Direct estimation of differential networks
Variance estimation in high-dimensional linear models
Bayes and empirical Bayes
Bayesian monotone regression using Gaussian process projection
Latin hypercube designs with controlled correlations and multi-dimensional stratification
Permuting regular fractional factorial designs for screening quantitative factors
Indicator functions and the algebra of the linear-quadratic parameterization
Locally ϕ p -optimal designs for generalized linear models with a single-variable quadratic polynomial predictor
Logistic regression for spatial Gibbs point processes
A combined estimating function approach for fitting stationary point process models
Distances and inference for covariance operators
Measurement bias and effect restoration in causal inference
Propensity score adjustment with several follow-ups
Testing equality of a large number of densities
Bootstrap for the case-cohort design
Hypothesis testing for band size detection of high-dimensional banded precision matrices
Convergence of sample eigenvalues, eigenvectors, and principal component scores for ultra-high dimensional data
Sequential combination of weighted and nonparametric bagging for classification
Multiscale variance stabilization via maximum likelihood