Limit theorems for SDEs with irregular drifts

Jiaqing Hao

An adaptive model checking test for functional linear model

Enze Shi, Yi Liu, Ke Sun, Lingzhu Li, Linglong Kong

Functional diffusion driven stochastic volatility model

Piotr Stefan Kokoszka, Neda Mohammadi, Haonan Wang, Shixuan Wang

Blessing of Dependence: Identifiability and Geometry of Discrete Models with Multiple Binary Latent Variables

Yuqi Gu

Unified RKHS Methodology and Analysis for Functional Linear and Single-Index Models

Theoretical properties of angular halfspace depth

Stanislav Nagy, Petra Laketa

Random Fields on Hilbert Spaces with their Equivalent Gaussian Measures

Vinicius Ferreira, Emilio Porcu, Jorge Zubelli

Laplace and Saddlepoint Approximations in High-Dimensions

Yanbo Tang, Nancy Margaret Reid

Adaptive estimation of irregular mean and covariance functions

Steven Golovkine, Nicolas Klutchnikoff, Valentin Patilea

Change point detection in low-rank VAR processes

Farida Enikeeva, Olga Klopp, Mathilde Rousselot

Hölder regularity and roughness: construction and examples

Erhan Bayraktar, Purba Das, Donghan Kim

Short-time Expansion of Characteristic Functions in a Rough Volatility Setting with Applications

Carsten H. Chong, Viktor Todorov

Optimal Spectral Recovery of a Planted Vector in a Subspace

Cheng Mao, Alexander S. Wein

Isotonic Conditional Laws

Sebastian Arnold, Johanna Ziegel

Speeding up Monte Carlo integration: control neighbors for optimal convergence

Rémi Leluc, François Portier, Johan Segers, Aigerim Zhuman

Bayesian uncertainty quantification and structure detection for multiple change points models

Eduard Belitser, Subhashis Ghosal

High-dimensional variable  selection with heterogeneous signals: A precise asymptotic perspective

Saptarshi Roy, Ambuj Tewari, Ziwei Zhu

Multiple testing under negative dependence

Ziyu Chi, Aaditya Ramdas, Ruodu Wang

Stochastic selection problem for a Stratonovich SDE with power non-linearity

Ilya Pavlyukevich, Georgiy Shevchenko

Extremal shot noise processes and random cutout sets

Clément Foucart, Linglong Yuan

Siblings in d-dimensional nearest neighbour trees

Jérôme Casse

A nonparametric distribution-free test of independence among continuous random vectors based on ?1-norm

Nour-Eddine Berrahou, Salim Bouzebda, Lahcen Douge

Optimal transport and Wasserstein distances for causal models

Patrick Cheridito, Stephan Eckstein

Reversibility of elliptical slice sampling revisited

Daniel Rudolf, Viacheslav Natarovskii, Mareike Hasenpflug

Heat kernel estimates for kinetic SDEs with  drifts being unbounded and in Kato's class

Chongyang Ren, Xicheng Zhang

Brownian motion conditioned to spend limited time outside a bounded interval – an extreme example of entropic repulsion

Frank Aurzada, Martin Kolb, Dominic Tobias Schickentanz

Generalized Hadamard differentiability of the copula mapping and its applications

Natalie Neumeyer, Marek Omelka

Bayesian inference for k-monotone densities with applications to multiple testing

Kang Wang, Subhashis Ghosal

Phase Transitions of the Maximum Likelihood Estimates in the p-Spin Curie-Weiss Model

Somabha Mukherjee, Jaesung Son, Bhaswar Bikram Bhattacharya

A Global Wavelet Based Bootstrapped Test of Covariance Stationarity

Jonathan B. Hill

On Lasso estimator for the drift function  in diffusion models

Gabriela Ciolek, Dmytro Marushkevych, Mark Podolskij

Treatment Effect Estimation with Efficient Data Aggregation

Snigdha Panigrahi, Jingshen Wang, Xuming He

Averaging symmetric positive-definite matrices on the space of eigen-decompositions

Sungkyu Jung, Brian Rooks, David Groisser, Armin Schwartzman

On a Near-Optimal & Efficient Algorithm for the Sparse Pooled Data Problem

Max Hahn-Klimroth, Remco van der Hofstad, Noela Müller, Connor Riddlesden

Heat content for Gaussian processes: small-time asymptotic analysis

Kei Kobayashi, Hyunchul Park

Random line graphs and edge-attributed network inference

Zachary Lubberts, Avanti Athreya, Youngser Park, Carey E Priebe

Sharper dimension-free bounds on the Frobenius distance between sample covariance and its expectation

Nikita Puchkin, Fedor Noskov, Vladimir Spokoiny

Optimal Wasserstein-1 distance between SDEs driven by Brownian motion and stable processes

Changsong Deng, Rene Schilling, Lihu Xu

From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis

Max Berger, Philipp Hermann, Hajo Holzmann

Optimal Scaling Results for a Wide Class of Proximal MALA Algorithms

Francesca Romana Crucinio, Alain Durmus, Pablo Jimenez, Gareth O Roberts

Practical lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances

Austin Brown, Galin Jones

Convergence of Empirical Optimal Transport in Unbounded Settings

Thomas Staudt, Shayan Hundrieser

Topological signatures of periodic-like signals

Frédéric Chazal, Bertrand Michel, Wojciech Reise

LAMN property for stable-Lévy SDEs with constant scale coefficient

Alexandre Brouste, Laurent Denis, Trâm Thi-Bao Ngô

Edgeworth expansion by Stein’s method

Xiao Fang, Song-Hao Liu

Explicit Constraints on the Geometric Rate of Convergence of Random Walk Metropolis-Hastings

Riddhiman Bhattacharya, Galin L. Jones

PDE characterisation of geometric distribution functions and quantiles

Dimitri Konen

On the convergence of PINNs

Gérard Biau, Claire Boyer, Nathan Doumèche

A model-based approach to density estimation in sup-norm

Guillaume Maillard

Goodness-of-fit tests for High-dimensional Parametric Multiresponse Regressions

Lixing Zhu

A new adaptive local polynomial density estimation procedure on complicated domains

Karine Bertin, Nicolas Klutchnikoff, Frédéric Ouimet

Functional central limit theorem with mean-uncertainty under sublinear expectation

Xiaofan Guo, Xinpeng Li 

Uniform error bound for PCA matrix denoising

Xin Thomson Tong, Wanjie Wang, Yuguan Wang

Asymptotic Normality of Log Likelihood Ratio and Fundamental Limit of the Weak Detection for Spiked Wigner Matrices

Hye Won Chung, Jiho Lee, Ji Oon Lee

Computable bounds for  solutions to Poisson's equation and perturbation of Markov kernels

Loic Hervé, James Ledoux

Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets

Kengo Kamatani, Joris Bierkens, Gareth O. Roberts

Asymptotic properties of spiked eigenvalues and eigenvectors of signal-plus-noise matrices with their applications

Xiaoyu Liu, Yiming Liu, Guangming Pan, Lingyue Zhang, Zhixiang Zhang

Covariance Operator Estimation: Sparsity, Lengthscale, and Ensemble Kalman Filters

Omar Al-Ghattas, Jiaheng Chen, Daniel Sanz-Alonso, Nathan Waniorek

High-dimensional Posterior Consistency in Multi-response Regression models with Non-informative Priors for Error Covariance Matrix

Partha Sarkar, Kshitij Khare, Malay Ghosh

F Statistics for High-Dimensional Inference of Linear Model

Yumou Qiu, Yushan Gu

Inference for change-plane regression

Chaeryon Kang, Hunyong Cho, Rui Song, Moulinath Banerjee, Eric B. Laber, Michael R. Kosorok

Estimation and inference for the Wasserstein distance between mixing measures in topic models

Xin Bing, Florentina Bunea, Jonathan Niles-Weed

Sandpiles on the Vicsek fractal explode with probability 1/4

Nico Heizmann, Robin Kaiser, Ecaterina Sava-Huss

Extrinsic Derivative Formula for Distribution Dependent SDEs

Panpan Ren

The fewest-big-jumps principle and an application to random graphs

Céline Kerriou, Peter Mörters

Varying coefficient regression: revisit and parametric help

Seung Hyun Moon, Byeong Uk Park, Young Kyung Lee

Almost sure growth of integrated supOU processes

Danijel Grahovac, Péter Kevei

Ergodicity, CLT and asymptotic maximum of the Airy$_1$ process

Fei Pu

Finite moments testing in a general class of nonlinear time series models

Christian Francq, Jean-Michel Zakoian

A central limit theorem for a sequence of conditionally centered random fields

Rasmus Waagepetersen

Nearly minimax robust estimator of the mean vector by iterative spectral dimension reduction

Arshak MINASYAN

The extended Ville's inequality for nonintegrable nonnegative supermartingales

Hongjian Wang, Aaditya Ramdas

Local Goodness-of-Fit Testing for Hölder-Continuous Densities: Minimax Rates

Weak equivalence of local independence graphs

Søren Wengel Mogensen

Viscosity estimation for 2D pipe flows I. Construction, consistency, asymptotic normality

Thi Hien Nguyen, Armen Shirikyan

A Second Order Correct Bootstrap Method in Logistic Regression

Debraj Das, Priyam Das

Nonparametric estimation for additive concurrent regression models

Elodie Brunel, Fabienne Comte, Céline Duval

Efficient Quantile Regression under Censoring Using Laguerre Polynomials

Alexander Kreiss, Ingrid Van Keilegom

On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients

Aurélien Alfonsi, Guillaume Szulda

Log-concave density estimation in undirected graphical models

Kaie Kubjas, Olga Kuznetsova, Elina Robeva, Pardis Semnani, Luca Sodomaco

Estimation of a score-explained non-randomized treatment effect in fixed and high dimensions

Debarghya Mukherjee, Moulinath Banerjee, Ya'acov Ritov

Non-parametric estimates for graphon mean-field particle systems

Erhan Bayraktar, Hongyi Zhou

Simultaneous semiparametric inference for single-index models

Jiajun Tang, Holger Dette