Bernoulli

Papers
(The median citation count of Bernoulli is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-03-01 to 2025-03-01.)
ArticleCitations
Directional phantom distribution functions for stationary random fields49
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation35
A unified construction for series representations and finite approximations of completely random measures32
A pseudo-marginal sequential Monte Carlo online smoothing algorithm19
On eigenvalues of a high-dimensional spatial-sign covariance matrix16
Limit theorems for integral functionals of Hermite-driven processes16
On μ-Dvoretzky random covering of the circle16
Partial generalized four moment theorem revisited15
Asymptotics for sliding blocks estimators of rare events15
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions15
Rates and coverage for monotone densities using projection-posterior15
On the measure of anchored Gaussian simplices, with applications to multivariate medians14
Asymptotics and renewal approximation in the online selection of increasing subsequence14
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise13
Adaptive schemes for piecewise deterministic Monte Carlo algorithms13
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications12
Equidistribution of random walks on compact groups II. The Wasserstein metric12
Template matching with ranks11
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions11
Precise asymptotics of longest cycles in random permutations without macroscopic cycles11
Multivariate self-exciting jump processes with applications to financial data10
Almost-sure asymptotics for Riemannian random waves10
A note on the phase transition for independent alignment percolation10
Recovering Brownian and jump parts from high-frequency observations of a Lévy process10
Degenerate competing three-particle systems10
Concentration of measure bounds for matrix-variate data with missing values9
Sequential change diagnosis revisited and the Adaptive Matrix CuSum9
Estimating the inter-occurrence time distribution from superposed renewal processes9
Low-rank matrix recovery under heavy-tailed errors8
A note on one-dimensional Poincaré inequalities by Stein-type integration8
Cramér type moderate deviations for the Grenander estimator near the boundaries of the support8
Degrees of freedom for off-the-grid sparse estimation8
Invariance principle for fragmentation processes derived from conditioned stable Galton–Watson trees8
Loop-erased random walk branch of uniform spanning tree in topological polygons8
Gibbsianness and non-Gibbsianness for Bernoulli lattice fields under removal of isolated sites8
Inference without compatibility: Using exponential weighting for inference on a parameter of a linear model7
A Riemann–Stein kernel method7
Necessary and sufficient conditions for the asymptotic normality of higher order Turing estimators7
Drift reduction method for SDEs driven by heterogeneous singular Lévy noise6
Optimal tests for elliptical symmetry: Specified and unspecified location6
Asymptotics of AIC, BIC and Cp model selection rules in high-dimensional regression6
Variational formulas for asymptotic variance of general discrete-time Markov chains6
Optimal false discovery control of minimax estimators6
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism6
Mixing properties of non-stationary INGARCH(1,1) processes6
Pure-jump semimartingales6
On a projection-based class of uniformity tests on the hypersphere6
Oracle lower bounds for stochastic gradient sampling algorithms6
Bootstrap inference for a class of non-regular estimators6
Nonstationary fractionally integrated functional time series6
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting6
Towards standard imsets for maximal ancestral graphs6
Functional limit theorems for random walks perturbed by positive alpha-stable jumps6
Multivariate time series models for mixed data6
Compound Poisson disorder problem with uniformly distributed disorder time6
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions5
Rearranged dependence measures5
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions5
Asymptotically equivalent prediction in multivariate geostatistics5
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators5
On the law of the iterated logarithm and strong invariance principles in stochastic geometry5
Exact detection thresholds and minimax optimality of Chatterjee’s correlation coefficient5
Estimation of functional ARMA models5
Adaptive inference over Besov spaces in the white noise model using p-exponential priors5
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations5
An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models5
Asymptotics for densities of exponential functionals of subordinators5
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance5
Adaptive Bayesian density estimation in sup-norm5
Detecting a planted community in an inhomogeneous random graph5
When scattering transform meets non-Gaussian random processes, a double scaling limit result5
Cramér-type moderate deviation of normal approximation for unbounded exchangeable pairs5
Adaptation bounds for confidence bands under self-similarity4
Deep stable neural networks: Large-width asymptotics and convergence rates4
Finite sample properties of parametric MMD estimation: Robustness to misspecification and dependence4
Infinite-color randomly reinforced urns with dominant colors4
Stability of the Poincaré constant4
Yaglom’s limit for critical Galton–Watson processes in varying environment: A probabilistic approach4
Empirical process theory for locally stationary processes4
New approach to greedy vector quantization4
On consistency and sparsity for high-dimensional functional time series with application to autoregressions4
Pivotal tests for relevant differences in the second order dynamics of functional time series4
An adaptive multiple-try Metropolis algorithm4
Bounds for the chi-square approximation of Friedman’s statistic by Stein’s method4
On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices4
A Berry-Esseen bound with (almost) sharp dependence conditions4
Bayes-optimal prediction with frequentist coverage control4
Central limit theorems for high dimensional dependent data4
Kernel based Dirichlet sequences4
Detecting long-range dependence for time-varying linear models4
Nonparametric estimation of locally stationary Hawkes processes4
Spectral-free estimation of Lévy densities in high-frequency regime4
Random normal matrices in the almost-circular regime4
Limit theorems for random Motzkin paths near boundary3
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas3
Rank-based change-point analysis for long-range dependent time series3
Percolation threshold for metric graph loop soup3
Berry–Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms3
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme3
Density estimation under local differential privacy and Hellinger loss3
Compound Poisson approximation for regularly varying fields with application to sequence alignment3
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates3
Phase transitions in non-linear urns with interacting types3
Gibbs posterior concentration rates under sub-exponential type losses3
Information geometry approach to parameter estimation in hidden Markov model3
Minimax estimation of norms of a probability density: II. Rate-optimal estimation procedures3
Strong and weak convergence for the averaging principle of DDSDE with singular drift3
Limit theorems for Fréchet mean sets3
Model-free bootstrap for a general class of stationary time series3
Supermartingale shadow couplings: The decreasing case3
On the Bahadur representation of sample quantiles for score functionals3
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes3
Minimum information dependence modeling3
Convergence rates of two-component MCMC samplers3
Quadratic variation and quadratic roughness3
Asymptotic confidence regions for density ridges3
Matrix means and a novel high-dimensional shrinkage phenomenon3
Convergence rates for shallow neural networks learned by gradient descent3
Precise large deviations for dependent subexponential variables3
Sequential estimation of quantiles with applications to A/B testing and best-arm identification3
Central limit theorems for semi-discrete Wasserstein distances3
The coupling method in extreme value theory3
A recursive distributional equation for the stable tree3
Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices3
A flexible approach for normal approximation of geometric and topological statistics3
Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions3
On the joint distribution of the area and the number of peaks for Bernoulli excursions3
Sharp detection boundaries on testing dense subhypergraph3
Measuring association with Wasserstein distances3
Mean stationarity test in time series: A signal variance-based approach3
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference3
Comparison principle for stochastic heat equations driven by α-stable white noises3
Defective Galton-Watson processes in a varying environment3
Conditional regression for single-index models3
Learning with tree tensor networks: Complexity estimates and model selection3
A unifying approach to distributional limits for empirical optimal transport3
Inference for partially observed Riemannian Ornstein–Uhlenbeck diffusions of covariance matrices3
Element-wise estimation error of generalized Fused Lasso3
Bootstrapping the operator norm in high dimensions: Error estimation for covariance matrices and sketching2
Local scaling limits of Lévy driven fractional random fields2
Optimal 1-Wasserstein distance for WGANs2
Testing and estimation for clustered signals2
Learning to reflect: A unifying approach for data-driven stochastic control strategies2
Minimax semi-supervised set-valued approach to multi-class classification2
Bootstrap percolation on the stochastic block model2
De Finetti’s theorem and related results for infinite weighted exchangeable sequences2
Strong limit theorems for empirical halfspace depth trimmed regions2
Graphical modeling of stochastic processes driven by correlated noise2
Conditional hazard rate estimation for right censored data2
Stability and sample complexity of divergence regularized optimal transport2
Noise covariance estimation in multi-task high-dimensional linear models2
Estimation of a pure-jump stable Cox-Ingersoll-Ross process2
An asymptotic Peskun ordering and its application to lifted samplers2
Limit theorems for supercritical branching processes in random environment2
The complex behaviour of Galton rank-order statistic2
Yule’s “nonsense correlation”: Moments and density2
Representation of random variables as Lebesgue integrals2
Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels2
Exponential concentration for geometric-median-of-means in non-positive curvature spaces2
Inverse covariance operators of multivariate nonstationary time series2
Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric α-stable processes2
Inverse regression for spatially distributed functional data2
Minimum spanning trees of random geometric graphs with location dependent weights2
Dynamic principal component analysis from a global perspective2
Non-asymptotic bounds for the ℓ∞ estimator in linear regression with uniform noise2
Poisson approximation in χ2 distance by the Stein-Chen approach2
Moment asymptotics for super-Brownian motions2
Inadmissibility of the corrected Akaike information criterion2
A robust approach for regression analysis of panel count data with time-varying covariates2
Gaussian differentially private robust mean estimation and inference2
Bayesian multiscale analysis of the Cox model2
Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line2
On estimators of the mean of infinite dimensional data in finite populations2
Limit theorems for time-dependent averages of nonlinear stochastic heat equations2
Reflected Brownian motion with singular drift2
Some new concentration inequalities for the Itô stochastic integral2
Multiscale jump testing and estimation under complex temporal dynamics2
Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions2
Kernel-weighted specification testing under general distributions2
Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation2
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics2
Maximum interpoint distance of high-dimensional random vectors2
The Goldenshluger–Lepski method for constrained least-squares estimators over RKHSs2
Continuous-time digital search tree and a border aggregation model2
Simultaneous off-the-grid learning of mixtures issued from a continuous dictionary2
An edge CLT for the log determinant of Wigner ensembles2
Quantifying deviations from separability in space-time functional processes2
Splitting the sample at the largest uncensored observation2
Sequential testing for elicitable functionals via supermartingales2
Sampling using adaptive regenerative processes2
Multivariate ρ-quantiles: A spatial approach2
High dimensional Bernoulli distributions: Algebraic representation and applications2
Local polynomial trend regression for spatial data on Rd2
Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity2
Smoothing and adaptation of shifted Pólya tree ensembles2
Near-optimal estimation of the unseen under regularly varying tail populations2
A general framework for SPDE-based stationary random fields2
Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems2
Penalized spline estimation of principal components for sparse functional data: Rates of convergence2
The infinite Viterbi alignment and decay-convexity2
On bandwidth selection problems in nonparametric trend estimation under martingale difference errors2
A log-linear model for non-stationary time series of counts2
Sectional Voronoi tessellations: Characterization and high-dimensional limits2
Explicit bounds for critical infection rates and expected extinction times of the contact process on finite random graphs2
Independence preserving property of Kummer laws2
Poincaré inequalities and integrated curvature-dimension criterion for generalised Cauchy and convex measures2
From Poincaré inequalities to nonlinear matrix concentration2
Asymptotics of discrete Schrödinger bridges via chaos decomposition2
Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics2
Optimal stopping of the stable process with state-dependent killing2
Functional linear quantile regression on a two-dimensional domain2
Interpoint distance based two sample tests in high dimension2
Adaptive Bayesian inference for current status data on a grid2
On Z-mean reflected BSDEs2
Inference in balanced community modulated recursive trees2
Regularities and exponential ergodicity in entropy for SDEs driven by distribution dependent noise2
A Cramér–Wold device for infinite divisibility of Zd-valued distributions2
Maximal displacement of spectrally negative branching Lévy processes2
Asymptotics for isotropic Hilbert-valued spherical random fields2
A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model2
Large deviations of reflected weakly interacting particle systems2
Boundary adaptive local polynomial conditional density estimators2
General construction and classes of explicit L1-optimal couplings1
Testing against uniform stochastic ordering with paired observations1
A unified performance analysis of likelihood-informed subspace methods1
Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes1
Is there an analog of Nesterov acceleration for gradient-based MCMC?1
Finite-energy infinite clusters without anchored expansion1
Bootstrapping Hill estimator and tail array sums for regularly varying time series1
A frequency domain bootstrap for general multivariate stationary processes1
Spectral equivalence of Gaussian random functions: Operator approach1
Approximation of heavy-tailed distributions via stable-driven SDEs1
Efficient and consistent model selection procedures for time series1
A diffusion approach to Stein’s method on Riemannian manifolds1
Additive regression with parametric help1
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation1
Adaptive estimation in the linear random coefficients model when regressors have limited variation1
Parameter estimation in branching processes with almost sure extinction1
Sampling without replacement from a high-dimensional finite population1
Testing with p*-values: Between p-values, mid p-values, and e-values1
Determinantal point processes in the flat limit1
Minimax boundary estimation and estimation with boundary1
Variable Length Memory Chains: Characterization of stationary probability measures1
Multilevel bootstrap particle filter1
Consistency of p-norm based tests in high dimensions: Characterization, monotonicity, domination1
Distance correlation test for high-dimensional independence1
Large deviations of extremes in branching random walk with regularly varying displacements1
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures1
Local convergence rates of the nonparametric least squares estimator with applications to transfer learning1
On the asymptotic behavior of a finite section of the optimal causal filter1
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