Bernoulli

Article	Citations
Directional phantom distribution functions for stationary random fields	57
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	48
A unified construction for series representations and finite approximations of completely random measures	40
A pseudo-marginal sequential Monte Carlo online smoothing algorithm	19
On eigenvalues of a high-dimensional spatial-sign covariance matrix	18
Limit theorems for integral functionals of Hermite-driven processes	18
On μ-Dvoretzky random covering of the circle	16
Partial generalized four moment theorem revisited	16
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	16
Rates and coverage for monotone densities using projection-posterior	15
On the measure of anchored Gaussian simplices, with applications to multivariate medians	15
Asymptotics for sliding blocks estimators of rare events	15
Asymptotics and renewal approximation in the online selection of increasing subsequence	14
Precise asymptotics of longest cycles in random permutations without macroscopic cycles	13
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications	13
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	13
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions	12
Degenerate competing three-particle systems	12
Template matching with ranks	12
A note on the phase transition for independent alignment percolation	12
Concentration of measure bounds for matrix-variate data with missing values	11
Multivariate self-exciting jump processes with applications to financial data	11
Almost-sure asymptotics for Riemannian random waves	11
Recovering Brownian and jump parts from high-frequency observations of a Lévy process	11
Sequential change diagnosis revisited and the Adaptive Matrix CuSum	10

Loop-erased random walk branch of uniform spanning tree in topological polygons	10
Estimating the inter-occurrence time distribution from superposed renewal processes	10
Low-rank matrix recovery under heavy-tailed errors	10
Degrees of freedom for off-the-grid sparse estimation	10
A note on one-dimensional Poincaré inequalities by Stein-type integration	9
Invariance principle for fragmentation processes derived from conditioned stable Galton–Watson trees	9
Cramér type moderate deviations for the Grenander estimator near the boundaries of the support	9
Inference without compatibility: Using exponential weighting for inference on a parameter of a linear model	8
Multivariate time series models for mixed data	8
Optimal false discovery control of minimax estimators	8
Gibbsianness and non-Gibbsianness for Bernoulli lattice fields under removal of isolated sites	8
Variational formulas for asymptotic variance of general discrete-time Markov chains	8
Bootstrap inference for a class of non-regular estimators	8
A Riemann–Stein kernel method	8
Necessary and sufficient conditions for the asymptotic normality of higher order Turing estimators	8
Oracle lower bounds for stochastic gradient sampling algorithms	8
Compound Poisson disorder problem with uniformly distributed disorder time	7
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism	7
Pure-jump semimartingales	6
On a projection-based class of uniformity tests on the hypersphere	6
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions	6
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	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
Asymptotics for densities of exponential functionals of subordinators	6
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	6
Equidistribution of random walks on compact groups II. The Wasserstein metric	6
Functional limit theorems for random walks perturbed by positive alpha-stable jumps	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
On the law of the iterated logarithm and strong invariance principles in stochastic geometry	6
Drift reduction method for SDEs driven by heterogeneous singular Lévy noise	6
Mixing properties of non-stationary INGARCH(1,1) processes	6
Adaptive Bayesian density estimation in sup-norm	5
An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models	5
Learning with tree tensor networks: Complexity estimates and model selection	5
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations	5
Infinite-color randomly reinforced urns with dominant colors	5
When scattering transform meets non-Gaussian random processes, a double scaling limit result	5
Estimation of functional ARMA models	5
Rearranged dependence measures	5
Nonparametric estimation of locally stationary Hawkes processes	5
Matrix means and a novel high-dimensional shrinkage phenomenon	5
Exact detection thresholds and minimax optimality of Chatterjee’s correlation coefficient	5
Adaptive inference over Besov spaces in the white noise model using p-exponential priors	5
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	5
Measuring association with Wasserstein distances	5
Stability of the Poincaré constant	5
Sequential estimation of quantiles with applications to A/B testing and best-arm identification	5

Bayes-optimal prediction with frequentist coverage control	4
Density estimation under local differential privacy and Hellinger loss	4
A Berry-Esseen bound with (almost) sharp dependence conditions	4
Estimation of a pure-jump stable Cox-Ingersoll-Ross process	4
Yule’s “nonsense correlation”: Moments and density	4
Stability and sample complexity of divergence regularized optimal transport	4
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	4
Dynamic principal component analysis from a global perspective	4
Spectral-free estimation of Lévy densities in high-frequency regime	4
Asymptotic confidence regions for density ridges	4
Rank-based change-point analysis for long-range dependent time series	4
On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices	4
Some new concentration inequalities for the Itô stochastic integral	4
Optimal stopping of the stable process with state-dependent killing	4
Independence preserving property of Kummer laws	4
Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line	4
Central limit theorems for semi-discrete Wasserstein distances	4
Quadratic variation and quadratic roughness	4
Precise large deviations for dependent subexponential variables	4
Simultaneous off-the-grid learning of mixtures issued from a continuous dictionary	4
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference	4
New approach to greedy vector quantization	4
Phase transitions in non-linear urns with interacting types	4
On the Bahadur representation of sample quantiles for score functionals	3
Convergence rates of two-component MCMC samplers	3
Conditional regression for single-index models	3
Compound Poisson approximation for regularly varying fields with application to sequence alignment	3
Yaglom’s limit for critical Galton–Watson processes in varying environment: A probabilistic approach	3
Defective Galton-Watson processes in a varying environment	3
Adaptation bounds for confidence bands under self-similarity	3
A recursive distributional equation for the stable tree	3
Random normal matrices in the almost-circular regime	3
Percolation threshold for metric graph loop soup	3
Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions	3
Detecting long-range dependence for time-varying linear models	3
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes	3
An adaptive multiple-try Metropolis algorithm	3
Deep stable neural networks: Large-width asymptotics and convergence rates	3
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators	3
Graphical modeling of stochastic processes driven by correlated noise	3
Cramér-type moderate deviation of normal approximation for unbounded exchangeable pairs	3
Information geometry approach to parameter estimation in hidden Markov model	3
Model-free bootstrap for a general class of stationary time series	3
Finite sample properties of parametric MMD estimation: Robustness to misspecification and dependence	3
Gibbs posterior concentration rates under sub-exponential type losses	3
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	3
Limit theorems for time-dependent averages of nonlinear stochastic heat equations	3
The coupling method in extreme value theory	3
On the joint distribution of the area and the number of peaks for Bernoulli excursions	3
Supermartingale shadow couplings: The decreasing case	3
A flexible approach for normal approximation of geometric and topological statistics	3
Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices	3
Bounds for the chi-square approximation of Friedman’s statistic by Stein’s method	3
Minimax estimation of norms of a probability density: II. Rate-optimal estimation procedures	3
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas	3
Sharp detection boundaries on testing dense subhypergraph	3
Comparison principle for stochastic heat equations driven by α-stable white noises	3
Empirical process theory for locally stationary processes	3
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme	3
Berry–Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms	3
Limit theorems for random Motzkin paths near boundary	3
Central limit theorems for high dimensional dependent data	3
Element-wise estimation error of generalized Fused Lasso	3
Detecting a planted community in an inhomogeneous random graph	3
Minimum information dependence modeling	3
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates	3
A unifying approach to distributional limits for empirical optimal transport	3
Limit theorems for Fréchet mean sets	3
Mean stationarity test in time series: A signal variance-based approach	3
Pivotal tests for relevant differences in the second order dynamics of functional time series	3
On algebraic Stein operators for Gaussian polynomials	2
Bootstrap percolation on the stochastic block model	2
Convergence of the one-dimensional contact process with two types of particles and priority	2
Fisher’s measure of variability in repeated samples	2
Nonhomogeneous Euclidean first-passage percolation and distance learning	2
Combinatorial Bernoulli factories	2
Smoothing and adaptation of shifted Pólya tree ensembles	2
Harmonic analysis meets stationarity: A general framework for series expansions of special Gaussian processes	2
Poisson approximation in χ2 distance by the Stein-Chen approach	2
Reflected Brownian motion with singular drift	2

Poincaré inequalities and integrated curvature-dimension criterion for generalised Cauchy and convex measures	2
A general framework for SPDE-based stationary random fields	2
Conditional hazard rate estimation for right censored data	2
Regularities and exponential ergodicity in entropy for SDEs driven by distribution dependent noise	2
Minimax semi-supervised set-valued approach to multi-class classification	2
Noise covariance estimation in multi-task high-dimensional linear models	2
Gaussian differentially private robust mean estimation and inference	2
Continuous-time digital search tree and a border aggregation model	2
Large deviations of reflected weakly interacting particle systems	2
On Z-mean reflected BSDEs	2
Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions	2
Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm	2
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation	2
Strong and weak convergence for the averaging principle of DDSDE with singular drift	2
Minimum spanning trees of random geometric graphs with location dependent weights	2
Asymptotically equivalent prediction in multivariate geostatistics	2
Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process	2
Finite impulse response models: A non-asymptotic analysis of the least squares estimator	2
Bootstrapping the operator norm in high dimensions: Error estimation for covariance matrices and sketching	2
A Cramér–Wold device for infinite divisibility of Zd-valued distributions	2
Inference in latent factor regression with clusterable features	2
Entrywise limit theorems for eigenvectors of signal-plus-noise matrix models with weak signals	2
Exponential concentration for geometric-median-of-means in non-positive curvature spaces	2
Sequential testing for elicitable functionals via supermartingales	2
Local scaling limits of Lévy driven fractional random fields	2
From Poincaré inequalities to nonlinear matrix concentration	2
Inverse covariance operators of multivariate nonstationary time series	2
Adaptive Bayesian inference for current status data on a grid	2
A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model	2
Time-changed spectrally positive Lévy processes started from infinity	2
Riemannian Langevin algorithm for solving semidefinite programs	2
Multiscale jump testing and estimation under complex temporal dynamics	2
A robust approach for regression analysis of panel count data with time-varying covariates	2
A family of Beckner inequalities under various curvature-dimension conditions	2
Asymptotics of discrete Schrödinger bridges via chaos decomposition	2
De Finetti’s theorem and related results for infinite weighted exchangeable sequences	2
Limit theorems for supercritical branching processes in random environment	2
Representation of random variables as Lebesgue integrals	2
Non-asymptotic bounds for the ℓ∞ estimator in linear regression with uniform noise	2
A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock–Williams equation	2
Minimax estimation of norms of a probability density: I. Lower bounds	2
Inference for partially observed Riemannian Ornstein–Uhlenbeck diffusions of covariance matrices	2
Multivariate ρ-quantiles: A spatial approach	2
Kernel based Dirichlet sequences	2
Inadmissibility of the corrected Akaike information criterion	2
On bandwidth selection problems in nonparametric trend estimation under martingale difference errors	2
Consistent and unbiased variable selection under indepedent features using Random Forest permutation importance	2
Two-step Bayesian methods for generalized regression driven by partial differential equations	2
Explicit bounds for critical infection rates and expected extinction times of the contact process on finite random graphs	2
Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics	2
The Goldenshluger–Lepski method for constrained least-squares estimators over RKHSs	2
Maximal displacement of spectrally negative branching Lévy processes	2
The complex behaviour of Galton rank-order statistic	2
On estimators of the mean of infinite dimensional data in finite populations	2
Functional linear quantile regression on a two-dimensional domain	2
Splitting the sample at the largest uncensored observation	2
Kernel-weighted specification testing under general distributions	2
Boundary adaptive local polynomial conditional density estimators	2
Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices	2
An asymptotic Peskun ordering and its application to lifted samplers	2
Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems	2
Testing and estimation for clustered signals	2
Asymptotics for isotropic Hilbert-valued spherical random fields	2
The infinite Viterbi alignment and decay-convexity	2
On the eigenstructure of covariance matrices with divergent spikes	2
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	2
Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity	2
Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions	2
Targeted cross-validation	2
Convergence rates for shallow neural networks learned by gradient descent	2
High dimensional Bernoulli distributions: Algebraic representation and applications	2
Sectional Voronoi tessellations: Characterization and high-dimensional limits	2
On large deviations and intersection of random interlacements	1
Applications of weak transport theory	1
Large deviations of extremes in branching random walk with regularly varying displacements	1
Bootstrapping Hill estimator and tail array sums for regularly varying time series	1
Testing against uniform stochastic ordering with paired observations	1
Rudin extension theorems on product spaces, turning bands, and random fields on balls cross time	1
Determinantal point processes in the flat limit	1
Spectral equivalence of Gaussian random functions: Operator approach	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
Parameter estimation in branching processes with almost sure extinction	1
Martingale Wasserstein inequality for probability measures in the convex order	1
Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations	1
Rank-based testing for semiparametric VAR models: A measure transportation approach	1
De-biasing the lasso with degrees-of-freedom adjustment	1
Is there an analog of Nesterov acceleration for gradient-based MCMC?	1
Additive regression with parametric help	1
Variable Length Memory Chains: Characterization of stationary probability measures	1
Finite-energy infinite clusters without anchored expansion	1
Distance correlation test for high-dimensional independence	1
On the asymptotic behavior of a finite section of the optimal causal filter	1
Dating the break in high-dimensional data	1
Estimation of convex supports from noisy measurements	1