Bernoulli

Article	Citations
On eigenvalues of a high-dimensional spatial-sign covariance matrix	55
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	45
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	24
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications	23
Siblings in d-dimensional nearest neighbour trees	21
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions	21
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	20
Mixing properties of non-stationary INGARCH(1,1) processes	19
Rearranged dependence measures	19
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	18
Optimal tests for elliptical symmetry: Specified and unspecified location	14
High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective	13
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas	13
Density estimation under local differential privacy and Hellinger loss	13
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference	13
Nonparametric estimation of locally stationary Hawkes processes	13
A flexible approach for normal approximation of geometric and topological statistics	13
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	12
Independence preserving property of Kummer laws	12
Detecting long-range dependence for time-varying linear models	11
Measuring association with Wasserstein distances	11
Functional linear and single-index models: A unified approach via Gaussian Stein identity	11
Non-asymptotic bounds for the ℓ∞ estimator in linear regression with uniform noise	10
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	10
The Goldenshluger–Lepski method for constrained least-squares estimators over RKHSs	10

Poisson approximation in χ2 distance by the Stein-Chen approach	10
Bootstrap percolation on the stochastic block model	10
Learning to reflect: A unifying approach for data-driven stochastic control strategies	9
An edge CLT for the log determinant of Wigner ensembles	9
Inadmissibility of the corrected Akaike information criterion	8
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes	8
Rates of convergence for the number of zeros of random trigonometric polynomials	8
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation	8
Reversibility of elliptical slice sampling revisited	8
Local minimax rates for closeness testing of discrete distributions	8
Empirical Bayes inference for the block maxima method	8
Local continuity of log-concave projection, with applications to estimation under model misspecification	8
Laplace priors and spatial inhomogeneity in Bayesian inverse problems	8
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems	8
Efficient and consistent model selection procedures for time series	8
Adaptive estimation in the linear random coefficients model when regressors have limited variation	8
Finite-energy infinite clusters without anchored expansion	8
Testing with p*-values: Between p-values, mid p-values, and e-values	7
Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics	7
Additive regression with parametric help	7
Dating the break in high-dimensional data	7
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	7
Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications	7
Rank-based testing for semiparametric VAR models: A measure transportation approach	7
Dimension-agnostic inference using cross U-statistics	6
Linear functional estimation under multiplicative measurement error	6
Detecting changes in the trend function of heteroscedastic time series	6
Finitely additive mass transportation	6
Multiplier U-processes: Sharp bounds and applications	6
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions	6
Online drift estimation for jump-diffusion processes	6
Conditional quantiles: An operator-theoretical approach	6
M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space	6
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	6
Spectral representations of characteristic functions of discrete probability laws	6
Flexible-bandwidth needlets	6
Semiparametric regression of panel count data with informative terminal event	6
Nonparametric inference for reversed mean models with panel count data	6
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models	6
Multiple testing under negative dependence	6
A nonparametric distribution-free test of independence among continuous random vectors based on L1-norm	5
Extreme singular values of inhomogeneous sparse random rectangular matrices	5
A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence	5
A large-sample theory for infinitesimal gradient boosting	5
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	5
Accuracy of Gaussian approximation for high-dimensional posterior distributions	5
Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk	5
Bootstrap inference in functional linear regression models with scalar response	5
Spine for interacting populations and sampling	5
A probabilistic view of latent space graphs and phase transitions	5

Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths	5
A bootstrapped test of covariance stationarity based on orthonormal transformations	5
Scalable Monte Carlo inference and rescaled local asymptotic normality	5
At the edge of a one-dimensional jellium	5
Optimal stopping of the stable process with state-dependent killing	4
Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance	4
Sequential change diagnosis revisited and the Adaptive Matrix CuSum	4
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	4
On the singular values of complex matrix Brownian motion with a matrix drift	4
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	4
On the joint distribution of the area and the number of peaks for Bernoulli excursions	4
Learning with tree tensor networks: Complexity estimates and model selection	4
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes	4
Minimum spanning trees of random geometric graphs with location dependent weights	4
On a projection-based class of uniformity tests on the hypersphere	4
Template matching with ranks	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
Loop-erased random walk branch of uniform spanning tree in topological polygons	4
Empirical process theory for locally stationary processes	4
Dynamic principal component analysis from a global perspective	4
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates	4
Compound Poisson disorder problem with uniformly distributed disorder time	4
Heat content for Gaussian processes: Small-time asymptotic analysis	4
Bootstrap inference for a class of non-regular estimators	4
Recovering Brownian and jump parts from high-frequency observations of a Lévy process	4
Estimating the inter-occurrence time distribution from superposed renewal processes	4
Sharp detection boundaries on testing dense subhypergraph	4
Mean stationarity test in time series: A signal variance-based approach	4
Bernoulli sums and Rényi entropy inequalities	3
Normality of smooth statistics for planar determinantal point processes	3
A frequency domain bootstrap for general multivariate stationary processes	3
Asymptotic normality for a modified quadratic variation of the Hermite process	3
Universality and least singular values of random matrix products: A simplified approach	3
Empirical approximation to invariant measures for McKean–Vlasov processes: Mean-field interaction vs self-interaction	3
Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric α-stable processes	3
Harmonic analysis meets stationarity: A general framework for series expansions of special Gaussian processes	3
Combinatorial Bernoulli factories	3
Minimax boundary estimation and estimation with boundary	3
General construction and classes of explicit L1-optimal couplings	3
Erratum for Prediction and estimation consistency of sparse multi-class penalized optimal scoring	3
Estimation of Wasserstein distances in the Spiked Transport Model	3
A trajectorial approach to relative entropy dissipation of McKean–Vlasov diffusions: Gradient flows and HWBI inequalities	3
Asymptotics for isotropic Hilbert-valued spherical random fields	3
Erratum: Tree builder random walk: Recurrence, transience and ballisticity	3
Minimax estimation of low-rank quantum states and their linear functionals	3
A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process	3
Maximal displacement of spectrally negative branching Lévy processes	3
Inference in balanced community modulated recursive trees	3
Quantifying deviations from separability in space-time functional processes	3
Optimal 1-Wasserstein distance for WGANs	3
Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes	3
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures	3
Smoothing distributions for conditional Fleming–Viot and Dawson–Watanabe diffusions	3
The linear conditional expectation in Hilbert space	3
Self-normalized Cramér type moderate deviations for martingales and applications	3
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres	3
A diffusion approach to Stein’s method on Riemannian manifolds	3
Gaussian Whittle–Matérn fields on metric graphs	3
Martingale Wasserstein inequality for probability measures in the convex order	3
On the asymptotic behavior of a finite section of the optimal causal filter	3
Noise covariance estimation in multi-task high-dimensional linear models	3
Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems	3
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	3
Asymptotics of discrete Schrödinger bridges via chaos decomposition	3
On estimators of the mean of infinite dimensional data in finite populations	3
Rudin extension theorems on product spaces, turning bands, and random fields on balls cross time	3
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression	3
Thinned completely random measures with applications in competing risks models	3
Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator	3
Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics	2
Local elliptic law	2
Stochastic fractional diffusion equations with Gaussian noise rough in space	2
Signal detection in degree corrected ERGMs	2
Synchronisation for scalar conservation laws via Dirichlet boundary	2
Cross-validation for change-point regression: Pitfalls and solutions	2
SDEs with critical time dependent drifts: Weak solutions	2
Approximation of occupation time functionals	2
On large deviations and intersection of random interlacements	2
Extremal clustering and cluster counting for spatial random fields	2

Pivotal tests for relevant differences in the second order dynamics of functional time series	2
Mean field limits for interacting Hawkes processes in a diffusive regime	2
A note on the phase transition for independent alignment percolation	2
Phase transitions of the maximum likelihood estimators in the p-spin Curie-Weiss model	2
Statistical deconvolution of the free Fokker-Planck equation at fixed time	2
Averaging symmetric positive-definite matrices on the space of eigen-decompositions	2
Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions	2
Minimum information dependence modeling	2
A unified construction for series representations and finite approximations of completely random measures	2
Regularities and exponential ergodicity in entropy for SDEs driven by distribution dependent noise	2
Multivariate self-exciting jump processes with applications to financial data	2
On algebraic Stein operators for Gaussian polynomials	2
Information geometry approach to parameter estimation in hidden Markov model	2
An asymptotic Peskun ordering and its application to lifted samplers	2
Towards standard imsets for maximal ancestral graphs	2
Penalized spline estimation of principal components for sparse functional data: Rates of convergence	2
Approximate double-transform inversion when time is one of the variables	2
Distance correlation test for high-dimensional independence	2
Asymptotic analysis of statistical estimators related to MultiGraphex processes under misspecification	2
Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations	2
Over-parametrized deep neural networks minimizing the empirical risk do not generalize well	2
Consistency of p-norm based tests in high dimensions: Characterization, monotonicity, domination	2
Exponential ergodicity for non-dissipative McKean-Vlasov SDEs	2
De Finetti’s theorem and related results for infinite weighted exchangeable sequences	2
Optimal Bayesian estimation of Gaussian mixtures with growing number of components	2
Tail processes for stable-regenerative multiple-stable model	2
Quadratic variation and quadratic roughness	2
Speeding up Monte Carlo integration: Control neighbors for optimal convergence	2
Cramér type moderate deviations for the Grenander estimator near the boundaries of the support	2
A Cramér–Wold device for infinite divisibility of Zd-valued distributions	2
Limit theorems for Fréchet mean sets	2
Drift reduction method for SDEs driven by heterogeneous singular Lévy noise	2
Inference for partially observed Riemannian Ornstein–Uhlenbeck diffusions of covariance matrices	2
Generalized Hadamard differentiability of the copula mapping and its applications	2
Stability of the Poincaré constant	2
Limit theorems for random Motzkin paths near boundary	2
Poincaré inequalities and integrated curvature-dimension criterion for generalised Cauchy and convex measures	2
Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation	2
Multidimensional SDE with distributional drift and Lévy noise	2
Representation of random variables as Lebesgue integrals	2
Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data	2
Hopf type lemmas for subsolutions of integro-differential equations	2
Some new concentration inequalities for the Itô stochastic integral	2
Deep stable neural networks: Large-width asymptotics and convergence rates	2
Universal sieve-based strategies for efficient estimation using machine learning tools	2
Functional diffusion driven stochastic volatility model	2
Extremal eigenvalues of sample covariance matrices with general population	2
High dimensional generalized linear models for temporal dependent data	2
Targeted cross-validation	2
Detecting approximate replicate components of a high-dimensional random vector with latent structure	2
On the theoretical properties of the exchange algorithm	2
Sequential Gaussian approximation for nonstationary time series in high dimensions	2
Adaptive deep learning for nonlinear time series models	2
Stability and sample complexity of divergence regularized optimal transport	2
Optimal Markovian coupling for finite activity Lévy processes	2
Gibbsianness and non-Gibbsianness for Bernoulli lattice fields under removal of isolated sites	2
A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model	2
Functional linear quantile regression on a two-dimensional domain	2
Equidistribution of random walks on compact groups II. The Wasserstein metric	2
Minimax estimation of norms of a probability density: I. Lower bounds	2
Sampling using adaptive regenerative processes	2
Functional limit theorems for random walks perturbed by positive alpha-stable jumps	2
New approach to greedy vector quantization	2
Kernel-weighted specification testing under general distributions	2
Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process	2
On the Bahadur representation of sample quantiles for score functionals	2
Continuous-time digital search tree and a border aggregation model	2
Spectral equivalence of Gaussian random functions: Operator approach	1
Statistics for heteroscedastic time series extremes	1
Diffusion means in geometric spaces	1
De-biasing the lasso with degrees-of-freedom adjustment	1
On posterior contraction of parameters and interpretability in Bayesian mixture modeling	1
Moment inequalities for sums of weakly dependent random fields	1
Refined behaviour of a conditioned random walk in the large deviations regime	1
On Z-mean reflected BSDEs	1
Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices	1
Multilevel bootstrap particle filter	1
Sequential testing for elicitable functionals via supermartingales	1
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process	1
Empirical process of concomitants for partly categorial data and applications in statistics	1
Power enhancement and phase transitions for global testing of the mixed membership stochastic block model	1
Characterizing the asymptotic and catalytic stochastic orders on topological abelian groups	1
Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory	1
Inverse covariance operators of multivariate nonstationary time series	1
Maximum interpoint distance of high-dimensional random vectors	1
Asymptotic behavior of a low-temperature non-cascading 2-GREM dynamics at extreme time scales	1
Determinantal point processes in the flat limit	1
Optimal weighted pooling for inference about the tail index and extreme quantiles	1
Optimal spectral recovery of a planted vector in a subspace	1
Sampling without replacement from a high-dimensional finite population	1
A note on one-dimensional Poincaré inequalities by Stein-type integration	1
A Fourier representation of kernel Stein discrepancy with application to Goodness-of-Fit tests for measures on infinite dimensional Hilbert spaces	1
Adaptive lasso and Dantzig selector for spatial point processes intensity estimation	1
Boundary adaptive local polynomial conditional density estimators	1
Multivariate ρ-quantiles: A spatial approach	1