OOIR: Observatory of International Research

Papers

(The TQCC of Annals of Statistics is 7. 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.)

Article	Citations
On high-dimensional Poisson models with measurement error: Hypothesis testing for nonlinear nonconvex optimization	132
Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles	81
A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids	69
Parametric copula adjusted for non- and semiparametric regression	65
Inference in Ising models on dense regular graphs	64
Robust k-means clustering for distributions with two moments	63
Efficiency in local differential privacy	61
Scalable estimation and inference for censored quantile regression process	49
Measuring dependence in the Wasserstein distance for Bayesian nonparametric models	42
Deep learning for the partially linear Cox model	38
Universal rank inference via residual subsampling with application to large networks	35
Half-trek criterion for identifiability of latent variable models	33
Online inference with multi-modal likelihood functions	30
Foundations of structural causal models with cycles and latent variables	30
Learning sparse graphons and the generalized Kesten–Stigum threshold	29
A general characterization of optimal tie-breaker designs	27
Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories	27
Adaptive and robust multi-task learning	27
Consistent inference for diffusions from low frequency measurements	26
Admissible ways of merging p-values under arbitrary dependence	26
Inference for low-rank models	25
Community detection with dependent connectivity	25
Asymptotic analysis of synchrosqueezing transform—toward statistical inference with nonlinear-type time-frequency analysis	25
Inference for low-rank tensors—no need to debias	24
Asymptotic distributions of high-dimensional distance correlation inference	24

A causal bootstrap	22
Rate-optimal estimation of mixed semimartingales	22
Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling	22
Consistent order selection for ARFIMA processes	21
Environment invariant linear least squares	21
Order-of-addition orthogonal arrays to study the effect of treatment ordering	21
Spectral estimation of Hawkes processes from count data	20
Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean	20
Nonparametric classification with missing data	20
Sharp optimality for high-dimensional covariance testing under sparse signals	20
Change-point inference in high-dimensional regression models under temporal dependence	20
On posterior consistency of data assimilation with Gaussian process priors: The 2D-Navier–Stokes equations	19
Supervised homogeneity fusion: A combinatorial approach	19
Rank and factor loadings estimation in time series tensor factor model by pre-averaging	18
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models	18
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations	18
A nonparametric test for elliptical distribution based on kernel embedding of probabilities	17
Iterative algorithm for discrete structure recovery	17
Spatial dependence and space–time trend in extreme events	17
Distributed nonparametric function estimation: Optimal rate of convergence and cost of adaptation	17
Wilks’ theorem for semiparametric regressions with weakly dependent data	17
New Edgeworth-type expansions with finite sample guarantees	17
General spatio-temporal factor models for high-dimensional random fields on a lattice	17
Consistency of Bayesian inference for multivariate max-stable distributions	16
Plugin estimation of smooth optimal transport maps	16
Projected state-action balancing weights for offline reinforcement learning	15
Transfer learning for contextual multi-armed bandits	15
Backfitting for large scale crossed random effects regressions	15
Time-uniform central limit theory and asymptotic confidence sequences	15
Computational lower bounds for graphon estimation via low-degree polynomials	15
Toward theoretical understandings of robust Markov decision processes: Sample complexity and asymptotics	15
Edgeworth expansions for network moments	15
Learning mixtures of permutations: Groups of pairwise comparisons and combinatorial method of moments	15
Optimal rates for independence testing via U-statistic permutation tests	14
Minimax rate of distribution estimation on unknown submanifolds under adversarial losses	14
Sup-norm adaptive drift estimation for multivariate nonreversible diffusions	14
The Lasso with general Gaussian designs with applications to hypothesis testing	14
Minimax nonparametric estimation of pure quantum states	13
Surprises in high-dimensional ridgeless least squares interpolation	13
Wald tests when restrictions are locally singular	13
A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery	13
Finite-sample complexity of sequential Monte Carlo estimators	13
Consistency of invariance-based randomization tests	13
Testing for independence in high dimensions based on empirical copulas	12
Detecting multiple replicating signals using adaptive filtering procedures	12
A new approach to tests and confidence bands for distribution functions	12
Approximate Message Passing algorithms for rotationally invariant matrices	12
Interactive versus noninteractive locally differentially private estimation: Two elbows for the quadratic functional	11
Change acceleration and detection	11
Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions	11

On least squares estimation under heteroscedastic and heavy-tailed errors	11
Noisy linear inverse problems under convex constraints: Exact risk asymptotics in high dimensions	11
Testing community structure for hypergraphs	11
Testing nonparametric shape restrictions	11
Linear biomarker combination for constrained classification	11
Confidence regions near singular information and boundary points with applications to mixed models	11
Dimension free ridge regression	10
On universally consistent and fully distribution-free rank tests of vector independence	10
Carving model-free inference	10
Bridging factor and sparse models	10
Dispersal density estimation across scales	10
Adaptive transfer learning	10
ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM	10
The Stein effect for Fréchet means	10
Marginal singularity and the benefits of labels in covariate-shift	9
Tensor clustering with planted structures: Statistical optimality and computational limits	9
Correction note: “Asymptotic spectral theory for nonlinear time series”	9
Nonlinear global Fréchet regression for random objects via weak conditional expectation	9
Ridge regression revisited: Debiasing, thresholding and bootstrap	9
Learning models with uniform performance via distributionally robust optimization	9
Adaptive estimation in multivariate response regression with hidden variables	9
On the sample complexity of entropic optimal transport	9
ARK: Robust knockoffs inference with coupling	9
Local convexity of the TAP free energy and AMP convergence for Z2-synchronization	8
Statistical inference for principal components of spiked covariance matrices	8
Testing high-dimensional regression coefficients in linear models	8
Multivariate trend filtering for lattice data	8
Large-dimensional independent component analysis: Statistical optimality and computational tractability	8
SuperMix: Sparse regularization for mixtures	8
Existence and uniqueness of the Kronecker covariance MLE	8
Sparse high-dimensional linear regression. Estimating squared error and a phase transition	8
Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning	8
Joint sequential detection and isolation for dependent data streams	8
Matching recovery threshold for correlated random graphs	8
Heavy-tailed Bayesian nonparametric adaptation	8
Global and individualized community detection in inhomogeneous multilayer networks	8
Efficient estimation of the maximal association between multiple predictors and a survival outcome	7
Ensemble projection pursuit for general nonparametric regression	7
Peskun–Tierney ordering for Markovian Monte Carlo: Beyond the reversible scenario	7
Rerandomization with diminishing covariate imbalance and diverging number of covariates	7
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes	7
On robustness and local differential privacy	7
Adaptive variational Bayes: Optimality, computation and applications	7
Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference	7
Post-selection inference via algorithmic stability	7
Local permutation tests for conditional independence	7
A nonparametric doubly robust test for a continuous treatment effect	7
Affine-equivariant inference for multivariate location under Lp loss functions	7
Embedding distributional data	7
Bootstrapping persistent Betti numbers and other stabilizing statistics	7
Inference for a two-stage enrichment design	7