Journal Series B: current and forthcoming papers

RSS Series B journalVolume 79 (2017), part 3

Current and scheduled papers are available to subscribers from the Wiley Online Library.

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Theoretical guarantees for approximate sampling from smooth and log-concave densities
A S Dalalyan

High dimensional correlation matrices: the central limit theorem and its applications
J Gao, X Han, G Pan and Y Yang

Control functionals for Monte Carlo integration
C J Oates, M Girolami and N Chopin

Causal analysis of ordinal treatments and binary outcomes under truncation by death
L Wang, T S Richardson and X-H Zhou

Local explosion modelling by non-causal process
G Gouriéroux and J-M Zakoïan

Principal stratification analysis using principal scores
P Ding and J Lu

Additive model building for spatial regression
S Nandy, C Y Lim and T Maiti

Admissability of the usual confidence set for the mean of a univariate or bivariate normal population: the unknown variance case
H Leeb and P Kabaila

Regionalization of multiscale spatial processes by using a criterion for spatial aggregation error
J R Bradley, C K Wikle and S H Holan

Continuous auto-regressive moving average random fields on Rn
P J Brockwell and Y Matsuda

Optimal designs for longitudinal and functional data
H Ji and H-G Müller

Bayesian inference for Matérn repulsive processes
V Rao, R P Adams and D B Dunson

Provable sparse tensor decomposition
W W Sun, J Lu, H Liu and G Cheng

Mediation analysis with time varying exposures and mediators
T J VanderWeele and E J Tchetgen Tchetgen

Linear and conic programming estimators in high dimensional errors-in-variables models
A Belloni, M Rosenbaum and A B Tsybakov

Forthcoming papers

False discovery proportion estimation by permutations: confidence for significance analysis of microarrays
J Hemerik and J J Goeman

Exact Bayesian inference in spatiotemporal Cox processes driven by multivariate Gaussian processes
F B Gonçalves and D Gamerman

Kernel-based test for joint independence
N Pfister, P Bühlmann, B Schölkopf and J Peters

Inference for empirical Wasserstein distances on finite spaces
M Sommerfeld and A Munk

Goodness-of-fit tests for high dimensional linear models
R D Shah and P Bühlmann

Direct and indirect treatment effects–causal chains and mediation analysis with instrumental variables
M Frölich and M Huber

Quantile spectral analysis for locally stationary time series
S Birr, S Volgushev, T Kley, H Dette and M Hallin

Joint non-parametric correction estimator for excess relative risk regression in survival analysis with exposure measurement error
C-Y Wang, H Cullings, X Song and K J Kopecky

Convex clustering via l1 fusion penalization
P Radchenko and G Mukherjee

Estimation of the common mean from heterogeneous normal observations with unknown variances
A L Rukhin

Optimal group testing designs for estimating prevalence with uncertain testing errors
S-H Huang, M-N L Huang, K Shedden and W K Wong

Provable sparse tensor decomposition
W W Sun, J Lu, H Liu and G Cheng

A minimum relative entropy based correlation model between the response and covariates
B Bhattacharya and M Al-talib

Statistical clustering of temporal networks through a dynamic stochastic block model
C Matias and V Miele

Heterogeneous change point inference
F Pein, H Sieling and A Munk

Change point estimation in high dimensional Markov random-field models
S Roy, Y Atchadé and G Michailidis

Non-parametric methods for doubly robust estimation of continuous treatment effects
E H Kennedy, Z Ma, M D McHugh and D S Small

Detection of adaptive shifts on phylogenies by using shifted stochastic processes on a tree
P Bastide, M Mahendra and S Robin

Robust estimation of encouragement design intervention effects transported across sites
K E Rudolph and M J van der Laan

Concordance-assisted learning for estimating optimal individualized treatment regimes
C Fan, W Lu, R Song and Y Zhou

Parameter stability and semiparametric inference in time varying auto-regressive conditional heteroscedasticity models
L Truquet