Paper title

Author(s) 
Link to the Paper (when accepted) 
Dirichlet curve, convex order and Cauchy distribution 
Gérard Letac, Mauro Piccioni 
PDF 
The minimum of a branching random walk outside the boundary case 
Thomas Madaule, Julien Barral, Yueyun Hu 
PDF 
Uniform Ergodicity of the Iterated Conditional SMC and Geometric Ergodicity of Particle Gibbs samplers 
Christophe Andrieu, Anthony Lee, Matti Vihola 
PDF 
Domains of Attraction on Countable Alphabets 
Zhiyi Zhang 
PDF 
Wavelet estimation for operator fractional Brownian motion 
Patrice Abry, Gustavo Didier 
PDF 
Regularity of BSDEs with a convex constraint on the gainsprocess 
Bruno Bouchard, Romuald Elie, Ludovic Moreau 
PDF 
Asymptotics for the maximum sample likelihood estimator under informative selection from a finite population 
Daniel Bonnéry, Frank Jay Breidt, François Coquet 
PDF 
H\"ormanderType Theorem for It\^o Processes and Related Backward SPDEs 
Jinniao Qiu 
PDF 
Random tessellations associated with maxstable random fields 
Clément Dombry, Zakhar Kablucko 
PDF 
An Upper Bound on the Convergence Rate of a Second Functional in Optimal Sequence Alignment 
Raphael Hauser, Heinrich Matzinger, Ionel Popescu 
PDF 
Mixing Time and Cutoff for a Random Walk on the Ring of Integers mod n 
Stephen Connor, Michael Bate 
PDF 
Exponential mixing properties for time inhomogeneous diffusion processes with killing 
Pierre Del Moral, Denis Villemonais 
PDF 
Functional central limit theorems in $L^2(0,1)$ for logarithmic combinatorial assemblies 
Koji Tsukuda 
PDF 
Posteriors, conjugacy, and exponential families for completely random measures 
Tamara Broderick, Ashia C. Wilson, Michael I. Jordan 
PDF 
Proper Scoring Rules and Bregman Divergences 
Evgeni Ovcharov 
PDF 
Inference for a TwoComponent Mixture of Symmetric Distributions under LogConcavity 
Fadoua Balabdaoui, Charles R Doss 
PDF 
On matrix estimation under monotonicity constraints 
Sabyasachi Chatterjee, Adityanand Guntuboyina, Bodhisattva Sen 
PDF 
The logarithmic law of sample covariance matrices 
Guangming Pan, Xuejun Wang, Xiao Han 
PDF 
Maximum entropy distribution of order statistics with given marginals 
Cristina Butucea, JeanFrançois Delmas, Anne Dutfoy, Richard Fischer 
PDF 
Multiple Collisions in Systems of Competing Brownian Particles 
Cameron Bruggeman, Andrey Sarantsev 
PDF 
Rate of convergence for Hilbert space valued linear processes 
moritz jirak 
PDF 
Birth and Death process in mean field type interaction 
MarieNoémie THAI 
PDF 
Posterior concentration rates for empirical Bayes procedures with applications to Dirichlet process mixtures 
Sophie Donnet, Vincent Rivoirard, Judith Rousseau, Catia Luisa Scricciolo 
PDF 
Efficient Estimation for Generalized Partially Linear SingleIndex Models 
Li Wang, Guanqun Cao 
PDF 
Critical points of multidimensional random Fourier series: central limits 
Liviu Nicolaescu 
PDF 
A note on the convex infimum convolution inequality 
Naomi Feldheim, Arnaud Marsiglietti, Piotr Nayar, Jing Wang 
PDF 
Sparse Oracle Inequalities for Variable Selection via Regularized Quantization 
Clément Levrard 
PDF 
The $\lambda$invariant measures of subcritical Bienaym\'eGaltonWatson processes 
Pascal Maillard 
PDF 
Hitting probabilities for the Greenwood model and relations to near constancy oscillation 
Martin Möhle 
PDF 
Functional inequalities for Gaussian convolutions of compactly supported measures: explicit bounds and dimension dependence 
JeanBaptiste Bardet, Nathaël Gozlan, Florent Malrieu, PierreAndré Zitt 
PDF 
Large deviations for stochastic heat equation with rough dependence in space 
Tusheng Zhang, Yaozhong Hu, David Nualart 
PDF 
The Maximum Likelihood Threshold of a Graph 
Elizabeth Gross, Seth Sullivant 
PDF 
Uniform measure density condition and game regularity for tugofwar games 
Joonas Heino 
PDF 
The van den BergKestenReimer operator and inequality for infinite spaces 
Richard Arratia, Skip Garibaldi, Alfred Hales 
PDF 
Jackknife Empirical Likelihood GoodnessOfFit Tests For UStatistics Based General Estimating Equations 
Fei Tan, Hanxiang Peng 
PDF 
Power of the Spacing test for LeastAngle Regression 
JeanMarc Azaïs, Yohann De Castro, Stéphane Mourareau 
PDF 
Inference in Ising Models 
Bhaswar B. Bhattacharya, Sumit Mukherjee 
PDF 
A MOSUM procedure for the estimation of multiple random change points 
Claudia Kirch, Birte Muhsal 
PDF 
On conditional moments of highdimensional random vectors given lowerdimensional projections 
Lukas Steinberger, Hannes Leeb 
PDF 
Local Block Bootstrap for Inhomogeneous Poisson Marked Point Processes 
william garner, dimitris n. politis 
PDF 
Changepoint estimators with true identification property 
Chi Tim Ng, Woojoo Lee, Youngjo Lee 
PDF 
Designs from Good Hadamard Matrices 
Chenlu Shi, Boxin Tang 
PDF 
Curvature and transport inequalities for Markov chains in discrete spaces 
Max Fathi, Yan Shu 
PDF 
Optimal Adaptive Inference in Random Design Binary Regression 
Rajarshi Mukherjee, Subhabrata Sen 
PDF 
Testing for Instability in Covariance Structures 
Lorenzo Trapani, Giovanni Urga, Chihwa Kao 
PDF 
Second and third orders asymptotic expansions for the distribution of particles in a branching random walk with a random environment in time 
ZhiQiang GAO, Quansheng Liu 
PDF 
Determinantal point process models on the sphere 
Jesper Møller, Morten Nielsen, Emilio Porcu, Ege Rubak 
PDF 
Baxter's inequality for finite predictor coefficients of multivariate longmemory stationary processes 
Akihiko Inoue, Yukio Kasahara, Mohsen Pourahmadi 
PDF 
Smooth Backfitting for Additive Modeling with Small ErrorsinVariables, with an Application to Additive Functional Regression for Multiple Predictor Functions 
Kyunghee Han, HansGeorg Mueller, Byeong U Park 
PDF 
Bump detection in heterogeneous Gaussian regression 
Farida Enikeeva, Axel Munk, Frank Werner 
PDF 
Quenched Invariance Principles for the Discrete Fourier Transforms of a Stationary Process 
David Barrera 
PDF 
The eigenvalues of the sample covariance matrix of a multivariate heavytailed stochastic volatility model 
Anja Janssen, Thomas Mikosch, Mohsen Rezapour, Xiaolei Xie 
PDF 
American Options with Asymmetric Information and Reflected BSDE 
Neda Esmaeili, Peter Imkeller 
PDF 
Maximum likelihood estimation for the Fr\'echet distribution based on block maxima extracted from a time series 
Axel Bücher, Johan Segers 
PDF 
Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions 
Ciprian A TUDOR, Seiichiro Kusuoka 
PDF 
Exact and Fast Simulation of MaxStable Processes on a Compact Set Using the Normalized Spectral Representation 
Marco Oesting, Martin Schlather, Chen Zhou 
PDF 
Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case 
François Bachoc 
PDF 
On branching process with rare neutral mutation 
Airam Aseret Blancas Benítez, Víctor Rivero 
PDF 
Optimal scaling of the independence sampler: Theory and Practice 
Tsun Man Clement Lee, Peter Neal 
PDF 
ON THE WEAK APPROXIMATION OF A SKEW DIFFUSION 
Noufel Frikha 
PDF 
Parametrized measure models 
Lorenz J Schwachhöfer, Nihat Ay, Jürgen Jost, Hong Van Le 
PDF 
Unbiased Monte Carlo: posterior estimation for intractable/infinitedimensional models 
Sergios Agapiou, Gareth Owen Roberts, Sebastian J. Vollmer 
PDF 
On Gaussian Comparison Inequality and Its Application to Spectral Analysis of Large Random Matrices 
Fang Han, Sheng Xu, WenXin Zhou 
PDF 
Extrema of rescaled locally stationary Gaussian fields on manifolds 
Wanli Qiao, Wolfgang Polonik 
PDF 
Strong Consistency of Multivariate Spectral Variance Estimators in Markov Chain Monte Carlo 
Dootika Vats, James Flegal, Galin Jones 
PDF 
Finite sample properties of the mean occupancy counts and probabilities 
Geoffrey DECROUEZ, Michael GRABCHAK, Quentin PARIS 
PDF 
Tree formulas, mean first passage times and Kemeny's constant of a Markov chain 
Jim Pitman, Wenpin Tang 
PDF 
When do wireless network signals appear Poisson? 
H. Paul Keeler, Nathan F Ross, Aihua Xia 
PDF 
Strong convergence of the symmetrized Milstein scheme for some CEVlike SDEs 
Mireille BOSSY, Hector Olivero Quinteros 
PDF 
Deviation of polynomials from their expectations and isoperimetry 
Lavrentin Arutyunyan, Egor Kosov 
PDF 
On Parameter Estimation of Hidden Telegraph Process 
Rafail Khasminskii, Yury Kutoyants 
PDF 
A general approach to posterior contraction in nonparametric inverse problems 
Bartek Knapik, JeanBernard Salomond 
PDF 
Adaptive Risk Bounds in Unimodal Regression 
Sabyasachi Chatterjee, John Lafferty 
PDF 
Bayesian nonparametric inference for Lambdacoalescents: posterior consistency and a parametric method 
Jere Koskela, Paul Jenkins, Dario Spano 
PDF 
The FunctionIndexed Sequential Empirical Process under LongRange Dependence 
Jannis Buchsteiner 
PDF 
On optimality of empirical risk minimization in linear aggregation 
adrien saumard 
PDF 
Equilibrium of the interface of the grassbushestrees process 
Enrique Andjel, Thomas Mountford, Daniel Valesin 
PDF 
Dynamics of an Adaptive Randomly Reinforced Urn 
Giacomo Aletti, Andrea Ghiglietti, Anand N. Vidyashankar 
PDF 
Schwarz type model comparison for LAQ models 
Shoichi Eguchi, Hiroki Masuda 
PDF 
Mestimators of location for functional data 
Beatriz Sinova, Gil GonzálezRodríguez, Stefan Van Aelst 
PDF 
On the Local Semicircular Law for Wigner Ensembles 
Friedrich Goetze, Alexey A. Naumov, Alexander N. Tikhomirov, Dmitry A. Timushev 
PDF 
ON THE POISSON EQUATION FOR METROPOLISHASTINGS CHAINS 
Jure Vogrinc, Aleksandar Mijatović 
PDF 
Adaptive confidence sets for matrix completion 
Alexandra Carpentier, Olga Klopp, Matthias Loeffler, Richard Nickl 
PDF 
Leading the field: Fortune favors the bold in Thurstonian choice models 
Steven N Evans, Ronald L Rivest, Philip B Stark 
PDF 
Evolution of the Wasserstein distance between the marginals of two Markov processes 
Aurélien Alfonsi, Jacopo Corbetta, Benjamin Jourdain 
PDF 
The Sharp Constant for the BurkholderDavisGundy Inequality and NonSmooth Pasting 
Walter Schachermayer, Florian Stebegg 
PDF 
The $M/G/\infty$ estimation problem revisited 
Alexander Goldenshluger 
PDF 
Special weak Dirichlet processes and BSDEs driven by a random measure. 
Elena Bandini, Francesco Russo 
PDF 
Perturbation theory for Markov chains via Wasserstein distance 
Daniel Rudolf, Nikolaus Schweizer 
PDF 
GAUSSIAN APPROXIMATION FOR HIGH DIMENSIONAL VECTOR UNDER PHYSICAL DEPENDENCE 
Xianyang Zhang, Guang Cheng 
PDF 
Equivalence Classes of Staged Trees 
Christiane Goergen, Jim Smith 
PDF 
Maxlinear models on directed acyclic graphs 
Claudia Kluppelberg, Nadine Gissibl 
PDF 
Selfconsistent confidence sets and tests of composite hypotheses applicable to restricted parameters 
David R. Bickel, Alexandre Galvão Patriota 
PDF 
Coalescence of Euclidean geodesics on the PoissonDelaunay triangulation 
David Coupier, Christian Hirsch 
PDF 
Sticky processes, local and true martingales 
Miklos Rasonyi, Hasanjan Sayit 
PDF 
A new approach to the estimator's selection 
oleg lepski 
PDF 
Concentration and moderate deviations for Poisson polytopes and polyhedra 
Julian Grote, Christoph Thäle 
PDF 
Large deviations for locally monotone stochastic partial differential equations driven by Levy noise 
Jie Xiong, Jianliang Zhai 
PDF 
Large deviations and applications for Markovian Hawkes processes with a large initial intensity 
Xuefeng Gao, Lingjiong Zhu 
PDF 
Concentration inequalities for separately convex functions 
Antoine Marchina 
PDF 
Nonparametric volatility estimation in scalar diffusions: Optimality across observation frequencies. 
Jakub Stanisław Chorowski 
PDF 
Simultaneous Quantile Inference For NonStationary Long Memory Time Series 
Weichi Wu, Zhou Zhou 
PDF 
Simultaneous nonparametric regression analysis of sparse longitudinal data 
Hongyuan Cao, Weidong Liu, Zhou Zhou 
PDF 
Rigid stationary determinantal processes in nonArchimedean fields 
Yanqi Qiu 
PDF 
Nested particle filters for online parameter estimation in discretetime statespace Markov models 
Dan Crisan, Joaquin Miguez 
PDF 
Applications of Distance Correlation to Time Series 
Muneya Matsui 
PDF 
On limit theory for L\'evy semistationary processes 
Andreas BasseO'Connor, Claudio Heinrich, Mark Podolskij 
PDF 
Wide Consensus aggregation in the Wasserstein Space. Application to locationscatter families. 
Pedro César ÁlvarezEsteban, Eustasio del Barrio, Juan Antonio CuestaAlbertos, Carlos Matrán 
PDF 
Applications of pathwise BurkholderDavisGundy inequalities

Pietro Siorpaes 
PDF 
Entropy production in nonlinear recombination models

pietro caputo, alistair sinclair 
PDF 
Stein's Method, Many Interacting Worlds and Quantum Mechanics

Ian W McKeague, Erol Peköz, Yvik Swan 
PDF 
Bounded size biased couplings, log concave distributions and concentration of measure for occupancy models

Jay Bartroff, Larry Goldstein, Umit Islak 
PDF 
Parametric Inference for Nonsynchronously Observed Diffusion Processes in the Presence of Market Microstructure Noise

Teppei Ogihara 
PDF 
The Gamma Stein equation and noncentral de Jong theorems

Christian Döbler, Giovanni Peccati 
PDF 
Expected Number and Height Distribution of Critical Points of Smooth Isotropic Gaussian Random Fields

Dan Cheng, Armin Schwartzman 
PDF 
A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications

Xiao Han, Guangming Pan, Qing Yang 
PDF 
Statistical inference for the doubly stochastic selfexciting process in highfrequency financial data

Simon Clinet, Yoann Potiron 
PDF 
Small deviations of a GaltonWatson process with immigration

Nadia Sidorova 
PDF 
Testing for simultaneous jumps in case of asynchronous observations

Mathias Vetter, Ole Martin 
PDF 
Statistical estimation of the Oscillating Brownian Motion

Antoine Lejay, Paolo Pigato 
PDF 
Verifiable Conditions for the Irreducibility and Aperiodicity of Markov Chains by Analyzing Underlying Deterministic Models

Alexandre Chotard, Anne Auger 
PDF 
Recovering the Brownian Coalescent Point Process from the Kingman Coalescent by Conditional Sampling

Emmanuel Schertzer, Amaury Lambert 
PDF 
Correlated continuous time random walks and fractional Pearson diffusions

Nikolai N. Leonenko, Ivan Papic, Alla Sikorskii, Nenad Suvak 
PDF 
Detecting Markov Random Fields Hidden in White Noise

Ery AriasCastro, Sébastien Bubeck, Gabor Lugosi, Nicolas Verzelen 
PDF 
Large Volatility Matrix Estimation with FactorBased Diffusion Model for HighFrequency Financial data

Donggyu Kim, Yi Liu, Yazhen Wang 
PDF 
Adaptive estimation of HighDimensional SignaltoNoise Ratios

Nicolas Verzelen, Elisabeth Gassiat 
PDF 
Efficient strategy for the Markov chain Monte Carlo in highdimension with heavytailed target probability distribution

Kengo Kamatani 
PDF 
The class of multivariate maxid copulas with $\ell_1$norm symmetric exponent measure

Christian Genest, Johanna G. Neslehova, LouisPaul Rivest 
PDF 
Sparse HansonWright inequalities for subgaussian quadratic forms

Shuheng Zhou 
PDF 
Covariance estimation via sparse Kronecker structures

Chenlei Leng, guangming pan

PDF 
Optimal Estimation of a LargeDimensional Covariance Matrix under Stein’s Loss

Olivier Ledoit, Michael Wolf 
PDF 
Robust dimensionfree Gram operator estimates

Ilaria Giulini 
PDF 
Subexponential decay in kinetic FokkerPlanck equation: weak hypocoercivity

Xinyu Wang 
PDF 
Feller property of the multiplicative coalescent with linear deletion

Balazs Rath 
PDF 
P\'olya urns with immigration at random times

Erol A Pek\"oz, Adrian R\"ollin, Nathan Ross 
PDF 
Asymptotic Power of Rao's Score Test for Independence in High Dimensions

Dennis Leung, QiMan Shao 
PDF 
Expansion for moments of regression quantiles with applications to nonparametric testing

Enno Mammen, Ingrid Van Keilegom, Kyusang Yu 
PDF 
Error Bounds for Sequential Monte Carlo Samplers for Multimodal Distributions

Daniel Paulin, Ajay Jasra, Alexandre Thiery 
PDF 
Extreme Mquantiles as risk measures: From L1 to Lp optimization

Abdelaati Daouia, Stephane Girard, Gilles Stupfler

PDF 
On the convex Poincare inequality and weak transportation inequalities

Radosław Adamczak, Michał Strzelecki 
PDF 
On the longest gap between powerrate arrivals

Søren Asmussen, Jevgenijs Ivanovs, Johan Segers 
PDF 
Nonparametric Depth and Quantile Regression for Functional Data

Joydeep Chowdhury, Probal Chaudhuri 
PDF 
Estimation and hypotheses testing in boundary regression models

Holger Drees, Natalie Neumeyer, Leonie Selk 
PDF 
Consistent order estimation for nonparametric hidden Markov models

Luc Lehéricy 
PDF 
A multidimensional analogue of the arcsine law for the number of positive terms in a random walk 
Zakhar Kabluchko, Vladislav Vysotsky, Dmitry Zaporozhets 
PDF 
Central limit theorem for Fourier transform and periodogram of random fields 
Magda Peligrad, Na Zhang 
PDF 
Uniform dimension results for a family of Markov processes 
Lihu Xu, Xiaobin Sun, Yimin Xiao, Lihu Xu, Jianliang Zhai

PDF 
On squared Bessel particle systems 
Piotr Graczyk, Jacek Małecki 
PDF 
Limit properties of the monotone rearrangement for density and regression function estimation 
Dragi Anevski, AnneLaure Fougères 
PDF 
Optimal Rates of Statistical Seriation 
Nicolas Flammarion, Cheng Mao, Philippe Rigollet 
PDF 
Sequential Monte Carlo as Approximate Sampling: bounds, adaptive resampling via $\infty$ESS, and an application to Particle Gibbs 
Jonathan H Huggins, Daniel M Roy 
PDF 
Sum rules and large deviations for spectral matrix measures 
Fabrice Gamboa, Jan Nagel, Alain Rouault 
PDF 
Second Order Correctness of Perturbation Bootstrap MEstimator of Multiple Linear Regression Parameter

Debraj Das, Soumendra Nath Lahiri 
PDF 
RANDOM POLYMERS ON THE COMPLETE GRAPH 
Francis Comets, Gregorio Moreno, ALEJANDRO F RAMIREZ 
PDF 
Weak Subordination of Multivariate L\'evy Processes and Variance Generalised Gamma Convolutions 
Boris Buchmann, Kevin Lu, Dilip B. Madan 
PDF 
Estimating the interaction graph for neural dynamics 
Guilherme Ost, Aline Duarte, Antonio Galves, Eva Löcherbach 
PDF 
Smooth, identifiable supermodels of discrete DAG models with latent variables 
Robin Evans, Thomas Richardson 
PDF 
Bayesian Consistency for a Nonparametric Stationary Markov Model 
Minwoo Chae, Stephen Graham Walker 
PDF 
Lowfrequency estimation of continuoustime moving average L\'evy processes 
Denis Belomestny, Vladimir Panov, Jeannette Woerner 
PDF 
Fréchet means and Procrustes analysis in Wasserstein space 
Yoav Zemel, Victor Michael Panaretos 
PDF 
Are there needles in a moving haystack? Adaptive sensing for detection of dynamically evolving signals 
Rui Manuel Castro, Ervin Tánczos 
PDF 
Towards a general theory for nonlinear locally stationary processes 
Rainer Dahlhaus, Stefan Richter, Wei Biao Wu 
PDF 
Properties of Switching Jump Diffusions: Maximum Principles and Harnack Inequalities 
Xiaoshan Chen, Zhenqing Chen, Ky Tran, George Yin 
PDF 
Error bounds in local limit theorems using Stein's method 
Andrew D Barbour, Adrian Rollin, Nathan Ross 
PDF 
Stability for gains from large investors' strategies in M1/J1 topologies 
Dirk Becherer, Todor Bilarev, Peter Frentrup 
PDF 
Dual attainment for the martingale transport problem 
Mathias Beiglböck, Tongseok Lim, Jan Obloj 
PDF 
Mallows and Generalized Mallows Model for Matchings

Ekhine Irurozki, Borja Calvo, Jose A. Lozano 
PDF 
Convergence Rates for a Class of Estimators Based on Stein's Method

Chris Oates, Jon Cockayne, FrancoisXavier Briol, Mark Girolami 
PDF 
Stable Limit Theorems for Empirical Processes under Conditional Neighborhood Dependence

Ji Hyung Lee, Kyungchul Song 
PDF 
Oracle Inequalities for Highdimensional Prediction

Johannes Lederer, Lu Yu, Irina Gaynanova 
PDF 
Truncated Random Measures

Jonathan H Huggins, TrevorCampbell, Jonathan P. How, Tamara Broderick 
PDF 
Minimax Optimal Estimation in High Dimensional Semiparametric Models

Zhuqing Yu, Michael Levine, Guang Cheng 
PDF 
Timefrequency analysis of locally stationary Hawkes processes

François Roueff, Rainer von Sachs 
PDF 
Strong Gaussian approximation of the mixture Rasch model

Friedrich Liese, Alexander Meister, Johanna Kappus 
PDF 
Quenched central limit theorem rates of convergence for onedimensional random walks in random environments

Ahn Sung Won, Jonathon Peterson 
PDF 
From random partitions to fractional Brownian sheets

Olivier Durieu, Yizao Wang

PDF 
A Bernsteintype inequality for functions of bounded interaction

Andreas Maurer

PDF 
An ExtremeValue Approach for Testing the Equality of Large UStatistic Based Correlation Matrices

Cheng Zhou, Fang Han, Xinsheng Zhang, Han Liu

PDF 
Numerically stable online estimation of variance in particle filters

Jimmy Olsson, Randal Douc

PDF 
New Tests of Uniformity on the Compact Classical Groups as Diagnostics for Weak$^*$ Mixing of Markov Chains

Amir Sepehri

PDF 
Macroscopic analysis of determinantal random balls

JeanChristophe Breton, Adrien Clarenne, Renan Gobard

PDF 
Martingale decompositions and weak differential subordination in UMD Banach spaces

Ivan S. Yaroslavtsev

PDF 
Maximum likelihood estimators based on the block maxima method

Clement Dombry, Ana Ferreira

PDF 
Perpetual integrals via random time changes

Franziska Kühn

PDF 
Mixing properties and central limit theorem for associated point processes

Arnaud Poinas, Bernard Delyon, Frédéric Lavancier

PDF 
Uniform Behaviors of Random Polytopes under the Hausdorff Metric

VictorEmmanuel Brunel

PDF 
On the Isoperimetric constant, covariance inequalities and $L_p$Poincar\'{e} inequalities in dimension one

Adrien Saumard, Jon August Wellner

PDF 
A OneSample Test for Normality with Kernel Methods

Jérémie Kellner, Alain Celisse

PDF 
Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices

Zhidong Bai, Huiqin Li, Guangming Pan

PDF 
Asymptotically efficient estimators for selfsimilar stationary Gaussian noises under high frequency observations

Tetsuya Takabatake, Masaaki Fukasawa

PDF 
Sparse covariance matrix estimation in highdimensional deconvolution

Denis Belomestny, Mathias Trabs, Alexandre B. Tsybakov

PDF 
Hybrid Regularisation of Functional Linear Models

Anirvan Chakraborty, Victor Michael Panaretos

PDF 
Consistency of Adaptive Importance Sampling and Recycling Schemes

JeanMichel Marin, Pierre Pudlo, Mohammed Sedki

PDF 
On Posterior Consistency of Tail Index for Bayesian Kernel Mixture Models

Cheng Li, Lizhen Lin, David B. Dunson

PDF 
GibbsnonGibbs transition in the fuzzy Potts models with a Kactype interaction: Closing the Ising gap

Christof Kuelske, Florian Henning, Richard C. Kraaij

PDF 
The unusual properties of aggregated superpositions of OrnsteinUhlenbeck type processes

Danijel Grahovac, Nikolai N. Leonenko, Alla Sikorskii, Murad S. Taqqu

PDF 
Regularization, sparse recovery, and medianofmeans tournaments

Gabor Lugosi, Shahar Mendelson

PDF 
Root−n consistent estimation of the marginal density in some time series models

Lionel Truquet

PDF 
Integration with respect to the noncommutative fractional Brownian motion

Aurelien Deya, René Schott

PDF 
Construction of Marginally Coupled Designs by Subspace Theory

Yuanzhen He, Chunfang Devon Lin, Fasheng Sun

PDF 
Consistency of Bayesian nonparametric inference for discretely observed jump diff usions

Jere Koskela, Dario Spano, Paul A Jenkins

PDF 
On the risk of convexconstrained least squares estimators under misspecification

Billy Fang, Adityanand Guntuboyina

PDF 
A central limit theorem for the realised covariation of a bivariate Brownian semistationary process

Andrea Granelli, Almut Elisabeth Dorothea Veraart

PDF 
Microscopic Path Structure of Optimally Aligned Random Sequences

Henry Matzinger, Raphael Hauser 
PDF 
Bayesian mode and maximum estimation and accelerated rates of contraction

William Weimin Yoo, Subhashis Ghosal

PDF 
Bootstrapping INAR models

Carsten Jentsch, Christian H. Weiß

PDF 
GromovHausdorffProkhorov convergence of vertex cuttrees of nleaf GaltonWatson trees

Hui He, Matthias Winkel

PDF 
The first order correction to harmonic measure for random walks of rotationally invariant step distribution

Longmin Wang, Kainan Xiang, Lang Zou

PDF 
Scaling limit of random forests with prescribed degree sequences

Tao Lei

PDF 
Convergence and Stationary Distributions for Walsh Diffusions

Tomoyuki Ichiba, Andrey Sarantsev

PDF 
The eternal multiplicative coalescent encoding via excursions of Levytype processes

Vlada Limic

PDF 
Semiparametric estimation for isotropic maxstable spacetime processes

Sven Buhl, Richard A. Davis, Claudia Klüppelberg, Christina Steinkohl

PDF 
Large ball probabilities, Gaussian comparison and anticoncentration

Friedrich Goetze, Alexey Naumov, Vladimir Spokoiny, Vladimir Ulyanov

PDF 
Limit theorems with rate of convergence under sublinear expectations

Xiao Fang, Shige Peng, QiMan Shao, Yongsheng Song

PDF 
Sharp asymptotic and finitesample rates of convergence of empirical measures in Wasserstein distance

Jonathan Weed, Francis Bach

PDF 
Functional estimation and hypothesis testing in nonparametric boundary models


PDF 
Uniform sampling in a structured branching population


PDF 
Nonparametric Bayesian posterior contraction rates for scalar diffusions with highfrequency data

Luke Kweku William Abraham

PDF 
Multiple testing of local maxima for detection of peaks on the (celestial) sphere

Dan Cheng, Valentina Cammarota, Yabebal Fantaye, Domenico Marinucci, Armin Schwartzman

PDF 
Dickman approximation in simulation, summations and perpetuities

Larry Goldstein, Chinmoy Bhattacharjee

PDF 
Selfnormalized Cramer type moderate deviations for martingales

Xiequan Fan, Ion Grama, Quansheng Liu, QiMan Shao

PDF 
A BenamouBrenier formulation of martingale optimal transport

Martin Huesmann, Dario Trevisan

PDF 
A multivariate BerryEsseen theorem with explicit constants


PDF 
Highdimensional Bayesian inference via the Unadjusted Langevin Algorithm

Alain Durmus, Eric Moulines

PDF 
On rate of convergence in noncentral limit theorems

Andriy Olenko, Vo Anh, Nikolai Leonenko, Volodymyr Vaskovych

PDF 
A supermartingale approach to Gaussian process based sequential design of experiments

Julien Bect, François Bachoc, David Ginsbourger

PDF 
On logarithmically optimal exact simulation of maxstable and related random fields on a compact set

Zhipeng Liu, Jose Blanchet, Antonius Dieker, Thomas Mikosch

PDF 
Uniform rates of the GlivenkoCantelli convergence and their use in approximating Bayesian inferences

Emanuele Dolera, Eugenio Regazzini

PDF 
Localized Gaussian width of Mconvex hulls with applications to Lasso and convex aggregation


PDF 
Signal detection via Phidivergences for general mixtures


PDF 
Second order Lyapunov exponents for parabolic and hyperbolic Anderson models

Raluca M. Balan, Jian Song

PDF 
Heavytailed random walks, buffered queues and hidden large deviations

Harald Bernhard, Bikramjit Das

PDF 
$\Phi$entropy inequalities and asymmetric covariance estimates for convex measures


PDF 
On the Geometric Ergodicity of Hamiltonian Monte Carlo

Samuel Livingstone, Michael Betancourt, Simon Byrne, Mark Girolami

PDF 
On Lasso refitting strategies

Evgenii Chzhen, Mohamed Hebiri, Joseph Salmon

PDF 
Gaussian fluctuations for highdimensional random projections of $\ell_p^n$balls

Joscha Prochno, David AlonsoGutierrez, Christoph Thaele

PDF 
Robust estimation of mixing measures in finite mixture models

Nhat Ho, XuanLong Nguyen, Ya'acov Ritov

PDF 
Stochastic differential equations with a fractionally filtered delay: a semimartingale model for longrange dependent processes

Richard A. Davis, Mikkel Slot Nielsen, Victor Rohde

PDF 