Annals of Statistics

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
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
A general characterization of optimal tie-breaker designs	29
Inference for low-rank tensors—no need to debias	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
Inference for low-rank models	26
Adaptive and robust multi-task learning	26
Consistent inference for diffusions from low frequency measurements	26
Rate-optimal estimation of mixed semimartingales	24
Nonparametric classification with missing data	23
Environment invariant linear least squares	23

Sharp optimality for high-dimensional covariance testing under sparse signals	22
Supervised homogeneity fusion: A combinatorial approach	22
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
On posterior consistency of data assimilation with Gaussian process priors: The 2D-Navier–Stokes equations	21
Spectral estimation of Hawkes processes from count data	20
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
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models	19
Consistent order selection for ARFIMA processes	19
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
New Edgeworth-type expansions with finite sample guarantees	18
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
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
Consistency of Bayesian inference for multivariate max-stable distributions	16
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
Minimax rate for multivariate data under componentwise local differential privacy constraints	15
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
The Lasso with general Gaussian designs with applications to hypothesis testing	14
Projected state-action balancing weights for offline reinforcement learning	14
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
Optimal rates for independence testing via U-statistic permutation tests	13
Transfer learning for contextual multi-armed bandits	13
Backfitting for large scale crossed random effects regressions	13
Minimax rate of distribution estimation on unknown submanifolds under adversarial losses	13
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
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
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
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
On the sample complexity of entropic optimal transport	10
Interactive versus noninteractive locally differentially private estimation: Two elbows for the quadratic functional	10
Marginal singularity and the benefits of labels in covariate-shift	10
Bridging factor and sparse models	10
Dispersal density estimation across scales	10
On universally consistent and fully distribution-free rank tests of vector independence	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
Conformal inference for random objects	9
Semiparametric inference based on adaptively collected data	9
Multivariate trend filtering for lattice data	9
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
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
Rates of estimation for high-dimensional multireference alignment	7
Optimal signal detection in some spiked random matrix models: Likelihood ratio tests and linear spectral statistics	7
Adaptive novelty detection with false discovery rate guarantee	7
Optimal false discovery rate control for large scale multiple testing with auxiliary information	7
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes	7
Inference for a two-stage enrichment design	7
Some theory about efficient dimension reduction regarding the interaction between two responses	7
Total positivity in multivariate extremes	7
General and feasible tests with multiply-imputed datasets	7
Embedding distributional data	7
Two-level parallel flats designs	7
Self-normalized Cramér type moderate deviation theorem for Gaussian approximation	7
Estimating a density near an unknown manifold: A Bayesian nonparametric approach	7
Convex regression in multidimensions: Suboptimality of least squares estimators	7
Efficient estimation of the maximal association between multiple predictors and a survival outcome	7
Global and individualized community detection in inhomogeneous multilayer networks	7
Improved covariance estimation: Optimal robustness and sub-Gaussian guarantees under heavy tails	6
S-estimation in linear models with structured covariance matrices	6
Universal regression with adversarial responses	6
Conditional predictive inference for stable algorithms	6
Estimation of the spectral measure from convex combinations of regularly varying random vectors	6
On the existence of powerful p-values and e-values for composite hypotheses	6
Approximation error from discretizations and its applications	6
Bootstrap-assisted inference for generalized Grenander-type estimators	6
Central limit theorem and bootstrap approximation in high dimensions: Near 1/n rates via implicit smoothing	6
Gaussian process regression in the flat limit	6
Optimal subgroup selection	6
Conditional calibration for false discovery rate control under dependence	6
Stereographic Markov chain Monte Carlo	6
A new and flexible design construction for orthogonal arrays for modern applications	6
Deep neural networks for nonparametric interaction models with diverging dimension	6
On minimax optimality of sparse Bayes predictive density estimates	6
High-dimensional inference for dynamic treatment effects	5
Variable selection consistency of Gaussian process regression	5

Integrative methods for post-selection inference under convex constraints	5
Extreme value inference for heterogeneous power law data	5
MARS via LASSO	5
Grouped variable selection with discrete optimization: Computational and statistical perspectives	5
A study of orthogonal array-based designs under a broad class of space-filling criteria	5
The curse of overparametrization in adversarial training: Precise analysis of robust generalization for random features regression	5
One-step estimation of differentiable Hilbert-valued parameters	5
Learning low-dimensional nonlinear structures from high-dimensional noisy data: An integral operator approach	5
How do noise tails impact on deep ReLU networks?	5
Rate-optimal robust estimation of high-dimensional vector autoregressive models	5
Augmented minimax linear estimation	5
Statistical complexity and optimal algorithms for nonlinear ridge bandits	5
Model selection in the space of Gaussian models invariant by symmetry	5
A statistical framework of watermarks for large language models: Pivot, detection efficiency and optimal rules	5
Convergence of de Finetti’s mixing measure in latent structure models for observed exchangeable sequences	5
Early stopping for L2-boosting in high-dimensional linear models	5
Precise error rates for computationally efficient testing	5
A conformal test of linear models via permutation-augmented regressions	5
False discovery rate control with unknown null distribution: Is it possible to mimic the oracle?	5
Skewed Bernstein–von Mises theorem and skew-modal approximations	5
Distributed adaptive Gaussian mean estimation with unknown variance: Interactive protocol helps adaptation	5
The generalization error of max-margin linear classifiers: Benign overfitting and high dimensional asymptotics in the overparametrized regime	4
Optimal policy evaluation using kernel-based temporal difference methods	4
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics	4
Uniform consistency in nonparametric mixture models	4
Set structured global empirical risk minimizers are rate optimal in general dimensions	4
Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices	4
Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors	4
Concentration of discrepancy-based approximate Bayesian computation via Rademacher complexity	4
Optimality of spectral clustering in the Gaussian mixture model	4
Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences	4
Random graph asymptotics for treatment effect estimation under network interference	4
Asymptotic normality and optimality in nonsmooth stochastic approximation	4
On the statistical complexity of sample amplification	4
Stochastic continuum-armed bandits with additive models: Minimax regrets and adaptive algorithm	4
Quantile processes and their applications in finite populations	4
Optimal difference-based variance estimators in time series: A general framework	4
Non-independent component analysis	4
Spectral statistics of sample block correlation matrices	4
Isotonic regression with unknown permutations: Statistics, computation and adaptation	4
Empirical tail copulas for functional data	4
StarTrek: Combinatorial variable selection with false discovery rate control	4
Dimension-free mixing times of Gibbs samplers for Bayesian hierarchical models	4
Fundamental limits of low-rank matrix estimation with diverging aspect ratios	4
Deep approximate policy iteration	4
The edge of discovery: Controlling the local false discovery rate at the margin	4
On blockwise and reference panel-based estimators for genetic data prediction in high dimensions	3
Adaptive learning rates for support vector machines working on data with low intrinsic dimension	3
Approximate kernel PCA: Computational versus statistical trade-off	3
AutoRegressive approximations to nonstationary time series with inference and applications	3
Choosing between persistent and stationary volatility	3
On an extension of the promotion time cure model	3
Increasing dimension asymptotics for two-way crossed mixed effect models	3
Unified algorithms for RL with Decision-Estimation Coefficients: PAC, reward-free, preference-based learning and beyond	3
Simplex quantile regression without crossing	3
Tensor factor model estimation by iterative projection	3
Sparse anomaly detection across referentials: A rank-based higher criticism approach	3
Variable selection, monotone likelihood ratio and group sparsity	3
Statistical-computational trade-offs in tensor PCA and related problems via communication complexity	3
Dimension reduction for functional data based on weak conditional moments	3
Optimization hierarchy for fair statistical decision problems	3
Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes	3
Empirical partially Bayes multiple testing and compound χ2 decisions	3
Metric statistics: Exploration and inference for random objects with distance profiles	3
Robust sub-Gaussian estimation of a mean vector in nearly linear time	3
High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints	3
Functional sufficient dimension reduction through average Fréchet derivatives	3
Semiparametric optimal estimation with nonignorable nonresponse data	3
Optimal heteroskedasticity testing in nonparametric regression	3
Testing equivalence of clustering	3
Gromov–Wasserstein distances: Entropic regularization, duality and sample complexity	3
Inference for extremal regression with dependent heavy-tailed data	3
Evidence factors from multiple, possibly invalid, instrumental variables	3
Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes	3
Generalization error bounds of dynamic treatment regimes in penalized regression-based learning	3
Covariance estimation under one-bit quantization	3
Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models	3
Higher-order coverage errors of batching methods via Edgeworth expansions on t-statistics	3
Multiscale Bayesian survival analysis	3
Powerful knockoffs via minimizing reconstructability	3
Projective, sparse and learnable latent position network models	3