Bernoulli

Article	Citations
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	146
Siblings in d-dimensional nearest neighbour trees	77
Ergodicity, CLT and asymptotic maximum of the Airy1 process	38
Scaling limit for the cover time of the λ-biased random walk on a binary tree with λ<1	37
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	28
Universality of estimators for high-dimensional linear models with block dependency	28
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	26
Rearranged dependence measures	25
A new adaptive local polynomial density estimation procedure on complicated domains	23
Extrinsic derivative formula for distribution dependent SDEs	23
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions	22
High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective	22
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	22
Detecting long-range dependence for time-varying linear models	21
Functional linear and single-index models: A unified approach via Gaussian Stein identity	20
Covariance change point localisation and inference in fragmented functional data	20
Nonparametric estimation of locally stationary Hawkes processes	17
Nonparametric curve estimation in measurement error problems with conditionally heteroscedastic variances	17
Sharp phase transitions in high-dimensional changepoint detection	16
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	16
On the power of private likelihood-ratio tests for goodness-of-fit in frequency tables	16
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference	15
Measuring association with Wasserstein distances	14
A flexible approach for normal approximation of geometric and topological statistics	14
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	14

Principles of statistical inference in online problems	13
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas	13
Learning to reflect: A unifying approach for data-driven stochastic control strategies	13
Density estimation under local differential privacy and Hellinger loss	13
An edge CLT for the log determinant of Wigner ensembles	13
Independence preserving property of Kummer laws	13
Non-asymptotic bounds for the ℓ∞ estimator in linear regression with uniform noise	13
Inadmissibility of the corrected Akaike information criterion	12
Decompounding under general mixing distributions	12
Poisson approximation in χ2 distance by the Stein-Chen approach	12
Data-driven fixed-point tuning for truncated realized variations	12
Large deviations for fully local monotone stochastic partial differential equations driven by gradient-dependent noise	12
Reversibility of elliptical slice sampling revisited	11
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes	11
Laplace priors and spatial inhomogeneity in Bayesian inverse problems	11
Bootstrap percolation on the stochastic block model	11
Dating the break in high-dimensional data	11
Bayesian model selection consistency for high-dimensional discrete graphical models	11
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems	11
Efficient and consistent model selection procedures for time series	11
Diffusion processes as Wasserstein gradient flows via stochastic control of the volatility matrix	10
Goodness-of-fit tests for high-dimensional parametric multiresponse regressions	10
Rank-based testing for semiparametric VAR models: A measure transportation approach	10
Almost sure growth of integrated supOU processes	10
Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications	10
Inference for change-plane regression	10
Ole E. Barndorff-Nielsen: Sand, wind and inference	10
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions	10
Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics	10
Additive regression with parametric help	10
Conditional quantiles: An operator-theoretical approach	9
Finitely additive mass transportation	9
PDE characterization of geometric distribution functions and quantiles	9
Rates of convergence for the number of zeros of random trigonometric polynomials	9
Nonparametric inference for reversed mean models with panel count data	9
Testing with p*-values: Between p-values, mid p-values, and e-values	9
Empirical Bayes inference for the block maxima method	9
M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space	9
Linear functional estimation under multiplicative measurement error	8
Data fusion methods for the heterogeneity of treatment effect and confounding function	8
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	8
Simulating conditioned diffusions on manifolds	8
Semiparametric regression of panel count data with informative terminal event	8
Multiple testing under negative dependence	8
Flexible-bandwidth needlets	8
Spectral representations of characteristic functions of discrete probability laws	7
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions	7
At the edge of a one-dimensional jellium	7
Detecting changes in the trend function of heteroscedastic time series	7
On some geometric identities involving the sample covariance matrix and its adjugate	7

A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence	7
Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk	7
Dimension-agnostic inference using cross U-statistics	7
Moderate deviation principles for a reaction diffusion model in non-equilibrium	7
A large-sample theory for infinitesimal gradient boosting	7
On the convergence of PINNs	6
Bootstrap inference for a class of non-regular estimators	6
A fractional stochastic differential equation with discontinuous diffusion driven by fBm with Hurst parameter less than 1∕2	6
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	6
On the singular values of complex matrix Brownian motion with a matrix drift	6
A probabilistic view of latent space graphs and phase transitions	6
Accuracy of Gaussian approximation for high-dimensional posterior distributions	6
Bootstrap inference in functional linear regression models with scalar response	6
Template matching with ranks	6
Bernstein-type inequalities for Markov chains and Markov processes: A simple and robust proof	6
The extended Ville’s inequality for nonintegrable nonnegative supermartingales	6
Spine for interacting populations and sampling	6
Nearly minimax robust estimator of the mean vector by iterative spectral dimension reduction	6
Minimax optimal goodness-of-fit testing with kernel Stein discrepancy	6
Sandpiles on the Vicsek fractal explode with probability 14	6
Extreme singular values of inhomogeneous sparse random rectangular matrices	6
Nonparametric estimation for additive concurrent regression models	6
SID: A novel class of nonparametric tests of independence for censored outcomes	6
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths	6
A bootstrapped test of covariance stationarity based on orthonormal transformations	6
Monotone measure-transportation maps in Hilbert spaces, with statistical applications	6
A nonparametric distribution-free test of independence among continuous random vectors based on L1-norm	6
Stein’s method of moments on the sphere	5
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	5
Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric α-stable processes	5
Sharp detection boundaries on testing dense subhypergraph	5
Compound Poisson disorder problem with uniformly distributed disorder time	5
PEBBLE: A second order correct bootstrap method in logistic regression	5
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates	5
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions	5
Edgeworth expansion by Stein’s method	5
Nonparametric logistic regression with deep learning	5
Log-concave density estimation in undirected graphical models	5
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	5
Dynamic principal component analysis from a global perspective	5
On estimators of the mean of infinite dimensional data in finite populations	5
On the passage times of self-similar Gaussian processes on curved boundaries	5
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances	5
On Lasso estimator for the drift function in diffusion models	5
Sequential change diagnosis revisited and the Adaptive Matrix CuSum	5
Generalizing super/sub mot using weak ℓ1 transport	5
Heat content for Gaussian processes: Small-time asymptotic analysis	5
Loop-erased random walk branch of uniform spanning tree in topological polygons	5
On the joint distribution of the area and the number of peaks for Bernoulli excursions	5
Optimal stopping of the stable process with state-dependent killing	5
Asymptotics of discrete Schrödinger bridges via chaos decomposition	5
Mean stationarity test in time series: A signal variance-based approach	5
Simultaneous semiparametric inference for single-index models	5
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes	5
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	5
A law of large numbers for kinetic interacting diffusions	5
On a projection-based class of uniformity tests on the hypersphere	5
Erratum: Tree builder random walk: Recurrence, transience and ballisticity	4
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression	4
Normality of smooth statistics for planar determinantal point processes	4
A frequency domain bootstrap for general multivariate stationary processes	4
On the asymptotic behavior of a finite section of the optimal causal filter	4
Bernoulli sums and Rényi entropy inequalities	4
Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance	4
A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process	4
Optimal 1-Wasserstein distance for WGANs	4
Addressing both variable selection and misclassified responses with parametric and semiparametric methods	4
Merging rate of opinions via optimal transport on random measures	4
Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems	4
General construction and classes of explicit L1-optimal couplings	4
Equilibrium moderate deviations for occupation times of SSEP on regular trees	4
Self-normalized Cramér type moderate deviations for martingales and applications	4
Gaussian Whittle–Matérn fields on metric graphs	4
A diffusion approach to Stein’s method on Riemannian manifolds	4
Minimax estimation of low-rank quantum states and their linear functionals	4
Covariance operator estimation: Sparsity, lengthscale, and ensemble Kalman filters	4
Minimax boundary estimation and estimation with boundary	4
From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis	4
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres	4
Noise covariance estimation in multi-task high-dimensional linear models	4

Smallest gaps between eigenvalues of real Gaussian matrices	4
Asymptotics for isotropic Hilbert-valued spherical random fields	4
Inference in balanced community modulated recursive trees	4
Volatility and jump activity estimation in a stable Cox-Ingersoll-Ross model	4
Asymptotic normality for a modified quadratic variation of the Hermite process	4
Estimation of Wasserstein distances in the Spiked Transport Model	4
The fewest-big-jumps principle and an application to random graphs	4
Empirical approximation to invariant measures for McKean–Vlasov processes: Mean-field interaction vs self-interaction	4
On the robustness of the minimim ℓ2 interpolator	4
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures	4
Rudin extension theorems on product spaces, turning bands, and random fields on balls cross time	4
Combinatorial Bernoulli factories	4
The functional central limit theorem with mean uncertainty under the sublinear expectation	4
Harmonic analysis meets stationarity: A general framework for series expansions of special Gaussian processes	4
Max-sliced Wasserstein concentration and uniform ratio bounds of empirical measures on RKHS	4
Maximal displacement of spectrally negative branching Lévy processes	4
Quantifying deviations from separability in space-time functional processes	4