial-sign covariance matrix	16
Limit theorems for integral functionals of Hermite-driven processes	16
On μ-Dvoretzky random covering of the circle	16
Partial generalized four moment theorem revisited	15
Asymptotics for sliding blocks estimators of rare events	15
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	15
Rates and coverage for monotone densities using projection-posterior	15
On the measure of anchored Gaussian simplices, with applications to multivariate medians	14
Asymptotics and renewal approximation in the online selection of increasing subsequence	14
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	13
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	13
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications	12
Equidistribution of random walks on compact groups II. The Wasserstein metric	12
Template matching with ranks	11
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions	11
Precise asymptotics of longest cycles in random permutations without macroscopic cycles	11
Multivariate self-exciting jump processes with applications to financial data	10
Almost-sure asymptotics for Riemannian random waves	10
A note on the phase transition for independent alignment percolation	10
Recovering Brownian and jump parts from high-frequency observations of a Lévy process	10
Degenerate competing three-particle systems	10

Concentration of measure bounds for matrix-variate data with missing values	9
Sequential change diagnosis revisited and the Adaptive Matrix CuSum	9
Estimating the inter-occurrence time distribution from superposed renewal processes	9
Low-rank matrix recovery under heavy-tailed errors	8
A note on one-dimensional Poincaré inequalities by Stein-type integration	8
Cramér type moderate deviations for the Grenander estimator near the boundaries of the support	8
Degrees of freedom for off-the-grid sparse estimation	8
Invariance principle for fragmentation processes derived from conditioned stable Galton–Watson trees	8
Loop-erased random walk branch of uniform spanning tree in topological polygons	8
Gibbsianness and non-Gibbsianness for Bernoulli lattice fields under removal of isolated sites	8
Inference without compatibility: Using exponential weighting for inference on a parameter of a linear model	7
A Riemann–Stein kernel method	7
Necessary and sufficient conditions for the asymptotic normality of higher order Turing estimators	7
Drift reduction method for SDEs driven by heterogeneous singular Lévy noise	6
Optimal tests for elliptical symmetry: Specified and unspecified location	6
Asymptotics of AIC, BIC and Cp model selection rules in high-dimensional regression	6
Variational formulas for asymptotic variance of general discrete-time Markov chains	6
Optimal false discovery control of minimax estimators	6
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism	6
Mixing properties of non-stationary INGARCH(1,1) processes	6
Pure-jump semimartingales	6
On a projection-based class of uniformity tests on the hypersphere	6
Oracle lower bounds for stochastic gradient sampling algorithms	6
Bootstrap inference for a class of non-regular estimators	6
Nonstationary fractionally integrated functional time series	6
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	6
Towards standard imsets for maximal ancestral graphs	6
Functional limit theorems for random walks perturbed by positive alpha-stable jumps	6
Multivariate time series models for mixed data	6
Compound Poisson disorder problem with uniformly distributed disorder time	6
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	5
Rearranged dependence measures	5
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions	5
Asymptotically equivalent prediction in multivariate geostatistics	5
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators	5
On the law of the iterated logarithm and strong invariance principles in stochastic geometry	5
Exact detection thresholds and minimax optimality of Chatterjee’s correlation coefficient	5
Estimation of functional ARMA models	5
Adaptive inference over Besov spaces in the white noise model using p-exponential priors	5
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations	5
An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models	5
Asymptotics for densities of exponential functionals of subordinators	5
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	5
Adaptive Bayesian density estimation in sup-norm	5
Detecting a planted community in an inhomogeneous random graph	5
When scattering transform meets non-Gaussian random processes, a double scaling limit result	5
Cramér-type moderate deviation of normal approximation for unbounded exchangeable pairs	5
Adaptation bounds for confidence bands under self-similarity	4
Deep stable neural networks: Large-width asymptotics and convergence rates	4
Finite sample properties of parametric MMD estimation: Robustness to misspecification and dependence	4

Infinite-color randomly reinforced urns with dominant colors	4
Stability of the Poincaré constant	4
Yaglom’s limit for critical Galton–Watson processes in varying environment: A probabilistic approach	4
Empirical process theory for locally stationary processes	4
New approach to greedy vector quantization	4
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	4
Pivotal tests for relevant differences in the second order dynamics of functional time series	4
An adaptive multiple-try Metropolis algorithm	4
Bounds for the chi-square approximation of Friedman’s statistic by Stein’s method	4
On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices	4
A Berry-Esseen bound with (almost) sharp dependence conditions	4
Bayes-optimal prediction with frequentist coverage control	4
Central limit theorems for high dimensional dependent data	4
Kernel based Dirichlet sequences	4
Detecting long-range dependence for time-varying linear models	4
Nonparametric estimation of locally stationary Hawkes processes	4
Spectral-free estimation of Lévy densities in high-frequency regime	4
Random normal matrices in the almost-circular regime	4
Limit theorems for random Motzkin paths near boundary	3
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas	3
Rank-based change-point analysis for long-range dependent time series	3
Percolation threshold for metric graph loop soup	3
Berry–Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms	3
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme	3
Density estimation under local differential privacy and Hellinger loss	3
Compound Poisson approximation for regularly varying fields with application to sequence alignment	3
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates	3
Phase transitions in non-linear urns with interacting types	3
Gibbs posterior concentration rates under sub-exponential type losses	3
Information geometry approach to parameter estimation in hidden Markov model	3
Minimax estimation of norms of a probability density: II. Rate-optimal estimation procedures	3
Strong and weak convergence for the averaging principle of DDSDE with singular drift	3
Limit theorems for Fréchet mean sets	3
Model-free bootstrap for a general class of stationary time series	3
Supermartingale shadow couplings: The decreasing case	3
On the Bahadur representation of sample quantiles for score functionals	3
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes	3
Minimum information dependence modeling	3
Convergence rates of two-component MCMC samplers	3
Quadratic variation and quadratic roughness	3
Asymptotic confidence regions for density ridges	3
Matrix means and a novel high-dimensional shrinkage phenomenon	3
Convergence rates for shallow neural networks learned by gradient descent	3
Precise large deviations for dependent subexponential variables	3
Sequential estimation of quantiles with applications to A/B testing and best-arm identification	3
Central limit theorems for semi-discrete Wasserstein distances	3
The coupling method in extreme value theory	3
A recursive distributional equation for the stable tree	3
Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices	3
A flexible approach for normal approximation of geometric and topological statistics	3
Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions	3
On the joint distribution of the area and the number of peaks for Bernoulli excursions	3
Sharp detection boundaries on testing dense subhypergraph	3
Measuring association with Wasserstein distances	3
Mean stationarity test in time series: A signal variance-based approach	3
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference	3
Comparison principle for stochastic heat equations driven by α-stable white noises	3
Defective Galton-Watson processes in a varying environment	3
Conditional regression for single-index models	3
Learning with tree tensor networks: Complexity estimates and model selection	3
A unifying approach to distributional limits for empirical optimal transport	3
Inference for partially observed Riemannian Ornstein–Uhlenbeck diffusions of covariance matrices	3
Element-wise estimation error of generalized Fused Lasso	3
Bootstrapping the operator norm in high dimensions: Error estimation for covariance matrices and sketching	2
Local scaling limits of Lévy driven fractional random fields	2
Optimal 1-Wasserstein distance for WGANs	2
Testing and estimation for clustered signals	2
Learning to reflect: A unifying approach for data-driven stochastic control strategies	2
Minimax semi-supervised set-valued approach to multi-class classification	2
Bootstrap percolation on the stochastic block model	2
De Finetti’s theorem and related results for infinite weighted exchangeable sequences	2
Strong limit theorems for empirical halfspace depth trimmed regions	2
Graphical modeling of stochastic processes driven by correlated noise	2
Conditional hazard rate estimation for right censored data	2
Stability and sample complexity of divergence regularized optimal transport	2
Noise covariance estimation in multi-task high-dimensional linear models	2
Estimation of a pure-jump stable Cox-Ingersoll-Ross process	2
An asymptotic Peskun ordering and its application to lifted samplers	2
Limit theorems for supercritical branching processes in random environment	2
The complex behaviour of Galton rank-order statistic	2

Yule’s “nonsense correlation”: Moments and density	2
Representation of random variables as Lebesgue integrals	2
Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels	2
Exponential concentration for geometric-median-of-means in non-positive curvature spaces	2
Inverse covariance operators of multivariate nonstationary time series	2
Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric α-stable processes	2
Inverse regression for spatially distributed functional data	2
Minimum spanning trees of random geometric graphs with location dependent weights	2
Dynamic principal component analysis from a global perspective	2
Non-asymptotic bounds for the ℓ∞ estimator in linear regression with uniform noise	2
Poisson approximation in χ2 distance by the Stein-Chen approach	2
Moment asymptotics for super-Brownian motions	2
Inadmissibility of the corrected Akaike information criterion	2
A robust approach for regression analysis of panel count data with time-varying covariates	2
Gaussian differentially private robust mean estimation and inference	2
Bayesian multiscale analysis of the Cox model	2
Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line	2
On estimators of the mean of infinite dimensional data in finite populations	2
Limit theorems for time-dependent averages of nonlinear stochastic heat equations	2
Reflected Brownian motion with singular drift	2
Some new concentration inequalities for the Itô stochastic integral	2
Multiscale jump testing and estimation under complex temporal dynamics	2
Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions	2
Kernel-weighted specification testing under general distributions	2
Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation	2
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	2
Maximum interpoint distance of high-dimensional random vectors	2
The Goldenshluger–Lepski method for constrained least-squares estimators over RKHSs	2
Continuous-time digital search tree and a border aggregation model	2
Simultaneous off-the-grid learning of mixtures issued from a continuous dictionary	2
An edge CLT for the log determinant of Wigner ensembles	2
Quantifying deviations from separability in space-time functional processes	2
Splitting the sample at the largest uncensored observation	2
Sequential testing for elicitable functionals via supermartingales	2
Sampling using adaptive regenerative processes	2
Multivariate ρ-quantiles: A spatial approach	2
High dimensional Bernoulli distributions: Algebraic representation and applications	2
Local polynomial trend regression for spatial data on Rd	2
Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity	2
Smoothing and adaptation of shifted Pólya tree ensembles	2
Near-optimal estimation of the unseen under regularly varying tail populations	2
A general framework for SPDE-based stationary random fields	2
Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems	2
Penalized spline estimation of principal components for sparse functional data: Rates of convergence	2
The infinite Viterbi alignment and decay-convexity	2
On bandwidth selection problems in nonparametric trend estimation under martingale difference errors	2
A log-linear model for non-stationary time series of counts	2
Sectional Voronoi tessellations: Characterization and high-dimensional limits	2
Explicit bounds for critical infection rates and expected extinction times of the contact process on finite random graphs	2
Independence preserving property of Kummer laws	2
Poincaré inequalities and integrated curvature-dimension criterion for generalised Cauchy and convex measures	2
From Poincaré inequalities to nonlinear matrix concentration	2
Asymptotics of discrete Schrödinger bridges via chaos decomposition	2
Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics	2
Optimal stopping of the stable process with state-dependent killing	2
Functional linear quantile regression on a two-dimensional domain	2
Interpoint distance based two sample tests in high dimension	2
Adaptive Bayesian inference for current status data on a grid	2
On Z-mean reflected BSDEs	2
Inference in balanced community modulated recursive trees	2
Regularities and exponential ergodicity in entropy for SDEs driven by distribution dependent noise	2
A Cramér–Wold device for infinite divisibility of Zd-valued distributions	2
Maximal displacement of spectrally negative branching Lévy processes	2
Asymptotics for isotropic Hilbert-valued spherical random fields	2
A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model	2
Large deviations of reflected weakly interacting particle systems	2
Boundary adaptive local polynomial conditional density estimators	2
General construction and classes of explicit L1-optimal couplings	1
Testing against uniform stochastic ordering with paired observations	1
A unified performance analysis of likelihood-informed subspace methods	1
Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes	1
Is there an analog of Nesterov acceleration for gradient-based MCMC?	1
Finite-energy infinite clusters without anchored expansion	1
Bootstrapping Hill estimator and tail array sums for regularly varying time series	1
A frequency domain bootstrap for general multivariate stationary processes	1
Spectral equivalence of Gaussian random functions: Operator approach	1
Approximation of heavy-tailed distributions via stable-driven SDEs	1
Efficient and consistent model selection procedures for time series	1
A diffusion approach to Stein’s method on Riemannian manifolds	1
Additive regression with parametric help	1
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	1
Adaptive estimation in the linear random coefficients model when regressors have limited variation	1
Parameter estimation in branching processes with almost sure extinction	1
Sampling without replacement from a high-dimensional finite population	1
Testing with p*-values: Between p-values, mid p-values, and e-values	1
Determinantal point processes in the flat limit	1
Minimax boundary estimation and estimation with boundary	1
Variable Length Memory Chains: Characterization of stationary probability measures	1
Multilevel bootstrap particle filter	1
Consistency of p-norm based tests in high dimensions: Characterization, monotonicity, domination	1
Distance correlation test for high-dimensional independence	1
Large deviations of extremes in branching random walk with regularly varying displacements	1
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures	1
Local convergence rates of the nonparametric least squares estimator with applications to transfer learning	1
On the asymptotic behavior of a finite section of the optimal causal filter	1