Papers to Appear in Subsequent Issues

A Unified Primal Dual Active Set Algorithm for Nonconvex Sparse Recovery Jian Huang, Yuling Jiao, Bangti Jin, Jin Liu, Xiliang Lu, and Can Yang
Judicious Judgment Meets Unsettling Updating: Dilation, Sure Loss, and Simpson’s Paradox Ruobin Gong and Xiao-Li Meng
The Box-Cox Transformation: Review and Extensions Anthony C Atkinson, Marco Riani, and Aldo Corbellini
Non-commutative Probability and Multiplicative Cascades Ian Wray McKeague
A selective overview of deep learning Jianqing Fan, Cong Ma, and Yiqiao Zhong
Stochastic Approximation: from Statistical Origin to Big-Data, Multidisciplinary Applications Tze Leung Lai and Hongsong Yuan
Robust high dimensional factor models with applications to statistical machine learning Jianqing Fan, Kaizheng Wang, Yiqiao Zhong, and Ziwei Zhu
A Hybrid Scan Gibbs Sampler for Bayesian Models with Latent Variables Grant Backlund, James P Hobert, Yeun Ji Jung, and Kshitij Khare
Maximum likelihood multiple imputation: Faster imputations and consistent standard errors without posterior draws Paul T von Hippel and Jonathan Bartlett
A horse race between the block maxima method and the peak-over-threshold approach Axel Buecher and Chen Zhou
Khinchin’s 1929 paper on von Mises’s frequency theory of probability Lukas M. Verburgt
Random-Matrix Theory and Its Applications Alan Julian Izenman
A Conversation with Dennis Cook Efstathia Bura, Daniel Pena, Lexin Li, Christopher Nachtsheim, Claude Setodji, Robert E Weiss, and Bing Li
The GENIUS Approach to Robust Mendelian Randomization Inference Eric Tchetgen Tchetgen, BaoLuo Sun, and Stefan Walter
A general framework for the analysis of adaptive experiments Ian C. Marschner
A Problem in Forensic Science Highlighting the Differences between the Bayes Factor and Likelihood Ratio Danica M Ommen  and Christopher P. Saunders
Identification of Causal Effects Within Principal Strata Using an Auxiliary Variable Peng Deng
Confidence as likelihood Yudi Pawitan and Youngjo Lee
Revisiting the Gelman-Rubin Diagnostic Dootika Vats and Christina P Knudson
Comparison of Two Frameworks for Analyzing Longitudinal Data Jie Zhou, Xiao-Hua Zhou, and Liuquan Sun
Symmetrical and Non-Symmetrical Variants of Three-Way Correspondence Analysis for Ordered Variables Rosaria Lombardo, Eric J Beh, and Pieter M Kroonenberg
In Defense of the Indefensible: A Very Naive Approach to High-Dimensional Inference Sen Zhao, Ali Shojaie, and Daniela Witten
Robustness by Reweighting for Kernel Estimators: An Overview Kris De Brabanter and Jos De Brabanter
Testing randomness online Vladimir Vovk
Bayesian Analysis of Rank Data with Covariates and Heterogeneous Rankers Xinran Li, Dingdong Yi, and Jun S. Liu
The Dependent Dirichlet Process and Related Models Fernando A. Quintana, Peter Mueller, Alejandro Jara, and Steven N. MacEachern
A comparative tour through the simulation algorithms for max-stable processes Marco Oesting and Kirstin Strokorb
A conversation with Don Dawson Bouchra R. Nasri, Bruno N. Remillard, Barbara Szyszkowicz, and Jean Vaillancourt
On the history and limitations of probability updating Glenn Shafer
Comment on Gong and Meng’s “Judicious judgment meets unsettling updating: Dilation, sure loss, and Simpson’s paradox” Chuanhai Liu and Ryan Martin
Comment on Gong and Meng Gregory Wheeler
On Focusing, Soft and Strong Revision of Choquet Capacities and Their Role in Statistics: Comments on Gong and Meng’s Paper Thomas Augustin and Georg Schollmeyer
Rejoinder: Let’s be imprecise in order to be precise (about what we don’t know) Ruobin Gong and Xiao-Li Meng
Analyzing Stochastic Computer Models: A Review with Opportunities Evan Baker, Pierre Barbillon, Arindam Fadikar, Robert Gramacy, Radu Herbei, David Higdon, Jiangeng Huang, Leah Johnson, Pulong Ma, Anirban Mondal, Bianica Pires, Jerome Sacks, and Vadim Sokolov
Statistical dependence: Beyond Pearson’s ρ Dag Tjøstheim, Håkon Otneim, and Bård Støve
Inference and asymptotics in high and low dimensional regimes Heather Battey and David Cox