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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

Rate-Optimal Posterior Contraction for Sparse PCA

Harrison Zhou and Chao Gao

Frequentist coverage of adaptive nonparametric Bayesian credible sets

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

Sparsistency and Agnostic Inference in Sparse PCA

Jing Lei and Vincent Q. Vu

Graph connection laplacian methods can be made robust to noise

Noureddine El Karoui and Hau-tieng Wu

Intermittent Process Analysis with Scattering Moments

Joan Bruna, Stéphane Mallat, Emmanuel Bacry, and Jean-François Muzy

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

Richard Nickl

Adversarial hypothesis testing and a quantum Stein's Lemma for restricted measurements

Fernando Brandao, Aram Harrow, James Russell Lee, and Yuval Peres

Hypothesis Testing for High-Dimensional Sparse Binary Regression

Rajarshi Mukherjee, Natesh S. Pillai, and Xihong Lin

Universality for the largest eigenvalue of sample covariance matrices with general population

Zhigang Bao, Guangming Pan, and Wang Zhou

Fixed Points of the EM Algorithm and Nonnegative Rank Boundaries

Bernd Sturmfels, Kaie Kubjas, and Elina Robeva

The Geometry of Kernelized Spectral Clustering

Geoffrey Schiebinger, Martin J. Wainwright, and Bin Yu

Independence Test For High Dimensional Data Based On Regularized Canonical Correlation Coefficients

Guangming Pan and Yanrong Yang

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

Universally Optimal Designs for Two Interference Models

Wei Zheng

Asymptotics for In-Sample Density Forecasting

Young Kyung Lee, Enno Mammen, Jens P Nielsen, and Byeong U Park

Minimax-optimal nonparametric regression in high dimensions

Yun Yang and Surya T. Tokdar

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

Tony Cai and Xiaodong Li

A Frequency Domain Empirical Likelihood Method for Irregularly Spaced Spatial Data

Soutir Bandyopadhyay, Soumendra N. Lahiri, and Daniel J. Nordman

Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing

Shurong Zheng, Zhidong Bai, and Jianfeng Yao

Non asymptotic bounds for vector quantization

Clément Levrard

On the Marcenko-Pastur law for linear time series

Debashis Paul

A generalized backdoor criterion

Marloes H. Maathuis and Diego Colombo

Correction to "Strong Oracle Optimality of Folded Concave Penalized Estimation"

Jianqing Fan, Lingzhou Xue, and Hui Zou

Detecting Gradual Changes in Locally Stationary Processes

Michael Vogt and Holger Dette

Testing for pure-jump processes for high-frequency data

Xinbing Kong, Zhi Liu, and Bingyi Jing

Time-Varying Nonlinear Regression Models: Nonparametric Estimation and Model Selection

Ting Zhang and Wei Biao Wu

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
 
   
 
 

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