VOL. 28 · NO. 3 | August 2022
 
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Frontmatter
Bernoulli 28 (3), (August 2022)
No abstract available
Articles
Olivier Ledoit, Michael Wolf
Bernoulli 28 (3), 1519-1547, (August 2022) DOI: 10.3150/20-BEJ1315
KEYWORDS: Inverse shrinkage, Kernel estimation, Large-dimensional asymptotics, signal amplitude, Stein shrinkage
Qi-Man Shao, Zhuo-Song Zhang
Bernoulli 28 (3), 1548-1576, (August 2022) DOI: 10.3150/21-BEJ1336
KEYWORDS: Berry–Esseen bound, Multivariate normal approximation, randomized concentration inequality, Stein’s method, M-estimators, averaged stochastic gradient descent algorithms
Wenlong Mou, Nicolas Flammarion, Martin J. Wainwright, Peter L. Bartlett
Bernoulli 28 (3), 1577-1601, (August 2022) DOI: 10.3150/21-BEJ1343
KEYWORDS: Langevin diffusion, Markov chain Monte Carlo, Euler-Maruyama discretization, KL divergence, non-asymptotic bound
Dariusz Buraczewski, Ewa Damek
Bernoulli 28 (3), 1602-1624, (August 2022) DOI: 10.3150/21-BEJ1349
KEYWORDS: branching process, random environment, central limit theorem, Berry Esseen bound, Edgeworth expansions, Renewal theorem, Fourier transform, Characteristic function
Prithwish Bhaumik, Wenli Shi, Subhashis Ghosal
Bernoulli 28 (3), 1625-1647, (August 2022) DOI: 10.3150/21-BEJ1363
KEYWORDS: partial differential equation, generalized regression, two-step method, projection posterior, Bernstein-von Mises theorem, contiguity, B-splines, Tensor products
Qiao Huang, Jinqiao Duan, Renming Song
Bernoulli 28 (3), 1648-1674, (August 2022) DOI: 10.3150/21-BEJ1365
KEYWORDS: Homogenization‎, nonlocal parabolic PDEs, SDEs with jumps, Zvonkin’s transform, strong well-posedness, Feller semigroups, Feynman-Kac formula
Satyajit Ghosh, Zhiqiang Tan
Bernoulli 28 (3), 1675-1703, (August 2022) DOI: 10.3150/21-BEJ1378
KEYWORDS: Average treatment effect, calibration estimation, debiased Lasso, double robustness, High-dimensional data, lasso penalty, partially linear model, Semiparametric estimation
Steven R. Howard, Aaditya Ramdas
Bernoulli 28 (3), 1704-1728, (August 2022) DOI: 10.3150/21-BEJ1388
KEYWORDS: Quantile estimation, Confidence sequences, empirical process, Dvoretzky-Kiefer-Wolfowitz inequality, best-arm identification
Yanqing Yin
Bernoulli 28 (3), 1729-1756, (August 2022) DOI: 10.3150/21-BEJ1391
KEYWORDS: large covariance matrix, unbounded spectral norm, Linear spectral statistics, spiked eigenvalue
Helena Kremp, Nicolas Perkowski
Bernoulli 28 (3), 1757-1783, (August 2022) DOI: 10.3150/21-BEJ1394
KEYWORDS: singular diffusions, stable Lévy noise, distributional drift, Paracontrolled distributions, Brox diffusion
Djalil Chafaï, David García-Zelada, Paul Jung
Bernoulli 28 (3), 1784-1809, (August 2022) DOI: 10.3150/21-BEJ1397
KEYWORDS: jellium, Coulomb gas, edge statistics, one-dimensional model
Abhishek Roy, Lingqing Shen, Krishnakumar Balasubramanian, Saeed Ghadimi
Bernoulli 28 (3), 1810-1834, (August 2022) DOI: 10.3150/21-BEJ1400
KEYWORDS: Monte Carlo sampling, Langevin diffusion, stochastic MCMC, derivative-free or zeroth-order sampling, Bayesian inference
Qian Zhao, Pragya Sur, Emmanuel J. Candès
Bernoulli 28 (3), 1835-1861, (August 2022) DOI: 10.3150/21-BEJ1401
KEYWORDS: high-dimensional inference, logistic regression, maximum likelihood estimation, Gaussian covariates
Lukas Fertl, Efstathia Bura
Bernoulli 28 (3), 1862-1891, (August 2022) DOI: 10.3150/21-BEJ1402
KEYWORDS: regression, nonparametric, mean subspace, minimum average variance estimation, Dimension reduction
Yunpeng Zhao
Bernoulli 28 (3), 1892-1911, (August 2022) DOI: 10.3150/21-BEJ1403
KEYWORDS: concentration inequality, log-likelihood, Entropy, typical set, source coding theorem, non-convex optimization
Dimitri Konen, Davy Paindaveine
Bernoulli 28 (3), 1912-1934, (August 2022) DOI: 10.3150/21-BEJ1404
KEYWORDS: Bahadur representation results, convex objective functions, M-estimation, Multivariate quantiles, spatial depth, spatial quantiles
Guanyang Wang
Bernoulli 28 (3), 1935-1960, (August 2022) DOI: 10.3150/21-BEJ1405
KEYWORDS: Markov chain Monte Carlo, convergence, geometrically ergodic
Alexandre Pannier
Bernoulli 28 (3), 1961-1985, (August 2022) DOI: 10.3150/21-BEJ1407
KEYWORDS: large deviations, Wiener Chaos, white noise measure, weak convergence, multiple stochastic integrals, Malliavin calculus
Simon Fontaine, Mylène Bédard
Bernoulli 28 (3), 1986-2011, (August 2022) DOI: 10.3150/21-BEJ1408
KEYWORDS: Adaptive scaling, ergodicity, limit theorem, loss of heterozygosity, multiple candidates, random walk sampler, robust adaptation
Guanyang Wang
Bernoulli 28 (3), 2012-2033, (August 2022) DOI: 10.3150/21-BEJ1409
KEYWORDS: Independent Metropolis-Hastings, Markov chain Monte Carlo, exact convergence rate
Jeong Min Jeon, Young Kyung Lee, Enno Mammen, Byeong U. Park
Bernoulli 28 (3), 2034-2066, (August 2022) DOI: 10.3150/21-BEJ1410
KEYWORDS: Additive model, Hilbert space, local polynomial smoothing, smooth backfitting, non-Euclidean data
Tomoyuki Ichiba, Ioannis Karatzas
Bernoulli 28 (3), 2067-2094, (August 2022) DOI: 10.3150/21-BEJ1411
KEYWORDS: Competing particle systems, Local times, reflected planar Brownian motion, Triple collisions, structure of filtrations
Clarice Poon, Gabriel Peyré
Bernoulli 28 (3), 2095-2121, (August 2022) DOI: 10.3150/21-BEJ1414
KEYWORDS: Degrees of freedom, Lasso, Beurling Lasso, off-the-grid
Backmatter
Bernoulli 28 (3), (August 2022)
No abstract available
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