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 2020-08-01 to 2024-08-01.)

Article	Citations
Well-posedness of distribution dependent SDEs with singular drifts	47
On sampling from a log-concave density using kinetic Langevin diffusions	34
Conformal prediction: A unified review of theory and new challenges	31
Quadratic shrinkage for large covariance matrices	28
Optimal covariance change point localization in high dimensions	20
Concentration inequalities for random tensors	17
Scoring interval forecasts: Equal-tailed, shortest, and modal interval	16
Is there an analog of Nesterov acceleration for gradient-based MCMC?	16
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation	15
Coverage error optimal confidence intervals for local polynomial regression	15
Bayesian linear regression for multivariate responses under group sparsity	14
Directional differentiability for supremum-type functionals: Statistical applications	14
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case	14
Compound Poisson approximation for regularly varying fields with application to sequence alignment	14
Applications of weak transport theory	14
On posterior contraction of parameters and interpretability in Bayesian mixture modeling	13
Some properties of a Cauchy family on the sphere derived from the Möbius transformations	13
Local differential privacy: Elbow effect in optimal density estimation and adaptation over Besov ellipsoids	13
Estimation of Wasserstein distances in the Spiked Transport Model	12
Nonparametric regression for locally stationary random fields under stochastic sampling design	12
High-dimensional CLT: Improvements, non-uniform extensions and large deviations	12
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth	12
Kernel and wavelet density estimators on manifolds and more general metric spaces	12
A fast algorithm with minimax optimal guarantees for topic models with an unknown number of topics	12
Fractional stochastic wave equation driven by a Gaussian noise rough in space	12

Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels	11
Logarithmic Sobolev inequalities for finite spin systems and applications	11
Rates of contraction of posterior distributions based on p-exponential priors	11
Sequential estimation of quantiles with applications to A/B testing and best-arm identification	11
Lévy processes: Concentration function and heat kernel bounds	11
Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics	11
Finite sample properties of parametric MMD estimation: Robustness to misspecification and dependence	11
Measuring association with Wasserstein distances	10
Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator	10
A family of Beckner inequalities under various curvature-dimension conditions	10
Bootstrap based inference for sparse high-dimensional time series models	10
Asymptotic properties of penalized splines for functional data	9
Sufficient dimension reduction and instrument search for data with nonignorable nonresponse	9
Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process	9
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices	9
Multidimensional SDE with distributional drift and Lévy noise	9
Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation	9
Efron–Petrosian integrals for doubly truncated data with covariates: An asymptotic analysis	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
A refined Cramér-type moderate deviation for sums of local statistics	9
Joint inference on extreme expectiles for multivariate heavy-tailed distributions	8
Statistical estimation of ergodic Markov chain kernel over discrete state space	8
On a projection-based class of uniformity tests on the hypersphere	8
Discrete statistical models with rational maximum likelihood estimator	8
On Sobolev tests of uniformity on the circle with an extension to the sphere	8
Limiting behavior of large correlated Wishart matrices with chaotic entries	8
A unified performance analysis of likelihood-informed subspace methods	8
First-order covariance inequalities via Stein’s method	8
Optimal sparsity testing in linear regression model	7
Hanson–Wright inequality in Hilbert spaces with application to $K$-means clustering for non-Euclidean data	7
On eigenvalues of a high-dimensional spatial-sign covariance matrix	7
Functional weak limit theorem for a local empirical process of non-stationary time series and its application	7
Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data	7
A class of models for Bayesian predictive inference	7
A presmoothing approach for estimation in the semiparametric Cox mixture cure model	7
Improved bounds for discretization of Langevin diffusions: Near-optimal rates without convexity	7
Gibbs posterior concentration rates under sub-exponential type losses	7
The Osgood condition for stochastic partial differential equations	6
Symmetric inclusion process with slow boundary: Hydrodynamics and hydrostatics	6
Busemann functions and semi-infinite O’Connell–Yor polymers	6
Local law and Tracy–Widom limit for sparse stochastic block models	6
De-biasing the lasso with degrees-of-freedom adjustment	6
Interpoint distance based two sample tests in high dimension	6
A pseudo-marginal sequential Monte Carlo online smoothing algorithm	6
Approximation of occupation time functionals	6
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	6
Fundamental limits of exact support recovery in high dimensions	6
Time-changed spectrally positive Lévy processes started from infinity	6
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators	6

A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing	6
Over-parametrized deep neural networks minimizing the empirical risk do not generalize well	6
SDEs with critical time dependent drifts: Weak solutions	6
Estimating the number of connected components in a graph via subgraph sampling	6
Conditional quantiles: An operator-theoretical approach	5
Yaglom’s limit for critical Galton–Watson processes in varying environment: A probabilistic approach	5
Learning with tree tensor networks: Complexity estimates and model selection	5
Matching strings in encoded sequences	5
Limit theorems for time-dependent averages of nonlinear stochastic heat equations	5
Multivariate time series models for mixed data	5
Locally polynomial Hilbertian additive regression	5
Precise deviations for Hawkes processes	5
Asymptotic results for heavy-tailed Lévy processes and their exponential functionals	5
Multivariate ρ-quantiles: A spatial approach	5
Central limit theorems for semi-discrete Wasserstein distances	5
Bump detection in the presence of dependency: Does it ease or does it load?	5
Distance covariance for discretized stochastic processes	5
Equidistribution of random walks on compact groups II. The Wasserstein metric	5
High-dimensional general linear hypothesis tests via non-linear spectral shrinkage	5
Concentration of the spectral norm of Erdős–Rényi random graphs	5
Rank-based testing for semiparametric VAR models: A measure transportation approach	5
Signature cumulants, ordered partitions, and independence of stochastic processes	5
Empirical process theory for locally stationary processes	5
Central limit theorems for high dimensional dependent data	5
Berry–Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms	5
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	5
Coupling and perturbation techniques for categorical time series	5
Donsker-type theorem for BSDEs: Rate of convergence	5
A new look at random projections of the cube and general product measures	4
Stochastic PDEs on graphs as scaling limits of discrete interacting systems	4
Statistics of the two star ERGM	4
Noncommutative Lebesgue decomposition and contiguity with applications in quantum statistics	4
Adaptive lasso and Dantzig selector for spatial point processes intensity estimation	4
Quadratic variation and quadratic roughness	4
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	4
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	4
Context-specific independencies in stratified chain regression graphical models	4
Comparing a large number of multivariate distributions	4
Online drift estimation for jump-diffusion processes	4
Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory	4
Approximation of heavy-tailed distributions via stable-driven SDEs	4
Scaling limits for super-replication with transient price impact	4
On the error bound in the normal approximation for Jack measures	4
Sharp detection boundaries on testing dense subhypergraph	4
Convergence of persistence diagrams for topological crackle	4
Asymptotics for sliding blocks estimators of rare events	4
Parking on a random rooted plane tree	4
Estimation of Monge matrices	4
Multiplier U-processes: Sharp bounds and applications	4
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo	4
Exact long time behavior of some regime switching stochastic processes	4
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	4
Information geometry approach to parameter estimation in hidden Markov model	4
Frequency domain theory for functional time series: Variance decomposition and an invariance principle	4
Optimal tests for elliptical symmetry: Specified and unspecified location	4
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	4
Geometrical smeariness – a new phenomenon of Fréchet means	4
At the edge of a one-dimensional jellium	4