Bernoulli

Article	Citations
Well-posedness of distribution dependent SDEs with singular drifts	38
On sampling from a log-concave density using kinetic Langevin diffusions	26
Conformal prediction: A unified review of theory and new challenges	17
Optimal covariance change point localization in high dimensions	17
Quadratic shrinkage for large covariance matrices	15
Concentration inequalities for random tensors	15
Scoring interval forecasts: Equal-tailed, shortest, and modal interval	14
Is there an analog of Nesterov acceleration for gradient-based MCMC?	13
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation	13
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case	13
Compound Poisson approximation for regularly varying fields with application to sequence alignment	12
Some properties of a Cauchy family on the sphere derived from the Möbius transformations	12
Bayesian linear regression for multivariate responses under group sparsity	12
Sequential estimation of quantiles with applications to A/B testing and best-arm identification	11
Fractional stochastic wave equation driven by a Gaussian noise rough in space	11
A fast algorithm with minimax optimal guarantees for topic models with an unknown number of topics	11
High-dimensional CLT: Improvements, non-uniform extensions and large deviations	10
Logarithmic Sobolev inequalities for finite spin systems and applications	10
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth	10
Coverage error optimal confidence intervals for local polynomial regression	10
On posterior contraction of parameters and interpretability in Bayesian mixture modeling	10
Lévy processes: Concentration function and heat kernel bounds	10
Local differential privacy: Elbow effect in optimal density estimation and adaptation over Besov ellipsoids	10
Kernel and wavelet density estimators on manifolds and more general metric spaces	10
Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels	10

Dynamic linear discriminant analysis in high dimensional space	10
Sufficient dimension reduction and instrument search for data with nonignorable nonresponse	9
Consistent structure estimation of exponential-family random graph models with block structure	9
Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process	9
Bootstrap based inference for sparse high-dimensional time series models	9
A unified principled framework for resampling based on pseudo-populations: Asymptotic theory	9
A refined Cramér-type moderate deviation for sums of local statistics	9
Rates of contraction of posterior distributions based on p-exponential priors	9
Interacting reinforced stochastic processes: Statistical inference based on the weighted empirical means	9
Directional differentiability for supremum-type functionals: Statistical applications	9
Nonparametric regression for locally stationary random fields under stochastic sampling design	9
Nodal lengths in shrinking domains for random eigenfunctions on $S^{2}$	9
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices	8
A new McKean–Vlasov stochastic interpretation of the parabolic–parabolic Keller–Segel model: The one-dimensional case	8
Efron–Petrosian integrals for doubly truncated data with covariates: An asymptotic analysis	8
Estimation of Wasserstein distances in the Spiked Transport Model	8
Finite sample properties of parametric MMD estimation: Robustness to misspecification and dependence	8
Applications of weak transport theory	8
Efficient estimation in single index models through smoothing splines	8
Asymptotic properties of penalized splines for functional data	7
Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator	7
Statistical estimation of ergodic Markov chain kernel over discrete state space	7
Distances and large deviations in the spatial preferential attachment model	7
Multidimensional SDE with distributional drift and Lévy noise	7
Hanson–Wright inequality in Hilbert spaces with application to $K$-means clustering for non-Euclidean data	7
Measuring association with Wasserstein distances	7
First-order covariance inequalities via Stein’s method	7
Limiting behavior of large correlated Wishart matrices with chaotic entries	7
Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics	7
On Sobolev tests of uniformity on the circle with an extension to the sphere	7
Random orthogonal matrices and the Cayley transform	7
Discrete statistical models with rational maximum likelihood estimator	6
Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation	6
A pseudo-marginal sequential Monte Carlo online smoothing algorithm	6
Degeneracy in sparse ERGMs with functions of degrees as sufficient statistics	6
Local law and Tracy–Widom limit for sparse stochastic block models	6
A unified performance analysis of likelihood-informed subspace methods	6
Interpoint distance based two sample tests in high dimension	6
A family of Beckner inequalities under various curvature-dimension conditions	6
A class of models for Bayesian predictive inference	6
Optimal sparsity testing in linear regression model	6
Improved bounds for discretization of Langevin diffusions: Near-optimal rates without convexity	6
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	6
Estimating the number of connected components in a graph via subgraph sampling	6
Gibbs posterior concentration rates under sub-exponential type losses	6
On eigenvalues of a high-dimensional spatial-sign covariance matrix	6
Functional weak limit theorem for a local empirical process of non-stationary time series and its application	6
Fundamental limits of exact support recovery in high dimensions	6
Limit theorems for long-memory flows on Wiener chaos	5
Concentration of the spectral norm of Erdős–Rényi random graphs	5

Approximation of occupation time functionals	5
Around the entropic Talagrand inequality	5
Bump detection in the presence of dependency: Does it ease or does it load?	5
Distance covariance for discretized stochastic processes	5
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	5
Busemann functions and semi-infinite O’Connell–Yor polymers	5
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing	5
A Bayesian nonparametric approach to log-concave density estimation	5
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators	5
Limit theorems for time-dependent averages of nonlinear stochastic heat equations	5
Coupling and perturbation techniques for categorical time series	5
De-biasing the lasso with degrees-of-freedom adjustment	5
Berry–Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms	5
The Osgood condition for stochastic partial differential equations	5
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	5
Robust estimation of mixing measures in finite mixture models	4
Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data	4
Signature cumulants, ordered partitions, and independence of stochastic processes	4
Matching strings in encoded sequences	4
Equidistribution of random walks on compact groups II. The Wasserstein metric	4
A presmoothing approach for estimation in the semiparametric Cox mixture cure model	4
Online drift estimation for jump-diffusion processes	4
Multiplier U-processes: Sharp bounds and applications	4
Precise deviations for Hawkes processes	4
Joint inference on extreme expectiles for multivariate heavy-tailed distributions	4
Approximation of heavy-tailed distributions via stable-driven SDEs	4
Multivariate ρ-quantiles: A spatial approach	4
Sharp detection boundaries on testing dense subhypergraph	4
Learning with tree tensor networks: Complexity estimates and model selection	4
On a projection-based class of uniformity tests on the hypersphere	4
Comparing a large number of multivariate distributions	4
Context-specific independencies in stratified chain regression graphical models	4
High-dimensional general linear hypothesis tests via non-linear spectral shrinkage	4
Locally polynomial Hilbertian additive regression	4
Rates of convergence in de Finetti’s representation theorem, and Hausdorff moment problem	4
Rank-based testing for semiparametric VAR models: A measure transportation approach	4
Time-changed spectrally positive Lévy processes started from infinity	4
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	4
Convergence of persistence diagrams for topological crackle	4
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	4
Asymptotics for sliding blocks estimators of rare events	4
Parking on a random rooted plane tree	4
The moduli of non-differentiability for Gaussian random fields with stationary increments	4
Over-parametrized deep neural networks minimizing the empirical risk do not generalize well	4
Donsker-type theorem for BSDEs: Rate of convergence	4
Asymptotic results for heavy-tailed Lévy processes and their exponential functionals	4
Geometrical smeariness – a new phenomenon of Fréchet means	3
Empirical process theory for locally stationary processes	3
Local elliptic law	3
Yaglom’s limit for critical Galton–Watson processes in varying environment: A probabilistic approach	3
High dimensional generalized linear models for temporal dependent data	3
Multivariate time series models for mixed data	3
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	3
Stable processes conditioned to hit an interval continuously from the outside	3
Penalisation techniques for one-dimensional reflected rough differential equations	3
Exact long time behavior of some regime switching stochastic processes	3
Pure-jump semimartingales	3
A characterization of the finiteness of perpetual integrals of Lévy processes	3
On sub-geometric ergodicity of diffusion processes	3
On the error bound in the normal approximation for Jack measures	3
Bayesian graph selection consistency under model misspecification	3
Robust regression via mutivariate regression depth	3
At the edge of a one-dimensional jellium	3
Central limit theorems for high dimensional dependent data	3
Bounding distributional errors via density ratios	3
Frequency domain theory for functional time series: Variance decomposition and an invariance principle	3
Symmetric inclusion process with slow boundary: Hydrodynamics and hydrostatics	3
On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices	3
A new look at random projections of the cube and general product measures	3
Nested covariance determinants and restricted trek separation in Gaussian graphical models	3
Non-homogeneous Poisson process intensity modeling and estimation using measure transport	3
Optimal tests for elliptical symmetry: Specified and unspecified location	3
On the eigenproblem for Gaussian bridges	3
A $k$-points-based distance for robust geometric inference	3
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	3
SDEs with critical time dependent drifts: Weak solutions	3
Bootstrapping the operator norm in high dimensions: Error estimation for covariance matrices and sketching	3
Bootstrap percolation on the stochastic block model	3
Optimal Bayesian estimation of Gaussian mixtures with growing number of components	3
Scaling limits for super-replication with transient price impact	3

Estimation of Monge matrices	3
High-dimensional index volatility models via Stein’s identity	3
Strictly weak consensus in the uniform compass model on $\mathbb{Z}$	3
Conditional variance estimator for sufficient dimension reduction	3
Random normal matrices in the almost-circular regime	3
Invariance and attraction properties of Galton–Watson trees	3
On the best constant in the martingale version of Fefferman’s inequality	3
Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton–Jacobi equation	3
Information geometry approach to parameter estimation in hidden Markov model	3
Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory	3
Convergence of the age structure of general schemes of population processes	3
Stochastic PDEs on graphs as scaling limits of discrete interacting systems	3
Nonstationary fractionally integrated functional time series	3
A Riemann–Stein kernel method	3
Conditional quantiles: An operator-theoretical approach	3
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	3
Statistics of the two star ERGM	3
Noncommutative Lebesgue decomposition and contiguity with applications in quantum statistics	3
The maximal degree in a Poisson–Delaunay graph	3
Minimax predictive density for sparse count data	3
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	3
Mean field limits for interacting Hawkes processes in a diffusive regime	3
From Poincaré inequalities to nonlinear matrix concentration	3
Nearly optimal robust mean estimation via empirical characteristic function	3
Central limit theorems for semi-discrete Wasserstein distances	3
Model-free bootstrap for a general class of stationary time series	2
The linear conditional expectation in Hilbert space	2
Asymptotically equivalent prediction in multivariate geostatistics	2
Thinned completely random measures with applications in competing risks models	2
On estimation of nonsmooth functionals of sparse normal means	2
Large deviations built on max-stability	2
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism	2
Bernoulli sums and Rényi entropy inequalities	2
Determinantal point processes in the flat limit	2
Mixing properties of non-stationary INGARCH(1,1) processes	2
Extremal eigenvalues of sample covariance matrices with general population	2
Recovering Brownian and jump parts from high-frequency observations of a Lévy process	2
Universal sieve-based strategies for efficient estimation using machine learning tools	2
Asymptotics of AIC, BIC and Cp model selection rules in high-dimensional regression	2
Scalable Monte Carlo inference and rescaled local asymptotic normality	2
Adaptive lasso and Dantzig selector for spatial point processes intensity estimation	2
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	2
A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock–Williams equation	2
Dimension-agnostic inference using cross U-statistics	2
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems	2
Minimum spanning trees of random geometric graphs with location dependent weights	2
Spectral representations of characteristic functions of discrete probability laws	2
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme	2
Contact process under heavy-tailed renewals on finite graphs	2
Precise large deviations for dependent subexponential variables	2
Weighted Lépingle inequality	2
Almost-sure asymptotics for Riemannian random waves	2
Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations	2
Inference without compatibility: Using exponential weighting for inference on a parameter of a linear model	2
Sign tests for weak principal directions	2
Stationary subspace analysis of nonstationary covariance processes: Eigenstructure description and testing	2
On the measure of anchored Gaussian simplices, with applications to multivariate medians	2
Bootstrapping Hill estimator and tail array sums for regularly varying time series	2
Rates and coverage for monotone densities using projection-posterior	2
Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement	2
Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance	2
A Ray–Knight representation of up-down Chinese restaurants	2
Targeted cross-validation	2
Upper functions for sample paths of Lévy(-type) processes	2
A general framework for SPDE-based stationary random fields	2
Exponential ergodicity for non-dissipative McKean-Vlasov SDEs	2
Quantifying deviations from separability in space-time functional processes	2
Bounds for the chi-square approximation of Friedman’s statistic by Stein’s method	2
Nonparametric inference for reversed mean models with panel count data	2
An adaptive multiple-try Metropolis algorithm	2
Recurrence of multidimensional persistent random walks. Fourier and series criteria	2
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	2
Functional registration and local variations: Identifiability, rank, and tuning	2
Multivariate self-exciting jump processes with applications to financial data	2
Estimation of convex supports from noisy measurements	2
A frequency domain bootstrap for general multivariate stationary processes	2
Deviation inequalities for random polytopes in arbitrary convex bodies	2
Goodness-of-fit testing for copulas: A distribution-free approach	2
Asymptotics and renewal approximation in the online selection of increasing subsequence	2
Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks	2
Partial generalized four moment theorem revisited	2
Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution	2
Finite impulse response models: A non-asymptotic analysis of the least squares estimator	2
Characterization of the second order random fields subject to linear distributional PDE constraints	2
Two-step Bayesian methods for generalized regression driven by partial differential equations	2
Diffusion means in geometric spaces	2
Fisher’s measure of variability in repeated samples	2
Paving property for real stable polynomials and strongly Rayleigh processes	2
A Cramér–Wold device for infinite divisibility of Zd-valued distributions	2