Annals of Statistics

Papers
(The median citation count of Annals of Statistics is 2. 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 2021-05-01 to 2025-05-01.)
ArticleCitations
On high-dimensional Poisson models with measurement error: Hypothesis testing for nonlinear nonconvex optimization132
Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles81
A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids69
Parametric copula adjusted for non- and semiparametric regression65
Inference in Ising models on dense regular graphs64
Robust k-means clustering for distributions with two moments63
Efficiency in local differential privacy61
Scalable estimation and inference for censored quantile regression process49
Measuring dependence in the Wasserstein distance for Bayesian nonparametric models42
Deep learning for the partially linear Cox model38
Universal rank inference via residual subsampling with application to large networks35
Half-trek criterion for identifiability of latent variable models33
Foundations of structural causal models with cycles and latent variables30
Online inference with multi-modal likelihood functions30
Learning sparse graphons and the generalized Kesten–Stigum threshold29
Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories27
Adaptive and robust multi-task learning27
A general characterization of optimal tie-breaker designs27
Admissible ways of merging p-values under arbitrary dependence26
Consistent inference for diffusions from low frequency measurements26
Community detection with dependent connectivity25
Asymptotic analysis of synchrosqueezing transform—toward statistical inference with nonlinear-type time-frequency analysis25
Inference for low-rank models25
Inference for low-rank tensors—no need to debias24
Asymptotic distributions of high-dimensional distance correlation inference24
Rate-optimal estimation of mixed semimartingales22
Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling22
A causal bootstrap22
Environment invariant linear least squares21
Order-of-addition orthogonal arrays to study the effect of treatment ordering21
Consistent order selection for ARFIMA processes21
Nonparametric classification with missing data20
Sharp optimality for high-dimensional covariance testing under sparse signals20
Change-point inference in high-dimensional regression models under temporal dependence20
Spectral estimation of Hawkes processes from count data20
Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean20
Supervised homogeneity fusion: A combinatorial approach19
On posterior consistency of data assimilation with Gaussian process priors: The 2D-Navier–Stokes equations19
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models18
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations18
Rank and factor loadings estimation in time series tensor factor model by pre-averaging18
Distributed nonparametric function estimation: Optimal rate of convergence and cost of adaptation17
Wilks’ theorem for semiparametric regressions with weakly dependent data17
New Edgeworth-type expansions with finite sample guarantees17
General spatio-temporal factor models for high-dimensional random fields on a lattice17
A nonparametric test for elliptical distribution based on kernel embedding of probabilities17
Iterative algorithm for discrete structure recovery17
Spatial dependence and space–time trend in extreme events17
Plugin estimation of smooth optimal transport maps16
Consistency of Bayesian inference for multivariate max-stable distributions16
Time-uniform central limit theory and asymptotic confidence sequences15
Computational lower bounds for graphon estimation via low-degree polynomials15
Toward theoretical understandings of robust Markov decision processes: Sample complexity and asymptotics15
Edgeworth expansions for network moments15
Learning mixtures of permutations: Groups of pairwise comparisons and combinatorial method of moments15
Projected state-action balancing weights for offline reinforcement learning15
Transfer learning for contextual multi-armed bandits15
Backfitting for large scale crossed random effects regressions15
Minimax rate of distribution estimation on unknown submanifolds under adversarial losses14
Sup-norm adaptive drift estimation for multivariate nonreversible diffusions14
The Lasso with general Gaussian designs with applications to hypothesis testing14
Optimal rates for independence testing via U-statistic permutation tests14
Wald tests when restrictions are locally singular13
A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery13
Finite-sample complexity of sequential Monte Carlo estimators13
Consistency of invariance-based randomization tests13
Minimax nonparametric estimation of pure quantum states13
Surprises in high-dimensional ridgeless least squares interpolation13
Detecting multiple replicating signals using adaptive filtering procedures12
A new approach to tests and confidence bands for distribution functions12
Approximate Message Passing algorithms for rotationally invariant matrices12
Testing for independence in high dimensions based on empirical copulas12
Testing community structure for hypergraphs11
Testing nonparametric shape restrictions11
Linear biomarker combination for constrained classification11
Confidence regions near singular information and boundary points with applications to mixed models11
Interactive versus noninteractive locally differentially private estimation: Two elbows for the quadratic functional11
Change acceleration and detection11
Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions11
On least squares estimation under heteroscedastic and heavy-tailed errors11
Noisy linear inverse problems under convex constraints: Exact risk asymptotics in high dimensions11
Dispersal density estimation across scales10
Carving model-free inference10
Bridging factor and sparse models10
Adaptive transfer learning10
ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM10
The Stein effect for Fréchet means10
Dimension free ridge regression10
On universally consistent and fully distribution-free rank tests of vector independence10
On the sample complexity of entropic optimal transport9
ARK: Robust knockoffs inference with coupling9
Marginal singularity and the benefits of labels in covariate-shift9
Tensor clustering with planted structures: Statistical optimality and computational limits9
Correction note: “Asymptotic spectral theory for nonlinear time series”9
Nonlinear global Fréchet regression for random objects via weak conditional expectation9
Ridge regression revisited: Debiasing, thresholding and bootstrap9
Learning models with uniform performance via distributionally robust optimization9
Adaptive estimation in multivariate response regression with hidden variables9
Joint sequential detection and isolation for dependent data streams8
Matching recovery threshold for correlated random graphs8
Heavy-tailed Bayesian nonparametric adaptation8
Global and individualized community detection in inhomogeneous multilayer networks8
Local convexity of the TAP free energy and AMP convergence for Z2-synchronization8
Statistical inference for principal components of spiked covariance matrices8
Testing high-dimensional regression coefficients in linear models8
Multivariate trend filtering for lattice data8
Large-dimensional independent component analysis: Statistical optimality and computational tractability8
SuperMix: Sparse regularization for mixtures8
Existence and uniqueness of the Kronecker covariance MLE8
Sparse high-dimensional linear regression. Estimating squared error and a phase transition8
Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning8
A nonparametric doubly robust test for a continuous treatment effect7
Affine-equivariant inference for multivariate location under Lp loss functions7
Embedding distributional data7
Bootstrapping persistent Betti numbers and other stabilizing statistics7
Inference for a two-stage enrichment design7
Efficient estimation of the maximal association between multiple predictors and a survival outcome7
Ensemble projection pursuit for general nonparametric regression7
Peskun–Tierney ordering for Markovian Monte Carlo: Beyond the reversible scenario7
Rerandomization with diminishing covariate imbalance and diverging number of covariates7
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes7
On robustness and local differential privacy7
Adaptive variational Bayes: Optimality, computation and applications7
Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference7
Post-selection inference via algorithmic stability7
Local permutation tests for conditional independence7
On the existence of powerful p-values and e-values for composite hypotheses6
Adaptive novelty detection with false discovery rate guarantee6
Some theory about efficient dimension reduction regarding the interaction between two responses6
Optimal signal detection in some spiked random matrix models: Likelihood ratio tests and linear spectral statistics6
Universal regression with adversarial responses6
Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach6
A new and flexible design construction for orthogonal arrays for modern applications6
Bootstrap-assisted inference for generalized Grenander-type estimators6
General and feasible tests with multiply-imputed datasets6
The online closure principle6
Estimating a density near an unknown manifold: A Bayesian nonparametric approach6
Central limit theorem and bootstrap approximation in high dimensions: Near 1/n rates via implicit smoothing6
Optimal subgroup selection6
Deep neural networks for nonparametric interaction models with diverging dimension6
Stereographic Markov chain Monte Carlo6
Optimal false discovery rate control for large scale multiple testing with auxiliary information6
Total positivity in multivariate extremes6
Two-level parallel flats designs6
Rates of estimation for high-dimensional multireference alignment6
Convex regression in multidimensions: Suboptimality of least squares estimators6
S-estimation in linear models with structured covariance matrices6
Improved covariance estimation: Optimal robustness and sub-Gaussian guarantees under heavy tails6
Statistical complexity and optimal algorithms for nonlinear ridge bandits5
Model selection in the space of Gaussian models invariant by symmetry5
Extreme value inference for heterogeneous power law data5
Infinite-dimensional gradient-based descent for alpha-divergence minimisation5
Rate-optimal robust estimation of high-dimensional vector autoregressive models5
Conditional calibration for false discovery rate control under dependence5
Estimation of the spectral measure from convex combinations of regularly varying random vectors5
Causal discovery in heavy-tailed models5
A study of orthogonal array-based designs under a broad class of space-filling criteria5
Consistent nonparametric estimation for heavy-tailed sparse graphs5
Skewed Bernstein–von Mises theorem and skew-modal approximations5
On minimax optimality of sparse Bayes predictive density estimates5
Conditional predictive inference for stable algorithms5
Grouped variable selection with discrete optimization: Computational and statistical perspectives5
Statistical inference in sparse high-dimensional additive models5
Augmented minimax linear estimation5
A conformal test of linear models via permutation-augmented regressions5
Distributed adaptive Gaussian mean estimation with unknown variance: Interactive protocol helps adaptation5
Gaussian process regression in the flat limit5
Approximation error from discretizations and its applications5
Optimality of spectral clustering in the Gaussian mixture model4
Learning low-dimensional nonlinear structures from high-dimensional noisy data: An integral operator approach4
High-dimensional inference for dynamic treatment effects4
Editorial: Memorial issue for Charles Stein4
One-step estimation of differentiable Hilbert-valued parameters4
False discovery rate control with unknown null distribution: Is it possible to mimic the oracle?4
Boosted nonparametric hazards with time-dependent covariates4
Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences4
Early stopping for L2-boosting in high-dimensional linear models4
On cross-validated Lasso in high dimensions4
Convergence of de Finetti’s mixing measure in latent structure models for observed exchangeable sequences4
Stein’s method of normal approximation: Some recollections and reflections4
A statistical framework of watermarks for large language models: Pivot, detection efficiency and optimal rules4
Integrative methods for post-selection inference under convex constraints4
How do noise tails impact on deep ReLU networks?4
The curse of overparametrization in adversarial training: Precise analysis of robust generalization for random features regression4
Variable selection consistency of Gaussian process regression4
MARS via LASSO4
Precise error rates for computationally efficient testing3
On statistical learning of simplices: Unmixing problem revisited3
Unified algorithms for RL with Decision-Estimation Coefficients: PAC, reward-free, preference-based learning and beyond3
Tensor factor model estimation by iterative projection3
Testing equivalence of clustering3
Variable selection, monotone likelihood ratio and group sparsity3
Dimension-free mixing times of Gibbs samplers for Bayesian hierarchical models3
Gromov–Wasserstein distances: Entropic regularization, duality and sample complexity3
Statistical-computational trade-offs in tensor PCA and related problems via communication complexity3
Quantile processes and their applications in finite populations3
Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors3
The edge of discovery: Controlling the local false discovery rate at the margin3
Concentration of discrepancy-based approximate Bayesian computation via Rademacher complexity3
Asymptotic normality and optimality in nonsmooth stochastic approximation3
Propriety of the reference posterior distribution in Gaussian process modeling3
Optimal heteroskedasticity testing in nonparametric regression3
Stochastic continuum-armed bandits with additive models: Minimax regrets and adaptive algorithm3
On blockwise and reference panel-based estimators for genetic data prediction in high dimensions3
Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices3
Fundamental limits of low-rank matrix estimation with diverging aspect ratios3
On the statistical complexity of sample amplification3
Empirical tail copulas for functional data3
Set structured global empirical risk minimizers are rate optimal in general dimensions3
Deep approximate policy iteration3
Optimal policy evaluation using kernel-based temporal difference methods3
Total positivity in exponential families with application to binary variables3
The generalization error of max-margin linear classifiers: Benign overfitting and high dimensional asymptotics in the overparametrized regime3
Isotonic regression with unknown permutations: Statistics, computation and adaptation3
StarTrek: Combinatorial variable selection with false discovery rate control3
Inference for extremal regression with dependent heavy-tailed data3
Correction note: “Statistical inference for the mean outcome under a possibly nonunique optimal treatment rule”3
Projective, sparse and learnable latent position network models3
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics3
Random graph asymptotics for treatment effect estimation under network interference3
Uniform consistency in nonparametric mixture models3
Adaptive learning rates for support vector machines working on data with low intrinsic dimension3
Optimal difference-based variance estimators in time series: A general framework3
Non-independent component analysis3
Spectral statistics of sample block correlation matrices3
Efficient functional estimation and the super-oracle phenomenon2
A statistical framework for analyzing shape in a time series of random geometric objects2
Graphical models for nonstationary time series2
Efficiency of delayed-acceptance random walk Metropolis algorithms2
Reconciling design-based and model-based causal inferences for split-plot experiments2
Sharp global convergence guarantees for iterative nonconvex optimization with random data2
On the robustness of minimum norm interpolators and regularized empirical risk minimizers2
The impacts of unobserved covariates on covariate-adaptive randomized experiments2
Computationally efficient and statistically optimal robust high-dimensional linear regression2
Conditional sequential Monte Carlo in high dimensions2
Single index Fréchet regression2
Adaptive estimation of multivariate piecewise polynomials and bounded variation functions by optimal decision trees2
What is resolution? A statistical minimax testing perspective on superresolution microscopy2
Settling the sample complexity of model-based offline reinforcement learning2
Optimal estimation of high-dimensional Gaussian location mixtures2
Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain2
Characterizing the SLOPE trade-off: A variational perspective and the Donoho–Tanner limit2
A CLT for second difference estimators with an application to volatility and intensity2
Precise statistical analysis of classification accuracies for adversarial training2
Optimal nonparametric testing of Missing Completely At Random and its connections to compatibility2
Continuous-time targeted minimum loss-based estimation of intervention-specific mean outcomes2
Adaptive test of independence based on HSIC measures2
AutoRegressive approximations to nonstationary time series with inference and applications2
Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces2
Local Whittle estimation of high-dimensional long-run variance and precision matrices2
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