| Publication | Date of Publication | Type |
|---|
A sequential rejection testing method for high-dimensional regression with correlated variables
The International Journal of Biostatistics | 2024-11-05 | Paper |
Higher-Order Least Squares: Assessing Partial Goodness of Fit of Linear Causal Models
Journal of the American Statistical Association | 2024-07-05 | Paper |
Correction to: ‘Ancestor regression in linear structural equation models’
Biometrika | 2024-02-09 | Paper |
Ancestor regression in linear structural equation models
Biometrika | 2024-02-07 | Paper |
Distributionally robust and generalizable inference
Statistical Science | 2024-01-30 | Paper |
Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements
Scandinavian Journal of Statistics | 2024-01-02 | Paper |
Deconfounding and Causal Regularisation for Stability and External Validity
International Statistical Review | 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”
Journal of the American Statistical Association | 2023-10-18 | Paper |
Seeded binary segmentation: a general methodology for fast and optimal changepoint detection
Biometrika | 2023-03-01 | Paper |
Double-estimation-friendly inference for high-dimensional misspecified models
Statistical Science | 2023-02-16 | Paper |
scientific article; zbMATH DE number 7626776 (Why is no real title available?)
| 2022-12-06 | Paper |
Anchor Regression: Heterogeneous Data Meet Causality
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Goodness-of-fit Testing in High Dimensional Generalized Linear Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-08 | Paper |
Distributional anchor regression
Statistics and Computing | 2022-07-08 | Paper |
Doubly debiased Lasso: high-dimensional inference under hidden confounding
The Annals of Statistics | 2022-06-24 | Paper |
Seeded intervals and noise level estimation in change point detection: a discussion of Fryzlewicz (2020)
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
Change-Point Detection for Graphical Models in the Presence of Missing Values
Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
Group inference in high dimensions with applications to hierarchical testing
Electronic Journal of Statistics | 2022-02-09 | Paper |
Regularizing double machine learning in partially linear endogenous models
Electronic Journal of Statistics | 2022-02-09 | Paper |
Stabilizing variable selection and regression
The Annals of Applied Statistics | 2021-11-17 | Paper |
Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements
Scandinavian Journal of Statistics | 2021-08-31 | Paper |
Multicarving for high-dimensional post-selection inference
Electronic Journal of Statistics | 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.
Statistical Science | 2021-02-08 | Paper |
scientific article; zbMATH DE number 7306913 (Why is no real title available?)
| 2021-02-05 | Paper |
Regularizing double machine learning in partially linear endogenous models
Electronic Journal of Statistics | 2021-01-29 | Paper |
Rejoinder: Invariance, causality and robustness
Statistical Science | 2021-01-12 | Paper |
Invariance, causality and robustness
Statistical Science | 2021-01-12 | Paper |
Domain adaptation under structural causal models
| 2020-10-29 | Paper |
Invariance in heterogeneous, large-scale and high-dimensional data
Proceedings of the International Congress of Mathematicians (ICM 2018) | 2020-09-22 | Paper |
Rejoinder on: ``Hierarchical inference for genome-wide association studies: a view on methodology with software
Computational Statistics | 2020-05-28 | Paper |
Hierarchical inference for genome-wide association studies: a view on methodology with software
Computational Statistics | 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
Journal of the American Statistical Association | 2019-11-12 | Paper |
Stabilizing variable selection and regression
The Annals of Applied Statistics | 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
Test | 2019-09-18 | Paper |
Group inference in high dimensions with applications to hierarchical testing
Electronic Journal of Statistics | 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
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-14 | Paper |
Causal inference by using invariant prediction: identification and confidence intervals. With discussion and authors' reply
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Structural intervention distance for evaluating causal graphs
Neural Computation | 2019-06-04 | Paper |
Causal Dantzig: fast inference in linear structural equation models with hidden variables under additive interventions
The Annals of Statistics | 2019-05-10 | Paper |
Conditional transformation models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Stability Selection
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Causal inference in partially linear structural equation models
The Annals of Statistics | 2018-10-30 | Paper |
Stable graphical model estimation with random forests for discrete, continuous, and mixed variables
Computational Statistics and Data Analysis | 2018-10-19 | Paper |
High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
Statistical Science | 2018-10-02 | Paper |
Statistics for big data: a perspective
Statistics & Probability Letters | 2018-06-20 | Paper |
Most likely transformations
Scandinavian Journal of Statistics | 2018-04-17 | Paper |
Goodness-of-Fit Tests for High Dimensional Linear Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-02-19 | Paper |
Kernel-based tests for joint independence
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-02-19 | Paper |
Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap
Test | 2018-02-02 | Paper |
High-dimensional simultaneous inference with the bootstrap
Test | 2018-02-02 | Paper |
Partial least squares for heterogeneous data
Springer Proceedings in Mathematics & Statistics | 2017-07-19 | Paper |
High-dimensional statistics, with applications to genome-wide association studies
EMS Surveys in Mathematical Sciences | 2017-07-13 | Paper |
Some themes in high-dimensional statistics
Statistical Analysis for High-Dimensional Data | 2017-01-19 | Paper |
Confidence Intervals for Maximin Effects in Inhomogeneous Large-Scale Data
Statistical Analysis for High-Dimensional Data | 2017-01-19 | Paper |
Panel: Challenges for mathematicians
European Mathematical Society Newsletter | 2016-12-30 | Paper |
Score-based causal learning in additive noise models
Statistics | 2016-07-19 | Paper |
Comments on: ``A random forest guided tour
Test | 2016-07-06 | Paper |
Discussion of big Bayes stories and BayesBag
Statistical Science | 2016-03-08 | Paper |
Marginal integration for nonparametric causal inference
Electronic Journal of Statistics | 2016-02-04 | Paper |
Missing values: sparse inverse covariance estimation and an extension to sparse regression
Statistics and Computing | 2015-10-16 | Paper |
High-dimensional inference in misspecified linear models
Electronic Journal of Statistics | 2015-08-25 | Paper |
Maximin effects in inhomogeneous large-scale data
The Annals of Statistics | 2015-08-05 | Paper |
High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
Computational Statistics | 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
Foundations of Computational Mathematics | 2015-01-16 | Paper |
Causal inference by using invariant prediction: identification and confidence intervals. With discussion and authors' reply
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2015-01-06 | Paper |
CAM: causal additive models, high-dimensional order search and penalized regression
The Annals of Statistics | 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
The Annals of Statistics | 2014-08-04 | Paper |
Discussion: ``A significance test for the lasso
The Annals of Statistics | 2014-07-03 | Paper |
On asymptotically optimal confidence regions and tests for high-dimensional models
The Annals of Statistics | 2014-06-01 | Paper |
Identifiability of Gaussian structural equation models with equal error variances
Biometrika | 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
International Journal of Approximate Reasoning | 2014-03-27 | Paper |
High-dimensional covariance estimation based on Gaussian graphical models
| 2014-02-03 | Paper |
Rejoinder
Journal of Statistical Planning and Inference | 2014-01-24 | Paper |
Correlated variables in regression: clustering and sparse estimation
Journal of Statistical Planning and Inference | 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
Bernoulli | 2013-10-17 | Paper |
Causal statistical inference in high dimensions
Mathematical Methods of Operations Research | 2013-08-02 | Paper |
\(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs
The Annals of Statistics | 2013-07-24 | Paper |
Geometry of the faithfulness assumption in causal inference
The Annals of Statistics | 2013-07-24 | Paper |
The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
Electronic Journal of Statistics | 2013-05-28 | Paper |
On the conditions used to prove oracle results for the Lasso
Electronic Journal of Statistics | 2013-05-27 | Paper |
High dimensional sparse covariance estimation via directed acyclic graphs
Electronic Journal of Statistics | 2013-05-27 | Paper |
Splines for financial volatility
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2012-10-25 | Paper |
Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence
The Annals of Statistics | 2012-09-03 | Paper |
Boosting algorithms: regularization, prediction and model fitting
Statistical Science | 2012-09-01 | Paper |
Estimation for high-dimensional linear mixed-effects models using \(\ell_1\)-penalization
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
Rejoinder: Boosting algorithms: regularization, prediction and model fitting
Statistical Science | 2012-09-01 | Paper |
Model-based boosting 2.0
Journal of Machine Learning Research (JMLR) | 2012-07-13 | Paper |
Comment
Journal of the American Statistical Association | 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
The Annals of Applied Statistics | 2011-06-20 | Paper |
Statistics for high-dimensional data. Methods, theory and applications.
Springer Series in Statistics | 2011-05-02 | Paper |
\(p\)-values for high-dimensional regression
Journal of the American Statistical Association | 2011-02-01 | Paper |
\(\ell_{1}\)-penalization for mixture regression models
Test | 2011-01-22 | Paper |
Rejoinder to the comments on: \(\ell _{1}\)-penalization for mixture regression models
Test | 2011-01-22 | Paper |
Missing values: sparse inverse covariance estimation and an extension to sparse regression
Statistics and Computing | 2010-12-03 | Paper |
Decomposition and model selection for large contingency tables
Biometrical Journal | 2010-09-21 | Paper |
Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm
Biometrika | 2010-08-19 | Paper |
Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm
Biometrika | 2010-04-30 | Paper |
High-dimensional additive modeling
The Annals of Statistics | 2009-12-09 | Paper |
Estimating high-dimensional intervention effects from observational data
The Annals of Statistics | 2009-12-09 | Paper |
Discussion of: Treelets -- an adaptive multi-scale basis for sparse unordered data
The Annals of Applied Statistics | 2009-08-07 | Paper |
Robustified \(L_2\) boosting
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
The Group Lasso for Logistic Regression
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2009-06-10 | Paper |
Lower bounds for the number of false null hypotheses for multiple testing of associations under general dependence structures
Biometrika | 2008-12-10 | Paper |
Discussion: One-step sparse estimates in nonconcave penalized likelihood models
The Annals of Statistics | 2008-08-28 | Paper |
Smoothing \(\ell_1\)-penalized estimators for high-dimensional time-course data
Electronic Journal of Statistics | 2008-05-14 | Paper |
Low-Order Conditional Independence Graphs for Inferring Genetic Networks
Statistical Applications in Genetics and Molecular Biology | 2008-02-18 | Paper |
Boosting algorithms: with an application to bootstrapping multivariate time series
| 2007-10-11 | Paper |
Survival ensembles
Biostatistics | 2007-04-23 | Paper |
Estimating High-Dimensional Directed Acyclic Graphs with the PC-Algorithm
Journal of Machine Learning Research | 2007-03-01 | Paper |
scientific article; zbMATH DE number 5056247 (Why is no real title available?)
| 2006-09-22 | Paper |
High-dimensional graphs and variable selection with the Lasso
The Annals of Statistics | 2006-08-24 | Paper |
Boosting for high-dimensional linear models
The Annals of Statistics | 2006-08-03 | Paper |
Discussion on boosting papers.
The Annals of Statistics | 2004-11-05 | Paper |
Finding predictive gene groups from microarray data
Journal of Multivariate Analysis | 2004-08-16 | Paper |
Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
Journal of the American Statistical Association | 2004-06-10 | Paper |
Boosting With theL2Loss
Journal of the American Statistical Association | 2004-06-10 | Paper |
Bootstraps for time series
Statistical Science | 2003-07-03 | Paper |
An algorithm for nonparametric GARCH modelling.
Computational Statistics and Data Analysis | 2003-01-21 | Paper |
Analyzing bagging
The Annals of Statistics | 2002-11-14 | Paper |
Weak dependence beyond mixing and asymptotics for nonparametric regression
The Annals of Statistics | 2002-11-14 | Paper |
Model selection for variable length Markov chains and tuning the context algorithm
Annals of the Institute of Statistical Mathematics | 2002-11-14 | Paper |
Block length selection in the bootstrap for time series
Computational Statistics and Data Analysis | 2002-07-29 | Paper |
Tree-structured generalized autoregressive conditional heteroscedastic models
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2002-06-10 | Paper |
Variable length Markov chains
The Annals of Statistics | 2002-04-25 | Paper |
A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
Bernoulli | 2001-01-29 | Paper |
Dynamic adaptive partitioning for nonlinear time series
Biometrika | 2000-10-29 | Paper |
From data to stochastic models
Elemente der Mathematik | 2000-01-01 | Paper |
Efficient and adaptive post-model-selection estimators
Journal of Statistical Planning and Inference | 1999-11-28 | Paper |
Sieve bootstrap for smoothing in nonstationary time series
The Annals of Statistics | 1999-11-09 | Paper |
Closure of linear processes
Journal of Theoretical Probability | 1998-06-23 | Paper |
Sieve bootstrap for smoothing in nonstationary time series
The Annals of Statistics | 1998-02-01 | Paper |
Sieve bootstrap for time series
Bernoulli | 1997-11-13 | Paper |
What is a linear process?
Proceedings of the National Academy of Sciences | 1997-06-03 | Paper |
LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
Journal of Time Series Analysis | 1997-01-19 | Paper |
Moving-average representation of autoregressive approximations
Stochastic Processes and their Applications | 1996-09-24 | Paper |
The blockwise bootstrap for general empirical processes of stationary sequences
Stochastic Processes and their Applications | 1996-07-18 | Paper |
scientific article; zbMATH DE number 758454 (Why is no real title available?)
| 1995-05-28 | Paper |
Blockwise bootstrapped empirical process for stationary sequences
The Annals of Statistics | 1995-01-15 | Paper |
