@lambertdem.bsky.social and Ioannis Papastathopoulos (@edinburgh-uni.bsky.social) show the convergence of directionally-renormalised univariate random point measures to a limiting directional Poisson point process for small and large extremes. Read the letter⤵️ www.sciencedirect.com/science/arti...

@xbardina.bsky.social & Salim Boukfal (@uab.cat) generalize the known result of Kac and Stroock, showing that processes derived from renewal processes, whose inter-arrival times satisfy weak integrability conditions, weakly converge to Brownian motion. ⤵️⤵️⤵️ www.sciencedirect.com/science/arti...

Robert Gaunt (University of Manchester) obtains a closed-form formula for the characteristic function of the asymmetric Student's t-distribution, also establishing a closed-form formula for a natural integral involving the sine function. Check this out⤵️ www.sciencedirect.com/science/arti...

JB Hill (UNC-ChapelHill) extends the property of symmetrization to dependent r.v.'s in an arbitrary setting, without requiring dependence or heterogeneity conditions. Usual bounds yielded under symmetrization are now functions of high dimensional Gaussian approximations. tinyurl.com/y8569fdy

A. Silbernagel & C. H. Weiß (Helmut Schmidt University) propose a refined definition of the INAR random field model, provide a derivation of its autocorrelation structure, and expand the model to higher-order autoregressions and study its stochastic properties⤵️ www.sciencedirect.com/science/arti...

Lea Maislinger & Wolfgang Trutschnig (University of Salzburg) show that even supposedly handy and regular classes like the family of multivariate Archimedean copulas may contain pathological (but interesting) elements. Find out more in our July issue⤵️ www.sciencedirect.com/science/arti...

Djordjilović (Ca' Foscari), Sofer (Beth Israel) & Dreyfuss (Joslin Diabetes Center) study the directional replicability of an effect across independent studies providing conditions under which one can combine 2 one-sided replicability tests w/o correcting for multiplicity. tinyurl.com/34wpj6u5

@piergiovannib.bsky.social & @matteoborrotti.bsky.social (UNIMIB) study uncertainty quantification via martingale posteriors in generative classification models. To this end, the authors consider a conditionally identically distributed sequence of observations. www.sciencedirect.com/science/arti...

In our April issue, Lorenzo Camponovo (@usi.ch & SUPSI) studies the relationship between stochastic and deterministic polynomial trends over the long-run, as the sample size increases to infinity, and at a local level. Read the letter here⤵️ www.sciencedirect.com/science/arti...

✨ Spotlight Papers of 2025, II Semester✨ In case you missed them⤵️ 🔗 www.sciencedirect.com/science/arti... by S. Zwanzig & R. Ahmad 🔗 www.sciencedirect.com/science/arti... by M. Hua & G. Goh

HNY! Our Co-Editor-in-Chief @afarcome.bsky.social elected the ✨ Spotlight paper of the First semester of 2025✨ "Universal distribution of the empirical coverage in split conformal prediction" by Paulo C. Marques F. (Insper Instituto de Ensino e Pesquisa) www.sciencedirect.com/science/arti...

Swarnadeep Datta (Indian Statistical Institute) and Monitirtha Dey (@unibremen.bsky.social) propose a simple single-step multiple testing procedure that asymptotically controls the FWER at the desired level exactly under the equicorrelated multivariate Gaussian setup. doi.org/10.1016/j.sp...

@luisantonioarteaga.bsky.social & JM Rodriguez-Poo (Univ de Cantabria) propose a new test to detect structural changes in economic models with endogenous variables and time dependence using nonparametric techniques that avoid the curse of dimensionality. www.sciencedirect.com/science/arti...

C Scricciolo (Univ of Verona) establishes minimax-optimal convergence rates in the 1-Wasserstein metric for a kernel-type estimator of the CDF + proposes a data-driven adaptive estimation procedure to select the optimal bandwidth for α-Hölder mixing densities www.sciencedirect.com/science/arti...

Manabu Asai (Soka University) utilizes the Bartlett decomposition of a singular Wishart variable to derive the log-expectation and proposes a reparameterization for MLE to separately estimate the scale matrix and the degrees-of-freedom parameter. ⤵️⤵️⤵️ www.sciencedirect.com/science/arti...

Marco Geraci (Sapienza University of Rome) explores an easy-to-implement maximum likelihood estimation strategy based on Gaussian quadrature for the scale-mixture representation of the generalized Laplace distribution and its projection onto the circle. www.sciencedirect.com/science/arti...

Continuous monitoring is gaining popularity for its ability to reduce sample sizes and reach earlier conclusions. Long-Hao Xu and Tim Friede (Universitätsmedizin Göttingen) investigate the theoretical properties of blinded continuous monitoring. www.sciencedirect.com/science/arti...

🚨New letter alert 🚨 Hang Zou (Guangdong University of Foreign Studies) and Yunlu Jiang (Jinan University) propose a communication-efficient distributed robust variable selection method using discounted exponential regression for massive data. www.sciencedirect.com/science/arti...

Yves Tillé (Uni of Neuchâtel) introduces a 2-phase procedure for balanced random sample selection. ✈️Flight phase: transform the vector of inclusion probabilities into one with components close to 0 or 1, 🛬 Landing phase: Complete the selection. www.sciencedirect.com/science/arti...

In our November issue: S. Zwanzig & R. Ahmad (Uppsala University) show that in a linear model setting, the minimization problem in variational inference pertains to approximation error under a suitable prior, and discuss the choice of prior. www.sciencedirect.com/science/arti...

Swagatam Das (Indian Statistical Institute) proposes a free probabilistic framework to analyze Transformer-based LLMs, emphasizing the role of non-commutative random variables in modeling word order and contextual structure. In our November issue⤵️ www.sciencedirect.com/science/arti...

Eunji Lim (Adelphi University) proposes a penalized estimator to address boundary overfitting in isotonic regression. The estimator achieves strong uniform consistency and ensures consistency at domain boundaries. In our November issue⤵️ www.sciencedirect.com/science/arti...

There are a few options for clustering mixed-type data. Eman Alamer (McMaster University), Michael Gallaugher (Baylor University), and Paul McNicholas (McMaster University) propose a model-based clustering approach to help address this gap. www.sciencedirect.com/science/arti...

@alecasa.bsky.social and Davide Ferrari (@unibz.bsky.social) tackle the problem of selecting the number of components in Gaussian mixture models, where traditional single-model criteria like BIC often overlook model selection uncertainty. Learn more⤵️ www.sciencedirect.com/science/arti...

Seonghyun Jeong (Yonsei University) derives a desirable test function that establishes a framework for testing-based posterior contraction theory in Gaussian models with unknown variance. Read the letter in our November issue⤵️ www.sciencedirect.com/science/arti...

Lu Mao (Univ. of Wisconsin-Madison) approximates win-loss statistics using only the marginal survival curves typically reported in clinical trials, enabling comparative interpretation of two-tiered outcomes even when joint data are unavailable #meta-analysis 🔗 www.sciencedirect.com/science/arti...

Hervé Cardot (Université Bourgogne Europe) and Antonio Musolesi (University of Ferrara and SEEDS) propose a zero-inflated model for the temporal variation of the variable of interest in panel data analysis. Click below to learn more⤵️ www.sciencedirect.com/science/arti...

A Ghoshal and JT Chen (Bowling Green State U) propose a sequentially rejective procedure for simultaneous inference on odds ratios, which is uniformly more powerful than Holm’s procedure when testing multiple odds ratios. Read the letter in our November issue🔗 www.sciencedirect.com/science/arti...

🍂 In our September issue Yves Tillé (University of Neuchâtel) proposes a simple bootstrap method for large-entropy, unequal-probability sampling designs in finite populations. An efficient implementation in R is also provided. www.sciencedirect.com/science/arti...

🍂In our September issue🍂 Masanari Kimura (University of Melbourne) develops a higher-order asymptotic analysis for the semi-hard triplet loss using the Edgeworth expansion. 🔗Click here to read the letter www.sciencedirect.com/science/arti...

🍃In our September issue🍃 The Marchenko–Pastur law describes the limit law of eigenvalues of large rectangular matrices. Luc Devroye (@lawmcgill.bsky.social) gives two efficient algorithms for simulating random variables from this distribution. Read the paper⤵️ www.sciencedirect.com/science/arti...

🚨 In our July issue 🚨 L Li (Nankai Uni), Y Yu and W Liang (Dongbei Uni of Finance and Economics), and F Zou (Zhongnan Uni of Economics and Law) study multi-attribute Gaussian copula graphical models where each node captures multidimensional variables 🔍 www.sciencedirect.com/science/arti...

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