| Publication | Date of Publication | Type |
|---|
| A sequential rejection testing method for high-dimensional regression with correlated variables | 2024-11-05 | Paper |
| Higher-Order Least Squares: Assessing Partial Goodness of Fit of Linear Causal Models | 2024-07-05 | Paper |
| Correction to: ‘Ancestor regression in linear structural equation models’ | 2024-02-09 | Paper |
| Ancestor regression in linear structural equation models | 2024-02-07 | Paper |
| Distributionally robust and generalizable inference | 2024-01-30 | Paper |
| Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements | 2024-01-02 | Paper |
| Deconfounding and Causal Regularisation for Stability and External Validity | 2023-12-15 | Paper |
| Distributional Robustness and Transfer Learning Through Empirical Bayes | 2023-12-13 | Paper |
| mboost | 2023-12-07 | Software |
| Discussion of “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” | 2023-10-18 | Paper |
| Seeded binary segmentation: a general methodology for fast and optimal changepoint detection | 2023-03-01 | Paper |
| Double-estimation-friendly inference for high-dimensional misspecified models | 2023-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5053287 | 2022-12-06 | Paper |
| Anchor Regression: Heterogeneous Data Meet Causality | 2022-07-11 | Paper |
| Goodness-of-fit Testing in High Dimensional Generalized Linear Models | 2022-07-08 | Paper |
| Distributional anchor regression | 2022-07-08 | Paper |
| Doubly debiased Lasso: high-dimensional inference under hidden confounding | 2022-06-24 | Paper |
| Seeded intervals and noise level estimation in change point detection: a discussion of Fryzlewicz (2020) | 2022-04-27 | Paper |
| Change-Point Detection for Graphical Models in the Presence of Missing Values | 2022-03-29 | Paper |
| Group inference in high dimensions with applications to hierarchical testing | 2022-02-09 | Paper |
| Regularizing double machine learning in partially linear endogenous models | 2022-02-09 | Paper |
| Stabilizing variable selection and regression | 2021-11-17 | Paper |
| Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements | 2021-08-31 | Paper |
| Multicarving for high-dimensional post-selection inference | 2021-08-09 | Paper |
| A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al. | 2021-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149025 | 2021-02-05 | Paper |
| Regularizing double machine learning in partially linear endogenous models | 2021-01-29 | Paper |
| Rejoinder: Invariance, causality and robustness | 2021-01-12 | Paper |
| Invariance, causality and robustness | 2021-01-12 | Paper |
| Domain adaptation under structural causal models | 2020-10-29 | Paper |
| Invariance in heterogeneous, large-scale and high-dimensional data | 2020-09-22 | Paper |
| Rejoinder on: ``Hierarchical inference for genome-wide association studies: a view on methodology with software | 2020-05-28 | Paper |
| Hierarchical inference for genome-wide association studies: a view on methodology with software | 2020-05-28 | Paper |
| Robustifying independent component analysis by adjusting for group-wise stationary noise | 2020-02-07 | Paper |
| Invariant causal prediction for sequential data | 2019-11-12 | Paper |
| Stabilizing variable selection and regression | 2019-11-05 | Paper |
| Double-estimation-friendly inference for high-dimensional misspecified models | 2019-09-24 | Paper |
| Comments on ``Data science, big data and statistics | 2019-09-18 | Paper |
| Group inference in high dimensions with applications to hierarchical testing | 2019-09-04 | Paper |
| Goodness-of-fit testing in high-dimensional generalized linear models | 2019-08-09 | Paper |
| Jointly interventional and observational data: estimation of interventional Markov equivalence classes of directed acyclic graphs | 2019-06-14 | Paper |
| Causal inference by using invariant prediction: identification and confidence intervals. With discussion and authors' reply | 2019-06-12 | Paper |
| Structural intervention distance for evaluating causal graphs | 2019-06-04 | Paper |
| Causal Dantzig: fast inference in linear structural equation models with hidden variables under additive interventions | 2019-05-10 | Paper |
| Conditional Transformation Models | 2019-05-09 | Paper |
| Stability Selection | 2019-04-30 | Paper |
| Causal inference in partially linear structural equation models | 2018-10-30 | Paper |
| Stable graphical model estimation with random forests for discrete, continuous, and mixed variables | 2018-10-19 | Paper |
| High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} | 2018-10-02 | Paper |
| Statistics for big data: a perspective | 2018-06-20 | Paper |
| Most likely transformations | 2018-04-17 | Paper |
| Goodness-of-Fit Tests for High Dimensional Linear Models | 2018-02-19 | Paper |
| Kernel-based tests for joint independence | 2018-02-19 | Paper |
| Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap | 2018-02-02 | Paper |
| High-dimensional simultaneous inference with the bootstrap | 2018-02-02 | Paper |
| Partial least squares for heterogeneous data | 2017-07-19 | Paper |
| High-dimensional statistics, with applications to genome-wide association studies | 2017-07-13 | Paper |
| Some themes in high-dimensional statistics | 2017-01-19 | Paper |
| Confidence Intervals for Maximin Effects in Inhomogeneous Large-Scale Data | 2017-01-19 | Paper |
| Panel: Challenges for mathematicians | 2016-12-30 | Paper |
| Score-based causal learning in additive noise models | 2016-07-19 | Paper |
| Comments on: ``A random forest guided tour | 2016-07-06 | Paper |
| Discussion of big Bayes stories and BayesBag | 2016-03-08 | Paper |
| Marginal integration for nonparametric causal inference | 2016-02-04 | Paper |
| Missing values: sparse inverse covariance estimation and an extension to sparse regression | 2015-10-16 | Paper |
| High-dimensional inference in misspecified linear models | 2015-08-25 | Paper |
| Maximin effects in inhomogeneous large-scale data | 2015-08-05 | Paper |
| High-dimensional variable screening and bias in subsequent inference, with an empirical comparison | 2015-03-05 | Paper |
| A sequential rejection testing method for high-dimensional regression with correlated variables | 2015-02-11 | Paper |
| Hypersurfaces and their singularities in partial correlation testing | 2015-01-16 | Paper |
| Causal inference by using invariant prediction: identification and confidence intervals. With discussion and authors' reply | 2015-01-06 | Paper |
| CAM: causal additive models, high-dimensional order search and penalized regression | 2015-01-06 | Paper |
| Pattern alternating maximization algorithm for missing data in high-dimensional problems | 2014-12-08 | Paper |
| High-dimensional learning of linear causal networks via inverse covariance estimation | 2014-12-08 | Paper |
| On asymptotically optimal confidence regions and tests for high-dimensional models | 2014-08-04 | Paper |
| Discussion: ``A significance test for the lasso | 2014-07-03 | Paper |
| On asymptotically optimal confidence regions and tests for high-dimensional models | 2014-06-01 | Paper |
| Identifiability of Gaussian structural equation models with equal error variances | 2014-04-16 | Paper |
| Characterization and greedy learning of interventional Markov equivalence classes of directed acyclic graphs | 2014-04-01 | Paper |
| Two optimal strategies for active learning of causal models from interventional data | 2014-03-27 | Paper |
| High-dimensional covariance estimation based on Gaussian graphical models | 2014-02-03 | Paper |
| Rejoinder | 2014-01-24 | Paper |
| Correlated variables in regression: clustering and sparse estimation | 2014-01-24 | Paper |
| Hierarchical Testing in the High-Dimensional Setting with Correlated Variables | 2013-12-19 | Paper |
| Statistical significance in high-dimensional linear models | 2013-10-17 | Paper |
| Causal statistical inference in high dimensions | 2013-08-02 | Paper |
| \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs | 2013-07-24 | Paper |
| Geometry of the faithfulness assumption in causal inference | 2013-07-24 | Paper |
| The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) | 2013-05-28 | Paper |
| On the conditions used to prove oracle results for the Lasso | 2013-05-27 | Paper |
| High dimensional sparse covariance estimation via directed acyclic graphs | 2013-05-27 | Paper |
| Splines for financial volatility | 2012-10-25 | Paper |
| Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence | 2012-09-03 | Paper |
| Boosting algorithms: regularization, prediction and model fitting | 2012-09-01 | Paper |
| Estimation for high-dimensional linear mixed-effects models using \(\ell_1\)-penalization | 2012-09-01 | Paper |
| Rejoinder: Boosting algorithms: regularization, prediction and model fitting | 2012-09-01 | Paper |
| Model-based boosting 2.0 | 2012-07-13 | Paper |
| Comment | 2012-01-18 | Paper |
| Estimating high-dimensional directed acyclic graphs with the PC-algorithm | 2011-10-12 | Paper |
| Sparse boosting | 2011-10-12 | Paper |
| Remembrance of Leo Breiman | 2011-06-20 | Paper |
| Statistics for high-dimensional data. Methods, theory and applications. | 2011-05-02 | Paper |
| \(p\)-values for high-dimensional regression | 2011-02-01 | Paper |
| \(\ell_{1}\)-penalization for mixture regression models | 2011-01-22 | Paper |
| Rejoinder to the comments on: \(\ell _{1}\)-penalization for mixture regression models | 2011-01-22 | Paper |
| Missing values: sparse inverse covariance estimation and an extension to sparse regression | 2010-12-03 | Paper |
| Decomposition and model selection for large contingency tables | 2010-09-21 | Paper |
| Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm | 2010-08-19 | Paper |
| Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm | 2010-04-30 | Paper |
| High-dimensional additive modeling | 2009-12-09 | Paper |
| Estimating high-dimensional intervention effects from observational data | 2009-12-09 | Paper |
| Discussion of: Treelets -- an adaptive multi-scale basis for sparse unordered data | 2009-08-07 | Paper |
| Robustified \(L_2\) boosting | 2009-06-12 | Paper |
| The Group Lasso for Logistic Regression | 2009-06-10 | Paper |
| Lower bounds for the number of false null hypotheses for multiple testing of associations under general dependence structures | 2008-12-10 | Paper |
| Discussion: One-step sparse estimates in nonconcave penalized likelihood models | 2008-08-28 | Paper |
| Smoothing \(\ell_1\)-penalized estimators for high-dimensional time-course data | 2008-05-14 | Paper |
| Low-Order Conditional Independence Graphs for Inferring Genetic Networks | 2008-02-18 | Paper |
| Boosting algorithms: with an application to bootstrapping multivariate time series | 2007-10-11 | Paper |
| Survival ensembles | 2007-04-23 | Paper |
| Estimating High-Dimensional Directed Acyclic Graphs with the PC-Algorithm | 2007-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5488710 | 2006-09-22 | Paper |
| High-dimensional graphs and variable selection with the Lasso | 2006-08-24 | Paper |
| Boosting for high-dimensional linear models | 2006-08-03 | Paper |
| Discussion on boosting papers. | 2004-11-05 | Paper |
| Finding predictive gene groups from microarray data | 2004-08-16 | Paper |
| Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series | 2004-06-10 | Paper |
| Boosting With theL2Loss | 2004-06-10 | Paper |
| Bootstraps for time series | 2003-07-03 | Paper |
| An algorithm for nonparametric GARCH modelling. | 2003-01-21 | Paper |
| Analyzing bagging | 2002-11-14 | Paper |
| Weak dependence beyond mixing and asymptotics for nonparametric regression | 2002-11-14 | Paper |
| Model selection for variable length Markov chains and tuning the context algorithm | 2002-11-14 | Paper |
| Block length selection in the bootstrap for time series | 2002-07-29 | Paper |
| Tree-structured generalized autoregressive conditional heteroscedastic models | 2002-06-10 | Paper |
| Variable length Markov chains | 2002-04-25 | Paper |
| A new mixing notion and functional central limit theorems for a sieve bootstrap in time series | 2001-01-29 | Paper |
| Dynamic adaptive partitioning for nonlinear time series | 2000-10-29 | Paper |
| From data to stochastic models | 2000-01-01 | Paper |
| Efficient and adaptive post-model-selection estimators | 1999-11-28 | Paper |
| Sieve bootstrap for smoothing in nonstationary time series | 1999-11-09 | Paper |
| Closure of linear processes | 1998-06-23 | Paper |
| Sieve bootstrap for smoothing in nonstationary time series | 1998-02-01 | Paper |
| Sieve bootstrap for time series | 1997-11-13 | Paper |
| What is a linear process? | 1997-06-03 | Paper |
| LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION | 1997-01-19 | Paper |
| Moving-average representation of autoregressive approximations | 1996-09-24 | Paper |
| The blockwise bootstrap for general empirical processes of stationary sequences | 1996-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4834283 | 1995-05-28 | Paper |
| Blockwise bootstrapped empirical process for stationary sequences | 1995-01-15 | Paper |
