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 2022-06-01 to 2026-06-01.)

Article	Citations
Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles	158
Debiased regression adjustment in completely randomized experiments with moderately high-dimensional covariates	59
High-dimensional statistical inference for linkage disequilibrium score regression and its cross-ancestry extensions	56
On high-dimensional Poisson models with measurement error: Hypothesis testing for nonlinear nonconvex optimization	47
Inference in Ising models on dense regular graphs	44
Deep horseshoe Gaussian processes	40
Efficiency in local differential privacy	36
Near-optimal inference in adaptive linear regression	35
Universal rank inference via residual subsampling with application to large networks	34
Optimal convex M-estimation via score matching	29
A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids	28
Scalable estimation and inference for censored quantile regression process	28
A geometrical analysis of kernel ridge regression and its applications	27
Half-trek criterion for identifiability of latent variable models	27
Deep learning for the partially linear Cox model	26
Fundamental limits of community detection from multi-view data: Multi-layer, dynamic and partially labeled block models	26
Learning sparse graphons and the generalized Kesten–Stigum threshold	25
A general characterization of optimal tie-breaker designs	24
Inference for low-rank models	23
Consistent inference for diffusions from low frequency measurements	22
Rank tests for PCA under weak identifiability	22
Trace test for high-dimensional cointegration	22
Adaptive and robust multi-task learning	21
Spectrum-aware debiasing: A modern inference framework with applications to principal components regression	21
Yurinskii’s coupling for martingales	20

Spectral gap bounds for reversible hybrid Gibbs chains	19
Sharp optimality for high-dimensional covariance testing under sparse signals	19
Asymptotic analysis of synchrosqueezing transform—toward statistical inference with nonlinear-type time-frequency analysis	19
Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories	19
Spectral estimation of Hawkes processes from count data	18
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations	18
Order-of-addition orthogonal arrays to study the effect of treatment ordering	18
On posterior consistency of data assimilation with Gaussian process priors: The 2D-Navier–Stokes equations	18
Environment invariant linear least squares	17
Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling	17
Fixed and random covariance regression analyses	17
Near optimal sample complexity for matrix and tensor normal models via geodesic convexity	17
Rank and factor loadings estimation in time series tensor factor model by pre-averaging	16
Change-point inference in high-dimensional regression models under temporal dependence	16
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models	16
Nonparametric classification with missing data	16
Rate-optimal estimation of mixed semimartingales	16
A common-cause principle for eliminating selection bias in causal estimands through covariate adjustment	16
Consistent order selection for ARFIMA processes	16
Supervised homogeneity fusion: A combinatorial approach	16
General spatio-temporal factor models for high-dimensional random fields on a lattice	15
A nonparametric test for elliptical distribution based on kernel embedding of probabilities	15
New Edgeworth-type expansions with finite sample guarantees	15
Object detection under the linear subspace model with application to cryo-EM images	15
Plugin estimation of smooth optimal transport maps	14
Consistency of Bayesian inference for multivariate max-stable distributions	14
On the convergence of coordinate ascent variational inference	14
The numeraire e-variable and reverse information projection	14
On the structural dimension of sliced inverse regression	14
On the multiway principal component analysis	14
Consistency of invariance-based randomization tests	14
Asymptotic distribution of maximum likelihood estimator in generalized linear mixed models with crossed random effects	14
Toward theoretical understandings of robust Markov decision processes: Sample complexity and asymptotics	14
Minimax rate for multivariate data under componentwise local differential privacy constraints	13
Transfer learning for contextual multi-armed bandits	13
Minimax rate of distribution estimation on unknown submanifolds under adversarial losses	13
Communication-efficient and distributed-oracle estimation for high-dimensional quantile regression	13
Wald tests when restrictions are locally singular	13
Algorithmic stability implies training-conditional coverage for distribution-free prediction methods	13
Computational lower bounds for graphon estimation via low-degree polynomials	13
The Lasso with general Gaussian designs with applications to hypothesis testing	13
Learning mixtures of permutations: Groups of pairwise comparisons and combinatorial method of moments	13
Projected state-action balancing weights for offline reinforcement learning	13
Time-uniform central limit theory and asymptotic confidence sequences	13
Testing nonparametric shape restrictions	13
Sup-norm adaptive drift estimation for multivariate nonreversible diffusions	13
Testing for independence in high dimensions based on empirical copulas	12
Change acceleration and detection	12
Interactive versus noninteractive locally differentially private estimation: Two elbows for the quadratic functional	12
Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions	12

Finite-sample complexity of sequential Monte Carlo estimators	12
Linear biomarker combination for constrained classification	12
Noisy linear inverse problems under convex constraints: Exact risk asymptotics in high dimensions	11
Confounder selection via iterative graph expansion	11
A new approach to tests and confidence bands for distribution functions	11
Confidence regions near singular information and boundary points with applications to mixed models	11
A flexible defense against the winner’s curse	10
Dimension free ridge regression	10
ARK: Robust knockoffs inference with coupling	10
The distributionally robust prediction error of the LASSO and related estimators	10
The Stein effect for Fréchet means	10
Detecting multiple replicating signals using adaptive filtering procedures	10
Carving model-free inference	10
Dispersal density estimation across scales	10
On the sample complexity of entropic optimal transport	10
On universally consistent and fully distribution-free rank tests of vector independence	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
Bridging factor and sparse models	9
ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM	9
Local convexity of the TAP free energy and AMP convergence for Z2-synchronization	8
Conformal inference for random objects	8
Semiparametric inference based on adaptively collected data	8
Information theoretic limits of robust sub-Gaussian mean estimation under star-shaped constraints	8
Matching recovery threshold for correlated random graphs	8
Dualizing Le Cam’s method for functional estimation I: General theory	8
Large-dimensional independent component analysis: Statistical optimality and computational tractability	8
Entrywise dynamics and universality of general first order methods	8
Joint sequential detection and isolation for dependent data streams	8
Testing high-dimensional regression coefficients in linear models	8
Online estimation with rolling validation: Adaptive nonparametric estimation with streaming data	8
Asymptotic distributions of largest Pearson correlation coefficients under dependent structures	8
Ensemble projection pursuit for general nonparametric regression	7
Bootstrapping persistent Betti numbers and other stabilizing statistics	7
Efficient estimation of the maximal association between multiple predictors and a survival outcome	7
Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference	7
Adaptive variational Bayes: Optimality, computation and applications	7
Global and individualized community detection in inhomogeneous multilayer networks	7
A nonparametric doubly robust test for a continuous treatment effect	7
On robustness and local differential privacy	7
Symmetry: A general structure in nonparametric regression	7
Multivariate trend filtering for lattice data	7
Rerandomization with diminishing covariate imbalance and diverging number of covariates	7
A two-way heterogeneity model for dynamic networks	7
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes	7
Self-normalized Cramér type moderate deviation theorem for Gaussian approximation	7
The online closure principle	7
Affine-equivariant inference for multivariate location under Lp loss functions	7
Heavy-tailed Bayesian nonparametric adaptation	7
Post-selection inference via algorithmic stability	7
Local permutation tests for conditional independence	7
Embedding distributional data	7
Some theory about efficient dimension reduction regarding the interaction between two responses	7