OOIR: Observatory of International Research

Papers

(The H4-Index of Annals of Statistics is 24. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-04-01 to 2024-04-01.)

Article	Citations
Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score	330
Nonparametric regression using deep neural networks with ReLU activation function	100
Surprises in high-dimensional ridgeless least squares interpolation	75
Predictive inference with the jackknife+	72
Analytical nonlinear shrinkage of large-dimensional covariance matrices	70
Entrywise eigenvector analysis of random matrices with low expected rank	66
The hardness of conditional independence testing and the generalised covariance measure	60
E-values: Calibration, combination and applications	52
Just interpolate: Kernel “Ridgeless” regression can generalize	49
Robust inference with knockoffs	46
Robust machine learning by median-of-means: Theory and practice	45
Time-uniform, nonparametric, nonasymptotic confidence sequences	42
Learning models with uniform performance via distributionally robust optimization	41
Lasso guarantees for $\beta$-mixing heavy-tailed time series	39
Partial identifiability of restricted latent class models	34
Distribution and quantile functions, ranks and signs in dimension d: A measure transportation approach	33
Average treatment effects in the presence of unknown interference	31
A simple measure of conditional dependence	31
On the rate of convergence of fully connected deep neural network regression estimates	31
Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data	29
Robust multivariate nonparametric tests via projection averaging	29
Debiased inverse-variance weighted estimator in two-sample summary-data Mendelian randomization	28
Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices	26
A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery	25
Linearized two-layers neural networks in high dimension	24

Post hoc confidence bounds on false positives using reference families	24
Robust multivariate mean estimation: The optimality of trimmed mean	24
Convergence rates of variational posterior distributions	24