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 2021-09-01 to 2025-09-01.)

Article	Citations
Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles	151
A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids	87
Inference in Ising models on dense regular graphs	70
Efficiency in local differential privacy	54
Scalable estimation and inference for censored quantile regression process	42
Parametric copula adjusted for non- and semiparametric regression	37
Half-trek criterion for identifiability of latent variable models	37
On high-dimensional Poisson models with measurement error: Hypothesis testing for nonlinear nonconvex optimization	35
Online inference with multi-modal likelihood functions	34
Measuring dependence in the Wasserstein distance for Bayesian nonparametric models	34
Foundations of structural causal models with cycles and latent variables	33
Universal rank inference via residual subsampling with application to large networks	30
Deep learning for the partially linear Cox model	30
A general characterization of optimal tie-breaker designs	29
Inference for low-rank tensors—no need to debias	29
Learning sparse graphons and the generalized Kesten–Stigum threshold	29
Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories	29
Asymptotic analysis of synchrosqueezing transform—toward statistical inference with nonlinear-type time-frequency analysis	28
Admissible ways of merging p-values under arbitrary dependence	28
Adaptive and robust multi-task learning	26
Consistent inference for diffusions from low frequency measurements	26
Inference for low-rank models	26
Rate-optimal estimation of mixed semimartingales	24
Nonparametric classification with missing data	23
Environment invariant linear least squares	23

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

Noisy linear inverse problems under convex constraints: Exact risk asymptotics in high dimensions	11
Testing community structure for hypergraphs	11
Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions	11
Approximate Message Passing algorithms for rotationally invariant matrices	11
Confidence regions near singular information and boundary points with applications to mixed models	11
A new approach to tests and confidence bands for distribution functions	11
Bridging factor and sparse models	10
On universally consistent and fully distribution-free rank tests of vector independence	10
Dispersal density estimation across scales	10
The Stein effect for Fréchet means	10
Adaptive estimation in multivariate response regression with hidden variables	10
ARK: Robust knockoffs inference with coupling	10
On the sample complexity of entropic optimal transport	10
Marginal singularity and the benefits of labels in covariate-shift	10
Interactive versus noninteractive locally differentially private estimation: Two elbows for the quadratic functional	10
Carving model-free inference	9
Nonlinear global Fréchet regression for random objects via weak conditional expectation	9
Testing high-dimensional regression coefficients in linear models	9
Large-dimensional independent component analysis: Statistical optimality and computational tractability	9
Statistical inference for principal components of spiked covariance matrices	9
Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning	9
Tensor clustering with planted structures: Statistical optimality and computational limits	9
Correction note: “Asymptotic spectral theory for nonlinear time series”	9
Existence and uniqueness of the Kronecker covariance MLE	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
Matching recovery threshold for correlated random graphs	9
Ridge regression revisited: Debiasing, thresholding and bootstrap	9
ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM	9
Joint sequential detection and isolation for dependent data streams	9
Conformal inference for random objects	9
Semiparametric inference based on adaptively collected data	9
Multivariate trend filtering for lattice data	9
Heavy-tailed Bayesian nonparametric adaptation	8
Bootstrapping persistent Betti numbers and other stabilizing statistics	8
Post-selection inference via algorithmic stability	8
Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference	8
The online closure principle	8
Ensemble projection pursuit for general nonparametric regression	8
A nonparametric doubly robust test for a continuous treatment effect	8
Sparse high-dimensional linear regression. Estimating squared error and a phase transition	8
Local permutation tests for conditional independence	8
Affine-equivariant inference for multivariate location under Lp loss functions	8
Adaptive variational Bayes: Optimality, computation and applications	8
Rerandomization with diminishing covariate imbalance and diverging number of covariates	8
On robustness and local differential privacy	8