| GENERALIZED RANDOM FORESTS |
60 |
| THE ZIG-ZAG PROCESS AND SUPER-EFFICIENT SAMPLING FOR BAYESIAN ANALYSIS OF BIG DATA |
18 |
| ON SEMIDEFINITE RELAXATIONS FOR THE BLOCK MODEL |
17 |
| THE LANDSCAPE OF EMPIRICAL RISK FOR NONCONVEX LOSSES |
17 |
| ROBUST COVARIANCE AND SCATTER MATRIX ESTIMATION UNDER HUBER'S CONTAMINATION MODEL |
16 |
| OPTIMAL SHRINKAGE OF EIGENVALUES IN THE SPIKED COVARIANCE MODEL |
15 |
| HIGH-DIMENSIONAL A-LEARNING FOR OPTIMAL DYNAMIC TREATMENT REGIMES |
13 |
| HIGH-DIMENSIONAL ASYMPTOTICS OF PREDICTION: RIDGE REGRESSION AND CLASSIFICATION |
12 |
| DEBIASING THE LASSO: OPTIMAL SAMPLE SIZE FOR GAUSSIAN DESIGNS |
12 |
| SLOPE MEETS LASSO: IMPROVED ORACLE BOUNDS AND OPTIMALITY |
12 |
| EFFICIENT NONPARAMETRIC BAYESIAN INFERENCE FOR X-RAY TRANSFORMS |
11 |
| SHARP ORACLE INEQUALITIES FOR LEAST SQUARES ESTIMATORS IN SHAPE RESTRICTED REGRESSION |
10 |
| POSTERIOR GRAPH SELECTION AND ESTIMATION CONSISTENCY FOR HIGH-DIMENSIONAL BAYESIAN DAG MODELS |
10 |
| ROBUST GAUSSIAN STOCHASTIC PROCESS EMULATION |
10 |
| FRECHET REGRESSION FOR RANDOM OBJECTS WITH EUCLIDEAN PREDICTORS |
10 |
| DISTRIBUTED INFERENCE FOR QUANTILE REGRESSION PROCESSES |
9 |
| DISTRIBUTED TESTING AND ESTIMATION UNDER SPARSE HIGH DIMENSIONAL MODELS |
9 |
| EFFICIENT MULTIVARIATE ENTROPY ESTIMATION VIA k-NEAREST NEIGHBOUR DISTANCES |
9 |
| ONLINE RULES FOR CONTROL OF FALSE DISCOVERY RATE AND FALSE DISCOVERY EXCEEDANCE |
9 |
| STRONG IDENTIFIABILITY AND OPTIMAL MINIMAX RATES FOR FINITE MIXTURE ESTIMATION |
9 |
| DIVIDE AND CONQUER IN NONSTANDARD PROBLEMS AND THE SUPER-EFFICIENCY PHENOMENON |
9 |
| A KNOCKOFF FILTER FOR HIGH-DIMENSIONAL SELECTIVE INFERENCE |
8 |
| SUB-GAUSSIAN ESTIMATORS OF THE MEAN OF A RANDOM VECTOR |
8 |
| ESTIMATION AND PREDICTION USING GENERALIZED WENDLAND COVARIANCE FUNCTIONS UNDER FIXED DOMAIN ASYMPTOTICS |
8 |
| COMMUNITY DETECTION IN DEGREE-CORRECTED BLOCK MODELS |
8 |
| UNIFORM ASYMPTOTIC INFERENCE AND THE BOOTSTRAP AFTER MODEL SELECTION |
7 |
| RATE-OPTIMAL PERTURBATION BOUNDS FOR SINGULAR SUBSPACES WITH APPLICATIONS TO HIGH-DIMENSIONAL STATISTICS |
7 |
| BAYESIAN FRACTIONAL POSTERIORS |
7 |
| DISTRIBUTION THEORY FOR HIERARCHICAL PROCESSES |
7 |
| BAYESIAN ESTIMATION OF SPARSE SIGNALS WITH A CONTINUOUS SPIKE-AND-SLAB PRIOR |
7 |
| REGULARIZATION AND THE SMALL-BALL METHOD I: SPARSE RECOVERY |
7 |
| LARGE COVARIANCE ESTIMATION THROUGH ELLIPTICAL FACTOR MODELS |
7 |
| CURRENT STATUS LINEAR REGRESSION |
7 |
| SUB-GAUSSIAN ESTIMATORS OF THE MEAN OF A RANDOM MATRIX WITH HEAVY-TAILED ENTRIES |
7 |
| HIGH-DIMENSIONAL CHANGE-POINT DETECTION UNDER SPARSE ALTERNATIVES |
7 |
| TAIL-GREEDY BOTTOM-UP DATA DECOMPOSITIONS AND FAST MULTIPLE CHANGE-POINT DETECTION |
7 |
| PRINCIPAL COMPONENT ANALYSIS FOR FUNCTIONAL DATA ON RIEMANNIAN MANIFOLDS AND SPHERES |
7 |
| OPTIMAL MAXIMIN L-1-DISTANCE LATIN HYPERCUBE DESIGNS BASED ON GOOD LATTICE POINT DESIGNS |
7 |
| CONSISTENT PARAMETER ESTIMATION FOR LASSO AND APPROXIMATE MESSAGE PASSING |
6 |
| QUANTILE REGRESSION UNDER MEMORY CONSTRAINT |
6 |
| ISOTONIC REGRESSION IN GENERAL DIMENSIONS |
6 |
| SUPPORT POINTS |
6 |
| MAXIMUM LIKELIHOOD ESTIMATION IN GAUSSIAN MODELS UNDER TOTAL POSITIVITY |
6 |
| TESTING FOR PERIODICITY IN FUNCTIONAL TIME SERIES |
6 |
| MULTISCALE SCANNING IN INVERSE PROBLEMS |
6 |
| COVARIATE BALANCING PROPENSITY SCORE BY TAILORED LOSS FUNCTIONS |
6 |
| DYNAMIC NETWORK MODELS AND GRAPHON ESTIMATION |
6 |
| CONVEX REGULARIZATION FOR HIGH-DIMENSIONAL MULTIRESPONSE TENSOR REGRESSION |
6 |
| A NEW PERSPECTIVE ON ROBUST M-ESTIMATION: FINITE SAMPLE THEORY AND APPLICATIONS TO DEPENDENCE-ADJUSTED MULTIPLE TESTING |
6 |
| LOCAL ASYMPTOTIC NORMALITY PROPERTY FOR FRACTIONAL GAUSSIAN NOISE UNDER HIGH-FREQUENCY OBSERVATIONS |
6 |
