OOIR: Observatory of International Research

Papers

(The TQCC of Bernoulli is 4. 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 2020-03-01 to 2024-03-01.)

Article	Citations
Well-posedness of distribution dependent SDEs with singular drifts	38
On sampling from a log-concave density using kinetic Langevin diffusions	26
Optimal covariance change point localization in high dimensions	17
Conformal prediction: A unified review of theory and new challenges	17
Concentration inequalities for random tensors	15
Quadratic shrinkage for large covariance matrices	15
Scoring interval forecasts: Equal-tailed, shortest, and modal interval	14
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation	13
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case	13
Is there an analog of Nesterov acceleration for gradient-based MCMC?	13
Some properties of a Cauchy family on the sphere derived from the Möbius transformations	12
Bayesian linear regression for multivariate responses under group sparsity	12
Compound Poisson approximation for regularly varying fields with application to sequence alignment	12
Fractional stochastic wave equation driven by a Gaussian noise rough in space	11
A fast algorithm with minimax optimal guarantees for topic models with an unknown number of topics	11
Sequential estimation of quantiles with applications to A/B testing and best-arm identification	11
Coverage error optimal confidence intervals for local polynomial regression	10
On posterior contraction of parameters and interpretability in Bayesian mixture modeling	10
Lévy processes: Concentration function and heat kernel bounds	10
Local differential privacy: Elbow effect in optimal density estimation and adaptation over Besov ellipsoids	10
Kernel and wavelet density estimators on manifolds and more general metric spaces	10
Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels	10
Dynamic linear discriminant analysis in high dimensional space	10
High-dimensional CLT: Improvements, non-uniform extensions and large deviations	10
Logarithmic Sobolev inequalities for finite spin systems and applications	10

On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth	10
A refined Cramér-type moderate deviation for sums of local statistics	9
Rates of contraction of posterior distributions based on p-exponential priors	9
Interacting reinforced stochastic processes: Statistical inference based on the weighted empirical means	9
Directional differentiability for supremum-type functionals: Statistical applications	9
Nonparametric regression for locally stationary random fields under stochastic sampling design	9
Nodal lengths in shrinking domains for random eigenfunctions on $S^{2}$	9
Sufficient dimension reduction and instrument search for data with nonignorable nonresponse	9
Consistent structure estimation of exponential-family random graph models with block structure	9
Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process	9
Bootstrap based inference for sparse high-dimensional time series models	9
A unified principled framework for resampling based on pseudo-populations: Asymptotic theory	9
Estimation of Wasserstein distances in the Spiked Transport Model	8
Finite sample properties of parametric MMD estimation: Robustness to misspecification and dependence	8
Applications of weak transport theory	8
Efficient estimation in single index models through smoothing splines	8
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices	8
A new McKean–Vlasov stochastic interpretation of the parabolic–parabolic Keller–Segel model: The one-dimensional case	8
Efron–Petrosian integrals for doubly truncated data with covariates: An asymptotic analysis	8
Multidimensional SDE with distributional drift and Lévy noise	7
Hanson–Wright inequality in Hilbert spaces with application to $K$-means clustering for non-Euclidean data	7
Measuring association with Wasserstein distances	7
First-order covariance inequalities via Stein’s method	7
Limiting behavior of large correlated Wishart matrices with chaotic entries	7
Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics	7
On Sobolev tests of uniformity on the circle with an extension to the sphere	7
Random orthogonal matrices and the Cayley transform	7
Asymptotic properties of penalized splines for functional data	7
Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator	7
Statistical estimation of ergodic Markov chain kernel over discrete state space	7
Distances and large deviations in the spatial preferential attachment model	7
A family of Beckner inequalities under various curvature-dimension conditions	6
A class of models for Bayesian predictive inference	6
Optimal sparsity testing in linear regression model	6
Improved bounds for discretization of Langevin diffusions: Near-optimal rates without convexity	6
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	6
Estimating the number of connected components in a graph via subgraph sampling	6
Gibbs posterior concentration rates under sub-exponential type losses	6
On eigenvalues of a high-dimensional spatial-sign covariance matrix	6
Functional weak limit theorem for a local empirical process of non-stationary time series and its application	6
Fundamental limits of exact support recovery in high dimensions	6
Discrete statistical models with rational maximum likelihood estimator	6
Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation	6
A pseudo-marginal sequential Monte Carlo online smoothing algorithm	6
Degeneracy in sparse ERGMs with functions of degrees as sufficient statistics	6
Local law and Tracy–Widom limit for sparse stochastic block models	6
A unified performance analysis of likelihood-informed subspace methods	6
Interpoint distance based two sample tests in high dimension	6
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	5
Busemann functions and semi-infinite O’Connell–Yor polymers	5

A Bayesian nonparametric approach to log-concave density estimation	5
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators	5
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing	5
Limit theorems for time-dependent averages of nonlinear stochastic heat equations	5
Coupling and perturbation techniques for categorical time series	5
De-biasing the lasso with degrees-of-freedom adjustment	5
Berry–Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms	5
The Osgood condition for stochastic partial differential equations	5
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	5
Limit theorems for long-memory flows on Wiener chaos	5
Concentration of the spectral norm of Erdős–Rényi random graphs	5
Around the entropic Talagrand inequality	5
Bump detection in the presence of dependency: Does it ease or does it load?	5
Approximation of occupation time functionals	5
Distance covariance for discretized stochastic processes	5
Joint inference on extreme expectiles for multivariate heavy-tailed distributions	4
Approximation of heavy-tailed distributions via stable-driven SDEs	4
Multivariate ρ-quantiles: A spatial approach	4
Sharp detection boundaries on testing dense subhypergraph	4
Learning with tree tensor networks: Complexity estimates and model selection	4
On a projection-based class of uniformity tests on the hypersphere	4
Comparing a large number of multivariate distributions	4
Context-specific independencies in stratified chain regression graphical models	4
High-dimensional general linear hypothesis tests via non-linear spectral shrinkage	4
Locally polynomial Hilbertian additive regression	4
Rates of convergence in de Finetti’s representation theorem, and Hausdorff moment problem	4
Rank-based testing for semiparametric VAR models: A measure transportation approach	4
Time-changed spectrally positive Lévy processes started from infinity	4
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	4
Convergence of persistence diagrams for topological crackle	4
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	4
Asymptotics for sliding blocks estimators of rare events	4
Parking on a random rooted plane tree	4
The moduli of non-differentiability for Gaussian random fields with stationary increments	4
Over-parametrized deep neural networks minimizing the empirical risk do not generalize well	4
Donsker-type theorem for BSDEs: Rate of convergence	4
Asymptotic results for heavy-tailed Lévy processes and their exponential functionals	4
Robust estimation of mixing measures in finite mixture models	4
Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data	4
Signature cumulants, ordered partitions, and independence of stochastic processes	4
Matching strings in encoded sequences	4
Equidistribution of random walks on compact groups II. The Wasserstein metric	4
A presmoothing approach for estimation in the semiparametric Cox mixture cure model	4
Online drift estimation for jump-diffusion processes	4
Multiplier U-processes: Sharp bounds and applications	4
Precise deviations for Hawkes processes	4