Peter Bühlmann

51 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-1782-6015

Publications

• Causality-Oriented Robustness: Exploiting General Noise Interventions — Journal of the American Statistical Association 2026
• Causality pursuit from heterogeneous environments via neural adversarial invariance learning — The Annals of Statistics 2025
• Invariant probabilistic prediction — Biometrika 2025
• Higher-Order Least Squares: Assessing Partial Goodness of Fit of Linear Causal Models — Journal of the American Statistical Association 2024
• Seeded binary segmentation: a general methodology for fast and optimal changepoint detection — Biometrika 2023
• Discussion of “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” — Journal of the American Statistical Association 2023
• Ancestor regression in linear structural equation models — Biometrika 2023
• Doubly debiased lasso: High-dimensional inference under hidden confounding — The Annals of Statistics 2022
• Stabilizing variable selection and regression — The Annals of Applied Statistics 2021
• Anchor regression: Heterogeneous data meet causality — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2021
• Goodness-of-fit testing in high dimensional generalized linear models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2020
• Invariant Causal Prediction for Sequential Data — Journal of the American Statistical Association 2019
• Causal Dantzig: Fast inference in linear structural equation models with hidden variables under additive interventions — The Annals of Statistics 2019
• Kernel-based tests for joint independence — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2018
• Goodness-of-fit tests for high dimensional linear models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2018
• Causal inference by using invariant prediction: identification and confidence intervals — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2016
• Hierarchical Testing in the High-Dimensional Setting With Correlated Variables — Journal of the American Statistical Association 2016
• Maximin effects in inhomogeneous large-scale data — The Annals of Statistics 2015
• 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) 2015
• Discussion: “A significance test for the lasso” — The Annals of Statistics 2014
• Conditional transformation models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2014
• Identifiability of Gaussian structural equation models with equal error variances — Biometrika 2014
• On asymptotically optimal confidence regions and tests for high-dimensional models — The Annals of Statistics 2014
• CAM: Causal additive models, high-dimensional order search and penalized regression — The Annals of Statistics 2014
• $\ell_{0}$-penalized maximum likelihood for sparse directed acyclic graphs — The Annals of Statistics 2013
• Geometry of the faithfulness assumption in causal inference — The Annals of Statistics 2013
• Introduction to the Lehmann special section — The Annals of Statistics 2011
• Comment — Journal of the American Statistical Association 2011
• Asymptotic optimality of the Westfall–Young permutation procedure for multiple testing under dependence — The Annals of Statistics 2011
• Stability selection — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2010
• Remembrance of Leo Breiman — The Annals of Applied Statistics 2010
• Variable selection in high-dimensional linear models: partially faithful distributions and the pc-simple algorithm — Biometrika 2010
• p-Values for High-Dimensional Regression — Journal of the American Statistical Association 2009
• Splines for financial volatility — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2009
• Discussion of: Treelets—An adaptive multi-scale basis for sparse unordered data — The Annals of Applied Statistics 2008
• Discussion: One-step sparse estimates in nonconcave penalized likelihood models — The Annals of Statistics 2008
• The group lasso for logistic regression — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2008
• High-dimensional graphs and variable selection with the Lasso — The Annals of Statistics 2006
• Boosting for high-dimensional linear models — The Annals of Statistics 2006
• Lower bounds for the number of false null hypotheses for multiple testing of associations under general dependence structures — Biometrika 2005
• Discussions of boosting papers, and rejoinders — The Annals of Statistics 2004
• Boosting With theL2Loss — Journal of the American Statistical Association 2003
• Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series — Journal of the American Statistical Association 2002
• Weak dependence beyond mixing and asymptotics for nonparametric regression — The Annals of Statistics 2002
• Analyzing bagging — The Annals of Statistics 2002
• Tree-structured generalized autoregressive conditional heteroscedastic models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2001
• Dynamic adaptive partitioning for nonlinear time series — Biometrika 1999
• Comment — Journal of the American Statistical Association 1999
• Variable length Markov chains — The Annals of Statistics 1999
• Sieve bootstrap for smoothing in nonstationary time series — The Annals of Statistics 1998
• Blockwise Bootstrapped Empirical Process for Stationary Sequences — The Annals of Statistics 1994