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 2021-11-01 to 2025-11-01.)

Article	Citations
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions	88
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications	55
Optimal tests for elliptical symmetry: Specified and unspecified location	27
An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting	25
Siblings in d-dimensional nearest neighbour trees	24
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	22
Rearranged dependence measures	22
On eigenvalues of a high-dimensional spatial-sign covariance matrix	21
Extrinsic derivative formula for distribution dependent SDEs	20
A new adaptive local polynomial density estimation procedure on complicated domains	19
Ergodicity, CLT and asymptotic maximum of the Airy1 process	18
SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions	17
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	16
Mixing properties of non-stationary INGARCH(1,1) processes	16
Nonparametric estimation of locally stationary Hawkes processes	15
Smoothed circulas: Nonparametric estimation of circular cumulative distribution functions and circulas	15
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference	15
Independence preserving property of Kummer laws	14
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	14
Density estimation under local differential privacy and Hellinger loss	14
High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective	14
A flexible approach for normal approximation of geometric and topological statistics	14
Functional linear and single-index models: A unified approach via Gaussian Stein identity	14
Detecting long-range dependence for time-varying linear models	13
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	13

Measuring association with Wasserstein distances	13
Learning to reflect: A unifying approach for data-driven stochastic control strategies	12
Poisson approximation in χ2 distance by the Stein-Chen approach	12
An edge CLT for the log determinant of Wigner ensembles	12
Non-asymptotic bounds for the ℓ∞ estimator in linear regression with uniform noise	11
The Goldenshluger–Lepski method for constrained least-squares estimators over RKHSs	11
Inadmissibility of the corrected Akaike information criterion	10
Efficient and consistent model selection procedures for time series	10
Bootstrap percolation on the stochastic block model	10
Laplace priors and spatial inhomogeneity in Bayesian inverse problems	10
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation	10
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes	10
Reversibility of elliptical slice sampling revisited	10
Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems	10
Adaptive estimation in the linear random coefficients model when regressors have limited variation	10
Conditional quantiles: An operator-theoretical approach	9
Inference for change-plane regression	9
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions	9
Almost sure growth of integrated supOU processes	9
Local minimax rates for closeness testing of discrete distributions	9
Goodness-of-fit tests for high-dimensional parametric multiresponse regressions	9
Finite-energy infinite clusters without anchored expansion	9
Additive regression with parametric help	9
PDE characterization of geometric distribution functions and quantiles	9
Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications	9
Dating the break in high-dimensional data	9
Rates of convergence for the number of zeros of random trigonometric polynomials	8
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	8
Local continuity of log-concave projection, with applications to estimation under model misspecification	8
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models	8
Semiparametric regression of panel count data with informative terminal event	8
Testing with p*-values: Between p-values, mid p-values, and e-values	8
Empirical Bayes inference for the block maxima method	8
M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space	8
Nonparametric inference for reversed mean models with panel count data	8
Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics	8
Rank-based testing for semiparametric VAR models: A measure transportation approach	8
Finitely additive mass transportation	8
Detecting changes in the trend function of heteroscedastic time series	8
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	7
Online drift estimation for jump-diffusion processes	7
Multiplier U-processes: Sharp bounds and applications	7
Flexible-bandwidth needlets	7
Data fusion methods for the heterogeneity of treatment effect and confounding function	7
Spectral representations of characteristic functions of discrete probability laws	7
Multiple testing under negative dependence	7
Linear functional estimation under multiplicative measurement error	7
Scalable Monte Carlo inference and rescaled local asymptotic normality	6
Accuracy of Gaussian approximation for high-dimensional posterior distributions	6
Ergodicity of supercritical SDEs driven by α-stable processes and heavy-tailed sampling	6

Dimension-agnostic inference using cross U-statistics	6
Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk	6
Sandpiles on the Vicsek fractal explode with probability 14	6
Extreme singular values of inhomogeneous sparse random rectangular matrices	6
Bootstrap inference in functional linear regression models with scalar response	6
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths	6
A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence	6
On the singular values of complex matrix Brownian motion with a matrix drift	6
At the edge of a one-dimensional jellium	6
A nonparametric distribution-free test of independence among continuous random vectors based on L1-norm	6
Spine for interacting populations and sampling	6
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions	6
A large-sample theory for infinitesimal gradient boosting	6
Adaptive schemes for piecewise deterministic Monte Carlo algorithms	5
Heat content for Gaussian processes: Small-time asymptotic analysis	5
On a projection-based class of uniformity tests on the hypersphere	5
Sequential change diagnosis revisited and the Adaptive Matrix CuSum	5
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions	5
A probabilistic view of latent space graphs and phase transitions	5
Nonparametric estimation for additive concurrent regression models	5
Edgeworth expansion by Stein’s method	5
On the joint distribution of the area and the number of peaks for Bernoulli excursions	5
Recovering Brownian and jump parts from high-frequency observations of a Lévy process	5
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	5
Template matching with ranks	5
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	5
Nearly minimax robust estimator of the mean vector by iterative spectral dimension reduction	5
On the convergence of PINNs	5
Loop-erased random walk branch of uniform spanning tree in topological polygons	5
Estimating the inter-occurrence time distribution from superposed renewal processes	5
Learning with tree tensor networks: Complexity estimates and model selection	5
Log-concave density estimation in undirected graphical models	5
Bootstrap inference for a class of non-regular estimators	5
The extended Ville’s inequality for nonintegrable nonnegative supermartingales	5
A bootstrapped test of covariance stationarity based on orthonormal transformations	5
Compound Poisson disorder problem with uniformly distributed disorder time	5
Mean stationarity test in time series: A signal variance-based approach	5
On the asymptotic behavior of a finite section of the optimal causal filter	4
Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes	4
Self-normalized Cramér type moderate deviations for martingales and applications	4
Asymptotics of discrete Schrödinger bridges via chaos decomposition	4
Optimal 1-Wasserstein distance for WGANs	4
Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric α-stable processes	4
Estimation of the ℓ2-norm and testing in sparse linear regression with unknown variance	4
Combinatorial Bernoulli factories	4
Dynamic principal component analysis from a global perspective	4
PEBBLE: A second order correct bootstrap method in logistic regression	4
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	4
On Lasso estimator for the drift function in diffusion models	4
The functional central limit theorem with mean uncertainty under the sublinear expectation	4
Erratum: Tree builder random walk: Recurrence, transience and ballisticity	4
Universality and least singular values of random matrix products: A simplified approach	4
Martingale Wasserstein inequality for probability measures in the convex order	4
Asymptotics for isotropic Hilbert-valued spherical random fields	4
Minimum spanning trees of random geometric graphs with location dependent weights	4
Harmonic analysis meets stationarity: A general framework for series expansions of special Gaussian processes	4
Maximal displacement of spectrally negative branching Lévy processes	4
Empirical process theory for locally stationary processes	4
Sharp detection boundaries on testing dense subhypergraph	4
Simultaneous semiparametric inference for single-index models	4
On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes	4
Noise covariance estimation in multi-task high-dimensional linear models	4
A diffusion approach to Stein’s method on Riemannian manifolds	4
General construction and classes of explicit L1-optimal couplings	4
Minimax boundary estimation and estimation with boundary	4
Quantifying deviations from separability in space-time functional processes	4
Asymptotic normality for a modified quadratic variation of the Hermite process	4
Inference in balanced community modulated recursive trees	4
On the robustness of the minimim ℓ2 interpolator	4
On estimators of the mean of infinite dimensional data in finite populations	4
Minimax estimation of low-rank quantum states and their linear functionals	4
Sparse signal detection in heteroscedastic Gaussian sequence models: Sharp minimax rates	4
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances	4
Optimal stopping of the stable process with state-dependent killing	4
From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis	4
Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems	4