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 2022-06-01 to 2026-06-01.)

Article	Citations
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions	129
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	67
Siblings in d-dimensional nearest neighbour trees	36
Ergodicity, CLT and asymptotic maximum of the Airy1 process	34
Scaling limit for the cover time of the λ-biased random walk on a binary tree with λ<1	27
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	25
Rearranged dependence measures	23
A new adaptive local polynomial density estimation procedure on complicated domains	22
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	22
Extrinsic derivative formula for distribution dependent SDEs	22
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	21
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas	20
Measuring association with Wasserstein distances	19
High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective	19
Detecting long-range dependence for time-varying linear models	18
Density estimation under local differential privacy and Hellinger loss	17
A flexible approach for normal approximation of geometric and topological statistics	16
Covariance change point localisation and inference in fragmented functional data	15
Independence preserving property of Kummer laws	15
Nonparametric estimation of locally stationary Hawkes processes	14
Functional linear and single-index models: A unified approach via Gaussian Stein identity	14
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	14
Sharp phase transitions in high-dimensional changepoint detection	13
Nonparametric curve estimation in measurement error problems with conditionally heteroscedastic variances	13
On the power of private likelihood-ratio tests for goodness-of-fit in frequency tables	13

On consistency and sparsity for high-dimensional functional time series with application to autoregressions	12
Learning to reflect: A unifying approach for data-driven stochastic control strategies	12
Non-asymptotic bounds for the ℓ∞ estimator in linear regression with uniform noise	12
Principles of statistical inference in online problems	12
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference	12
Inadmissibility of the corrected Akaike information criterion	12
An edge CLT for the log determinant of Wigner ensembles	12
Reversibility of elliptical slice sampling revisited	12
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems	11
Decompounding under general mixing distributions	11
Bayesian model selection consistency for high-dimensional discrete graphical models	11
Laplace priors and spatial inhomogeneity in Bayesian inverse problems	11
Bootstrap percolation on the stochastic block model	11
Data-driven fixed-point tuning for truncated realized variations	11
Poisson approximation in χ2 distance by the Stein-Chen approach	10
Dating the break in high-dimensional data	10
Rates of convergence for the number of zeros of random trigonometric polynomials	10
Efficient and consistent model selection procedures for time series	10
Almost sure growth of integrated supOU processes	10
Additive regression with parametric help	10
Large deviations for fully local monotone stochastic partial differential equations driven by gradient-dependent noise	10
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes	10
Ole E. Barndorff-Nielsen: Sand, wind and inference	10
Conditional quantiles: An operator-theoretical approach	9
Diffusion processes as Wasserstein gradient flows via stochastic control of the volatility matrix	9
Goodness-of-fit tests for high-dimensional parametric multiresponse regressions	9
PDE characterization of geometric distribution functions and quantiles	9
Empirical Bayes inference for the block maxima method	9
Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics	9
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions	9
Inference for change-plane regression	9
Rank-based testing for semiparametric VAR models: A measure transportation approach	9
Testing with p*-values: Between p-values, mid p-values, and e-values	9
Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications	9
Simulating conditioned diffusions on manifolds	8
Nonparametric inference for reversed mean models with panel count data	8
Multiple testing under negative dependence	8
Finitely additive mass transportation	8
Data fusion methods for the heterogeneity of treatment effect and confounding function	8
M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space	8
Linear functional estimation under multiplicative measurement error	7
Semiparametric regression of panel count data with informative terminal event	7
Moderate deviation principles for a reaction diffusion model in non-equilibrium	7
A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence	7
Dimension-agnostic inference using cross U-statistics	7
Detecting changes in the trend function of heteroscedastic time series	7
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions	7
Spectral representations of characteristic functions of discrete probability laws	7
Flexible-bandwidth needlets	7
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	7

Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk	7
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths	6
Extreme singular values of inhomogeneous sparse random rectangular matrices	6
Monotone measure-transportation maps in Hilbert spaces, with statistical applications	6
The extended Ville’s inequality for nonintegrable nonnegative supermartingales	6
A bootstrapped test of covariance stationarity based on orthonormal transformations	6
A large-sample theory for infinitesimal gradient boosting	6
Nearly minimax robust estimator of the mean vector by iterative spectral dimension reduction	6
Accuracy of Gaussian approximation for high-dimensional posterior distributions	6
A nonparametric distribution-free test of independence among continuous random vectors based on L1-norm	6
At the edge of a one-dimensional jellium	6
A probabilistic view of latent space graphs and phase transitions	6
On the singular values of complex matrix Brownian motion with a matrix drift	6
Spine for interacting populations and sampling	6
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	6
Minimax optimal goodness-of-fit testing with kernel Stein discrepancy	6
Stein’s method of moments on the sphere	5
On a projection-based class of uniformity tests on the hypersphere	5
Template matching with ranks	5
Sandpiles on the Vicsek fractal explode with probability 14	5
Heat content for Gaussian processes: Small-time asymptotic analysis	5
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances	5
PEBBLE: A second order correct bootstrap method in logistic regression	5
Simultaneous semiparametric inference for single-index models	5
Edgeworth expansion by Stein’s method	5
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	5
Log-concave density estimation in undirected graphical models	5
Bernstein-type inequalities for Markov chains and Markov processes: A simple and robust proof	5
Nonparametric estimation for additive concurrent regression models	5
Bootstrap inference in functional linear regression models with scalar response	5
Nonparametric logistic regression with deep learning	5
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions	5
Mean stationarity test in time series: A signal variance-based approach	5
Dynamic principal component analysis from a global perspective	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
Loop-erased random walk branch of uniform spanning tree in topological polygons	5
A fractional stochastic differential equation with discontinuous diffusion driven by fBm with Hurst parameter less than 1∕2	5
Bootstrap inference for a class of non-regular estimators	5
On the convergence of PINNs	5
Sequential change diagnosis revisited and the Adaptive Matrix CuSum	5
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes	5
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates	5
Optimal stopping of the stable process with state-dependent killing	5
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	5
On the joint distribution of the area and the number of peaks for Bernoulli excursions	5
Maximal displacement of spectrally negative branching Lévy processes	4
Equilibrium moderate deviations for occupation times of SSEP on regular trees	4
Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric α-stable processes	4
Sharp detection boundaries on testing dense subhypergraph	4
Optimal 1-Wasserstein distance for WGANs	4
A frequency domain bootstrap for general multivariate stationary processes	4
A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process	4
Estimation of Wasserstein distances in the Spiked Transport Model	4
Erratum: Tree builder random walk: Recurrence, transience and ballisticity	4
Harmonic analysis meets stationarity: A general framework for series expansions of special Gaussian processes	4
Smallest gaps between eigenvalues of real Gaussian matrices	4
Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems	4
On Lasso estimator for the drift function in diffusion models	4
On estimators of the mean of infinite dimensional data in finite populations	4
Addressing both variable selection and misclassified responses with parametric and semiparametric methods	4
Asymptotics of discrete Schrödinger bridges via chaos decomposition	4
Minimax boundary estimation and estimation with boundary	4
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres	4
Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance	4
General construction and classes of explicit L1-optimal couplings	4
From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis	4
Asymptotics for isotropic Hilbert-valued spherical random fields	4
Noise covariance estimation in multi-task high-dimensional linear models	4
Inference in balanced community modulated recursive trees	4
Combinatorial Bernoulli factories	4
Quantifying deviations from separability in space-time functional processes	4
On the robustness of the minimim ℓ2 interpolator	4
Rudin extension theorems on product spaces, turning bands, and random fields on balls cross time	4
Empirical approximation to invariant measures for McKean–Vlasov processes: Mean-field interaction vs self-interaction	4
On the asymptotic behavior of a finite section of the optimal causal filter	4
Minimax estimation of low-rank quantum states and their linear functionals	4
Asymptotic normality for a modified quadratic variation of the Hermite process	4
Volatility and jump activity estimation in a stable Cox-Ingersoll-Ross model	4