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 2022-05-01 to 2026-05-01.)

Article	Citations
Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles	149
Debiased regression adjustment in completely randomized experiments with moderately high-dimensional covariates	55
High-dimensional statistical inference for linkage disequilibrium score regression and its cross-ancestry extensions	54
On high-dimensional Poisson models with measurement error: Hypothesis testing for nonlinear nonconvex optimization	44
Half-trek criterion for identifiability of latent variable models	41
Inference in Ising models on dense regular graphs	38
Deep horseshoe Gaussian processes	35
Near-optimal inference in adaptive linear regression	33
Efficiency in local differential privacy	33
Universal rank inference via residual subsampling with application to large networks	29
Scalable estimation and inference for censored quantile regression process	28
Optimal convex M-estimation via score matching	28
A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids	27
A geometrical analysis of kernel ridge regression and its applications	25
Deep learning for the partially linear Cox model	25
Fundamental limits of community detection from multi-view data: Multi-layer, dynamic and partially labeled block models	24
Learning sparse graphons and the generalized Kesten–Stigum threshold	23
Inference for low-rank models	22
Rank tests for PCA under weak identifiability	22
A general characterization of optimal tie-breaker designs	22
Trace test for high-dimensional cointegration	22
Asymptotic analysis of synchrosqueezing transform—toward statistical inference with nonlinear-type time-frequency analysis	21
Spectral gap bounds for reversible hybrid Gibbs chains	20
Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories	19
Consistent inference for diffusions from low frequency measurements	19

Adaptive and robust multi-task learning	19
Sharp optimality for high-dimensional covariance testing under sparse signals	18
On posterior consistency of data assimilation with Gaussian process priors: The 2D-Navier–Stokes equations	18
Spectrum-aware debiasing: A modern inference framework with applications to principal components regression	18
Nonparametric classification with missing data	18
Yurinskii’s coupling for martingales	18
Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling	18
Environment invariant linear least squares	17
Near optimal sample complexity for matrix and tensor normal models via geodesic convexity	17
Rate-optimal estimation of mixed semimartingales	16
A common-cause principle for eliminating selection bias in causal estimands through covariate adjustment	16
Supervised homogeneity fusion: A combinatorial approach	16
Fixed and random covariance regression analyses	16
Consistent order selection for ARFIMA processes	16
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models	16
Change-point inference in high-dimensional regression models under temporal dependence	15
On the structural dimension of sliced inverse regression	15
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations	15
Order-of-addition orthogonal arrays to study the effect of treatment ordering	15
On the multiway principal component analysis	15
Rank and factor loadings estimation in time series tensor factor model by pre-averaging	15
Spectral estimation of Hawkes processes from count data	15
New Edgeworth-type expansions with finite sample guarantees	14
Object detection under the linear subspace model with application to cryo-EM images	14
The numeraire e-variable and reverse information projection	14
A nonparametric test for elliptical distribution based on kernel embedding of probabilities	14
On the convergence of coordinate ascent variational inference	14
Consistency of Bayesian inference for multivariate max-stable distributions	14
General spatio-temporal factor models for high-dimensional random fields on a lattice	14
Toward theoretical understandings of robust Markov decision processes: Sample complexity and asymptotics	14
Sup-norm adaptive drift estimation for multivariate nonreversible diffusions	13
Minimax rate of distribution estimation on unknown submanifolds under adversarial losses	13
Minimax rate for multivariate data under componentwise local differential privacy constraints	13
Communication-efficient and distributed-oracle estimation for high-dimensional quantile regression	13
Algorithmic stability implies training-conditional coverage for distribution-free prediction methods	13
Asymptotic distribution of maximum likelihood estimator in generalized linear mixed models with crossed random effects	13
Transfer learning for contextual multi-armed bandits	13
Wald tests when restrictions are locally singular	13
Plugin estimation of smooth optimal transport maps	13
Computational lower bounds for graphon estimation via low-degree polynomials	13
Consistency of invariance-based randomization tests	13
Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions	12
Time-uniform central limit theory and asymptotic confidence sequences	12
Linear biomarker combination for constrained classification	12
Projected state-action balancing weights for offline reinforcement learning	12
Learning mixtures of permutations: Groups of pairwise comparisons and combinatorial method of moments	12
Testing nonparametric shape restrictions	12
The Lasso with general Gaussian designs with applications to hypothesis testing	12
Change acceleration and detection	12
Testing for independence in high dimensions based on empirical copulas	11

Noisy linear inverse problems under convex constraints: Exact risk asymptotics in high dimensions	11
Interactive versus noninteractive locally differentially private estimation: Two elbows for the quadratic functional	11
A new approach to tests and confidence bands for distribution functions	11
Finite-sample complexity of sequential Monte Carlo estimators	11
A flexible defense against the winner’s curse	10
Bridging factor and sparse models	10
Confounder selection via iterative graph expansion	10
The distributionally robust prediction error of the LASSO and related estimators	10
Carving model-free inference	10
Dispersal density estimation across scales	10
Detecting multiple replicating signals using adaptive filtering procedures	10
The Stein effect for Fréchet means	10
Nonlinear global Fréchet regression for random objects via weak conditional expectation	10
Confidence regions near singular information and boundary points with applications to mixed models	10
Dimension free ridge regression	10
On the sample complexity of entropic optimal transport	9
ARK: Robust knockoffs inference with coupling	9
Ridge regression revisited: Debiasing, thresholding and bootstrap	9
On universally consistent and fully distribution-free rank tests of vector independence	9
ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM	9
Testing high-dimensional regression coefficients in linear models	8
Information theoretic limits of robust sub-Gaussian mean estimation under star-shaped constraints	8
Correction note: “Asymptotic spectral theory for nonlinear time series”	8
Online estimation with rolling validation: Adaptive nonparametric estimation with streaming data	8
Semiparametric inference based on adaptively collected data	8
Large-dimensional independent component analysis: Statistical optimality and computational tractability	8
Asymptotic distributions of largest Pearson correlation coefficients under dependent structures	8
Embedding distributional data	7
Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference	7
Efficient estimation of the maximal association between multiple predictors and a survival outcome	7
Local convexity of the TAP free energy and AMP convergence for Z2-synchronization	7
Joint sequential detection and isolation for dependent data streams	7
Dualizing Le Cam’s method for functional estimation I: General theory	7
Symmetry: A general structure in nonparametric regression	7
Post-selection inference via algorithmic stability	7
A nonparametric doubly robust test for a continuous treatment effect	7
Matching recovery threshold for correlated random graphs	7
Entrywise dynamics and universality of general first order methods	7
Bootstrapping persistent Betti numbers and other stabilizing statistics	7
Rerandomization with diminishing covariate imbalance and diverging number of covariates	7
The online closure principle	7
Heavy-tailed Bayesian nonparametric adaptation	7
Affine-equivariant inference for multivariate location under Lp loss functions	7
Conformal inference for random objects	7
Ensemble projection pursuit for general nonparametric regression	7
Multivariate trend filtering for lattice data	7