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 2021-09-01 to 2025-09-01.)

Article	Citations
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	71
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	51
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications	27
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions	23
Siblings in d-dimensional nearest neighbour trees	21
Extrinsic derivative formula for distribution dependent SDEs	21
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	21
A new adaptive local polynomial density estimation procedure on complicated domains	20
Mixing properties of non-stationary INGARCH(1,1) processes	19
On eigenvalues of a high-dimensional spatial-sign covariance matrix	18
Rearranged dependence measures	18
Optimal tests for elliptical symmetry: Specified and unspecified location	16
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	15
Nonparametric estimation of locally stationary Hawkes processes	15
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference	14
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas	14
High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective	14
Independence preserving property of Kummer laws	13
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	13
Measuring association with Wasserstein distances	13
Functional linear and single-index models: A unified approach via Gaussian Stein identity	12
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	12
Detecting long-range dependence for time-varying linear models	11
Density estimation under local differential privacy and Hellinger loss	11
Bootstrap percolation on the stochastic block model	11

A flexible approach for normal approximation of geometric and topological statistics	11
An edge CLT for the log determinant of Wigner ensembles	10
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems	10
The Goldenshluger–Lepski method for constrained least-squares estimators over RKHSs	10
Learning to reflect: A unifying approach for data-driven stochastic control strategies	10
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation	10
Poisson approximation in χ2 distance by the Stein-Chen approach	10
Reversibility of elliptical slice sampling revisited	10
Dating the break in high-dimensional data	9
Finite-energy infinite clusters without anchored expansion	9
Efficient and consistent model selection procedures for time series	9
Laplace priors and spatial inhomogeneity in Bayesian inverse problems	9
Conditional quantiles: An operator-theoretical approach	9
Additive regression with parametric help	9
Inadmissibility of the corrected Akaike information criterion	9
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes	9
Adaptive estimation in the linear random coefficients model when regressors have limited variation	9
Empirical Bayes inference for the block maxima method	9
Non-asymptotic bounds for the ℓ∞ estimator in linear regression with uniform noise	9
Local continuity of log-concave projection, with applications to estimation under model misspecification	9
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions	8
Local minimax rates for closeness testing of discrete distributions	8
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	8
Inference for change-plane regression	8
Rank-based testing for semiparametric VAR models: A measure transportation approach	8
Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications	8
PDE characterization of geometric distribution functions and quantiles	8
Goodness-of-fit tests for high-dimensional parametric multiresponse regressions	8
Rates of convergence for the number of zeros of random trigonometric polynomials	7
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models	7
Semiparametric regression of panel count data with informative terminal event	7
Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics	7
M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space	7
Detecting changes in the trend function of heteroscedastic time series	7
Testing with p*-values: Between p-values, mid p-values, and e-values	7
Finitely additive mass transportation	7
Nonparametric inference for reversed mean models with panel count data	7
A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence	6
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths	6
Linear functional estimation under multiplicative measurement error	6
Spectral representations of characteristic functions of discrete probability laws	6
Online drift estimation for jump-diffusion processes	6
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions	6
Accuracy of Gaussian approximation for high-dimensional posterior distributions	6
Dimension-agnostic inference using cross U-statistics	6
Multiple testing under negative dependence	6
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	6
Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk	6
A nonparametric distribution-free test of independence among continuous random vectors based on L1-norm	6
Multiplier U-processes: Sharp bounds and applications	6

Flexible-bandwidth needlets	6
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	5
A bootstrapped test of covariance stationarity based on orthonormal transformations	5
A probabilistic view of latent space graphs and phase transitions	5
On a projection-based class of uniformity tests on the hypersphere	5
Edgeworth expansion by Stein’s method	5
Template matching with ranks	5
Heat content for Gaussian processes: Small-time asymptotic analysis	5
On the convergence of PINNs	5
At the edge of a one-dimensional jellium	5
Extreme singular values of inhomogeneous sparse random rectangular matrices	5
On the singular values of complex matrix Brownian motion with a matrix drift	5
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions	5
Compound Poisson disorder problem with uniformly distributed disorder time	5
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	5
Bootstrap inference for a class of non-regular estimators	5
Scalable Monte Carlo inference and rescaled local asymptotic normality	5
Spine for interacting populations and sampling	5
A large-sample theory for infinitesimal gradient boosting	5
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	5
Recovering Brownian and jump parts from high-frequency observations of a Lévy process	5
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	5
Sequential change diagnosis revisited and the Adaptive Matrix CuSum	5
Estimating the inter-occurrence time distribution from superposed renewal processes	5
Sandpiles on the Vicsek fractal explode with probability 14	5
Bootstrap inference in functional linear regression models with scalar response	5
Learning with tree tensor networks: Complexity estimates and model selection	4
Dynamic principal component analysis from a global perspective	4
Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems	4
Sharp detection boundaries on testing dense subhypergraph	4
Optimal 1-Wasserstein distance for WGANs	4
Maximal displacement of spectrally negative branching Lévy processes	4
Minimax estimation of low-rank quantum states and their linear functionals	4
Asymptotics for isotropic Hilbert-valued spherical random fields	4
Quantifying deviations from separability in space-time functional processes	4
Minimum spanning trees of random geometric graphs with location dependent weights	4
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates	4
On Lasso estimator for the drift function in diffusion models	4
Mean stationarity test in time series: A signal variance-based approach	4
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances	4
Harmonic analysis meets stationarity: A general framework for series expansions of special Gaussian processes	4
Martingale Wasserstein inequality for probability measures in the convex order	4
Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance	4
From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis	4
Inference in balanced community modulated recursive trees	4
Noise covariance estimation in multi-task high-dimensional linear models	4
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes	4
Combinatorial Bernoulli factories	4
Loop-erased random walk branch of uniform spanning tree in topological polygons	4
Optimal stopping of the stable process with state-dependent killing	4
On the joint distribution of the area and the number of peaks for Bernoulli excursions	4
Asymptotics of discrete Schrödinger bridges via chaos decomposition	4
Normality of smooth statistics for planar determinantal point processes	4
Asymptotic normality for a modified quadratic variation of the Hermite process	4
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	4
On the robustness of the minimim ℓ2 interpolator	4
Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric α-stable processes	4
On estimators of the mean of infinite dimensional data in finite populations	4
Empirical process theory for locally stationary processes	4