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Papers to Appear in Subsequent Issues

Exact minimax estimation of the predictive density in sparse Gaussian models

Gourab Mukherjee and Iain M Johnstone

Frequentist coverage of adaptive nonparametric Bayesian credible sets

Botond Szabo, Aad van der Vaart, and Harry van Zanten

Discussion of Frequentist Coverage of Adaptive Nonparametric Bayesian Credible Sets

Ismael Castillo

Discussion on: Frequentist Coverage of Adaptive Bayesian Credible Sets

Judith Rousseau

Discussion: Frequentist Coverage Of Adaptive Nonparametric Bayesian Credible Sets

Zongming Ma and Mark G. Low

Discussion: "Coverage of Bayesian Credible Sets"

Subhashis Ghoshal

Rejoinder to discussions of "Frequentist coverage of adaptive nonparametric Bayesian credible sets"

Aad van der Vaart, Botond Szabò, and Harry van Zanten

Graph connection laplacian methods can be made robust to noise

Noureddine El Karoui and Hau-tieng Wu

Discussion of: "Frequentist Coverage of Adaptive Nonparametric Bayesian Credible Sets"

Richard Nickl

Role of Normalization in Spectral Clustering for Stochastic Blockmodels

Purnamrita Sarkar and Peter J. Bickel

Asymptotic Normality and Optimalities in Estimation of Large Gaussian Graphical Model

Zhao Ren, Tingni Sun, Cun-Hui Zhang, and Harrison Zhou

Robust and Computationally Feasible Community Detection in the Presence of Arbitrary Outlier Nodes

Tony Cai and Xiaodong Li

A generalized backdoor criterion

Marloes H. Maathuis and Diego Colombo

Computational Barriers in Minimax Submatrix Detection

Zongming Ma and Yihong Wu

Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension

Carsten Jentsch and Dimitris Politis

New procedures controlling the false discovery proportion via Romano-Wolf's heuristic

Sylvain Delattre and Etienne Roquain

The Fused Kolmogorov Filter: A Nonparametric Model-Free Screening Method

Qing Mai and Hui Zou

Adaptive estimation over anisotropic functional classes via oracle approach

Oleg Lepski

Quadro: A Supervised Dimension Reduction Method Via Rayleigh Quotient Optimization

Jianqing Fan, Zheng Tracy Ke, Han Liu, and Lucy Xia

Innovated Interaction Screening for High-Dimensional Nonlinear Classification

Yingying Fan, Yinfei Kong, Daoji Li, and Zemin Zheng

Sparse high-dimensional varying coefficient model: non-asymptotic minimax study

Marianna Pensky and Olga Klopp

Do Semidefinite Relaxations Solve Sparse PCA up to the Information Limit?

Robert Krauthgamer, Boaz Nadler, and Dan Vilenchik

Higher criticism: p-values and criticism

David O. Siegmund and Jian Li

Joint Asymptotics for Semi-Nonparametric Regression Models with Partially Linear Structure

Guang Cheng and Zuofeng Shang

Efficient Calibration for Imperfect Computer Models

Rui Tuo and Jeff Wu

Regularized Estimation in Sparse High-Dimensional Time Series Models

Sumanta Basu and George Michailidis

Robustness to Outliers in Location-Scale Parameter Model using Log-regularly Varying Distributions

Alain Desgagné

Optimal Designs for the Proportional Interference Model

Kang Li, Wei Zheng, and Mingyao Ai

Bandwidth selection in kernel empirical risk minimization via the gradient

Michaël Chichignoud and Sébastien Loustau

Structural Markov graph laws for Bayesian model uncertainty

Simon Byrne and Philip Dawid

Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data

Jia Chen, Degui Li, Hua Liang, and Suojin Wang

Consistency of Random Forests

Erwan Scornet, Gérard Biau, and Jean-Philippe Vert

Nonparametric Inference in Generalized Functional Linear Models

Zuofeng Shang and Guang Cheng

Functional Linear Regression with Points of Impact

Alois Kneip, Dominik Poss, and Pascal Sarda

On risk bounds in isotonic and other shape restricted regression problems

Sabyasachi Chatterjee, Adityanand Guntuboyina, and Bodhisattva Sen

Maximin effects in inhomogeneous large-scale data

Nicolai Meinshausen, Peter Bühlmann

Correction Inverse Regression for Longitudinal Data

Ci-Ren Jiang and Jane-Ling Wang

Jump Activity Estimation for Pure-Jump Semimartingales via Self-Normalized Statistics

Viktor Todorov

Optimal Detection of Multi-Sample Aligned Sparse Signals

Hock Peng Chan and Guenther Walther

Asymptotic Theory for Density Ridges

Yen-Chi Chen, Christopher R. Genovese, and Larry Wasserman

Fused Kernel-Spline Smoothing for Repeatedly Measured Outcomes in a Generalized Partially Linear Model with Functional Single Index

Fei Jiang, Yanyuan Ma, and Yuanjia Wang

Fully Adaptive Density-Based Clustering

Ingo Steinwart

Minimax Estimation in Sparse Canonical Correlation Analysis

Harrison Zhou, Chao Gao, Zongming Ma, and Zhao Ren

Bayesian T-optimal discriminating designs

Holger Dette, Viatcheslav Melas, and Roman Guchenko

Bayesian linear regression with sparse priors

Ismael Castillo, Johannes Schmidt-Hieber, and Aad van der Vaart

Nonparametric confidence intervals for monotone functions

Piet Groeneboom and Geurt Jongbloed

A General Bernstein--von Mises Theorem in semiparametric models

Ismael Castillo and Judith Rousseau

Controlling the False Discovery Rate via Knockoffs

Rina Foygel Barber and Emmanuel Candes

Subsampling Bootstrap of Count Features of Networks

Sharmodeep Bhattacharyya and Peter J Bickel

Computing exact D-optimal designs by mixed integer second order cone programming

Guillaume Sagnol and Radoslav Harman

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