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 2020-05-01 to 2024-05-01.)

Article	Citations
Well-posedness of distribution dependent SDEs with singular drifts	43
On sampling from a log-concave density using kinetic Langevin diffusions	28
Conformal prediction: A unified review of theory and new challenges	21
Quadratic shrinkage for large covariance matrices	18
Optimal covariance change point localization in high dimensions	17
Scoring interval forecasts: Equal-tailed, shortest, and modal interval	16
Concentration inequalities for random tensors	16
Is there an analog of Nesterov acceleration for gradient-based MCMC?	15
Bayesian linear regression for multivariate responses under group sparsity	13
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case	13
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation	13
Directional differentiability for supremum-type functionals: Statistical applications	12
Local differential privacy: Elbow effect in optimal density estimation and adaptation over Besov ellipsoids	12
Compound Poisson approximation for regularly varying fields with application to sequence alignment	12
Fractional stochastic wave equation driven by a Gaussian noise rough in space	12
Coverage error optimal confidence intervals for local polynomial regression	12
Some properties of a Cauchy family on the sphere derived from the Möbius transformations	12
Sequential estimation of quantiles with applications to A/B testing and best-arm identification	11
A fast algorithm with minimax optimal guarantees for topic models with an unknown number of topics	11
Logarithmic Sobolev inequalities for finite spin systems and applications	11
Lévy processes: Concentration function and heat kernel bounds	11
Kernel and wavelet density estimators on manifolds and more general metric spaces	10
On posterior contraction of parameters and interpretability in Bayesian mixture modeling	10
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth	10
Rates of contraction of posterior distributions based on p-exponential priors	10

Estimation of Wasserstein distances in the Spiked Transport Model	10
Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels	10
Bootstrap based inference for sparse high-dimensional time series models	10
High-dimensional CLT: Improvements, non-uniform extensions and large deviations	10
Dynamic linear discriminant analysis in high dimensional space	10
Nodal lengths in shrinking domains for random eigenfunctions on $S^{2}$	9
Applications of weak transport theory	9
Nonparametric regression for locally stationary random fields under stochastic sampling design	9
Consistent structure estimation of exponential-family random graph models with block structure	9
Interacting reinforced stochastic processes: Statistical inference based on the weighted empirical means	9
Sufficient dimension reduction and instrument search for data with nonignorable nonresponse	9
A refined Cramér-type moderate deviation for sums of local statistics	9
A unified principled framework for resampling based on pseudo-populations: Asymptotic theory	9
Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics	9
Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process	9
Finite sample properties of parametric MMD estimation: Robustness to misspecification and dependence	8
Limiting behavior of large correlated Wishart matrices with chaotic entries	8
Asymptotically efficient estimators for stochastic blockmodels: The naive MLE, the rank-constrained MLE, and the spectral estimator	8
Efficient estimation in single index models through smoothing splines	8
Asymptotic properties of penalized splines for functional data	8
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation	8
First-order covariance inequalities via Stein’s method	8
Efron–Petrosian integrals for doubly truncated data with covariates: An asymptotic analysis	8
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices	8
A new McKean–Vlasov stochastic interpretation of the parabolic–parabolic Keller–Segel model: The one-dimensional case	8
Functional weak limit theorem for a local empirical process of non-stationary time series and its application	7
Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation	7
Measuring association with Wasserstein distances	7
A class of models for Bayesian predictive inference	7
Hanson–Wright inequality in Hilbert spaces with application to $K$-means clustering for non-Euclidean data	7
Statistical estimation of ergodic Markov chain kernel over discrete state space	7
Distances and large deviations in the spatial preferential attachment model	7
Multidimensional SDE with distributional drift and Lévy noise	7
A family of Beckner inequalities under various curvature-dimension conditions	7
On Sobolev tests of uniformity on the circle with an extension to the sphere	7
Random orthogonal matrices and the Cayley transform	7
Degeneracy in sparse ERGMs with functions of degrees as sufficient statistics	6
Improved bounds for discretization of Langevin diffusions: Near-optimal rates without convexity	6
Discrete statistical models with rational maximum likelihood estimator	6
Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data	6
On eigenvalues of a high-dimensional spatial-sign covariance matrix	6
Optimal sparsity testing in linear regression model	6
Fundamental limits of exact support recovery in high dimensions	6
Estimating the number of connected components in a graph via subgraph sampling	6
Gibbs posterior concentration rates under sub-exponential type losses	6
A pseudo-marginal sequential Monte Carlo online smoothing algorithm	6
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing	6
Local law and Tracy–Widom limit for sparse stochastic block models	6
A unified performance analysis of likelihood-informed subspace methods	6
Interpoint distance based two sample tests in high dimension	6

On a projection-based class of uniformity tests on the hypersphere	6
Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process	5
De-biasing the lasso with degrees-of-freedom adjustment	5
Symmetric inclusion process with slow boundary: Hydrodynamics and hydrostatics	5
Bump detection in the presence of dependency: Does it ease or does it load?	5
Limit theorems for long-memory flows on Wiener chaos	5
Berry–Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms	5
Precise deviations for Hawkes processes	5
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise	5
Concentration of the spectral norm of Erdős–Rényi random graphs	5
Asymptotic results for heavy-tailed Lévy processes and their exponential functionals	5
Around the entropic Talagrand inequality	5
Approximation of occupation time functionals	5
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators	5
Donsker-type theorem for BSDEs: Rate of convergence	5
Limit theorems for time-dependent averages of nonlinear stochastic heat equations	5
Over-parametrized deep neural networks minimizing the empirical risk do not generalize well	5
Busemann functions and semi-infinite O’Connell–Yor polymers	5
Joint inference on extreme expectiles for multivariate heavy-tailed distributions	5
A Bayesian nonparametric approach to log-concave density estimation	5
A presmoothing approach for estimation in the semiparametric Cox mixture cure model	5
The Osgood condition for stochastic partial differential equations	5
Coupling and perturbation techniques for categorical time series	5
Distance covariance for discretized stochastic processes	5
Rates of convergence in de Finetti’s representation theorem, and Hausdorff moment problem	4
Approximation of heavy-tailed distributions via stable-driven SDEs	4
Adaptive lasso and Dantzig selector for spatial point processes intensity estimation	4
Central limit theorems for high dimensional dependent data	4
Matching strings in encoded sequences	4
Signature cumulants, ordered partitions, and independence of stochastic processes	4
Learning with tree tensor networks: Complexity estimates and model selection	4
The asymptotic distribution of the MLE in high-dimensional logistic models: Arbitrary covariance	4
Parking on a random rooted plane tree	4
The moduli of non-differentiability for Gaussian random fields with stationary increments	4
High-dimensional general linear hypothesis tests via non-linear spectral shrinkage	4
Multiplier U-processes: Sharp bounds and applications	4
Rank-based testing for semiparametric VAR models: A measure transportation approach	4
Multivariate ρ-quantiles: A spatial approach	4
Empirical process theory for locally stationary processes	4
Central limit theorems for semi-discrete Wasserstein distances	4
Sharp detection boundaries on testing dense subhypergraph	4
Optimal tests for elliptical symmetry: Specified and unspecified location	4
Equidistribution of random walks on compact groups II. The Wasserstein metric	4
Context-specific independencies in stratified chain regression graphical models	4
Comparing a large number of multivariate distributions	4
Stochastic PDEs on graphs as scaling limits of discrete interacting systems	4
Locally polynomial Hilbertian additive regression	4
Robust estimation of mixing measures in finite mixture models	4
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint	4
Time-changed spectrally positive Lévy processes started from infinity	4
Frequency domain theory for functional time series: Variance decomposition and an invariance principle	4
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	4
Convergence of persistence diagrams for topological crackle	4
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	4
Asymptotics for sliding blocks estimators of rare events	4
Bounding distributional errors via density ratios	4
At the edge of a one-dimensional jellium	4
Online drift estimation for jump-diffusion processes	4