OOIR: Observatory of International Research

Papers

(The TQCC of Annals of Statistics is 8. 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 2021-12-01 to 2025-12-01.)

Article	Citations
A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids	165
Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles	105
Inference in Ising models on dense regular graphs	80
Efficiency in local differential privacy	48
High-dimensional statistical inference for linkage disequilibrium score regression and its cross-ancestry extensions	42
Debiased regression adjustment in completely randomized experiments with moderately high-dimensional covariates	38
Online inference with multi-modal likelihood functions	37
Half-trek criterion for identifiability of latent variable models	35
Parametric copula adjusted for non- and semiparametric regression	35
Scalable estimation and inference for censored quantile regression process	33
On high-dimensional Poisson models with measurement error: Hypothesis testing for nonlinear nonconvex optimization	32
Deep learning for the partially linear Cox model	31
Spectral gap bounds for reversible hybrid Gibbs chains	31
Universal rank inference via residual subsampling with application to large networks	31
Deep horseshoe Gaussian processes	31
Learning sparse graphons and the generalized Kesten–Stigum threshold	30
A general characterization of optimal tie-breaker designs	27
Inference for low-rank tensors—no need to debias	26
Consistent inference for diffusions from low frequency measurements	24
Yurinskii’s coupling for martingales	24
Admissible ways of merging p-values under arbitrary dependence	24
Inference for low-rank models	23
Asymptotic analysis of synchrosqueezing transform—toward statistical inference with nonlinear-type time-frequency analysis	23
Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories	23
Adaptive and robust multi-task learning	23

Fixed and random covariance regression analyses	22
Rate-optimal estimation of mixed semimartingales	22
Supervised homogeneity fusion: A combinatorial approach	21
Sharp optimality for high-dimensional covariance testing under sparse signals	21
On posterior consistency of data assimilation with Gaussian process priors: The 2D-Navier–Stokes equations	20
Consistent order selection for ARFIMA processes	20
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations	20
Change-point inference in high-dimensional regression models under temporal dependence	20
Order-of-addition orthogonal arrays to study the effect of treatment ordering	20
Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling	19
Rank and factor loadings estimation in time series tensor factor model by pre-averaging	18
Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean	18
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models	18
Spectral estimation of Hawkes processes from count data	18
Nonparametric classification with missing data	18
New Edgeworth-type expansions with finite sample guarantees	17
Distributed nonparametric function estimation: Optimal rate of convergence and cost of adaptation	17
Environment invariant linear least squares	17
Wilks’ theorem for semiparametric regressions with weakly dependent data	17
On the multiway principal component analysis	16
Spatial dependence and space–time trend in extreme events	16
General spatio-temporal factor models for high-dimensional random fields on a lattice	16
On the convergence of coordinate ascent variational inference	16
Plugin estimation of smooth optimal transport maps	16
A nonparametric test for elliptical distribution based on kernel embedding of probabilities	16
Iterative algorithm for discrete structure recovery	16
Consistency of Bayesian inference for multivariate max-stable distributions	15
Minimax rate for multivariate data under componentwise local differential privacy constraints	15
The numeraire e-variable and reverse information projection	15
Toward theoretical understandings of robust Markov decision processes: Sample complexity and asymptotics	15
Asymptotic distribution of maximum likelihood estimator in generalized linear mixed models with crossed random effects	15
Wald tests when restrictions are locally singular	14
Sup-norm adaptive drift estimation for multivariate nonreversible diffusions	14
Transfer learning for contextual multi-armed bandits	14
The Lasso with general Gaussian designs with applications to hypothesis testing	14
Time-uniform central limit theory and asymptotic confidence sequences	14
Algorithmic stability implies training-conditional coverage for distribution-free prediction methods	14
Consistency of invariance-based randomization tests	14
Learning mixtures of permutations: Groups of pairwise comparisons and combinatorial method of moments	14
Projected state-action balancing weights for offline reinforcement learning	13
Computational lower bounds for graphon estimation via low-degree polynomials	13
Surprises in high-dimensional ridgeless least squares interpolation	13
Minimax rate of distribution estimation on unknown submanifolds under adversarial losses	13
Edgeworth expansions for network moments	13
Backfitting for large scale crossed random effects regressions	13
Testing nonparametric shape restrictions	12
Change acceleration and detection	12
Finite-sample complexity of sequential Monte Carlo estimators	12
Testing for independence in high dimensions based on empirical copulas	12
Linear biomarker combination for constrained classification	12

Dimension free ridge regression	12
Minimax nonparametric estimation of pure quantum states	12
Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions	12
Interactive versus noninteractive locally differentially private estimation: Two elbows for the quadratic functional	12
Noisy linear inverse problems under convex constraints: Exact risk asymptotics in high dimensions	11
On least squares estimation under heteroscedastic and heavy-tailed errors	11
Adaptive transfer learning	11
Confidence regions near singular information and boundary points with applications to mixed models	11
Detecting multiple replicating signals using adaptive filtering procedures	11
A new approach to tests and confidence bands for distribution functions	11
ARK: Robust knockoffs inference with coupling	10
Dispersal density estimation across scales	10
The Stein effect for Fréchet means	10
Marginal singularity and the benefits of labels in covariate-shift	10
Approximate Message Passing algorithms for rotationally invariant matrices	10
Carving model-free inference	10
On universally consistent and fully distribution-free rank tests of vector independence	10
Ridge regression revisited: Debiasing, thresholding and bootstrap	10
Testing community structure for hypergraphs	10
ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM	10
On the sample complexity of entropic optimal transport	10
Nonlinear global Fréchet regression for random objects via weak conditional expectation	9
Bridging factor and sparse models	9
Joint sequential detection and isolation for dependent data streams	9
Asymptotic distributions of largest Pearson correlation coefficients under dependent structures	9
Local convexity of the TAP free energy and AMP convergence for Z2-synchronization	9
Conformal inference for random objects	9
Tensor clustering with planted structures: Statistical optimality and computational limits	9
Correction note: “Asymptotic spectral theory for nonlinear time series”	9
Testing high-dimensional regression coefficients in linear models	9
Entrywise dynamics and universality of general first order methods	9
Matching recovery threshold for correlated random graphs	9
Adaptive estimation in multivariate response regression with hidden variables	9
Large-dimensional independent component analysis: Statistical optimality and computational tractability	9
Semiparametric inference based on adaptively collected data	9
Statistical inference for principal components of spiked covariance matrices	9
Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning	9
Efficient estimation of the maximal association between multiple predictors and a survival outcome	8
Ensemble projection pursuit for general nonparametric regression	8
On robustness and local differential privacy	8
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes	8
Local permutation tests for conditional independence	8
Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference	8
Multivariate trend filtering for lattice data	8
A nonparametric doubly robust test for a continuous treatment effect	8
Rerandomization with diminishing covariate imbalance and diverging number of covariates	8
Bootstrapping persistent Betti numbers and other stabilizing statistics	8
Heavy-tailed Bayesian nonparametric adaptation	8
Symmetry: A general structure in nonparametric regression	8
Affine-equivariant inference for multivariate location under Lp loss functions	8
Adaptive variational Bayes: Optimality, computation and applications	8
Sparse high-dimensional linear regression. Estimating squared error and a phase transition	8