| Consistent change-point detection with kernels |
9 |
| Change-point detection in high-dimensional covariance structure |
6 |
| Consistency of variational Bayes inference for estimation and model selection in mixtures |
6 |
| High-dimensional inference for personalized treatment decision |
5 |
| Towards a complete picture of stationary covariance functions on spheres cross time |
5 |
| Model-free envelope dimension selection |
5 |
| Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions |
5 |
| Locally stationary functional time series |
5 |
| Cluster analysis of longitudinal profiles with subgroups |
5 |
| Linear regression with sparsely permuted data |
4 |
| D-learning to estimate optimal individual treatment rules |
4 |
| Empirical Bayes analysis of spike and slab posterior distributions |
4 |
| Partial linear models with general distortion measurement errors |
4 |
| Spectral clustering in the dynamic stochastic block model |
4 |
| Statistical properties of simple random-effects models for genetic heritability |
4 |
| Modified sequential change point procedures based on estimating functions |
4 |
| Supervised dimensionality reduction via distance correlation maximization |
3 |
| Feasible invertibility conditions and maximum likelihood estimation for observation-driven models |
3 |
| Exact post-selection inference for the generalized lasso path |
3 |
| High-dimensional robust precision matrix estimation: Cellwise corruption under epsilon-contamination |
3 |
| Bayesian pairwise estimation under dependent informative sampling |
3 |
| New FDR bounds for discrete and heterogeneous tests |
3 |
| Univariate log-concave density estimation with symmetry or modal constraints |
3 |
| Relevant change points in high dimensional time series |
3 |
| Quantile regression approach to conditional mode estimation |
3 |
| Mass volume curves and anomaly ranking |
3 |
| Online natural gradient as a Kalman filter |
3 |
| Bayesian variable selection for globally sparse probabilistic PCA |
3 |
| Bernstein-von Mises theorems for statistical inverse problems II: compound Poisson processes |
3 |
| Flexible linear mixed models with improper priors for longitudinal and survival data |
3 |
| Stochastic heavy ball |
3 |
| False discovery rate control via debiased lasso |
3 |
| Change detection via affine and quadratic detectors |
3 |
| Robustifying trial-derived optimal treatment rules for a target population |
3 |
| Distributed statistical estimation and rates of convergence in normal approximation |
3 |
| On the total variation regularized estimator over a class of tree graphs |
3 |
| Efficient MCMC for Gibbs random fields using pre-computation |
3 |
| Gaussian process bandits with adaptive discretization |
3 |
| A general family of trimmed estimators for robust high-dimensional data |
3 |
| Why scoring functions cannot assess tail properties |
3 |
| Weighted batch means estimators in Markov chain Monte Carlo |
3 |
| Exact adaptive confidence intervals for linear regression coefficients |
2 |
| Estimation of spectral functionals for Levy-driven continuous-time linear models with tapered data |
2 |
| Early stopping for statistical inverse problems via truncated SVD estimation |
2 |
| Significance testing in non-sparse high-dimensional linear models |
2 |
| On principal components regression, random projections, and column subsampling |
2 |
| On the post selection inference constant under restricted isometry properties |
2 |
| Forecast dominance testing via sign randomization |
2 |
| On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process |
2 |
| Sample covariances of random-coefficient AR(1) panel model |
2 |
