VOL. 24 · NO. 3 | August 2018
Bernoulli 24 (3), (August 2018) Open Access
No abstract available
Bruno Bouchard, Romuald Elie, Ludovic Moreau
Bernoulli 24 (3), 1613-1635, (August 2018) DOI: 10.3150/16-BEJ806 Open Access
KEYWORDS: backward stochastic differential equation with a constraint, regularity, stability
Clement Lee, Peter Neal
Bernoulli 24 (3), 1636-1652, (August 2018) DOI: 10.3150/16-BEJ908 Open Access
KEYWORDS: augmented data, birth–death-mutation model, Markov jump process, MCMC, SIR epidemic model
Noufel Frikha
Bernoulli 24 (3), 1653-1691, (August 2018) DOI: 10.3150/16-BEJ909 Open Access
KEYWORDS: Euler scheme, Gaussian bounds, skew diffusion, weak error
Nihat Ay, Jürgen Jost, Hông Vân Lê, Lorenz Schwachhöfer
Bernoulli 24 (3), 1692-1725, (August 2018) DOI: 10.3150/16-BEJ910 Open Access
KEYWORDS: Amari–Chentsov tensor, Fisher quadratic form, Monotonicity, Sufficient statistic
Sergios Agapiou, Gareth O. Roberts, Sebastian J. Vollmer
Bernoulli 24 (3), 1726-1786, (August 2018) DOI: 10.3150/16-BEJ911 Open Access
KEYWORDS: Bayesian inverse problems, coupling, Markov chain Monte Carlo in infinite dimensions, unbiased estimation
Fang Han, Sheng Xu, Wen-Xin Zhou
Bernoulli 24 (3), 1787-1833, (August 2018) DOI: 10.3150/16-BEJ912 Open Access
KEYWORDS: Extreme value theory, Gaussian comparison inequality, Random matrix theory, Roy’s largest root test, spectral analysis
Wanli Qiao, Wolfgang Polonik
Bernoulli 24 (3), 1834-1859, (August 2018) DOI: 10.3150/16-BEJ913 Open Access
KEYWORDS: Extreme values, local stationarity, triangulation of manifolds
Dootika Vats, James M. Flegal, Galin L. Jones
Bernoulli 24 (3), 1860-1909, (August 2018) DOI: 10.3150/16-BEJ914 Open Access
KEYWORDS: Markov chain, Monte Carlo, spectral methods, standard errors
Geoffrey Decrouez, Michael Grabchak, Quentin Paris
Bernoulli 24 (3), 1910-1941, (August 2018) DOI: 10.3150/16-BEJ915 Open Access
KEYWORDS: counting measure, finite sample bounds, occupancy problem, regular variation, Turing’s formula, urn scheme
Jim Pitman, Wenpin Tang
Bernoulli 24 (3), 1942-1972, (August 2018) DOI: 10.3150/16-BEJ916 Open Access
KEYWORDS: Cayley’s formula, Green tree formula, harmonic tree formula, Kemeny’s constant, Kirchhoff’s matrix tree theorem, Markov chain tree theorem, mean first passage times, spanning forests/trees, Wilson’s algorithm
H. Paul Keeler, Nathan Ross, Aihua Xia
Bernoulli 24 (3), 1973-1994, (August 2018) DOI: 10.3150/16-BEJ917 Open Access
KEYWORDS: propagation loss, rate of convergence, signal strengths, total variation distance, weak convergence
Mireille Bossy, Héctor Olivero
Bernoulli 24 (3), 1995-2042, (August 2018) DOI: 10.3150/16-BEJ918 Open Access
KEYWORDS: CEV models, CIR model, Milstein scheme, Multilevel Monte Carlo, Stochastic differential equations, strong error analysis, non-Lipschitz diffusion coefficient
Lavrentin M. Arutyunyan, Egor D. Kosov
Bernoulli 24 (3), 2043-2063, (August 2018) DOI: 10.3150/16-BEJ919 Open Access
KEYWORDS: Carbery–Wright inequality, distribution of a polynomial, Gaussian measure, Isoperimetric inequality, logarithmically concave measure, Poincaré inequality
Rafail Z. Khasminskii, Yury A. Kutoyants
Bernoulli 24 (3), 2064-2090, (August 2018) DOI: 10.3150/16-BEJ920 Open Access
KEYWORDS: Asymptotic efficiency, method of moments estimator, one-step MLE, telegraph process
Bartek Knapik, Jean-Bernard Salomond
Bernoulli 24 (3), 2091-2121, (August 2018) DOI: 10.3150/16-BEJ921 Open Access
KEYWORDS: Bayesian nonparametrics, modulus of continuity, nonparametric inverse problems, posterior distribution, rate of contraction
Jere Koskela, Paul A. Jenkins, Dario Spanò
Bernoulli 24 (3), 2122-2153, (August 2018) DOI: 10.3150/16-BEJ923 Open Access
KEYWORDS: Dirichlet mixture model prior, Lambda-coalescent, non-parametric inference, posterior consistency, pseudo-marginal MCMC
Jannis Buchsteiner
Bernoulli 24 (3), 2154-2175, (August 2018) DOI: 10.3150/17-BEJ924 Open Access
KEYWORDS: entropy condition, Hermite process, multivariate long-range dependence, sequential empirical process
Adrien Saumard
Bernoulli 24 (3), 2176-2203, (August 2018) DOI: 10.3150/17-BEJ925 Open Access
KEYWORDS: empirical risk minimization, excess risk’s concentration, linear aggregation, Optimal rates, small-ball property
Giacomo Aletti, Andrea Ghiglietti, Anand N. Vidyashankar
Bernoulli 24 (3), 2204-2255, (August 2018) DOI: 10.3150/17-BEJ926 Open Access
KEYWORDS: central limit theorems, crossing times, generalized Pólya urn, harmonic moments, Reinforced processes, strong and weak consistency
Enrique Andjel, Thomas Mountford, Daniel Valesin
Bernoulli 24 (3), 2256-2277, (August 2018) DOI: 10.3150/17-BEJ927 Open Access
KEYWORDS: contact process, interacting particle systems
Shoichi Eguchi, Hiroki Masuda
Bernoulli 24 (3), 2278-2327, (August 2018) DOI: 10.3150/17-BEJ928 Open Access
KEYWORDS: approximate Bayesian model comparison, Gaussian quasi-likelihood, locally asymptotically quadratic family, quasi-likelihood, Schwarz’s criterion
Beatriz Sinova, Gil González-Rodríguez, Stefan Van Aelst
Bernoulli 24 (3), 2328-2357, (August 2018) DOI: 10.3150/17-BEJ929 Open Access
KEYWORDS: functional data, functional data metric, Hampel loss, Huber loss, M-estimates of location, statistical robustness, Trimmed means, Tukey loss
Friedrich Götze, Alexey Naumov, Alexander Tikhomirov, Dmitry Timushev
Bernoulli 24 (3), 2358-2400, (August 2018) DOI: 10.3150/17-BEJ931 Open Access
KEYWORDS: delocalization, Local semicircle law, mean spectral distribution, random matrices, rate of convergence, rigidity, Stieltjes transform
Aleksandar Mijatović, Jure Vogrinc
Bernoulli 24 (3), 2401-2428, (August 2018) DOI: 10.3150/17-BEJ932 Open Access
KEYWORDS: asymptotic variance, central limit theorem, Markov chain Monte Carlo, Metropolis–Hastings algorithm, Poisson equation for Markov chains, variance reduction, weak approximation
Bernoulli 24 (3), (August 2018) Open Access
No abstract available
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