VOL. 25 · NO. 4A | November 2019
Bernoulli 25 (4A), (November 2019) Open Access
No abstract available
Tao Lei
Bernoulli 25 (4A), 2409-2438, (November 2019) DOI: 10.3150/18-BEJ1058 Open Access
KEYWORDS: first passage bridge, Gromov–Hausdorff–Prokhorov distance, random forests
Tomoyuki Ichiba, Andrey Sarantsev
Bernoulli 25 (4A), 2439-2478, (November 2019) DOI: 10.3150/18-BEJ1059 Open Access
KEYWORDS: ergodic process, invariant measure, Lyapunov function, Reflected diffusion, stationary distribution, Stochastic differential equation, Walsh Brownian motion, Walsh diffusion
Vlada Limic
Bernoulli 25 (4A), 2479-2507, (November 2019) DOI: 10.3150/18-BEJ1060 Open Access
KEYWORDS: entrance law, excursion, Lévy process, multiplicative coalescent, near-critical, random graph, stochastic coalescent
Sven Buhl, Richard A. Davis, Claudia Klüppelberg, Christina Steinkohl
Bernoulli 25 (4A), 2508-2537, (November 2019) DOI: 10.3150/18-BEJ1061 Open Access
KEYWORDS: Brown–Resnick process, extremogram, Max-stable process, Mixing, regular variation, Semiparametric estimation, space-time process, subsampling
Friedrich Götze, Alexey Naumov, Vladimir Spokoiny, Vladimir Ulyanov
Bernoulli 25 (4A), 2538-2563, (November 2019) DOI: 10.3150/18-BEJ1062 Open Access
KEYWORDS: dimension free bounds, Gaussian anti-concentration inequalities, Gaussian comparison, high-dimensional CLT, high-dimensional inference, Schatten norm
Xiao Fang, Shige Peng, Qi-Man Shao, Yongsheng Song
Bernoulli 25 (4A), 2564-2596, (November 2019) DOI: 10.3150/18-BEJ1063 Open Access
KEYWORDS: central limit theorem, $G$-normal distribution, Law of Large Numbers, rate of convergence, Stein’s method, Sublinear expectation
Markus Reiß, Martin Wahl
Bernoulli 25 (4A), 2597-2619, (November 2019) DOI: 10.3150/18-BEJ1064 Open Access
KEYWORDS: minimax hypothesis testing, non-linear functionals, Poisson point process, support estimation
Jonathan Weed, Francis Bach
Bernoulli 25 (4A), 2620-2648, (November 2019) DOI: 10.3150/18-BEJ1065 Open Access
KEYWORDS: Optimal transport, quantization, Wasserstein metrics
Aline Marguet
Bernoulli 25 (4A), 2649-2695, (November 2019) DOI: 10.3150/18-BEJ1066 Open Access
KEYWORDS: Branching Markov processes, Many-to-One formulas, size-biased reproduction law
Kweku Abraham
Bernoulli 25 (4A), 2696-2728, (November 2019) DOI: 10.3150/18-BEJ1067 Open Access
KEYWORDS: adaptive estimation, Bayesian nonparametrics, Concentration inequalities, Diffusion processes, discrete time observations, drift function
Martin Huesmann, Dario Trevisan
Bernoulli 25 (4A), 2729-2757, (November 2019) DOI: 10.3150/18-BEJ1069 Open Access
KEYWORDS: Fokker–Planck equations, Martingale optimal transport, Martingale problem, porous medium equation, Strassen’s theorem
Chinmoy Bhattacharjee, Larry Goldstein
Bernoulli 25 (4A), 2758-2792, (November 2019) DOI: 10.3150/18-BEJ1070 Open Access
KEYWORDS: Delay equation, distributional approximation, primes, Utility, weighted Bernoulli sums
Xiequan Fan, Ion Grama, Quansheng Liu, Qi-Man Shao
Bernoulli 25 (4A), 2793-2823, (November 2019) DOI: 10.3150/18-BEJ1071 Open Access
KEYWORDS: Cramér’s moderate deviations, Martingales, self-normalized sequences
Martin Raič
Bernoulli 25 (4A), 2824-2853, (November 2019) DOI: 10.3150/18-BEJ1072 Open Access
KEYWORDS: Berry–Esseen theorem, explicit constants, Lyapunov bound, multivariate central limit theorem, Stein’s method
Alain Durmus, Éric Moulines
Bernoulli 25 (4A), 2854-2882, (November 2019) DOI: 10.3150/18-BEJ1073 Open Access
KEYWORDS: Langevin diffusion, Markov chain Monte Carlo, Metropolis adjusted Langevin algorithm, rate of convergence, total variation distance
Julien Bect, François Bachoc, David Ginsbourger
Bernoulli 25 (4A), 2883-2919, (November 2019) DOI: 10.3150/18-BEJ1074 Open Access
KEYWORDS: Active learning, convergence, sequential design of experiments, stepwise uncertainty reduction, supermartingale, uncertainty functional
Vo Anh, Nikolai Leonenko, Andriy Olenko, Volodymyr Vaskovych
Bernoulli 25 (4A), 2920-2948, (November 2019) DOI: 10.3150/18-BEJ1075 Open Access
KEYWORDS: Hermite-type distribution, long-range dependence, Non-central limit theorems, Random field, rate of convergence
Zhipeng Liu, Jose H. Blanchet, A.B. Dieker, Thomas Mikosch
Bernoulli 25 (4A), 2949-2981, (November 2019) DOI: 10.3150/18-BEJ1076 Open Access
KEYWORDS: Brown–Resnick process, exact simulation, Gaussian field, max-stable random fields, record-breaking
Emanuele Dolera, Eugenio Regazzini
Bernoulli 25 (4A), 2982-3015, (November 2019) DOI: 10.3150/18-BEJ1077 Open Access
KEYWORDS: dominated ergodic theorem, empirical measure, exchangeability, Glivenko–Cantelli theorem, Law of the iterated logarithm, posterior distribution, predictive distribution, Wasserstein distance
Pierre C. Bellec
Bernoulli 25 (4A), 3016-3040, (November 2019) DOI: 10.3150/18-BEJ1078 Open Access
KEYWORDS: anisotropic design, convex aggregation, Convex hull, Gaussian mean width, Lasso, localized Gaussian width
Marc Ditzhaus
Bernoulli 25 (4A), 3041-3068, (November 2019) DOI: 10.3150/18-BEJ1079 Open Access
KEYWORDS: Berk and Jones test, Detection boundary, $\Phi$-divergences, sparse and dense signal detection, Tukey’s higher criticism
Raluca M. Balan, Jian Song
Bernoulli 25 (4A), 3069-3089, (November 2019) DOI: 10.3150/18-BEJ1080 Open Access
KEYWORDS: hyperbolic Anderson model, Lyapunov exponent, Parabolic Anderson model, spatially homogeneous Gaussian noise
Van Hoang Nguyen
Bernoulli 25 (4A), 3090-3108, (November 2019) DOI: 10.3150/18-BEJ1082 Open Access
KEYWORDS: $\Phi$-entropy inequalities, asymmetric covariance estimates, Beckner type inequalities, Brascamp–Lieb type inequalities, convex measures, $L^{2}$-method of Hörmander, Poincaré type inequalities, semi-group
Samuel Livingstone, Michael Betancourt, Simon Byrne, Mark Girolami
Bernoulli 25 (4A), 3109-3138, (November 2019) DOI: 10.3150/18-BEJ1083 Open Access
KEYWORDS: geometric ergodicity, Hamiltonian dynamics, Hamiltonian Monte Carlo, hybrid Monte Carlo, Markov chain Monte Carlo, Markov chains, Stochastic simulation
David Alonso-Gutiérrez, Joscha Prochno, Christoph Thäle
Bernoulli 25 (4A), 3139-3174, (November 2019) DOI: 10.3150/18-BEJ1084 Open Access
KEYWORDS: $\ell_{p}^{n}$-ball, Berry–Esseen bound, central limit theorem, cone measure, large deviations, random projection, uniform distribution
Evgenii Chzhen, Mohamed Hebiri, Joseph Salmon
Bernoulli 25 (4A), 3175-3200, (November 2019) DOI: 10.3150/18-BEJ1085 Open Access
KEYWORDS: Bregman, Lasso, Linear regression, refitting
Vanessa Berenguer-Rico, Søren Johansen, Bent Nielsen
Bernoulli 25 (4A), 3201, (November 2019) DOI: 10.3150/19-BEJ1136 Open Access
No abstract available
Bernoulli 25 (4A), (November 2019) Open Access
No abstract available
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