Papers to Appear in Subsequent Issues

When papers are accepted for publication, they will appear below. Any changes that are made during the production process will only appear in the final version. Papers listed here are not updated during the production process and are removed once an issue is published.

Graphical models for nonstationary time series Sumanta Basu and Suhasini Subba Rao
The Right Complexity Measure in Locally Private Estimation: It is not the Fisher Information John Duchi and Feng Ruan
De-biasing convex regularized estimators and interval estimation in linear models Pierre C. Bellec and Cun-Hui Zhang
Conditional sequential Monte Carlo in high dimensions Axel Finke and Alexandre H. Thiery
Interactive versus non-interactive locally differentially private estimation: Two elbows for the quadratic functional Cristina Butucea, Angelika Rohde, and Lukas Steinberger
Nonlinear Independent Component Analysis for Discrete-Time and Continuous-Time Signals Alexander Schell and Harald Oberhauser
Local convexity of the TAP free energy and AMP convergence for Z2-synchronization Michael Celentano, Zhou Fan, Song Mei
Orthogonal Statistical Learning Dylan J. Foster and Vasilis Syrgkanis
Canonical Noise Distributions and Private Hypothesis Tests Jordan Awan and Salil Vadhan
On the Disjoint and Sliding Block Maxima method for piecewise stationary time series Axel Bücher and Leandra Zanger
Testing network correlation efficiently via counting trees Cheng Mao, Yihong Wu, Jiaming Xu, and Sophie H. Yu
Learning Sparse Graphons and the Generalized Kesten-Stigum Threshold Emmanuel Abbe, Shuangping Li, and Allan Sly
On singular values of  data matrices with  general independent columns Tianxing Mei, Chen Wang, and Jianfeng Yao
Optimal Estimation and Computational Limit of Low-Rank Gaussian Mixtures Zhongyuan Lyu and Dong Xia
Efficient two-sample functional estimation and the super-oracle phenomenon Thomas Berrett and Richard Samworth
Deep Nonparametric Regression on Approximate Low-dimensional Manifolds Yuling Jiao, Guohao Shen, Yuanyuan Lin, and Jian Huang
On robustness and local differential privacy Mengchu Li, Thomas B. Berrett, and Yi Yu
Optimally tackling covariate shift in RKHS-based nonparametric regression Cong Ma, Reese Pathak, and Martin J. Wainwright
Optimal high-dimensional and nonparametric distributed testing under communication constraints Lasse Vuursteen, Botond Szabó, and Harry van Zanten
Minimax Rates for Conditional Density Estimation via Empirical Entropy Blair Bilodeau, Dylan J. Foster, and Daniel M. Roy
Optimal Permutation Estimation in Crowd-Sourcing Problems Emmanuel Pilliat, Alexandra Carpentier, and Nicolas Verzelen
Total positivity in multivariate extremes Frank Röttger, Sebastian Engelke, and Piotr Zwiernik
Inference on the maximal rank of time-varying covariance matrices using high-frequency data Markus Reiß and Lars Winkelmann
A Power Analysis for Model-X Knockoffs with ℓp-Regularized Statistics Asaf Weinstein, Weijie Su, Malgorzata Bogdan, Rina Foygel Barber, and Emmanuel Candes
A general characterization of optimal tie-breaker designs Harrison H Li and Art B. Owen
Conformal prediction beyond exchangeability Rina Foygel Barber, Emmanuel J. Candes, Aaditya Ramdas, and Ryan J. Tibshirani
Bootstrapping Persistent Betti Numbers and Other Stabilizing Statistics Benjamin Thomas Roycraft, Johannes Krebs, and Wolfgang Polonik
Rate-optimal robust estimation of high-dimensional vector autoregressive models Di Wang and Ruey S Tsay
On lower bounds for the bias-variance trade-off Alexis Derumigny and Johannes Schmidt-Hieber
Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes Quan Zhou and Hyunwoong Chang