OOIR: Observatory of International Research

Papers

(The TQCC of Annals of Statistics is 8. 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 2021-11-01 to 2025-11-01.)

Article	Citations
A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids	160
Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles	103
Inference in Ising models on dense regular graphs	78
Efficiency in local differential privacy	43
On high-dimensional Poisson models with measurement error: Hypothesis testing for nonlinear nonconvex optimization	40
Scalable estimation and inference for censored quantile regression process	37
Debiased regression adjustment in completely randomized experiments with moderately high-dimensional covariates	37
Universal rank inference via residual subsampling with application to large networks	35
Online inference with multi-modal likelihood functions	35
Parametric copula adjusted for non- and semiparametric regression	32
Half-trek criterion for identifiability of latent variable models	31
A general characterization of optimal tie-breaker designs	30
Deep learning for the partially linear Cox model	30
Learning sparse graphons and the generalized Kesten–Stigum threshold	30
Spectral gap bounds for reversible hybrid Gibbs chains	30
Admissible ways of merging p-values under arbitrary dependence	29
Inference for low-rank tensors—no need to debias	27
Consistent inference for diffusions from low frequency measurements	25
Adaptive and robust multi-task learning	24
Asymptotic analysis of synchrosqueezing transform—toward statistical inference with nonlinear-type time-frequency analysis	23
Inference for low-rank models	23
Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories	23
Supervised homogeneity fusion: A combinatorial approach	22
Fixed and random covariance regression analyses	22
Sharp optimality for high-dimensional covariance testing under sparse signals	22

Rate-optimal estimation of mixed semimartingales	22
Environment invariant linear least squares	22
Change-point inference in high-dimensional regression models under temporal dependence	21
Nonparametric classification with missing data	20
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations	20
On posterior consistency of data assimilation with Gaussian process priors: The 2D-Navier–Stokes equations	20
Order-of-addition orthogonal arrays to study the effect of treatment ordering	20
Spectral estimation of Hawkes processes from count data	19
Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean	19
Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling	18
Consistent order selection for ARFIMA processes	18
Distributed nonparametric function estimation: Optimal rate of convergence and cost of adaptation	17
Rank and factor loadings estimation in time series tensor factor model by pre-averaging	17
Wilks’ theorem for semiparametric regressions with weakly dependent data	17
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models	17
New Edgeworth-type expansions with finite sample guarantees	17
Spatial dependence and space–time trend in extreme events	16
Asymptotic distribution of maximum likelihood estimator in generalized linear mixed models with crossed random effects	16
On the multiway principal component analysis	16
The numeraire e-variable and reverse information projection	16
Plugin estimation of smooth optimal transport maps	15
General spatio-temporal factor models for high-dimensional random fields on a lattice	15
Consistency of Bayesian inference for multivariate max-stable distributions	15
Iterative algorithm for discrete structure recovery	15
Toward theoretical understandings of robust Markov decision processes: Sample complexity and asymptotics	15
A nonparametric test for elliptical distribution based on kernel embedding of probabilities	15
Minimax rate for multivariate data under componentwise local differential privacy constraints	14
Sup-norm adaptive drift estimation for multivariate nonreversible diffusions	14
On the convergence of coordinate ascent variational inference	14
Consistency of invariance-based randomization tests	14
The Lasso with general Gaussian designs with applications to hypothesis testing	14
Learning mixtures of permutations: Groups of pairwise comparisons and combinatorial method of moments	14
Time-uniform central limit theory and asymptotic confidence sequences	14
Surprises in high-dimensional ridgeless least squares interpolation	13
Computational lower bounds for graphon estimation via low-degree polynomials	13
Transfer learning for contextual multi-armed bandits	13
Wald tests when restrictions are locally singular	13
Backfitting for large scale crossed random effects regressions	13
Algorithmic stability implies training-conditional coverage for distribution-free prediction methods	13
Minimax rate of distribution estimation on unknown submanifolds under adversarial losses	13
Edgeworth expansions for network moments	13
Projected state-action balancing weights for offline reinforcement learning	13
Testing nonparametric shape restrictions	12
Change acceleration and detection	12
Testing for independence in high dimensions based on empirical copulas	12
Linear biomarker combination for constrained classification	12
Finite-sample complexity of sequential Monte Carlo estimators	12
Minimax nonparametric estimation of pure quantum states	12
Detecting multiple replicating signals using adaptive filtering procedures	12
Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions	12

Noisy linear inverse problems under convex constraints: Exact risk asymptotics in high dimensions	11
On least squares estimation under heteroscedastic and heavy-tailed errors	11
Dimension free ridge regression	11
Confidence regions near singular information and boundary points with applications to mixed models	11
Interactive versus noninteractive locally differentially private estimation: Two elbows for the quadratic functional	11
A new approach to tests and confidence bands for distribution functions	11
Adaptive transfer learning	11
Carving model-free inference	10
The Stein effect for Fréchet means	10
Ridge regression revisited: Debiasing, thresholding and bootstrap	10
Testing community structure for hypergraphs	10
Dispersal density estimation across scales	10
Nonlinear global Fréchet regression for random objects via weak conditional expectation	10
Approximate Message Passing algorithms for rotationally invariant matrices	10
ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM	10
ARK: Robust knockoffs inference with coupling	10
Marginal singularity and the benefits of labels in covariate-shift	9
On the sample complexity of entropic optimal transport	9
On universally consistent and fully distribution-free rank tests of vector independence	9
Entrywise dynamics and universality of general first order methods	9
Adaptive estimation in multivariate response regression with hidden variables	9
Correction note: “Asymptotic spectral theory for nonlinear time series”	9
Semiparametric inference based on adaptively collected data	9
Joint sequential detection and isolation for dependent data streams	9
Tensor clustering with planted structures: Statistical optimality and computational limits	9
Bridging factor and sparse models	9
Conformal inference for random objects	9
Asymptotic distributions of largest Pearson correlation coefficients under dependent structures	9
Testing high-dimensional regression coefficients in linear models	9
Matching recovery threshold for correlated random graphs	8
Multivariate trend filtering for lattice data	8
Ensemble projection pursuit for general nonparametric regression	8
Sparse high-dimensional linear regression. Estimating squared error and a phase transition	8
Global and individualized community detection in inhomogeneous multilayer networks	8
Large-dimensional independent component analysis: Statistical optimality and computational tractability	8
A nonparametric doubly robust test for a continuous treatment effect	8
Local convexity of the TAP free energy and AMP convergence for Z2-synchronization	8
Heavy-tailed Bayesian nonparametric adaptation	8
Adaptive variational Bayes: Optimality, computation and applications	8
Bootstrapping persistent Betti numbers and other stabilizing statistics	8
Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning	8
Statistical inference for principal components of spiked covariance matrices	8
Affine-equivariant inference for multivariate location under Lp loss functions	8
Rerandomization with diminishing covariate imbalance and diverging number of covariates	8
Local permutation tests for conditional independence	8