Annals of Statistics

Article	Citations
Convergence of de Finetti’s mixing measure in latent structure models for observed exchangeable sequences	108
On singular values of data matrices with general independent columns	93
Optimal estimation and computational limit of low-rank Gaussian mixtures	61
Ridge regression revisited: Debiasing, thresholding and bootstrap	52
Change-point analysis with irregular signals	51
Online inference with multi-modal likelihood functions	50
On the approximation accuracy of Gaussian variational inference	46
Statistical inference for rough volatility: Minimax theory	46
One-step estimation of differentiable Hilbert-valued parameters	45
Online change-point detection for matrix-valued time series with latent two-way factor structure	36
Conformal prediction beyond exchangeability	36
Generalization error bounds of dynamic treatment regimes in penalized regression-based learning	33
Foundations of structural causal models with cycles and latent variables	32
Maximum likelihood for high-noise group orbit estimation and single-particle cryo-EM	31
High-dimensional nonparametric density estimation via symmetry and shape constraints	28
A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond	27
Extreme value inference for heterogeneous power law data	27
Off-policy evaluation in partially observed Markov decision processes under sequential ignorability	27
Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes	27
Principal components in linear mixed models with general bulk	27
Inference in Ising models on dense regular graphs	27
Dispersal density estimation across scales	25
False discovery rate control with unknown null distribution: Is it possible to mimic the oracle?	24
Carving model-free inference	23
Parametric copula adjusted for non- and semiparametric regression	23

On the disjoint and sliding block maxima method for piecewise stationary time series	23
Metric statistics: Exploration and inference for random objects with distance profiles	21
Robust k-means clustering for distributions with two moments	21
Concentration of kernel matrices with application to kernel spectral clustering	21
Orthogonal statistical learning	21
The adaptive Wynn algorithm in generalized linear models with univariate response	20
A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids	20
Adaptive estimation in multivariate response regression with hidden variables	20
Large-scale inference with block structure	19
Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles	19
Optimal disclosure risk assessment	19
Optimization hierarchy for fair statistical decision problems	18
Choosing between persistent and stationary volatility	17
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators	17
Half-trek criterion for identifiability of latent variable models	17
Sharp minimax distribution estimation for current status censoring with or without missing	17
On universally consistent and fully distribution-free rank tests of vector independence	16
Convergence rates of oblique regression trees for flexible function libraries	16
Distribution and quantile functions, ranks and signs in dimension d: A measure transportation approach	16
The curse of overparametrization in adversarial training: Precise analysis of robust generalization for random features regression	16
Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes	16
Boosted nonparametric hazards with time-dependent covariates	16
ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM	16
Scalable estimation and inference for censored quantile regression process	15
Variable selection consistency of Gaussian process regression	15
The Stein effect for Fréchet means	15
Tensor clustering with planted structures: Statistical optimality and computational limits	15
On an extension of the promotion time cure model	14
Complex sampling designs: Uniform limit theorems and applications	14
Nonparametric Bayesian inference for reversible multidimensional diffusions	14
Adaptive robust estimation in sparse vector model	14
Universal rank inference via residual subsampling with application to large networks	14
Wasserstein $F$-tests and confidence bands for the Fréchet regression of density response curves	14
Measuring dependence in the Wasserstein distance for Bayesian nonparametric models	14
Deep learning for the partially linear Cox model	14
On high-dimensional Poisson models with measurement error: Hypothesis testing for nonlinear nonconvex optimization	14
Stein’s method of normal approximation: Some recollections and reflections	14
Locally simultaneous inference	13
MARS via LASSO	13
Consistent nonparametric estimation for heavy-tailed sparse graphs	13
Average treatment effects in the presence of unknown interference	12
Testability of high-dimensional linear models with nonsparse structures	12
Minimax optimality of permutation tests	12
Infinite-dimensional gradient-based descent for alpha-divergence minimisation	12
E-values: Calibration, combination and applications	12
The completion of covariance kernels	12
An optimal statistical and computational framework for generalized tensor estimation	12
Bridging factor and sparse models	12
Sharp global convergence guarantees for iterative nonconvex optimization with random data	11
Gaussian approximation for nonstationary time series with optimal rate and explicit construction	11

Volatility coupling	11
Learning models with uniform performance via distributionally robust optimization	11
AutoRegressive approximations to nonstationary time series with inference and applications	11
Efficiency in local differential privacy	11
Marginal singularity and the benefits of labels in covariate-shift	11
A conformal test of linear models via permutation-augmented regressions	11
A Gaussian process approach to model checks	11
Adaptive test of independence based on HSIC measures	10
An asymptotic test for constancy of the variance under short-range dependence	10
Nonparametric conditional local independence testing	10
Factor-driven two-regime regression	10
Graphical models for nonstationary time series	10
Minimax estimation of smooth densities in Wasserstein distance	10
Editorial: Memorial issue for Charles Stein	10
Asymptotic properties of penalized spline estimators in concave extended linear models: Rates of convergence	10
Cube root weak convergence of empirical estimators of a density level set	10
Optimal change-point detection and localization	10
Semiparametric latent-class models for multivariate longitudinal and survival data	10
Minimax rates for heterogeneous causal effect estimation	9
Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses	9
Optimal linear discriminators for the discrete choice model in growing dimensions	9
On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions	9
High-dimensional inference for dynamic treatment effects	9
Asymptotically independent U-statistics in high-dimensional testing	9
Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model	9
Distributed estimation and inference for semiparametric binary response models	8
Estimating minimum effect with outlier selection	8
What is resolution? A statistical minimax testing perspective on superresolution microscopy	8
Asymptotic accuracy of the saddlepoint approximation for maximum likelihood estimation	8
Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when p/n→∞ and applications	8
Early stopping for L2-boosting in high-dimensional linear models	8
Correction note: “Asymptotic spectral theory for nonlinear time series”	8
Consistent inference for diffusions from low frequency measurements	8
Universal Bayes consistency in metric spaces	8
The integrated copula spectrum	8
Optimal nonparametric testing of Missing Completely At Random and its connections to compatibility	8
Continuous-time targeted minimum loss-based estimation of intervention-specific mean outcomes	7
The projected covariance measure for assumption-lean variable significance testing	7
Charles Stein and invariance: Beginning with the Hunt–Stein theorem	7
Learning low-dimensional nonlinear structures from high-dimensional noisy data: An integral operator approach	7
SuperMix: Sparse regularization for mixtures	7
Community detection with dependent connectivity	7
Adaptive estimation of multivariate piecewise polynomials and bounded variation functions by optimal decision trees	7
Statistical inference for decentralized federated learning	7
Frequentist validity of Bayesian limits	7
Learning sparse graphons and the generalized Kesten–Stigum threshold	7
Limit theorems for distributions invariant under groups of transformations	7
Asymptotic distributions of high-dimensional distance correlation inference	7
Efficiency of delayed-acceptance random walk Metropolis algorithms	7
Adaptive and robust multi-task learning	7
Inference for low-rank tensors—no need to debias	7
Inference on the maximal rank of time-varying covariance matrices using high-frequency data	7
How do noise tails impact on deep ReLU networks?	6
Linearized two-layers neural networks in high dimension	6
Precise statistical analysis of classification accuracies for adversarial training	6
Computational barriers to estimation from low-degree polynomials	6
Approximate and exact designs for total effects	6
Settling the sample complexity of model-based offline reinforcement learning	6
Matching recovery threshold for correlated random graphs	6
Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences	6
Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories	6
Robust estimation of superhedging prices	6
Reconciling design-based and model-based causal inferences for split-plot experiments	6
A rule of thumb: Run lengths to false alarm of many types of control charts run in parallel on dependent streams are asymptotically independent	6
The interpolation phase transition in neural networks: Memorization and generalization under lazy training	6
Optimality of spectral clustering in the Gaussian mixture model	6
On cross-validated Lasso in high dimensions	6
Improved central limit theorem and bootstrap approximations in high dimensions	6
Statistically optimal and computationally efficient low rank tensor completion from noisy entries	6
Robust multivariate mean estimation: The optimality of trimmed mean	6
Rate-optimal cluster-randomized designs for spatial interference	6
Analysis of “learn-as-you-go” (LAGO) studies	6
Inference for low-rank models	6
Asymptotic analysis of synchrosqueezing transform—toward statistical inference with nonlinear-type time-frequency analysis	6
Existence and uniqueness of the Kronecker covariance MLE	6
Local convexity of the TAP free energy and AMP convergence for Z2-synchronization	6
Posterior analysis of n in the binomial (n,p) problem with both parameters unknown—with applications to quantitative nanoscopy	5
The impacts of unobserved covariates on covariate-adaptive randomized experiments	5
Consistent order selection for ARFIMA processes	5
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations	5

Optimal discriminant analysis in high-dimensional latent factor models	5
Optimal change point detection and localization in sparse dynamic networks	5
Testing high-dimensional regression coefficients in linear models	5
Admissible ways of merging p-values under arbitrary dependence	5
Debiasing convex regularized estimators and interval estimation in linear models	5
Optimal estimation of high-dimensional Gaussian location mixtures	5
A causal bootstrap	5
Minimax rates in sparse, high-dimensional change point detection	5
Estimation of mixed fractional stable processes using high-frequency data	5
Coverage of credible intervals in Bayesian multivariate isotonic regression	5
Integrative methods for post-selection inference under convex constraints	5
Joint sequential detection and isolation for dependent data streams	5
Efficient functional estimation and the super-oracle phenomenon	5
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models	5
On extended admissible procedures and their nonstandard Bayes risk	5
Necessary and sufficient conditions for variable selection consistency of the LASSO in high dimensions	5
Canonical thresholding for nonsparse high-dimensional linear regression	5
Conditional sequential Monte Carlo in high dimensions	5
A general characterization of optimal tie-breaker designs	5
Density deconvolution under general assumptions on the distribution of measurement errors	5
Statistical inference for principal components of spiked covariance matrices	5
Estimation of time series models using residuals dependence measures	4
Affine-equivariant inference for multivariate location under Lp loss functions	4
Construction of mixed orthogonal arrays with high strength	4
Supervised homogeneity fusion: A combinatorial approach	4
A no-free-lunch theorem for multitask learning	4
Order-of-addition orthogonal arrays to study the effect of treatment ordering	4
Efficient estimation of the maximal association between multiple predictors and a survival outcome	4
Rerandomization with diminishing covariate imbalance and diverging number of covariates	4
Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean	4
Willem van Zwet, teacher and thesis advisor	4
Coverage of credible intervals in nonparametric monotone regression	4
Predictive inference with the jackknife+	4
Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors	4
Characterizing the SLOPE trade-off: A variational perspective and the Donoho–Tanner limit	4
Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning	4
A convex optimization approach to high-dimensional sparse quadratic discriminant analysis	4
Singular vector and singular subspace distribution for the matrix denoising model	4
Sparse high-dimensional linear regression. Estimating squared error and a phase transition	4
All-in-one robust estimator of the Gaussian mean	4
Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling	4
Bootstrapping persistent Betti numbers and other stabilizing statistics	4
Local permutation tests for conditional independence	4
Total positivity in exponential families with application to binary variables	4
Sharp optimality for high-dimensional covariance testing under sparse signals	4
On the robustness of minimum norm interpolators and regularized empirical risk minimizers	4
Peskun–Tierney ordering for Markovian Monte Carlo: Beyond the reversible scenario	4
Safe adaptive importance sampling: A mixture approach	4
Optimal estimation of Schatten norms of a rectangular matrix	3
Optimal difference-based variance estimators in time series: A general framework	3
Non-independent component analysis	3
Simultaneous statistical inference for second order parameters of time series under weak conditions	3
Exact minimax optimality of spectral methods in phase synchronization and orthogonal group synchronization	3
Rank and factor loadings estimation in time series tensor factor model by pre-averaging	3
Pattern graphs: A graphical approach to nonmonotone missing data	3
The edge of discovery: Controlling the local false discovery rate at the margin	3
Change-point inference in high-dimensional regression models under temporal dependence	3
Single index Fréchet regression	3
A power analysis for model-X knockoffs with ℓp-regularized statistics	3
Isotonic regression with unknown permutations: Statistics, computation and adaptation	3
Minimax rates for conditional density estimation via empirical entropy	3
Asymptotics for spherical functional autoregressions	3
Global and individualized community detection in inhomogeneous multilayer networks	3
Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain	3
Inference for a two-stage enrichment design	3
Environment invariant linear least squares	3
Optimal policy evaluation using kernel-based temporal difference methods	3
A CLT for second difference estimators with an application to volatility and intensity	3
Local Whittle estimation of high-dimensional long-run variance and precision matrices	3
The online closure principle	3
Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference	3
Asymmetry helps: Eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices	3
Distributed statistical inference for massive data	3
Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces	3
Spectral estimation of Hawkes processes from count data	3
Adaptive variational Bayes: Optimality, computation and applications	3
On posterior consistency of data assimilation with Gaussian process priors: The 2D-Navier–Stokes equations	3
Nonparametric bivariate density estimation for censored lifetimes	3
Multivariate trend filtering for lattice data	3
Spectral statistics of sample block correlation matrices	3
Heavy-tailed Bayesian nonparametric adaptation	3
A nonparametric doubly robust test for a continuous treatment effect	3
Multiple block sizes and overlapping blocks for multivariate time series extremes	3
On backward smoothing algorithms	3
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes	3
Nonparametric classification with missing data	3
On robustness and local differential privacy	3
Post-selection inference via algorithmic stability	3
Optimal high-dimensional and nonparametric distributed testing under communication constraints	3
Random graph asymptotics for treatment effect estimation under network interference	3
Breaking the winner’s curse in Mendelian randomization: Rerandomized inverse variance weighted estimator	2
Stochastic continuum-armed bandits with additive models: Minimax regrets and adaptive algorithm	2
Time-uniform, nonparametric, nonasymptotic confidence sequences	2
Locally associated graphical models and mixed convex exponential families	2
The right complexity measure in locally private estimation: It is not the Fisher information	2