Bernoulli Journal Information

Bernoulli Journal gratefully thanks its referees for their service in the recent year

(up to June 2020)

  • Eddie Aamari
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Supplement Instructions for Accepted Papers

If your paper has been accepted to appear in Bernoulli and the supplement has also been approved by the Editor, please follow the three steps described below in order to prevent delays in the production process.

For each supplemental file please provide a title and a brief description or a descriptive title. Each supplemental file will be assigned an individual DOI. A section will be added prior to the reference list that informs the reader of the supplementary material.

Depending on the nature of the material, if there are multiple files you may provide either a Zip file containing all files or individual files. The supplemental files should be cited in text and an entry must be added to the reference list.

 

1. Cite the Supplementary Material in Text

Add author(s) and year of publication

EXAMPLE
The estimation of ß is much more complicated and we describe it in detail in the supplemental article [Davis (2010)].

 

2. Add an Entry to Reference List

(author(s), year, Supplement to “Title of paper”. The DOI will be added by the typesetter.)

EXAMPLE
Davis, R. (2010). Supplement to “Title of Original Article.” DOI: 10.1214/08-BEJ999SUPP.

 

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EXAMPLE
\begin{supplement} [id-suppA]
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\slink[doi]{COMPLETED BY THE TYPESETTER}
\sdatatype{.pdf}
\sdescription{We provide additional supporting plots that show both good and poor performance of the Hill estimator for the index of regular variation in a variety of examples.}
\end{supplement}

 

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    [1] Chen, X. (1999). How often does a Harris recurrent Markov chain recur? Ann. Probab. 27, 1324--1346. Abbreviations for journals should follow the standard of Mathematical Reviews and can be found at www.ams.org/msnhtml/serials.pdf or in the current index issue of Mathematical Reviews. Complete references can be obtained using the MR Lookup feature.

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  9. Supplement Instructions for Accepted Papers

     

  10. Proofs.

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Bernoulli consists of 4 issues published in February, May, August and November.

The ISSN number of the Bernoulli journal is 1350-7265

 

Forthcoming papers

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Published Papers

 


 

Paper title Author(s) Link to the Paper
(when accepted)
Birth and Death process in mean field type interaction Marie-Noémie THAI PDF
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case

Mathias Barkhagen, Ngoc Huy Chau,
Eric Moulines, Miklos Rasonyi,
Sotirios Sabanis, Ying Zhang

PDF
Sieving random iterative function systems  Alexander V. Marynych, Ilya Molchanov PDF
Adaptive confidence sets in shape restricted regression  Pierre C. Bellec PDF
Optimal Sparsity Testing in Linear regression Model Alexandra Carpentier, Nicolas Verzelen PDF
PARKING ON A RANDOM ROOTED PLANE TREE  Qizhao Chen, Christina Goldschmidt PDF
A family of Beckner inequalities under various curvature-dimension conditions  Simon Zugmeyer, Ivan Gentil PDF
Estimation of convex supports from noisy measurements Jason Matthew Klusowski,
Victor-Emmanuel Brunel,
Dana Yang 
PDF
Inference problem in generalized fractional Ornstein-Uhlenbeck Processes with Change-Point  Sévérien Nkurunziza PDF
Discrete Statistical Models with Rational Maximum Likelihood Estimator  Eliana Duarte, Orlando Marigliano,
Bernd Sturmfels
PDF
Nonparametric Estimation of Surface Integrals on Level Sets Wanli Qiao  PDF
High-dimensional CLT: Improvements, Non-uniform Extensions and Large Deviations  Arun Kumar Kuchibhotla,
Somabha Mukherjee,
Debapratim Banerjee
PDF
Corrigendum to "Simple simulation of diffusion bridges with application to likelihood inference for diffusions''

 Mogens Bladt, Michael Sørensen,
Marcin Mider

PDF
Precise deviations for Hawkes processes Fuqing Gao, Lingjiong Zhu  PDF
Generalized Four Moment Theorem and an Application to CLT for Spiked Eigenvalues of high-dimensional Covariance Matrices Dandan Jiang, Zhidong Bai PDF
Efron-Petrosian integrals for doubly truncated data with covariates: an asymptotic analysis Jacobo de Uña-Alvarez,
Ingrid Van Keilegom 
PDF
High-dimensional Index Volatility Models via Stein's Identity  Sen Na, Mladen Kolar PDF
Bootstrap Based Inference for Sparse High-Dimensional Time Series Models Jonas Krampe, Jens-Peter Kreiss, Efstathios Paparoditis  PDF
On the weak convergence rate of an exponential Euler scheme for SDEs governed  by coefficients with superlinear growth  Mireille BOSSY, Jean-Francois Jabir, Kerlyns Martinez PDF
The Osgood condition for stochastic partial differential equations  Mohammud Foondun, Eulalia Nualar PDF
On Sub-geometric Ergodicity of Diffusion Processes Nikola Sandrić, Petra Lazić  PDF
Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing  Raanju Ragavendar Sundararajan, Vladas Pipiras, Mohsen Pourahmadi PDF
Comparing a Large Number of Multivariate Distributions  Ilmun Kim PDF
On the Error Bound in the Normal Approximation for Jack Measures

 Louis H. Y. Chen, Martin Raič,
Lê Văn Thành

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A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing  Anne Margrete Nicolien van Delft,
Holger Dette
PDF
Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution  Yuki Ueda PDF
Statistical Estimation of Ergodic Markov Chain Kernel over Discrete State Space  Geoffrey Wolfer, Aryeh Kontorovich PDF
Optimal covariance change point localization in high dimensions

Daren Wang, Yi Yu, Alessandro Rinaldo 

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Minimal $\mathcal L^p$-Densities with Prescribed Marginals Eberhard Mayerhofer, Paolo Guasoni, Mingchuan Zhao  PDF
An invariance principle for biased voter model interfaces Rongfeng Sun, Jan Meinderts Swart, Jinjiong Yu  PDF
Bayesian Graph Selection Consistency Under Model Misspecification Yabo Niu, Debdeep Pati, Bani Mallick  PDF
A class of models for Bayesian predictive inference Patrizia Berti, Emanuela Dreassi,
Luca Pratelli, Pietro Rigo 
PDF
Flexible integrated functional depths

Stanislav Nagy, Sami Helander,
Germain Van Bever, Lauri Viitasaari, Pauliina Ilmonen 

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Bounding distributional errors via density ratios  Lutz Duembgen, Richard Samworth,
Jon A. Wellner
PDF
Reflected Brownian Motion with Singular Drift Saisai Yang  PDF
Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift Peter Grandits  PDF
Donsker-Type Theorem for BSDEs: Rate of Convergence Philippe Briand, Christel Geiss,
Stefan Geiss, Celine Labart 
PDF
Large deviations built on max-stability Michael Kupper,
José Miguel Zapata García 
PDF
Finite impulse response models: A non-asymptotic analysis of the least squares estimator Boualem Djehiche, Othmane Mazhar, Cristian Ricardo Rojas  PDF
Asymptotic Confidence Regions for Density Ridges Wanli Qiao  PDF
Sufficient Dimension Reduction for Instrument Search and Estimation Efficiency With Nonignorable Nonresponse  Puying Zhao, Lei Wang, Jun Shao PDF
Directional phantom distribution functions for~stationary random fields Adam Jakubowski, Igor Rodionov,
Natalia Soja-Kukieła 
PDF
On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices  Yiting Li, Yuanyuan Xu PDF
Hanson-Wright inequality in Hilbert spaces with application to $K$-means clustering for non-Euclidean data Xiaohui Chen, Yun Yang  PDF
Limiting behavior of large correlated Wishart matrices with chaotic entries Solesne Bourguin, Charles-Philippe Diez, Ciprian A. Tudor  PDF
Functional Registration and Local Variations: Identifiability, Rank, and Tuning  Anirvan Chakraborty,
Victor Michael Panaretos
PDF
Detecting a planted community in an inhomogeneous random graph  Kay Bogerd, Rui M. Castro,
Remco van der Hofstad,
Nicolas Verzelen
PDF
Well-posedness of distribution dependent SDEs with singular drifts Michael Rockner, Xicheng Zhang 

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Interpoint Distance Based Two Sample Tests in High Dimension Changbo Zhu, Xiaofeng Shao PDF
Minimax Predictive Density for Sparse Count Data  Keisuke Yano, Ryoya Kaneko,
Fumiyasu Komaki
PDF
Asymptotics for sliding blocks estimators of rare events  Holger Drees, Sebastian Neblung PDF
On $\mu$-Dvoretzky random covering of the circle Davit Karagulyan, Ai-Hua Fan  PDF
Time-changed spectrally positive L\'evy processes started from infinity Xiaowen Zhou, Clement Foucart,
Pei-Sen Li 
PDF
On posterior contraction of parameters and interpretability in Bayesian mixture modeling Aritra Guha, Nhat Ho,
XuanLong Nguyen 
PDF
Precise large deviations for dependent subexponential variables Tomas Mikosch, Igor Rodionov  PDF
Adaptation Bounds for Confidence Bands under Self-Similarity  Timothy Armstrong PDF
Compound Poisson approximation for regularly varying fields with application to sequence alignment  Bojan Basrak, Hrvoje Planinić PDF
Bootstrapping Hill estimator and tail arrays sums for regularly varying time series  Carsten Jentsch, Rafal Kulik PDF
Precise asymptotics of longest cycles in random permutations without macroscopic cycles Dirk Zeindler, Volker Betz, Helge Schäfer, Julian Mühlbauer  PDF
Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton-Jacobi equation Richard C. Kraaij  PDF
Inference Without Compatibility:  Using Exponential Weighting for Inference on a Parameter of a Linear Model Michael Law, Ya'acov Ritov  PDF
Explicit bounds for critical infection rates and expected extinction times of the contact process on finite random graphs Eric Cator, Henk Don  PDF
Weak existence and uniqueness  for  affine stochastic Volterra equations with L1-kernels  Eduardo Abi Jaber PDF
Rates of contraction of posterior distributions based on $p$-exponential priors Sergios Agapiou, Masoumeh Dashti, Tapio Helin  PDF
Yaglom’s limit for critical Galton-Watson processes in varying environment: A probabilistic approach Natalia Cardona-Tobón, Sandra Palau  PDF
Correlation bounds, mixing and m-dependence under random time-varying network distances with an application to Cox-Processes  Alexander Kreiß PDF
On the law of the iterated logarithm and strong invariance principles in stochastic geometry  Johannes Theodor Nikolaus Krebs PDF
From Poincaré Inequalities to Nonlinear Matrix Concentration  De Huang, Joel Aaron Tropp PDF
Limit theorems for integral functionals of Hermite-driven processes Valentin Garino, Ivan Nourdin,
David Nualart, Majid Salamat 
PDF
Contact process under heavy-tailed renewals on finite graphs Luiz Renato Fontes, Remy Almeida Sanchis, Pablo Almeida Gomes PDF
Invariance and attraction properties of Galton-Watson trees Yevgeniy Kovchegov, Ilya Zaliapin PDF

 


 

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