Publication | Date of Publication | Type |
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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 |
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 |
Distributional anchor regression | 2022-07-08 | Paper |
Goodness-of-fit Testing in High Dimensional Generalized Linear Models | 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 |
Invariance, causality and robustness | 2021-01-12 | Paper |
Rejoinder: 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 |
Hierarchical inference for genome-wide association studies: a view on methodology with software | 2020-05-28 | Paper |
Rejoinder on: ``Hierarchical inference for genome-wide association studies: a view on methodology with software | 2020-05-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q5214240 | 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 using invariant prediction: identification and confidence intervals | 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 |
Kernel-Based Tests for Joint Independence | 2018-02-19 | Paper |
Goodness-of-Fit Tests for High Dimensional Linear Models | 2018-02-19 | Paper |
High-dimensional simultaneous inference with the bootstrap | 2018-02-02 | Paper |
Rejoinder on: ``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 using invariant prediction: identification and confidence intervals | 2015-01-06 | Paper |
CAM: causal additive models, high-dimensional order search and penalized regression | 2015-01-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q2934070 | 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 |
Correlated variables in regression: clustering and sparse estimation | 2014-01-24 | Paper |
Rejoinder | 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 |
Geometry of the faithfulness assumption in causal inference | 2013-07-24 | Paper |
\(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs | 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 |
High dimensional sparse covariance estimation via directed acyclic graphs | 2013-05-27 | Paper |
On the conditions used to prove oracle results for the Lasso | 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 |
Rejoinder: Boosting algorithms: regularization, prediction and model fitting | 2012-09-01 | Paper |
Estimation for High-Dimensional Linear Mixed-Effects Models Using ℓ1-Penalization | 2012-09-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q2896130 | 2012-07-13 | Paper |
Comment | 2012-01-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q3093379 | 2011-10-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q3174091 | 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 |
https://portal.mardi4nfdi.de/entity/Q5310577 | 2007-10-11 | Paper |
Survival ensembles | 2007-04-23 | 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 |
Model selection for variable length Markov chains and tuning the context algorithm | 2002-11-14 | Paper |
Weak dependence beyond mixing and asymptotics for nonparametric regression | 2002-11-14 | Paper |
Analyzing bagging | 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 |