Bernoulli

Article	Citations
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions	124
Extrinsic derivative formula for distribution dependent SDEs	67
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	34
Siblings in d-dimensional nearest neighbour trees	33
A new adaptive local polynomial density estimation procedure on complicated domains	27
Ergodicity, CLT and asymptotic maximum of the Airy1 process	25
Scaling limit for the cover time of the λ-biased random walk on a binary tree with λ<1	22
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	21
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications	21
Rearranged dependence measures	21
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	21
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	20
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas	19
Measuring association with Wasserstein distances	18
Independence preserving property of Kummer laws	18
Density estimation under local differential privacy and Hellinger loss	17
Detecting long-range dependence for time-varying linear models	17
Functional linear and single-index models: A unified approach via Gaussian Stein identity	16
A flexible approach for normal approximation of geometric and topological statistics	16
Nonparametric estimation of locally stationary Hawkes processes	15
Nonparametric curve estimation in measurement error problems with conditionally heteroscedastic variances	15
Sharp phase transitions in high-dimensional changepoint detection	14
Covariance change point localisation and inference in fragmented functional data	13
On the power of private likelihood-ratio tests for goodness-of-fit in frequency tables	13
High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective	13

Principles of statistical inference in online problems	13
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	13
Bootstrap percolation on the stochastic block model	12
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	12
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference	12
Reversibility of elliptical slice sampling revisited	12
An edge CLT for the log determinant of Wigner ensembles	12
Non-asymptotic bounds for the ℓ∞ estimator in linear regression with uniform noise	12
Learning to reflect: A unifying approach for data-driven stochastic control strategies	12
Inadmissibility of the corrected Akaike information criterion	12
Decompounding under general mixing distributions	11
Data-driven fixed-point tuning for truncated realized variations	11
Poisson approximation in χ2 distance by the Stein-Chen approach	11
Laplace priors and spatial inhomogeneity in Bayesian inverse problems	11
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems	11
Large deviations for fully local monotone stochastic partial differential equations driven by gradient-dependent noise	11
Bayesian model selection consistency for high-dimensional discrete graphical models	11
Efficient and consistent model selection procedures for time series	10
Additive regression with parametric help	10
Goodness-of-fit tests for high-dimensional parametric multiresponse regressions	10
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions	10
Dating the break in high-dimensional data	10
Ole E. Barndorff-Nielsen: Sand, wind and inference	10
Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications	10
Almost sure growth of integrated supOU processes	10
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes	10
Rates of convergence for the number of zeros of random trigonometric polynomials	10
Rank-based testing for semiparametric VAR models: A measure transportation approach	9
Testing with p*-values: Between p-values, mid p-values, and e-values	9
Conditional quantiles: An operator-theoretical approach	9
Diffusion processes as Wasserstein gradient flows via stochastic control of the volatility matrix	9
Inference for change-plane regression	9
Empirical Bayes inference for the block maxima method	9
Local minimax rates for closeness testing of discrete distributions	9
Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics	9
Moderate deviation principles for a reaction diffusion model in non-equilibrium	8
PDE characterization of geometric distribution functions and quantiles	8
Nonparametric inference for reversed mean models with panel count data	8
Simulating conditioned diffusions on manifolds	8
M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space	8
Data fusion methods for the heterogeneity of treatment effect and confounding function	8
Linear functional estimation under multiplicative measurement error	8
Finitely additive mass transportation	8
Multiple testing under negative dependence	8
Dimension-agnostic inference using cross U-statistics	7
Semiparametric regression of panel count data with informative terminal event	7
Flexible-bandwidth needlets	7
Sandpiles on the Vicsek fractal explode with probability 14	7
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	7
Spectral representations of characteristic functions of discrete probability laws	7

A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence	7
Extreme singular values of inhomogeneous sparse random rectangular matrices	7
Detecting changes in the trend function of heteroscedastic time series	7
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions	7
A large-sample theory for infinitesimal gradient boosting	7
Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk	7
Accuracy of Gaussian approximation for high-dimensional posterior distributions	6
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths	6
Minimax optimal goodness-of-fit testing with kernel Stein discrepancy	6
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	6
Spine for interacting populations and sampling	6
On the singular values of complex matrix Brownian motion with a matrix drift	6
Nearly minimax robust estimator of the mean vector by iterative spectral dimension reduction	6
A bootstrapped test of covariance stationarity based on orthonormal transformations	6
Bootstrap inference in functional linear regression models with scalar response	6
The extended Ville’s inequality for nonintegrable nonnegative supermartingales	6
Monotone measure-transportation maps in Hilbert spaces, with statistical applications	6
At the edge of a one-dimensional jellium	6
A probabilistic view of latent space graphs and phase transitions	6
Asymptotics of discrete Schrödinger bridges via chaos decomposition	5
Dynamic principal component analysis from a global perspective	5
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances	5
Optimal stopping of the stable process with state-dependent killing	5
Heat content for Gaussian processes: Small-time asymptotic analysis	5
Sharp detection boundaries on testing dense subhypergraph	5
Bernstein-type inequalities for Markov chains and Markov processes: A simple and robust proof	5
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	5
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	5
Template matching with ranks	5
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions	5
Combinatorial Bernoulli factories	5
Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric α-stable processes	5
Mean stationarity test in time series: A signal variance-based approach	5
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes	5
PEBBLE: A second order correct bootstrap method in logistic regression	5
Learning with tree tensor networks: Complexity estimates and model selection	5
On a projection-based class of uniformity tests on the hypersphere	5
A fractional stochastic differential equation with discontinuous diffusion driven by fBm with Hurst parameter less than 1∕2	5
Log-concave density estimation in undirected graphical models	5
Nonparametric estimation for additive concurrent regression models	5
A nonparametric distribution-free test of independence among continuous random vectors based on L1-norm	5
Loop-erased random walk branch of uniform spanning tree in topological polygons	5
Compound Poisson disorder problem with uniformly distributed disorder time	5
On estimators of the mean of infinite dimensional data in finite populations	5
On Lasso estimator for the drift function in diffusion models	5
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates	5
Simultaneous semiparametric inference for single-index models	5
On the joint distribution of the area and the number of peaks for Bernoulli excursions	5
Edgeworth expansion by Stein’s method	5
Stein’s method of moments on the sphere	5
On the convergence of PINNs	5
Sequential change diagnosis revisited and the Adaptive Matrix CuSum	5
Bootstrap inference for a class of non-regular estimators	5
Nonparametric logistic regression with deep learning	5
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	5
Bernoulli sums and Rényi entropy inequalities	4
Normality of smooth statistics for planar determinantal point processes	4
Asymptotics for isotropic Hilbert-valued spherical random fields	4
Rudin extension theorems on product spaces, turning bands, and random fields on balls cross time	4
Maximal displacement of spectrally negative branching Lévy processes	4
From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis	4
Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance	4
Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems	4
Inference in balanced community modulated recursive trees	4
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres	4
Self-normalized Cramér type moderate deviations for martingales and applications	4
Covariance operator estimation: Sparsity, lengthscale, and ensemble Kalman filters	4
Gaussian Whittle–Matérn fields on metric graphs	4
Asymptotic normality for a modified quadratic variation of the Hermite process	4
Martingale Wasserstein inequality for probability measures in the convex order	4
A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process	4
Equilibrium moderate deviations for occupation times of SSEP on regular trees	4
Volatility and jump activity estimation in a stable Cox-Ingersoll-Ross model	4
Optimal 1-Wasserstein distance for WGANs	4
Quantifying deviations from separability in space-time functional processes	4
Addressing both variable selection and misclassified responses with parametric and semiparametric methods	4
On the asymptotic behavior of a finite section of the optimal causal filter	4
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures	4
A frequency domain bootstrap for general multivariate stationary processes	4
A diffusion approach to Stein’s method on Riemannian manifolds	4

Minimax boundary estimation and estimation with boundary	4
Harmonic analysis meets stationarity: A general framework for series expansions of special Gaussian processes	4
The fewest-big-jumps principle and an application to random graphs	4
Smallest gaps between eigenvalues of real Gaussian matrices	4
On the robustness of the minimim ℓ2 interpolator	4
Noise covariance estimation in multi-task high-dimensional linear models	4
Minimax estimation of low-rank quantum states and their linear functionals	4
General construction and classes of explicit L1-optimal couplings	4
Erratum: Tree builder random walk: Recurrence, transience and ballisticity	4
The functional central limit theorem with mean uncertainty under the sublinear expectation	4
Limit theorems for random Motzkin paths near boundary	3
Multivariate self-exciting jump processes with applications to financial data	3
Functional diffusion driven stochastic volatility model	3
Averaging symmetric positive-definite matrices on the space of eigen-decompositions	3
First contact percolation	3
Signal detection in degree corrected ERGMs	3
Estimation of Wasserstein distances in the Spiked Transport Model	3
Adaptive deep learning for nonlinear time series models	3
Optimal Markovian coupling for finite activity Lévy processes	3
Asymptotic analysis of statistical estimators related to MultiGraphex processes under misspecification	3
Minimum information dependence modeling	3
Detecting approximate replicate components of a high-dimensional random vector with latent structure	3
Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes	3
Sequential Gaussian approximation for nonstationary time series in high dimensions	3
Empirical Bayes large-scale multiple testing for high-dimensional binary outcome data	3
Optimal Bayesian estimation of Gaussian mixtures with growing number of components	3
Stability and sample complexity of divergence regularized optimal transport	3
Stability of the Poincaré constant	3
Subexponential estimates for the first hitting time of a Brownian motion with singular drift	3
Some new concentration inequalities for the Itô stochastic integral	3
Hypothesis testing for functional linear models via bootstrapping	3
Limit theorems for SDEs with irregular drifts	3
Smoothing distributions for conditional Fleming–Viot and Dawson–Watanabe diffusions	3
A unified construction for series representations and finite approximations of completely random measures	3
A trajectorial approach to relative entropy dissipation of McKean–Vlasov diffusions: Gradient flows and HWBI inequalities	3
Varying coefficient regression: Revisit and parametric help	3
Empirical approximation to invariant measures for McKean–Vlasov processes: Mean-field interaction vs self-interaction	3
Local elliptic law	3
Gibbsianness and non-Gibbsianness for Bernoulli lattice fields under removal of isolated sites	3
Extremal clustering and cluster counting for spatial random fields	3
Deep stable neural networks: Large-width asymptotics and convergence rates	3
Non-linear wavelet density estimation on the real line	3
Limit theorems for Fréchet mean sets	3
Tail processes for stable-regenerative multiple-stable model	3
Ole Eiler Barndorff-Nielsen	3
Uniform error bound for PCA matrix denoising	3
Pattern-based tests for two-dimensional copulas	3
A note on the phase transition for independent alignment percolation	3
Inference for partially observed Riemannian Ornstein–Uhlenbeck diffusions of covariance matrices	3
Drift reduction method for SDEs driven by heterogeneous singular Lévy noise	3
Exponential ergodicity for non-dissipative McKean-Vlasov SDEs	3
Functional limit theorems for random walks perturbed by positive alpha-stable jumps	3
High dimensional generalized linear models for temporal dependent data	3
On the Bahadur representation of sample quantiles for score functionals	3
Cross-validation for change-point regression: Pitfalls and solutions	3
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression	3
Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator	3
Speeding up Monte Carlo integration: Control neighbors for optimal convergence	3
Cramér type moderate deviations for the Grenander estimator near the boundaries of the support	3
Approximate double-transform inversion when time is one of the variables	3
Quadratic variation and quadratic roughness	3
Statistical deconvolution of the free Fokker-Planck equation at fixed time	3
Nonparametric Bayesian intensity estimation for covariate-driven inhomogeneous point processes	3
Hopf type lemmas for subsolutions of integro-differential equations	3
Pivotal tests for relevant differences in the second order dynamics of functional time series	3
Multidimensional SDE with distributional drift and Lévy noise	3
Phase transitions of the maximum likelihood estimators in the p-spin Curie-Weiss model	3
Towards standard imsets for maximal ancestral graphs	3
Bayesian uncertainty quantification and structure detection for multiple change points models	2
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo	2
Semi-parametric goodness-of-fit testing for INAR models	2
Poisson hulls	2
Causal inference on process graphs: Causal structure and effect identification	2
O. E. Barndorff-Nielsen’s approximate conditional inference	2
When scattering transform meets non-Gaussian random processes, a double scaling limit result	2
Convergence rates of Gibbs measures with degenerate minimum	2
Identifiability in robust estimation of tree structured models	2
Balancing the edge effect and dimension of spectral spatial statistics under irregular sampling with applications to isotropy testing	2
Locally polynomial Hilbertian additive regression	2
A central limit theorem for a sequence of conditionally centered random fields	2
Scaling of piecewise deterministic Monte Carlo for anisotropic targets	2
Kernel two-sample tests for manifold data	2
Parametrization, prior independence, and the semiparametric Bernstein-von Mises theorem for the partially linear model	2
Adaptive inference over Besov spaces in the white noise model using p-exponential priors	2
Fourier analysis of spatial point processes	2
Parametric inference for ergodic McKean-Vlasov stochastic differential equations	2
Multivariate time series models for mixed data	2
Compound multivariate Hawkes processes: Large deviations and rare event simulation	2
Local exchangeability	2
Viscosity estimation for 2D pipe flows I. Construction, consistency, asymptotic normality	2
A note on the empty balls of a critical super-Brownian motion	2
Two-sample contamination model test	2
Extremal shot noise processes and random cutout sets	2
On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold	2
Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement	2