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 2020-10-01 to 2024-10-01.)

Article	Citations
Well-posedness of distribution dependent SDEs with singular drifts	49
Conformal prediction: A unified review of theory and new challenges	35
Quadratic shrinkage for large covariance matrices	30
Optimal covariance change point localization in high dimensions	20
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation	19
Concentration inequalities for random tensors	17
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case	16
Scoring interval forecasts: Equal-tailed, shortest, and modal interval	16
Is there an analog of Nesterov acceleration for gradient-based MCMC?	16
Coverage error optimal confidence intervals for local polynomial regression	15
Applications of weak transport theory	15
Estimation of Wasserstein distances in the Spiked Transport Model	15
Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels	14
Compound Poisson approximation for regularly varying fields with application to sequence alignment	14
On posterior contraction of parameters and interpretability in Bayesian mixture modeling	14
Fractional stochastic wave equation driven by a Gaussian noise rough in space	14
Some properties of a Cauchy family on the sphere derived from the Möbius transformations	13
Measuring association with Wasserstein distances	13
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth	13
Sequential estimation of quantiles with applications to A/B testing and best-arm identification	13
Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics	12
High-dimensional CLT: Improvements, non-uniform extensions and large deviations	12
Nonparametric regression for locally stationary random fields under stochastic sampling design	12
Lévy processes: Concentration function and heat kernel bounds	11
A family of Beckner inequalities under various curvature-dimension conditions	11

Finite sample properties of parametric MMD estimation: Robustness to misspecification and dependence	11
Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation	10
Multidimensional SDE with distributional drift and Lévy noise	10
Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator	10
Asymptotic properties of penalized splines for functional data	10
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices	10
Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process	10
Rates of contraction of posterior distributions based on p-exponential priors	10
Bootstrap based inference for sparse high-dimensional time series models	10
Limiting behavior of large correlated Wishart matrices with chaotic entries	9
Efron–Petrosian integrals for doubly truncated data with covariates: An asymptotic analysis	9
Sufficient dimension reduction and instrument search for data with nonignorable nonresponse	9
Nodal lengths in shrinking domains for random eigenfunctions on $S^{2}$	9
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	9
Rank-based testing for semiparametric VAR models: A measure transportation approach	8
Discrete statistical models with rational maximum likelihood estimator	8
On a projection-based class of uniformity tests on the hypersphere	8
A presmoothing approach for estimation in the semiparametric Cox mixture cure model	8
Joint inference on extreme expectiles for multivariate heavy-tailed distributions	8
Statistical estimation of ergodic Markov chain kernel over discrete state space	8
On eigenvalues of a high-dimensional spatial-sign covariance matrix	8
Improved bounds for discretization of Langevin diffusions: Near-optimal rates without convexity	8
A unified performance analysis of likelihood-informed subspace methods	8
Gibbs posterior concentration rates under sub-exponential type losses	8
SDEs with critical time dependent drifts: Weak solutions	7
A class of models for Bayesian predictive inference	7
Hanson–Wright inequality in Hilbert spaces with application to $K$-means clustering for non-Euclidean data	7
Over-parametrized deep neural networks minimizing the empirical risk do not generalize well	7
Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data	7
Learning with tree tensor networks: Complexity estimates and model selection	6
Multivariate time series models for mixed data	6
Symmetric inclusion process with slow boundary: Hydrodynamics and hydrostatics	6
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	6
Conditional quantiles: An operator-theoretical approach	6
Interpoint distance based two sample tests in high dimension	6
Limit theorems for time-dependent averages of nonlinear stochastic heat equations	6
Berry–Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms	6
A pseudo-marginal sequential Monte Carlo online smoothing algorithm	6
Optimal sparsity testing in linear regression model	6
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing	6
Precise deviations for Hawkes processes	6
De-biasing the lasso with degrees-of-freedom adjustment	6
The Osgood condition for stochastic partial differential equations	6
Sharp detection boundaries on testing dense subhypergraph	6
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators	6
Approximation of occupation time functionals	6
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo	6
Fundamental limits of exact support recovery in high dimensions	6
Time-changed spectrally positive Lévy processes started from infinity	6
Central limit theorems for semi-discrete Wasserstein distances	6

Approximation of heavy-tailed distributions via stable-driven SDEs	5
Multivariate ρ-quantiles: A spatial approach	5
Central limit theorems for high dimensional dependent data	5
Yaglom’s limit for critical Galton–Watson processes in varying environment: A probabilistic approach	5
Optimal Bayesian estimation of Gaussian mixtures with growing number of components	5
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	5
High-dimensional general linear hypothesis tests via non-linear spectral shrinkage	5
Multiplier U-processes: Sharp bounds and applications	5
Asymptotic results for heavy-tailed Lévy processes and their exponential functionals	5
Distance covariance for discretized stochastic processes	5
Signature cumulants, ordered partitions, and independence of stochastic processes	5
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	5
Locally polynomial Hilbertian additive regression	5
Exponential ergodicity for non-dissipative McKean-Vlasov SDEs	5
Adaptive lasso and Dantzig selector for spatial point processes intensity estimation	5
Bump detection in the presence of dependency: Does it ease or does it load?	5
Empirical process theory for locally stationary processes	5
At the edge of a one-dimensional jellium	5
Equidistribution of random walks on compact groups II. The Wasserstein metric	5
Coupling and perturbation techniques for categorical time series	5
Donsker-type theorem for BSDEs: Rate of convergence	5
Statistics of the two star ERGM	4
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	4
Quadratic variation and quadratic roughness	4
Asymptotics for sliding blocks estimators of rare events	4
Invariance and attraction properties of Galton–Watson trees	4
Conditional variance estimator for sufficient dimension reduction	4
Estimation of Monge matrices	4
Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory	4
Large deviations built on max-stability	4
On the error bound in the normal approximation for Jack measures	4
Information geometry approach to parameter estimation in hidden Markov model	4
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	4
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	4
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	4
Parking on a random rooted plane tree	4
Geometrical smeariness – a new phenomenon of Fréchet means	4
Dimension-agnostic inference using cross U-statistics	4
Online drift estimation for jump-diffusion processes	4
Exact long time behavior of some regime switching stochastic processes	4
On sub-geometric ergodicity of diffusion processes	4
Random normal matrices in the almost-circular regime	4
Optimal tests for elliptical symmetry: Specified and unspecified location	4
Context-specific independencies in stratified chain regression graphical models	4
On Azadkia–Chatterjee’s conditional dependence coefficient	4
Comparing a large number of multivariate distributions	4
Stochastic PDEs on graphs as scaling limits of discrete interacting systems	4
A new look at random projections of the cube and general product measures	4