Bernoulli

Article	Citations
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions	99
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications	58
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	28
Siblings in d-dimensional nearest neighbour trees	26
Extrinsic derivative formula for distribution dependent SDEs	25
A new adaptive local polynomial density estimation procedure on complicated domains	23
Ergodicity, CLT and asymptotic maximum of the Airy1 process	22
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	20
Rearranged dependence measures	19
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	18
Mixing properties of non-stationary INGARCH(1,1) processes	16
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	16
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	16
On eigenvalues of a high-dimensional spatial-sign covariance matrix	16
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas	16
Independence preserving property of Kummer laws	15
A flexible approach for normal approximation of geometric and topological statistics	15
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	15
Density estimation under local differential privacy and Hellinger loss	15
High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective	14
Functional linear and single-index models: A unified approach via Gaussian Stein identity	14
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference	13
Nonparametric estimation of locally stationary Hawkes processes	13
Measuring association with Wasserstein distances	13
Detecting long-range dependence for time-varying linear models	13

Learning to reflect: A unifying approach for data-driven stochastic control strategies	12
An edge CLT for the log determinant of Wigner ensembles	12
Non-asymptotic bounds for the ℓ∞ estimator in linear regression with uniform noise	12
Poisson approximation in χ2 distance by the Stein-Chen approach	12
Reversibility of elliptical slice sampling revisited	11
Inadmissibility of the corrected Akaike information criterion	11
Efficient and consistent model selection procedures for time series	10
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes	10
Local minimax rates for closeness testing of discrete distributions	10
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems	10
Laplace priors and spatial inhomogeneity in Bayesian inverse problems	10
Dating the break in high-dimensional data	10
Bootstrap percolation on the stochastic block model	10
Almost sure growth of integrated supOU processes	10
Additive regression with parametric help	10
Adaptive estimation in the linear random coefficients model when regressors have limited variation	9
PDE characterization of geometric distribution functions and quantiles	9
Goodness-of-fit tests for high-dimensional parametric multiresponse regressions	9
Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics	9
Rank-based testing for semiparametric VAR models: A measure transportation approach	9
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions	9
Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications	9
Conditional quantiles: An operator-theoretical approach	9
Empirical Bayes inference for the block maxima method	9
Inference for change-plane regression	9
Rates of convergence for the number of zeros of random trigonometric polynomials	9
Finitely additive mass transportation	8
Testing with p*-values: Between p-values, mid p-values, and e-values	8
Flexible-bandwidth needlets	8
Semiparametric regression of panel count data with informative terminal event	8
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models	8
Linear functional estimation under multiplicative measurement error	8
Detecting changes in the trend function of heteroscedastic time series	8
M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space	8
Nonparametric inference for reversed mean models with panel count data	8
Multiple testing under negative dependence	8
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	8
Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk	7
A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence	7
Sandpiles on the Vicsek fractal explode with probability 14	7
A large-sample theory for infinitesimal gradient boosting	7
Spectral representations of characteristic functions of discrete probability laws	7
Multiplier U-processes: Sharp bounds and applications	7
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions	7
Extreme singular values of inhomogeneous sparse random rectangular matrices	7
Dimension-agnostic inference using cross U-statistics	7
Data fusion methods for the heterogeneity of treatment effect and confounding function	7
Spine for interacting populations and sampling	7
On the singular values of complex matrix Brownian motion with a matrix drift	7
A probabilistic view of latent space graphs and phase transitions	6

Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths	6
Accuracy of Gaussian approximation for high-dimensional posterior distributions	6
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	6
Bootstrap inference for a class of non-regular estimators	6
A nonparametric distribution-free test of independence among continuous random vectors based on L1-norm	6
At the edge of a one-dimensional jellium	6
Nearly minimax robust estimator of the mean vector by iterative spectral dimension reduction	6
On the convergence of PINNs	6
Template matching with ranks	6
A bootstrapped test of covariance stationarity based on orthonormal transformations	6
Bootstrap inference in functional linear regression models with scalar response	6
The extended Ville’s inequality for nonintegrable nonnegative supermartingales	6
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions	6
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	6
On Lasso estimator for the drift function in diffusion models	5
Dynamic principal component analysis from a global perspective	5
On estimators of the mean of infinite dimensional data in finite populations	5
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	5
Heat content for Gaussian processes: Small-time asymptotic analysis	5
Compound Poisson disorder problem with uniformly distributed disorder time	5
Optimal stopping of the stable process with state-dependent killing	5
Learning with tree tensor networks: Complexity estimates and model selection	5
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances	5
Empirical process theory for locally stationary processes	5
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes	5
PEBBLE: A second order correct bootstrap method in logistic regression	5
On a projection-based class of uniformity tests on the hypersphere	5
Log-concave density estimation in undirected graphical models	5
Nonparametric estimation for additive concurrent regression models	5
Loop-erased random walk branch of uniform spanning tree in topological polygons	5
Asymptotics of discrete Schrödinger bridges via chaos decomposition	5
Mean stationarity test in time series: A signal variance-based approach	5
Sharp detection boundaries on testing dense subhypergraph	5
Combinatorial Bernoulli factories	5
On the joint distribution of the area and the number of peaks for Bernoulli excursions	5
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	5
Edgeworth expansion by Stein’s method	5
Sequential change diagnosis revisited and the Adaptive Matrix CuSum	5
Simultaneous semiparametric inference for single-index models	5
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates	5
Minimax boundary estimation and estimation with boundary	4
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures	4
Covariance operator estimation: Sparsity, lengthscale, and ensemble Kalman filters	4
Rudin extension theorems on product spaces, turning bands, and random fields on balls cross time	4
Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance	4
The fewest-big-jumps principle and an application to random graphs	4
Martingale Wasserstein inequality for probability measures in the convex order	4
On the robustness of the minimim ℓ2 interpolator	4
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	4
Harmonic analysis meets stationarity: A general framework for series expansions of special Gaussian processes	4
On the asymptotic behavior of a finite section of the optimal causal filter	4
Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems	4
Erratum for Prediction and estimation consistency of sparse multi-class penalized optimal scoring	4
A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process	4
Gaussian Whittle–Matérn fields on metric graphs	4
Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator	4
Normality of smooth statistics for planar determinantal point processes	4
General construction and classes of explicit L1-optimal couplings	4
Asymptotic normality for a modified quadratic variation of the Hermite process	4
Empirical approximation to invariant measures for McKean–Vlasov processes: Mean-field interaction vs self-interaction	4
Asymptotics for isotropic Hilbert-valued spherical random fields	4
Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric α-stable processes	4
Quantifying deviations from separability in space-time functional processes	4
Optimal 1-Wasserstein distance for WGANs	4
The functional central limit theorem with mean uncertainty under the sublinear expectation	4
Bernoulli sums and Rényi entropy inequalities	4
Estimation of Wasserstein distances in the Spiked Transport Model	4
A trajectorial approach to relative entropy dissipation of McKean–Vlasov diffusions: Gradient flows and HWBI inequalities	4
A frequency domain bootstrap for general multivariate stationary processes	4
Erratum: Tree builder random walk: Recurrence, transience and ballisticity	4
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres	4
Minimax estimation of low-rank quantum states and their linear functionals	4
From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis	4
Maximal displacement of spectrally negative branching Lévy processes	4
Noise covariance estimation in multi-task high-dimensional linear models	4
Inference in balanced community modulated recursive trees	4
Self-normalized Cramér type moderate deviations for martingales and applications	4
A diffusion approach to Stein’s method on Riemannian manifolds	4
Averaging symmetric positive-definite matrices on the space of eigen-decompositions	3
Drift reduction method for SDEs driven by heterogeneous singular Lévy noise	3

Towards standard imsets for maximal ancestral graphs	3
Limit theorems for random Motzkin paths near boundary	3
Detecting approximate replicate components of a high-dimensional random vector with latent structure	3
Sequential Gaussian approximation for nonstationary time series in high dimensions	3
Multidimensional SDE with distributional drift and Lévy noise	3
Hopf type lemmas for subsolutions of integro-differential equations	3
Inference for partially observed Riemannian Ornstein–Uhlenbeck diffusions of covariance matrices	3
Asymptotic analysis of statistical estimators related to MultiGraphex processes under misspecification	3
Minimum information dependence modeling	3
Functional diffusion driven stochastic volatility model	3
Pattern-based tests for two-dimensional copulas	3
Uniform error bound for PCA matrix denoising	3
Deep stable neural networks: Large-width asymptotics and convergence rates	3
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression	3
Stability of the Poincaré constant	3
High dimensional generalized linear models for temporal dependent data	3
A note on the phase transition for independent alignment percolation	3
Hypothesis testing for functional linear models via bootstrapping	3
A unified construction for series representations and finite approximations of completely random measures	3
Limit theorems for SDEs with irregular drifts	3
Mean field limits for interacting Hawkes processes in a diffusive regime	3
Subexponential estimates for the first hitting time of a Brownian motion with singular drift	3
Optimal Bayesian estimation of Gaussian mixtures with growing number of components	3
Tail processes for stable-regenerative multiple-stable model	3
Gibbsianness and non-Gibbsianness for Bernoulli lattice fields under removal of isolated sites	3
Exponential ergodicity for non-dissipative McKean-Vlasov SDEs	3
Stability and sample complexity of divergence regularized optimal transport	3
Smoothing distributions for conditional Fleming–Viot and Dawson–Watanabe diffusions	3
Phase transitions of the maximum likelihood estimators in the p-spin Curie-Weiss model	3
Signal detection in degree corrected ERGMs	3
Limit theorems for Fréchet mean sets	3
Thinned completely random measures with applications in competing risks models	3
Cramér type moderate deviations for the Grenander estimator near the boundaries of the support	3
Multivariate self-exciting jump processes with applications to financial data	3
Targeted cross-validation	3
Functional limit theorems for random walks perturbed by positive alpha-stable jumps	3
On the Bahadur representation of sample quantiles for score functionals	3
Optimal Markovian coupling for finite activity Lévy processes	3
Statistical deconvolution of the free Fokker-Planck equation at fixed time	3
Speeding up Monte Carlo integration: Control neighbors for optimal convergence	3
Approximate double-transform inversion when time is one of the variables	3
Quadratic variation and quadratic roughness	3
Extremal clustering and cluster counting for spatial random fields	3
Pivotal tests for relevant differences in the second order dynamics of functional time series	3
Cross-validation for change-point regression: Pitfalls and solutions	3
Information geometry approach to parameter estimation in hidden Markov model	3
Local elliptic law	3
Some new concentration inequalities for the Itô stochastic integral	3
Varying coefficient regression: Revisit and parametric help	3
New approach to greedy vector quantization	3
Adaptive deep learning for nonlinear time series models	3
Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement	2
Local exchangeability	2
Identifiability in robust estimation of tree structured models	2
Exact detection thresholds and minimax optimality of Chatterjee’s correlation coefficient	2
Asymptotics of AIC, BIC and Cp model selection rules in high-dimensional regression	2
A recursive distributional equation for the stable tree	2
Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions	2
Limit theorems for time-dependent averages of nonlinear stochastic heat equations	2
Hölder regularity and roughness: Construction and examples	2
Extremal shot noise processes and random cutout sets	2
Locally polynomial Hilbertian additive regression	2
Bayesian uncertainty quantification and structure detection for multiple change points models	2
Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process	2
Convergence rates of Gibbs measures with degenerate minimum	2
Semi-parametric goodness-of-fit testing for INAR models	2
A central limit theorem for a sequence of conditionally centered random fields	2
On the measure of anchored Gaussian simplices, with applications to multivariate medians	2
Multivariate time series models for mixed data	2
Adaptive inference over Besov spaces in the white noise model using p-exponential priors	2
Matrix means and a novel high-dimensional shrinkage phenomenon	2
Conditional regression for single-index models	2
Element-wise estimation error of generalized Fused Lasso	2
Defective Galton-Watson processes in a varying environment	2
Convergence rates of two-component MCMC samplers	2
Poisson hulls	2
Kernel two-sample tests for manifold data	2
Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data	2
A Ray–Knight representation of up-down Chinese restaurants	2
Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation	2
Parametric inference for ergodic McKean-Vlasov stochastic differential equations	2
Degrees of freedom for off-the-grid sparse estimation	2
An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models	2
Nonstationary fractionally integrated functional time series	2
Estimation of functional ARMA models	2
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism	2
Strong and weak convergence for the averaging principle of DDSDE with singular drift	2
Convergence rates for shallow neural networks learned by gradient descent	2
Comparison principle for stochastic heat equations driven by α-stable white noises	2
When scattering transform meets non-Gaussian random processes, a double scaling limit result	2
Scaling of piecewise deterministic Monte Carlo for anisotropic targets	2
Two-sample contamination model test	2
Representation of random variables as Lebesgue integrals	2
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo	2
An asymptotic Peskun ordering and its application to lifted samplers	2