Revisiting Madigan and Mosurski: Collapsibility via Minimal Separators

Modeling and Inference for High-Dimensional Mediation Analysis with Endogeneity

High-Dimensional Heterogeneous Factor-Augmented Generalized Linear Regression Models for Multi-View Data

Transfer Learning in High-Dimensional Group Factor Models

Estimating The Number of Significant Components in High-Dimensional Principal Component Analysis

Clustering Analysis on Multi-layer Networks with Group Structure and Sparsity Heterogeneity

To Split or Not to Split: Valid Inference and Adaptive Stopping for Graph Segmentation

Interval Localization with Error Rate Control in Multiple Change-Point Analysis

Powerful Derandomized Knockoff: A Powerful and Reproducible FDR Control Approach

FDR Control and Statistical Power for High-Dimensional Semiparametric Transformation Models

Optimal Estimators and Tests for Reciprocal Effects

Mediation Analysis with Parallel Multiple Mediators Missing Not at Random

Collaborative Inference for Sparse High-Dimensional Models with Non-Shared Data

Analysis of Quadratic Forms of High-Dimensional Non-Stationary Time Series, with Application to ANOVA and Independent Testing

Noncentral Normal-Reference Transfer Theory for High-Dimensional L² Mean Tests

Minimax Detection of Localized Underdensity in Uniformity Testing on Closed Manifolds

Distributed Hypothesis Testing for High Dimensional Mutual Independence

Differentially Private Gaussian Graphical Model: Optimality, Algorithm and FDR Control

Improving Projection Estimability of OMARS Designs via Random Perturbation

Distributed Estimation for Heterogeneous Linear Models with Missing Values

Space-Filling Order-of-Addition Designs Based on the Kendall-Tau Distance

Empirical Likelihood Based Change Point Detection in Linear Regression Model with Skew-Normal Errors

Efficient Adaptive Approximate Zig-Zag Sampler for IRT Models

Likelihood-Based Change Point Detection in Sparse Dynamic Networks