Title	Publication Date	Language	Citations
Large-Scale Multiple Testing for Matrix-Valued Data under Cross Dependency
Dynamic Statistical Learning in Massive Datastreams
Frequent-voting Independence Screening for Data of Different Types or Different Dimensions
Differentiable Particle Filters with Smoothly Jittered Resampling	2024/01/01
Statistical Inference for Multivariate Functional Panel Data
Estimation of A Distribution with A Bias and Its Applications to Competing Risks
On the Estimation of High-Dimensional Integrated Covariance Matrix Based on High-Frequency Data With Multiple Transactions
Generalized Functional Feature Regression Models
Estimating Boltzmann Averages for Protein Structural Quantities Using Sequential Monte Carlo	2024/01/01
Maximum Conditional Alpha Test for Conditional Multi-Factor Models
Mean Dimension Reduction And Testing For Nonparametric Tensor Response Regression
Community Extraction of Network Data under Stochastic Block Models
Optimal Priors for the Discounting Parameter of the Normalized Power Prior
KOO Approach for Scalable Variable Selection Problem in Large-dimensional Regression
Functional Two-Sample Test Based on Projection
Joint Mean-angle Model for Spatial Binary Data
Information-based Optimal Subdata Selection for Clusterwise Linear Regression
Nonparametric Comparisons of Multiple Distributions under Uniform Stochastic Ordering
Simultaneous Inference for the Distribution of Functional Principal Component Scores
Detect Complete Dependence via Trace Correlation in the Presence of Matrix-Valued Random Objects
Estimation and Variable Selection under the Function-on-scalar Linear Model with Covariate Measurement Error
Semiparametric Inference for Longitudinal Data with Informative Observation Times and Terminal Event
Copula-based Analysis for Count Time Series
Improve Efficiency of Doubly Robust Estimator when Propensity Score is Misspecified
Receiver Operating Characteristic Curve for Complex Survey Data
Bias, Consistency, and Alternative Perspectives of the Infinitesimal Jackknife
On P-Value Combination of Independent and Non-sparse Signals: Asymptotic Efficiency and Fisher Ensemble
One-Step Regularized Estimator for High-Dimensional Regression Models
Simultaneous Change Point Detection and Identification for High Dimensional Linear Models
Semiparametric Cure Regression Models with Informative Case K Interval-Censored Failure Time Data