Bernoulli

Article	Citations
On eigenvalues of a high-dimensional spatial-sign covariance matrix	59
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	51
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	40
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications	24
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions	22
Siblings in d-dimensional nearest neighbour trees	21
Rearranged dependence measures	20
Optimal tests for elliptical symmetry: Specified and unspecified location	19
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	19
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	18
Mixing properties of non-stationary INGARCH(1,1) processes	18
Density estimation under local differential privacy and Hellinger loss	17
Nonparametric estimation of locally stationary Hawkes processes	16
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	15
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference	15
High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective	14
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas	13
A flexible approach for normal approximation of geometric and topological statistics	13
Measuring association with Wasserstein distances	13
Independence preserving property of Kummer laws	12
Functional linear and single-index models: A unified approach via Gaussian Stein identity	12
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	12
Detecting long-range dependence for time-varying linear models	12
Reflected Brownian motion with singular drift	11
Bootstrap percolation on the stochastic block model	11

Poisson approximation in χ2 distance by the Stein-Chen approach	11
The Goldenshluger–Lepski method for constrained least-squares estimators over RKHSs	11
Non-asymptotic bounds for the ℓ∞ estimator in linear regression with uniform noise	11
A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock–Williams equation	11
Learning to reflect: A unifying approach for data-driven stochastic control strategies	10
Inadmissibility of the corrected Akaike information criterion	10
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation	10
Laplace priors and spatial inhomogeneity in Bayesian inverse problems	10
An edge CLT for the log determinant of Wigner ensembles	10
Reversibility of elliptical slice sampling revisited	10
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems	9
Local minimax rates for closeness testing of discrete distributions	9
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes	9
Finite-energy infinite clusters without anchored expansion	8
Sufficient dimension reduction and instrument search for data with nonignorable nonresponse	8
Conditional quantiles: An operator-theoretical approach	8
Bootstrapping Hill estimator and tail array sums for regularly varying time series	8
Empirical Bayes inference for the block maxima method	8
Additive regression with parametric help	8
Efficient and consistent model selection procedures for time series	8
Rates of convergence for the number of zeros of random trigonometric polynomials	8
Dating the break in high-dimensional data	8
Adaptive estimation in the linear random coefficients model when regressors have limited variation	8
Local continuity of log-concave projection, with applications to estimation under model misspecification	8
Spectral representations of characteristic functions of discrete probability laws	7
Rank-based testing for semiparametric VAR models: A measure transportation approach	7
Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications	7
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	7
Well-posedness of distribution dependent SDEs with singular drifts	7
Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics	7
Testing with p*-values: Between p-values, mid p-values, and e-values	7
Nonparametric inference for reversed mean models with panel count data	6
Semiparametric regression of panel count data with informative terminal event	6
M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space	6
Dimension-agnostic inference using cross U-statistics	6
A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence	6
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions	6
Finitely additive mass transportation	6
Flexible-bandwidth needlets	6
Detecting changes in the trend function of heteroscedastic time series	6
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	6
Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk	6
Multiple testing under negative dependence	6
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models	6
Linear functional estimation under multiplicative measurement error	6
Multiplier U-processes: Sharp bounds and applications	6
High-dimensional index volatility models via Stein’s identity	6
Online drift estimation for jump-diffusion processes	6
Spine for interacting populations and sampling	6
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	5

A bootstrapped test of covariance stationarity based on orthonormal transformations	5
A nonparametric distribution-free test of independence among continuous random vectors based on L1-norm	5
A probabilistic view of latent space graphs and phase transitions	5
On the singular values of complex matrix Brownian motion with a matrix drift	5
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	5
Recovering Brownian and jump parts from high-frequency observations of a Lévy process	5
A large-sample theory for infinitesimal gradient boosting	5
Bootstrap inference in functional linear regression models with scalar response	5
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths	5
Scalable Monte Carlo inference and rescaled local asymptotic normality	5
Compound Poisson disorder problem with uniformly distributed disorder time	5
Extreme singular values of inhomogeneous sparse random rectangular matrices	5
Accuracy of Gaussian approximation for high-dimensional posterior distributions	5
Correlation bounds, mixing and m-dependence under random time-varying network distances with an application to Cox-processes	5
Minimax predictive density for sparse count data	5
At the edge of a one-dimensional jellium	5
On the law of the iterated logarithm and strong invariance principles in stochastic geometry	4
Bootstrap inference for a class of non-regular estimators	4
Loop-erased random walk branch of uniform spanning tree in topological polygons	4
On a projection-based class of uniformity tests on the hypersphere	4
Minimum spanning trees of random geometric graphs with location dependent weights	4
Sharp detection boundaries on testing dense subhypergraph	4
Learning with tree tensor networks: Complexity estimates and model selection	4
Dynamic principal component analysis from a global perspective	4
Sequential change diagnosis revisited and the Adaptive Matrix CuSum	4
Template matching with ranks	4
Estimating the inter-occurrence time distribution from superposed renewal processes	4
Inference without compatibility: Using exponential weighting for inference on a parameter of a linear model	4
Empirical process theory for locally stationary processes	4
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates	4
Optimal stopping of the stable process with state-dependent killing	4
Mean stationarity test in time series: A signal variance-based approach	4
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	4
Asymptotics and renewal approximation in the online selection of increasing subsequence	4
On μ-Dvoretzky random covering of the circle	4
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions	4
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	4
On the joint distribution of the area and the number of peaks for Bernoulli excursions	4
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes	4
Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance	4
Yaglom’s limit for critical Galton–Watson processes in varying environment: A probabilistic approach	4
Heat content for Gaussian processes: Small-time asymptotic analysis	4
Harmonic analysis meets stationarity: A general framework for series expansions of special Gaussian processes	3
Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems	3
General construction and classes of explicit L1-optimal couplings	3
Rudin extension theorems on product spaces, turning bands, and random fields on balls cross time	3
A trajectorial approach to relative entropy dissipation of McKean–Vlasov diffusions: Gradient flows and HWBI inequalities	3
Approximation of heavy-tailed distributions via stable-driven SDEs	3
Universality and least singular values of random matrix products: A simplified approach	3
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression	3
Minimax estimation of low-rank quantum states and their linear functionals	3
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres	3
Noise covariance estimation in multi-task high-dimensional linear models	3
Gaussian Whittle–Matérn fields on metric graphs	3
Combinatorial Bernoulli factories	3
Self-normalized Cramér type moderate deviations for martingales and applications	3
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	3
Optimal 1-Wasserstein distance for WGANs	3
Minimax boundary estimation and estimation with boundary	3
The linear conditional expectation in Hilbert space	3
Signal detection in degree corrected ERGMs	3
Erratum for Prediction and estimation consistency of sparse multi-class penalized optimal scoring	3
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures	3
A diffusion approach to Stein’s method on Riemannian manifolds	3
Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator	3
Martingale Wasserstein inequality for probability measures in the convex order	3
Bernoulli sums and Rényi entropy inequalities	3
Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes	3
A frequency domain bootstrap for general multivariate stationary processes	3
Maximal displacement of spectrally negative branching Lévy processes	3
On estimators of the mean of infinite dimensional data in finite populations	3
Asymptotics of discrete Schrödinger bridges via chaos decomposition	3
Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric α-stable processes	3
On the asymptotic behavior of a finite section of the optimal causal filter	3
Smoothing distributions for conditional Fleming–Viot and Dawson–Watanabe diffusions	3
Thinned completely random measures with applications in competing risks models	3
Empirical approximation to invariant measures for McKean–Vlasov processes: Mean-field interaction vs self-interaction	3
Asymptotics for isotropic Hilbert-valued spherical random fields	3
Normality of smooth statistics for planar determinantal point processes	3
Estimation of Wasserstein distances in the Spiked Transport Model	3

Asymptotic normality for a modified quadratic variation of the Hermite process	3
Erratum: Tree builder random walk: Recurrence, transience and ballisticity	3
Inference in balanced community modulated recursive trees	3
A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process	3
Quantifying deviations from separability in space-time functional processes	3