VOL. 30 · NO. 3 | August 2024
Bernoulli 30 (3), (August 2024)
No abstract available
Kai Tan, Gabriel Romon, Pierre C. Bellec
Bernoulli 30 (3), 1695-1722, (August 2024) DOI: 10.3150/23-BEJ1644
KEYWORDS: elastic-net, High dimensional analysis, Lasso, multi-task model, noise covariance
Alessia Caponera
Bernoulli 30 (3), 1723-1745, (August 2024) DOI: 10.3150/23-BEJ1650
KEYWORDS: High-frequency asymptotics, ‎Hilbert spaces, isotropy, Quantitative Central Limit Theorem, ‎spectral representation, Spherical random fields
Yuanzhe Xu, Sumit Mukherjee
Bernoulli 30 (3), 1746-1773, (August 2024) DOI: 10.3150/23-BEJ1651
KEYWORDS: Asymptotic efficiency, auxiliary variables, ERGM, phase transition, signal detection, two star
Yuhui Guo, Jian Song, Xiaoming Song
Bernoulli 30 (3), 1774-1799, (August 2024) DOI: 10.3150/23-BEJ1652
KEYWORDS: fractional Brownian field, Hölder continuity, Malliavin calculus, Mittag-Leffler function, moment estimates
Nan Zhang, Peng Liu, Linglong Kong, Bei Jiang, Jianhua Z. Huang
Bernoulli 30 (3), 1800-1824, (August 2024) DOI: 10.3150/23-BEJ1653
KEYWORDS: Functional linear regression, multi-dimensional domain, Quantile regression, rate of convergence, ‎reproducing kernel Hilbert ‎space, simultaneous diagonalization
Pietro Rigo
Bernoulli 30 (3), 1825-1844, (August 2024) DOI: 10.3150/23-BEJ1654
KEYWORDS: coupling, duality theorem, Finitely additive probability, martingale, Mass transportation
Johannes Schmidt-Hieber, Petr Zamolodtchikov
Bernoulli 30 (3), 1845-1877, (August 2024) DOI: 10.3150/23-BEJ1655 Open Access
KEYWORDS: covariate shift, domain adaptation, local rates, mean squared error, minimax estimation, nonparametric least squares, Nonparametric regression, transfer learning
Sara Biagini, Gordan Žitković
Bernoulli 30 (3), 1878-1893, (August 2024) DOI: 10.3150/23-BEJ1656
KEYWORDS: Absolutely continuous representation, Girsanov theorem, Martingale representation, Quadratic Variation
Clément Dombry, Jean-Jil Duchamps
Bernoulli 30 (3), 1894-1920, (August 2024) DOI: 10.3150/23-BEJ1657
KEYWORDS: gradient boosting, large sample theory, softmax gradient tree
Sid Kankanala, Victoria Zinde-Walsh
Bernoulli 30 (3), 1921-1944, (August 2024) DOI: 10.3150/23-BEJ1658
KEYWORDS: Fractal, Goodness-of-fit, kernel smoothing, singular distribution, Small ball probability
Zaid Harchaoui, Lang Liu, Soumik Pal
Bernoulli 30 (3), 1945-1970, (August 2024) DOI: 10.3150/23-BEJ1659 Open Access
KEYWORDS: Chaos decomposition, contiguity, entropy regularization, Hoeffding decomposition, Infinite-order U-statistics, optimal matching, Optimal transport, Schrödinger bridge
Valentine Genon-Catalot, Catherine Larédo
Bernoulli 30 (3), 1971-1997, (August 2024) DOI: 10.3150/23-BEJ1660
KEYWORDS: approximate likelihood, Asymptotic properties of estimators, continuous observations, Invariant distribution, long time asymptotics, McKean-Vlasov stochastic differential equations, parametric and nonparametric inference
Yafei Wang, Bei Jiang, Linglong Kong, Zhongzhan Zhang
Bernoulli 30 (3), 1998-2025, (August 2024) DOI: 10.3150/23-BEJ1661
KEYWORDS: alternating direction method of multipliers, copula model, Functional response, M-estimator, minimax, ‎reproducing kernel Hilbert ‎space, varying coefficient model
Zhongyi Hu, Robin J. Evans
Bernoulli 30 (3), 2026-2051, (August 2024) DOI: 10.3150/23-BEJ1663
KEYWORDS: Characteristic imset, graphical models, maximal ancestral graphs, ordered local Markov property, standard imset
Ping Chen, Rong Wei, Tusheng Zhang
Bernoulli 30 (3), 2052-2073, (August 2024) DOI: 10.3150/23-BEJ1664
KEYWORDS: interacting particle systems, large deviation, McKean–Vlasov equation, stochastic differential equation with reflection, sub-martingale problem, weak convergence
Sören Christensen, Claudia Strauch, Lukas Trottner
Bernoulli 30 (3), 2074-2101, (August 2024) DOI: 10.3150/23-BEJ1665
KEYWORDS: Data-driven singular control, exploration vs. exploitation, Lévy processes, overshoots, Diffusion processes, reinforcement learning, nonparametric statistics, sup-norm risk
Xinyi Li, Zijie Zhuang
Bernoulli 30 (3), 2102-2126, (August 2024) DOI: 10.3150/23-BEJ1666
KEYWORDS: Entropic repulsion, large deviations, Random interlacements
Julien Chhor, Rajarshi Mukherjee, Subhabrata Sen
Bernoulli 30 (3), 2127-2153, (August 2024) DOI: 10.3150/23-BEJ1667
KEYWORDS: Heteroscedasticity, non-Euclidean norms, signal detection, Sparsity
Simone A. Padoan, Stefano Rizzelli
Bernoulli 30 (3), 2154-2184, (August 2024) DOI: 10.3150/23-BEJ1668
KEYWORDS: contraction rate, extreme quantiles, posterior consistency, return levels, tail index, wind speed
Włodzimierz Bryc, Yizao Wang
Bernoulli 30 (3), 2185-2206, (August 2024) DOI: 10.3150/23-BEJ1669
KEYWORDS: Discrete Bessel process, matrix ansatz, Motzkin paths, random walk conditioned to stay positive, Viennot’s formula
Baptiste Huguet
Bernoulli 30 (3), 2207-2227, (August 2024) DOI: 10.3150/23-BEJ1670
KEYWORDS: Curvature-dimension criterion, generalised Cauchy measures, heavy tails, Poincaré inequality
Austin Warner, Georgios Fellouris
Bernoulli 30 (3), 2228-2252, (August 2024) DOI: 10.3150/23-BEJ1671
KEYWORDS: CUSUM, Lorden’s criterion, Sequential change detection, sequential change diagnosis
Donghan Kim, Lane Chun Yeung
Bernoulli 30 (3), 2253-2274, (August 2024) DOI: 10.3150/23-BEJ1672
KEYWORDS: degenerate diffusion, entropy dissipation, Gradient flow, HWI inequality, porous medium equation
Sergios Agapiou, Aimilia Savva
Bernoulli 30 (3), 2275-2300, (August 2024) DOI: 10.3150/23-BEJ1673
KEYWORDS: Adaptation, Besov spaces, Empirical Bayes, Gaussian prior, hierarchical Bayes, Laplace prior, Posterior contraction rates, spatially inhomogeneous functions, White noise model
Philippe Gagnon, Florian Maire
Bernoulli 30 (3), 2301-2325, (August 2024) DOI: 10.3150/23-BEJ1674 Open Access
KEYWORDS: Bayesian statistics, binary random variables, Ising model, Markov chain Monte Carlo methods, Variable selection
Myeonghun Yu, Qiang Sun, Wen-Xin Zhou
Bernoulli 30 (3), 2326-2345, (August 2024) DOI: 10.3150/23-BEJ1675
KEYWORDS: heavy-tailed data, Huber loss, low-rank matrix recovery, nuclear norm, Trace regression
Gi-Ren Liu, Yuan-Chung Sheu, Hau-Tieng Wu
Bernoulli 30 (3), 2346-2371, (August 2024) DOI: 10.3150/23-BEJ1676
KEYWORDS: Double scaling limits, Feynman diagram, long-range dependent processes, non-Gaussian processes, scattering transform, wavelet transform, Wiener-Itô decomposition
Weichi Wu, Zhou Zhou
Bernoulli 30 (3), 2372-2398, (August 2024) DOI: 10.3150/23-BEJ1677
KEYWORDS: Diverging number of jumps, local CUSUM procedure, nonstationary time series, optimal estimation accuracy
Linjie Zhao
Bernoulli 30 (3), 2399-2422, (August 2024) DOI: 10.3150/23-BEJ1678
KEYWORDS: Asymmetric exclusion process, central limit theorems, long jumps, Tagged particle
Sam Efromovich
Bernoulli 30 (3), 2423-2449, (August 2024) DOI: 10.3150/23-BEJ1679
KEYWORDS: Adaptation, Dimension reduction, nonparametric, nuisance function, sharp minimax
Lujia Bai, Weichi Wu
Bernoulli 30 (3), 2450-2474, (August 2024) DOI: 10.3150/23-BEJ1680
KEYWORDS: long-range dependence, locally stationary process, spurious long memory, time-varying models
Jean-David Fermanian, Benjamin Poignard
Bernoulli 30 (3), 2475-2500, (August 2024) DOI: 10.3150/23-BEJ1681
KEYWORDS: copulas, M-estimation, pseudo-observations, Sparsity
Gilles Blanchard, Alexandra Carpentier, Oleksandr Zadorozhnyi
Bernoulli 30 (3), 2501-2520, (August 2024) DOI: 10.3150/23-BEJ1682
KEYWORDS: Burkholder-type inequalities, Concentration inequalities, weakly dependent random fields
Patrice Bertail, Anna E. Dudek
Bernoulli 30 (3), 2521-2545, (August 2024) DOI: 10.3150/23-BEJ1683
KEYWORDS: asymptotic expansion, bifrequency square, periodic time series, spectral estimation
Bernoulli 30 (3), (August 2024)
No abstract available
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