Bernoulli

Article	Citations
Well-posedness of distribution dependent SDEs with singular drifts	47
On sampling from a log-concave density using kinetic Langevin diffusions	34
Conformal prediction: A unified review of theory and new challenges	31
Quadratic shrinkage for large covariance matrices	28
Optimal covariance change point localization in high dimensions	20
Concentration inequalities for random tensors	17
Scoring interval forecasts: Equal-tailed, shortest, and modal interval	16
Is there an analog of Nesterov acceleration for gradient-based MCMC?	16
Coverage error optimal confidence intervals for local polynomial regression	15
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation	15
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case	14
Compound Poisson approximation for regularly varying fields with application to sequence alignment	14
Applications of weak transport theory	14
Bayesian linear regression for multivariate responses under group sparsity	14
Directional differentiability for supremum-type functionals: Statistical applications	14
Some properties of a Cauchy family on the sphere derived from the Möbius transformations	13
Local differential privacy: Elbow effect in optimal density estimation and adaptation over Besov ellipsoids	13
On posterior contraction of parameters and interpretability in Bayesian mixture modeling	13
High-dimensional CLT: Improvements, non-uniform extensions and large deviations	12
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth	12
Kernel and wavelet density estimators on manifolds and more general metric spaces	12
A fast algorithm with minimax optimal guarantees for topic models with an unknown number of topics	12
Fractional stochastic wave equation driven by a Gaussian noise rough in space	12
Estimation of Wasserstein distances in the Spiked Transport Model	12
Nonparametric regression for locally stationary random fields under stochastic sampling design	12

Rates of contraction of posterior distributions based on p-exponential priors	11
Sequential estimation of quantiles with applications to A/B testing and best-arm identification	11
Lévy processes: Concentration function and heat kernel bounds	11
Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics	11
Finite sample properties of parametric MMD estimation: Robustness to misspecification and dependence	11
Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels	11
Logarithmic Sobolev inequalities for finite spin systems and applications	11
Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator	10
A family of Beckner inequalities under various curvature-dimension conditions	10
Bootstrap based inference for sparse high-dimensional time series models	10
Measuring association with Wasserstein distances	10
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices	9
Multidimensional SDE with distributional drift and Lévy noise	9
Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation	9
Efron–Petrosian integrals for doubly truncated data with covariates: An asymptotic analysis	9
Nodal lengths in shrinking domains for random eigenfunctions on $S^{2}$	9
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	9
A refined Cramér-type moderate deviation for sums of local statistics	9
Asymptotic properties of penalized splines for functional data	9
Sufficient dimension reduction and instrument search for data with nonignorable nonresponse	9
Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process	9
Discrete statistical models with rational maximum likelihood estimator	8
On Sobolev tests of uniformity on the circle with an extension to the sphere	8
Limiting behavior of large correlated Wishart matrices with chaotic entries	8
A unified performance analysis of likelihood-informed subspace methods	8
First-order covariance inequalities via Stein’s method	8
Joint inference on extreme expectiles for multivariate heavy-tailed distributions	8
Statistical estimation of ergodic Markov chain kernel over discrete state space	8
On a projection-based class of uniformity tests on the hypersphere	8
Functional weak limit theorem for a local empirical process of non-stationary time series and its application	7
Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data	7
A class of models for Bayesian predictive inference	7
A presmoothing approach for estimation in the semiparametric Cox mixture cure model	7
Improved bounds for discretization of Langevin diffusions: Near-optimal rates without convexity	7
Gibbs posterior concentration rates under sub-exponential type losses	7
Optimal sparsity testing in linear regression model	7
Hanson–Wright inequality in Hilbert spaces with application to $K$-means clustering for non-Euclidean data	7
On eigenvalues of a high-dimensional spatial-sign covariance matrix	7
Interpoint distance based two sample tests in high dimension	6
A pseudo-marginal sequential Monte Carlo online smoothing algorithm	6
Approximation of occupation time functionals	6
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	6
Fundamental limits of exact support recovery in high dimensions	6
Time-changed spectrally positive Lévy processes started from infinity	6
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators	6
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing	6
Over-parametrized deep neural networks minimizing the empirical risk do not generalize well	6
SDEs with critical time dependent drifts: Weak solutions	6
Estimating the number of connected components in a graph via subgraph sampling	6
The Osgood condition for stochastic partial differential equations	6

Symmetric inclusion process with slow boundary: Hydrodynamics and hydrostatics	6
Busemann functions and semi-infinite O’Connell–Yor polymers	6
Local law and Tracy–Widom limit for sparse stochastic block models	6
De-biasing the lasso with degrees-of-freedom adjustment	6
Locally polynomial Hilbertian additive regression	5
Precise deviations for Hawkes processes	5
Asymptotic results for heavy-tailed Lévy processes and their exponential functionals	5
Multivariate ρ-quantiles: A spatial approach	5
Bump detection in the presence of dependency: Does it ease or does it load?	5
Central limit theorems for semi-discrete Wasserstein distances	5
Distance covariance for discretized stochastic processes	5
Equidistribution of random walks on compact groups II. The Wasserstein metric	5
High-dimensional general linear hypothesis tests via non-linear spectral shrinkage	5
Concentration of the spectral norm of Erdős–Rényi random graphs	5
Rank-based testing for semiparametric VAR models: A measure transportation approach	5
Signature cumulants, ordered partitions, and independence of stochastic processes	5
Central limit theorems for high dimensional dependent data	5
Empirical process theory for locally stationary processes	5
Berry–Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms	5
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	5
Coupling and perturbation techniques for categorical time series	5
Donsker-type theorem for BSDEs: Rate of convergence	5
Conditional quantiles: An operator-theoretical approach	5
Matching strings in encoded sequences	5
Yaglom’s limit for critical Galton–Watson processes in varying environment: A probabilistic approach	5
Limit theorems for time-dependent averages of nonlinear stochastic heat equations	5
Learning with tree tensor networks: Complexity estimates and model selection	5
Multivariate time series models for mixed data	5
Context-specific independencies in stratified chain regression graphical models	4
Comparing a large number of multivariate distributions	4
Online drift estimation for jump-diffusion processes	4
Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory	4
Approximation of heavy-tailed distributions via stable-driven SDEs	4
Scaling limits for super-replication with transient price impact	4
On the error bound in the normal approximation for Jack measures	4
Sharp detection boundaries on testing dense subhypergraph	4
Convergence of persistence diagrams for topological crackle	4
Asymptotics for sliding blocks estimators of rare events	4
Parking on a random rooted plane tree	4
Estimation of Monge matrices	4
Multiplier U-processes: Sharp bounds and applications	4
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo	4
Exact long time behavior of some regime switching stochastic processes	4
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	4
Information geometry approach to parameter estimation in hidden Markov model	4
Frequency domain theory for functional time series: Variance decomposition and an invariance principle	4
Optimal tests for elliptical symmetry: Specified and unspecified location	4
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	4
Geometrical smeariness – a new phenomenon of Fréchet means	4
At the edge of a one-dimensional jellium	4
A new look at random projections of the cube and general product measures	4
Stochastic PDEs on graphs as scaling limits of discrete interacting systems	4
Statistics of the two star ERGM	4
Noncommutative Lebesgue decomposition and contiguity with applications in quantum statistics	4
Adaptive lasso and Dantzig selector for spatial point processes intensity estimation	4
Quadratic variation and quadratic roughness	4
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	4
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	4
Almost-sure asymptotics for Riemannian random waves	3
Minimax predictive density for sparse count data	3
Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton–Jacobi equation	3
High-dimensional index volatility models via Stein’s identity	3
Local continuity of log-concave projection, with applications to estimation under model misspecification	3
Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution	3
Large deviations built on max-stability	3
On sub-geometric ergodicity of diffusion processes	3
From Poincaré inequalities to nonlinear matrix concentration	3
Precise large deviations for dependent subexponential variables	3
Nested covariance determinants and restricted trek separation in Gaussian graphical models	3
On the eigenproblem for Gaussian bridges	3
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	3
Pure-jump semimartingales	3
Local elliptic law	3
Nonstationary fractionally integrated functional time series	3
A Riemann–Stein kernel method	3
Exponential ergodicity for non-dissipative McKean-Vlasov SDEs	3
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	3
Convergence rates of Gibbs measures with degenerate minimum	3
A $k$-points-based distance for robust geometric inference	3
Mean field limits for interacting Hawkes processes in a diffusive regime	3

Extremal eigenvalues of sample covariance matrices with general population	3
Invariance and attraction properties of Galton–Watson trees	3
A general framework for SPDE-based stationary random fields	3
Bootstrapping the operator norm in high dimensions: Error estimation for covariance matrices and sketching	3
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme	3
On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices	3
On the best constant in the martingale version of Fefferman’s inequality	3
On estimation of nonsmooth functionals of sparse normal means	3
Optimal Bayesian estimation of Gaussian mixtures with growing number of components	3
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	3
Non-homogeneous Poisson process intensity modeling and estimation using measure transport	3
Deviation inequalities for random polytopes in arbitrary convex bodies	3
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism	3
Bounding distributional errors via density ratios	3
The linear conditional expectation in Hilbert space	3
Bayesian graph selection consistency under model misspecification	3
Additive regression with parametric help	3
Nearly optimal robust mean estimation via empirical characteristic function	3
Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks	3
Conditional variance estimator for sufficient dimension reduction	3
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems	3
Bootstrap percolation on the stochastic block model	3
An adaptive multiple-try Metropolis algorithm	3
Random normal matrices in the almost-circular regime	3
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	3
Scalable Monte Carlo inference and rescaled local asymptotic normality	3
Asymptotics of AIC, BIC and Cp model selection rules in high-dimensional regression	3
Nonparametric inference for reversed mean models with panel count data	3
Mixing properties of non-stationary INGARCH(1,1) processes	3
High dimensional generalized linear models for temporal dependent data	3
Penalisation techniques for one-dimensional reflected rough differential equations	3
A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock–Williams equation	2
A trajectorial approach to relative entropy dissipation of McKean–Vlasov diffusions: Gradient flows and HWBI inequalities	2
Weighted Lépingle inequality	2
Splitting the sample at the largest uncensored observation	2
A diffusion approach to Stein’s method on Riemannian manifolds	2
Mean stationarity test in time series: A signal variance-based approach	2
Universal sieve-based strategies for efficient estimation using machine learning tools	2
Model-free bootstrap for a general class of stationary time series	2
A frequency domain bootstrap for general multivariate stationary processes	2
Bounds for the chi-square approximation of Friedman’s statistic by Stein’s method	2
Estimation of convex supports from noisy measurements	2
On the law of the iterated logarithm and strong invariance principles in stochastic geometry	2
Martingale Wasserstein inequality for probability measures in the convex order	2
Optimal functional supervised classification with separation condition	2
Sign tests for weak principal directions	2
Exact detection thresholds and minimax optimality of Chatterjee’s correlation coefficient	2
Near-optimal estimation of the unseen under regularly varying tail populations	2
Recovering Brownian and jump parts from high-frequency observations of a Lévy process	2
Targeted cross-validation	2
On the measure of anchored Gaussian simplices, with applications to multivariate medians	2
Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance	2
Partial generalized four moment theorem revisited	2
Quantifying deviations from separability in space-time functional processes	2
Diffusion means in geometric spaces	2
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres	2
Minimum spanning trees of random geometric graphs with location dependent weights	2
Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics	2
Adaptation bounds for confidence bands under self-similarity	2
Bernoulli sums and Rényi entropy inequalities	2
Detecting a planted community in an inhomogeneous random graph	2
Estimating a regression function in exponential families by model selection	2
Kernel based Dirichlet sequences	2
Stationary subspace analysis of nonstationary covariance processes: Eigenstructure description and testing	2
Estimating the inter-occurrence time distribution from superposed renewal processes	2
Goodness-of-fit testing for copulas: A distribution-free approach	2
Rate-optimal nonparametric estimation for random coefficient regression models	2
Empirical variance minimization with applications in variance reduction and optimal control	2
Rearranged dependence measures	2
High dimensional Bernoulli distributions: Algebraic representation and applications	2
Multivariate self-exciting jump processes with applications to financial data	2
Fisher’s measure of variability in repeated samples	2
Testing and inference for fixed times of discontinuity in semimartingales	2
Two-step Bayesian methods for generalized regression driven by partial differential equations	2
Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields	2
A Cramér–Wold device for infinite divisibility of Zd-valued distributions	2
Thinned completely random measures with applications in competing risks models	2
Parameter estimation for semilinear SPDEs from local measurements	2
Graphical modeling of stochastic processes driven by correlated noise	2
Local minimax rates for closeness testing of discrete distributions	2
Conditional regression for single-index models	2
Functional registration and local variations: Identifiability, rank, and tuning	2
Pivotal tests for relevant differences in the second order dynamics of functional time series	2
Determinantal point processes in the flat limit	2
Asymptotically equivalent prediction in multivariate geostatistics	2
Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations	2
Oracle lower bounds for stochastic gradient sampling algorithms	2
Bootstrapping Hill estimator and tail array sums for regularly varying time series	2
A unified construction for series representations and finite approximations of completely random measures	2
Riemannian Langevin algorithm for solving semidefinite programs	2
Inference without compatibility: Using exponential weighting for inference on a parameter of a linear model	2
Entrywise limit theorems for eigenvectors of signal-plus-noise matrix models with weak signals	2
Asymptotics and renewal approximation in the online selection of increasing subsequence	2
Finite impulse response models: A non-asymptotic analysis of the least squares estimator	2
Rates and coverage for monotone densities using projection-posterior	2