Annals of Statistics

Papers
(The median citation count of Annals of Statistics is 3. 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 2022-08-01 to 2026-08-01.)
ArticleCitations
Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles206
High-dimensional statistical inference for linkage disequilibrium score regression and its cross-ancestry extensions68
Inference in Ising models on dense regular graphs53
Near-optimal inference in adaptive linear regression50
A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids43
Efficiency in local differential privacy39
Half-trek criterion for identifiability of latent variable models32
Deep horseshoe Gaussian processes31
On high-dimensional Poisson models with measurement error: Hypothesis testing for nonlinear nonconvex optimization31
Approximate independence of permutation mixtures31
Scalable estimation and inference for censored quantile regression process28
A geometrical analysis of kernel ridge regression and its applications28
Optimal convex M-estimation via score matching26
Universal rank inference via residual subsampling with application to large networks26
Fundamental limits of community detection from multi-view data: Multi-layer, dynamic and partially labeled block models25
Debiased regression adjustment in completely randomized experiments with moderately high-dimensional covariates25
Learning sparse graphons and the generalized Kesten–Stigum threshold24
A general characterization of optimal tie-breaker designs23
Rank tests for PCA under weak identifiability22
Trace test for high-dimensional cointegration22
Consistent inference for diffusions from low frequency measurements21
Asymptotic analysis of synchrosqueezing transform—toward statistical inference with nonlinear-type time-frequency analysis20
Spectrum-aware debiasing: A modern inference framework with applications to principal components regression20
Adaptive and robust multi-task learning20
Spectral gap bounds for reversible hybrid Gibbs chains19
Gradient descent inference in empirical risk minimization18
Change-point inference in high-dimensional regression models under temporal dependence18
Inference for low-rank models18
Sharp optimality for high-dimensional covariance testing under sparse signals18
Yurinskii’s coupling for martingales18
On posterior consistency of data assimilation with Gaussian process priors: The 2D-Navier–Stokes equations18
Statistical-computational trade-offs for recursive adaptive partitioning estimators17
A common-cause principle for eliminating selection bias in causal estimands through covariate adjustment17
Near optimal sample complexity for matrix and tensor normal models via geodesic convexity17
Rank and factor loadings estimation in time series tensor factor model by pre-averaging17
Fixed and random covariance regression analyses17
Rate-optimal estimation of mixed semimartingales17
Environment invariant linear least squares17
Order-of-addition orthogonal arrays to study the effect of treatment ordering16
Supervised homogeneity fusion: A combinatorial approach16
Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling15
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models15
A nonparametric test for elliptical distribution based on kernel embedding of probabilities15
Toward theoretical understandings of robust Markov decision processes: Sample complexity and asymptotics15
Nonparametric classification with missing data15
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations15
Object detection under the linear subspace model with application to cryo-EM images15
New Edgeworth-type expansions with finite sample guarantees15
General spatio-temporal factor models for high-dimensional random fields on a lattice15
Asymptotic distribution of maximum likelihood estimator in generalized linear mixed models with crossed random effects14
On the convergence of coordinate ascent variational inference14
On the multiway principal component analysis14
Learning extremal graphical structures in high dimensions14
On the structural dimension of sliced inverse regression14
Plugin estimation of smooth optimal transport maps13
The numeraire e-variable and reverse information projection13
Minimax rate for multivariate data under componentwise local differential privacy constraints13
Consistency of invariance-based randomization tests13
Projected state-action balancing weights for offline reinforcement learning13
Transfer learning for contextual multi-armed bandits13
Minimax rate of distribution estimation on unknown submanifolds under adversarial losses13
Learning mixtures of permutations: Groups of pairwise comparisons and combinatorial method of moments13
The Lasso with general Gaussian designs with applications to hypothesis testing12
Wald tests when restrictions are locally singular12
Time-uniform central limit theory and asymptotic confidence sequences12
Sup-norm adaptive drift estimation for multivariate nonreversible diffusions12
Algorithmic stability implies training-conditional coverage for distribution-free prediction methods12
Communication-efficient and distributed-oracle estimation for high-dimensional quantile regression12
Testing for independence in high dimensions based on empirical copulas11
Noisy linear inverse problems under convex constraints: Exact risk asymptotics in high dimensions11
Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions11
Confounder selection via iterative graph expansion11
Interactive versus noninteractive locally differentially private estimation: Two elbows for the quadratic functional11
Computational lower bounds for graphon estimation via low-degree polynomials11
Finite-sample complexity of sequential Monte Carlo estimators11
A new approach to tests and confidence bands for distribution functions11
Testing nonparametric shape restrictions11
Linear biomarker combination for constrained classification10
Detecting multiple replicating signals using adaptive filtering procedures10
The distributionally robust prediction error of the LASSO and related estimators10
Dimension free ridge regression10
Dispersal density estimation across scales10
Change acceleration and detection10
Nonlinear global Fréchet regression for random objects via weak conditional expectation9
ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM9
Carving model-free inference9
ARK: Robust knockoffs inference with coupling9
On universally consistent and fully distribution-free rank tests of vector independence9
A flexible defense against the winner’s curse9
The Stein effect for Fréchet means9
Bridging factor and sparse models9
On the sample complexity of entropic optimal transport9
Joint sequential detection and isolation for dependent data streams8
Local convexity of the TAP free energy and AMP convergence for Z2-synchronization8
Correction note: “Asymptotic spectral theory for nonlinear time series”8
Semiparametric inference based on adaptively collected data8
Conformal inference for random objects8
Online estimation with rolling validation: Adaptive nonparametric estimation with streaming data8
Dualizing Le Cam’s method for functional estimation I: General theory8
Ensemble projection pursuit for general nonparametric regression7
Affine-equivariant inference for multivariate location under Lp loss functions7
Entrywise dynamics and universality of general first order methods7
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes7
Local permutation tests for conditional independence7
Adaptive variational Bayes: Optimality, computation and applications7
Bootstrapping persistent Betti numbers and other stabilizing statistics7
Matching recovery threshold for correlated random graphs7
Testing high-dimensional regression coefficients in linear models7
Asymptotic distributions of largest Pearson correlation coefficients under dependent structures7
Efficient estimation of the maximal association between multiple predictors and a survival outcome7
Post-selection inference via algorithmic stability7
Embedding distributional data7
Multivariate trend filtering for lattice data7
Large-dimensional independent component analysis: Statistical optimality and computational tractability7
Information theoretic limits of robust sub-Gaussian mean estimation under star-shaped constraints7
Global and individualized community detection in inhomogeneous multilayer networks7
Symmetry: A general structure in nonparametric regression7
Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference7
A nonparametric doubly robust test for a continuous treatment effect7
Semiparametric Bernstein–von Mises phenomenon via Isotonized Posterior in Wicksell’s problem6
The online closure principle6
Rerandomization with diminishing covariate imbalance and diverging number of covariates6
Optimal signal detection in some spiked random matrix models: Likelihood ratio tests and linear spectral statistics6
Markov stick-breaking processes6
Universal regression with adversarial responses6
Conditional calibration for false discovery rate control under dependence6
On the existence of powerful p-values and e-values for composite hypotheses6
Total positivity in multivariate extremes6
A two-way heterogeneity model for dynamic networks6
Heavy-tailed Bayesian nonparametric adaptation6
Some theory about efficient dimension reduction regarding the interaction between two responses6
Adaptive novelty detection with false discovery rate guarantee6
Self-normalized Cramér type moderate deviation theorem for Gaussian approximation6
Asymptotically-exact selective inference for quantile regression6
Deep neural networks for nonparametric interaction models with diverging dimension6
Scalable inference in functional linear regression with streaming data6
Rates of estimation for high-dimensional multireference alignment6
On robustness and local differential privacy6
Kurtosis-based projection pursuit for matrix-valued data6
Estimating a density near an unknown manifold: A Bayesian nonparametric approach6
Approximation error from discretizations and its applications6
Convex regression in multidimensions: Suboptimality of least squares estimators6
Structured matrix learning under arbitrary entrywise dependence and estimation of Markov transition kernel6
The curse of overparametrization in adversarial training: Precise analysis of robust generalization for random features regression5
Semi-supervised U-statistics5
Grouped variable selection with discrete optimization: Computational and statistical perspectives5
Convergence of de Finetti’s mixing measure in latent structure models for observed exchangeable sequences5
A unified analysis of likelihood-based estimators in the Plackett–Luce model5
Adaptive robust confidence intervals5
Estimation of the spectral measure from convex combinations of regularly varying random vectors5
Improved covariance estimation: Optimal robustness and sub-Gaussian guarantees under heavy tails5
MARS via LASSO5
One-step estimation of differentiable Hilbert-valued parameters5
A study of orthogonal array-based designs under a broad class of space-filling criteria5
Statistical complexity and optimal algorithms for nonlinear ridge bandits5
Bootstrap-assisted inference for generalized Grenander-type estimators5
Stereographic Markov chain Monte Carlo5
Optimal subgroup selection5
Skewed Bernstein–von Mises theorem and skew-modal approximations5
A conformal test of linear models via permutation-augmented regressions5
Gaussian process regression in the flat limit5
Rate-optimal robust estimation of high-dimensional vector autoregressive models5
Distributed adaptive Gaussian mean estimation with unknown variance: Interactive protocol helps adaptation5
Central limit theorem and bootstrap approximation in high dimensions: Near 1/n rates via implicit smoothing5
S-estimation in linear models with structured covariance matrices5
Conditional predictive inference for stable algorithms5
Precise error rates for computationally efficient testing4
Extreme value inference for heterogeneous power law data4
Stochastic continuum-armed bandits with additive models: Minimax regrets and adaptive algorithm4
Uniform consistency in nonparametric mixture models4
Variable selection, monotone likelihood ratio and group sparsity4
Optimal heteroskedasticity testing in nonparametric regression4
Fundamental limits of low-rank matrix estimation with diverging aspect ratios4
Projective, sparse and learnable latent position network models4
Statistical inference in tensor completion: Optimal uncertainty quantification and statistical-to-computational gaps4
Quantile processes and their applications in finite populations4
A two-step estimating approach for heavy-tailed AR models with nonzero median GARCH-type noises4
The edge of discovery: Controlling the local false discovery rate at the margin4
Non-independent component analysis4
Spectral statistics of sample block correlation matrices4
Precise asymptotics of bagging regularized M-estimators4
Generalized multilinear models for sufficient dimension reduction on tensor-valued predictors4
Early stopping for L2-boosting in high-dimensional linear models4
StarTrek: Combinatorial variable selection with false discovery rate control4
Learning low-dimensional nonlinear structures from high-dimensional noisy data: An integral operator approach4
Unified algorithms for RL with Decision-Estimation Coefficients: PAC, reward-free, preference-based learning and beyond4
Statistical-computational trade-offs in tensor PCA and related problems via communication complexity4
Sparse anomaly detection across referentials: A rank-based higher criticism approach4
Asymptotic normality and optimality in nonsmooth stochastic approximation4
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics4
A novel statistical approach to analyze image classification4
Deep approximate policy iteration4
Finite- and large sample inference for model and coefficients in high-dimensional linear regression with repro samples4
Tests of missing completely at random based on sample covariance matrices4
How do noise tails impact on deep ReLU networks?4
High-dimensional inference for dynamic treatment effects4
A statistical framework of watermarks for large language models: Pivot, detection efficiency and optimal rules4
Theory of functional principal component analysis for discretely observed data4
Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices4
Tensor factor model estimation by iterative projection4
Dimension-free mixing times of Gibbs samplers for Bayesian hierarchical models4
Multivariate root-n-consistent smoothing parameter-free matching estimators and estimators of inverse density weighted expectations4
Counterfactual inference in sequential experiments4
On the statistical complexity of sample amplification4
Gromov–Wasserstein distances: Entropic regularization, duality and sample complexity4
Random graph asymptotics for treatment effect estimation under network interference4
Optimal policy evaluation using kernel-based temporal difference methods4
Concentration of discrepancy-based approximate Bayesian computation via Rademacher complexity4
The generalization error of max-margin linear classifiers: Benign overfitting and high dimensional asymptotics in the overparametrized regime4
The impacts of unobserved covariates on covariate-adaptive randomized experiments3
Optimal nonparametric testing of Missing Completely At Random and its connections to compatibility3
Precise statistical analysis of classification accuracies for adversarial training3
Graphical models for nonstationary time series3
Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes3
Higher-order entrywise eigenvectors analysis of low-rank random matrices: Bias correction, Edgeworth expansion and bootstrap3
Generalization error bounds of dynamic treatment regimes in penalized regression-based learning3
Covariance estimation under one-bit quantization3
Settling the sample complexity of model-based offline reinforcement learning3
Higher-order coverage errors of batching methods via Edgeworth expansions on t-statistics3
Robust transfer learning with unreliable source data3
Approximate kernel PCA: Computational versus statistical trade-off3
Versatile differentially private learning for general loss functions3
Conditional sequential Monte Carlo in high dimensions3
Characterizing the SLOPE trade-off: A variational perspective and the Donoho–Tanner limit3
Semiparametric modeling and analysis for longitudinal network data3
A CLT for second difference estimators with an application to volatility and intensity3
Sparse PCA: A new scalable estimator based on integer programming3
Causality pursuit from heterogeneous environments via neural adversarial invariance learning3
Increasing dimension asymptotics for two-way crossed mixed effect models3
A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond3
Optimality of approximate message passing for spiked matrix models with rotationally invariant noise3
A statistical framework for analyzing shape in a time series of random geometric objects3
Berry–Esseen bounds for design-based causal inference with possibly diverging treatment levels and varying group sizes3
Low-degree hardness of detection for correlated Erdős–Rényi graphs3
Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes3
Pseudo-Labeling for kernel ridge regression under covariate shift3
On the robustness of minimum norm interpolators and regularized empirical risk minimizers3
Continuous-time targeted minimum loss-based estimation of intervention-specific mean outcomes3
Statistical inference for low-rank tensors: Heteroskedasticity, subgaussianity, and applications3
Online estimation and inference for robust policy evaluation in reinforcement learning3
Sharp global convergence guarantees for iterative nonconvex optimization with random data3
Average partial effect estimation using double machine learning3
Optimization hierarchy for fair statistical decision problems3
AutoRegressive approximations to nonstationary time series with inference and applications3
Simplex quantile regression without crossing3
Distributionally robust learning for multisource unsupervised domain adaptation3
Inference for extremal regression with dependent heavy-tailed data3
On blockwise and reference panel-based estimators for genetic data prediction in high dimensions3
Metric statistics: Exploration and inference for random objects with distance profiles3
Clustering by hill-climbing: Consistency results3
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