← All authors Peter Bühlmann ETH Zurich (from arXiv:2407.15256, 2024) · ORCID · OpenAlex
138 papers in scope · 138 published · 1 on the econ.EM arXiv · 15,465 citations · h-index 51 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Malte Londschien Jack R. Porter Frank Kleibergen Patrik Guggenberger Justin McCrary David S. Lee Sophocles Mavroeidis Marcelo J. Moreira Jonas Peters Wenjie Wang James A. Duffy Jesse Hoekstra Mac Lockhart Ziwen Zu Dennis Lim Wenze Li Yichong Zhang Sombut Jaidee Qu Feng Yongchan Kwon Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 138)
published 2026 · Journal of Econometrics · 1 citations · first circulated 2024
Inference for heterogeneous treatment effects with efficient instruments and machine learning
published 2026 · Electronic Journal of Statistics · first circulated 2025
with Cyrill Scheidegger, Zijian Guo
Spectrally Deconfounded Random Forests
published 2025 · Journal of Computational and Graphical Statistics · 3 citations
with Markus Ulmer, Cyrill Scheidegger, M. G. Ulmer
Causality pursuit from heterogeneous environments via neural adversarial invariance learning
published 2025 · The Annals of Statistics · 1 citations · first circulated 2024
with Yihong Gu, Cong Fang, Jianqing Fan
Causality-Oriented Robustness: Exploiting General Noise Interventions
published 2025 · Journal of the American Statistical Association · first circulated 2023
with Xinwei Shen, Armeen Taeb
Spectral Deconfounding for High-Dimensional Sparse Additive Models
published 2025 · ACM / IMS Journal of Data Science · 2 citations · first circulated 2023
TSCI : Two Stage Curvature Identification for Causal Inference with Invalid Instruments in R
published 2025 · Journal of Statistical Software · 1 citations · first circulated 2023
Treatment effect estimation with observational network data using machine learning
published 2025 · Journal of Causal Inference · 2 citations · first circulated 2022
with Corinne Emmenegger, Meta-Lina Spohn, Timon Elmer
Ancestor regression in structural vector autoregressive models
published 2025 · Journal of Causal Inference · 1 citations
with Christoph Schultheiss, Markus Ulmer
Invariant probabilistic prediction
published 2024 · Biometrika · 1 citations · first circulated 2023
Model selection over partially ordered sets
published 2024 · Proceedings of the National Academy of Sciences · 2 citations · first circulated 2023
with Armeen Taeb, Venkat Chandrasekaran
Distributionally Robust and Generalizable Inference
published 2023 · Statistical Science · 5 citations · first circulated 2022
Discussion of “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models”
published 2023 · Journal of the American Statistical Association
with Michael Law
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements
published 2023 · Scandinavian Journal of Statistics · 9 citations · first circulated 2021
with Corinne Emmenegger
Ancestor regression in linear structural equation models
published 2023 · Biometrika · 5 citations · first circulated 2022
with Christoph Schultheiss, Christoph Schultheiß
Higher-Order Least Squares: Assessing Partial Goodness of Fit of Linear Causal Models
published 2023 · Journal of the American Statistical Association · 5 citations · first circulated 2021
On the pitfalls of Gaussian likelihood scoring for causal discovery
published 2023 · Journal of Causal Inference · 2 citations · first circulated 2022
with Christoph Schultheiss
Double-Estimation-Friendly Inference for High-Dimensional Misspecified Models
published 2022 · Statistical Science · 6 citations · first circulated 2019
with Rajen D. Shah
Distributional regression modeling via generalized additive models for location, scale, and shape: An overview through a data set from learning analytics
published 2022 · Wiley Interdisciplinary Reviews Data Mining and Knowledge Discovery · 32 citations
with Fernando Marmolejo-Ramos, Mauricio Tejo, Marek Brabec, Jakub Kužílek, Srécko Joksimovíc, Vitomir Kovanović, Jorge González, Thomas Kneib, Lucas Kook, Guillermo Briseño-Sánchez, Raydonal Ospina
Seeded binary segmentation: a general methodology for fast and optimal changepoint detection
published 2022 · Biometrika · 75 citations · first circulated 2020
with Solt Kovács, Hua Li, Axel Munk, Housen Li
Doubly debiased lasso: High-dimensional inference under hidden confounding
published 2022 · The Annals of Statistics · 43 citations · first circulated 2020
Distributional anchor regression
published 2022 · Statistics and Computing · 8 citations
with Lucas Kook, Beate Sick
Anchor Regression: Heterogeneous Data Meet Causality
published 2021 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 83 citations · first circulated 2018
Group inference in high dimensions with applications to hierarchical testing
published 2021 · Electronic Journal of Statistics · 30 citations · first circulated 2019
Regularizing double machine learning in partially linear endogenous models
published 2021 · Electronic Journal of Statistics · 5 citations
with Corinne Emmenegger
One Modern Culture of Statistics: Comments on Statistical Modeling: The Two Cultures (Breiman, 2001b)
published 2021 · Observational Studies · 1 citations
Multicarving for high-dimensional post-selection inference
published 2021 · Electronic Journal of Statistics
with Christoph Schultheiss, Claude Renaux
Change-Point Detection for Graphical Models in the Presence of Missing Values
published 2020 · Journal of Computational and Graphical Statistics · 4 citations · first circulated 2019
with Malte Londschien, Solt Kovács
Deconfounding and Causal Regularisation for Stability and External Validity
published 2020 · International Statistical Review · 6 citations
with Domagoj Ćevid
A Look at Robustness and Stability of $\ell_{1}$-versus $\ell_{0}$-Regularization: Discussion of Papers by Bertsimas et al. and Hastie et al.
published 2020 · Statistical Science · 7 citations
with Yuansi Chen, Armeen Taeb
Toward causality and improving external validity
published 2020 · Proceedings of the National Academy of Sciences · 5 citations
Seeded intervals and noise level estimation in change point detection: a discussion of Fryzlewicz (2020)
published 2020 · Journal of the Korean Statistical Society · 2 citations
with Solt Kovács, Housen Li
Invariance, Causality and Robustness
published 2020 · Statistical Science · 47 citations
Rejoinder: Invariance, Causality and Robustness
published 2020 · Statistical Science · 11 citations
Goodness-of-fit Testing in High Dimensional Generalized Linear Models
published 2020 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1 citations
with Jana Janková, Rajen D. Shah, Richard J. Samworth
Rejoinder on: Hierarchical inference for genome-wide association studies: a view on methodology with software
published 2020 · Computational Statistics
with Claude Renaux, Laura Buzdugan, Markus Kalisch
INVARIANCE IN HETEROGENEOUS, LARGE-SCALE AND HIGH-DIMENSIONAL DATA
published 2019 · Proceedings of the International Congress of Mathematicians (ICM 2018) · 2 citations
Comments on: Data science, big data and statistics
published 2019 · Test · 2 citations
Causal Dantzig: Fast inference in linear structural equation models with hidden variables under additive interventions
published 2019 · The Annals of Statistics · 3 citations · first circulated 2017
Causal inference in partially linear structural equation models
published 2018 · The Annals of Statistics · 17 citations · first circulated 2016
Invariant Causal Prediction for Sequential Data
published 2018 · Journal of the American Statistical Association · 95 citations · first circulated 2017
Statistics for big data: A perspective
published 2018 · Statistics & Probability Letters · 32 citations
with Sara van de Geer
Statistical Recovery of Discrete, Geometric and Invariant Structures
published 2018 · Oberwolfach Reports
Rejoinder on: High-dimensional simultaneous inference with the bootstrap
published 2017 · Test · 2 citations
High-dimensional simultaneous inference with the bootstrap
published 2017 · Test · 137 citations · first circulated 2016
with Ruben Dezeure, Cun-Hui Zhang
Most Likely Transformations
published 2017 · Scandinavian Journal of Statistics · 101 citations
with Torsten Hothorn, Lisa Möst
Kernel-Based Tests for Joint Independence
published 2017 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 5 citations
Goodness-of-Fit Tests for High Dimensional Linear Models
published 2017 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 48 citations · first circulated 2015
with Rajen D. Shah
Distributional equivalence and structure learning for bow-free acyclic path diagrams
published 2017 · Electronic Journal of Statistics · 7 citations · first circulated 2015
with Christopher Nowzohour, Marloes H. Maathuis, Robin J. Evans
Nonparametric causal inference from observational time series through marginal integration
published 2016 · Econometrics and Statistics · 2 citations
with Shu Li, Jan Ernest
Causal Inference by using Invariant Prediction: Identification and Confidence Intervals
published 2016 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 64 citations · first circulated 2015
Discussion on ‘regularized regression for categorical data (Tutz and Gertheiss)’
published 2016 · Statistical Modelling · 1 citations
with Ruben Dezeure
A Sequential Rejection Testing Method for High-Dimensional Regression with Correlated Variables
published 2016 · The International Journal of Biostatistics · 7 citations · first circulated 2015
with Jacopo Mandozzi
Comments on: A random forest guided tour
published 2016 · Test
with Florencia Leonardi
Partial Least Squares for Heterogeneous Data
published 2016 · Springer proceedings in mathematics & statistics · 2 citations
Magging: Maximin Aggregation for Inhomogeneous Large-Scale Data
published 2015 · Proceedings of the IEEE · 41 citations · first circulated 2014
with Nicolai Meinshausen
Score-based causal learning in additive noise models
published 2015 · Statistics · 25 citations
with Christopher Nowzohour
Hierarchical Testing in the High-Dimensional Setting With Correlated Variables
published 2015 · Journal of the American Statistical Association · 30 citations · first circulated 2013
with Jacopo Mandozzi
Structural Intervention Distance for Evaluating Causal Graphs
published 2015 · Neural Computation · 100 citations · first circulated 2013
High-dimensional inference in misspecified linear models
published 2015 · Electronic Journal of Statistics · 54 citations
with Sara van de Geer
CAM: Causal additive models, high-dimensional order search and penalized regression
published 2014 · The Annals of Statistics · 216 citations
Jointly Interventional and Observational Data: Estimation of Interventional Markov Equivalence Classes of Directed Acyclic Graphs
published 2014 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 72 citations
with Alain Hauser
Hypersurfaces and Their Singularities in Partial Correlation Testing
published 2014 · Foundations of Computational Mathematics · 18 citations
Discussion: “A significance test for the lasso”
published 2014 · The Annals of Statistics · 7 citations
with Lukas Meier, Sara van de Geer
High-Dimensional Statistics with a View Toward Applications in Biology
published 2014 · Annual Review of Statistics and Its Application · 280 citations
with Markus Kalisch, Lukas Meier
Causal Structure Learning and Inference: A Selective Review
published 2014 · Quality Technology & Quantitative Management · 37 citations
with Markus Kalisch
Pattern alternating maximization algorithm for missing data in high-dimensional problems
published 2014 · Journal of Machine Learning Research · 26 citations
with Nicolas Städler, Daniel J. Stekhoven
Discussion of “The Evolution of Boosting Algorithms” and “Extending Statistical Boosting”
published 2014 · Methods of Information in Medicine · 21 citations
with Jan Gertheiss, Stefanie Hieke, Thomas Kneib, Siyuan Ma, Martin Schumacher, Gerhard Tutz, Chi-Yun Wang, Zhu Wang, Andreas Ziegler
Two optimal strategies for active learning of causal models from interventional data
published 2013 · International Journal of Approximate Reasoning · 87 citations
with Alain Hauser
Identifiability of Gaussian structural equation models with equal error variances
published 2013 · Biometrika · 225 citations
Statistical significance in high-dimensional linear models
published 2013 · Bernoulli · 201 citations
High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
published 2013 · Computational Statistics · 66 citations
with Jacopo Mandozzi
Correlated variables in regression: Clustering and sparse estimation
published 2013 · Journal of Statistical Planning and Inference · 160 citations
Rejoinder
published 2013 · Journal of Statistical Planning and Inference
Causal statistical inference in high dimensions
published 2013 · Mathematical Methods of Operations Research · 22 citations
Geometry of the faithfulness assumption in causal inference
published 2013 · The Annals of Statistics · 160 citations
$\ell_{0}$-penalized maximum likelihood for sparse directed acyclic graphs
published 2013 · The Annals of Statistics · 120 citations
with Sara van de Geer
Stable graphical model estimation with Random Forests for discrete, continuous, and mixed variables
published 2013 · Computational Statistics & Data Analysis · 82 citations
with Bernd A. G. Fellinghauer, Martin Ryffel, Michael von Rhein, Jan D. Reinhardt
Frontiers in Nonparametric Statistics
published 2012 · Oberwolfach Reports
with Tommaso Cai, Axel Munk, Bin Yu
Causal Inference Using Graphical Models with the R Package pcalg
published 2012 · Journal of Statistical Software · 543 citations
with Markus Kalisch, Martin Mächler, Diego Colombo, Marloes H. Maathuis
Controlling false positive selections in high-dimensional regression and causal inference
published 2011 · Statistical Methods in Medical Research · 11 citations
with Philipp Rütimann, Markus Kalisch
Comment
published 2011 · Journal of the American Statistical Association
Characterization and greedy learning of interventional Markov equivalence classes of directed acyclic graphs (abstract)
published 2011 · Uncertainty in Artificial Intelligence · 246 citations
with Alain Hauser
The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
published 2011 · Electronic Journal of Statistics · 110 citations · first circulated 2010
with Sara van de Geer, Shuheng Zhou
Missing values: sparse inverse covariance estimation and an extension to sparse regression
published 2010 · Statistics and Computing · 97 citations · first circulated 2009
with Nicolas Städler
Stability Selection
published 2010 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2185 citations
with Nicolai Meinshausen
Rejoinder: ℓ 1-penalization for mixture regression models
published 2010 · Test · 17 citations
with Nicolas Städler, Sara van de Geer
Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm
published 2010 · Biometrika · 120 citations
with Markus Kalisch, Marloes H. Maathuis
Predicting causal effects in large-scale systems from observational data
published 2010 · Nature Methods · 226 citations
with Marloes H. Maathuis, Diego Colombo, Markus Kalisch
Understanding human functioning using graphical models
published 2010 · BMC Medical Research Methodology · 59 citations
with Markus Kalisch, Bernd A. G. Fellinghauer, Eva Grill, Marloes H. Maathuis, Ulrich Mansmann, Gerold Stucki
Decomposition and Model Selection for Large Contingency Tables
published 2010 · Biometrical Journal · 20 citations · first circulated 2009
with Corinne Dahinden, Markus Kalisch
Boosting
published 2009 · Wiley Interdisciplinary Reviews Computational Statistics · 27 citations
with Bin Yu
p -Values for High-Dimensional Regression
published 2009 · Journal of the American Statistical Association · 449 citations · first circulated 2008
with Nicolai Meinshausen, Lukas Meier
High-dimensional additive modeling
published 2009 · The Annals of Statistics · 475 citations
with Lukas Meier, Sara van de Geer
Twin Boosting: improved feature selection and prediction
published 2009 · Statistics and Computing · 64 citations
with Torsten Hothorn
Estimating high-dimensional intervention effects from observational data
published 2009 · The Annals of Statistics · 328 citations
with Marloes H. Maathuis, Markus Kalisch
Splines for Financial Volatility
published 2009 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 30 citations · first circulated 2007
On the conditions used to prove oracle results for the Lasso
published 2009 · Electronic Journal of Statistics · 719 citations
with Sara A. van de Geer
Robustification of the PC-Algorithm for Directed Acyclic Graphs
published 2008 · Journal of Computational and Graphical Statistics · 51 citations
with Markus Kalisch
Discussion: One-step sparse estimates in nonconcave penalized likelihood models
published 2008 · The Annals of Statistics · 60 citations
The Group Lasso for Logistic Regression
published 2008 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1722 citations
with Lukas Meier, Sara van de Geer
Robustified L2 boosting
published 2007 · Computational Statistics & Data Analysis · 36 citations
with Roman Lutz, Markus Kalisch
Boosting Algorithms: Regularization, Prediction and Model Fitting. Rejoinder.
published 2007 · Statistical Science · 706 citations
with Torsten Hothorn
no link
Conjugate Direction Boosting
published 2006 · Journal of Computational and Graphical Statistics · 8 citations
with Roman Lutz
Boosting for high-dimensional linear models
published 2006 · The Annals of Statistics · 320 citations
Lower bounds for the number of false null hypotheses for multiple testing of associations under general dependence structures
published 2005 · Biometrika · 46 citations
with Nicolai Meinshausen
Boosting, model selection, lasso and nonnegative garrote
published 2005 · Kagoshima Kenritsu Tanki Daigaku Chiiki Kenkyūjo kenkyū nenpō · 14 citations
with Bin Yu
no link
Volatility and risk estimation with linear and nonlinear methods based on high frequency data
published 2004 · Applied Financial Economics · 7 citations · first circulated 2001
with Marcel Dettling
Variable Length Markov Chains: Methodology, Computing, and Software
published 2004 · Journal of Computational and Graphical Statistics · 74 citations · first circulated 2002
with Martin Mächler
Finding predictive gene groups from microarray data
published 2004 · Journal of Multivariate Analysis · 135 citations
with Marcel Dettling
Discussions of boosting papers, and rejoinders
published 2004 · The Annals of Statistics · 9 citations
Synchronizing multivariate financial time series
published 2004 · The Journal of Risk · 16 citations · first circulated 2001
Boosting With the L 2 Loss
published 2003 · Journal of the American Statistical Association · 868 citations
with Bin Yu
Volatility estimation with functional gradient descent for very high-dimensional financial time series
published 2003 · The Journal of Computational Finance · 40 citations · first circulated 2001
An algorithm for nonparametric GARCH modelling
published 2002 · Computational Statistics & Data Analysis · 83 citations
with Alexander J. McNeil
Analyzing bagging
published 2002 · The Annals of Statistics · 594 citations
with Bin Yu
Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
published 2002 · Journal of the American Statistical Association · 18 citations · first circulated 1999
Bootstraps for Time Series
published 2002 · Statistical Science · 267 citations
Weak dependence beyond mixing and asymptotics for nonparametric regression
published 2002 · The Annals of Statistics · 55 citations
with Paul Doukhan, Patrick Ango Nze
Tree-structured Generalized Autoregressive Conditional Heteroscedastic Models
published 2001 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 45 citations
Model Selection for Variable Length Markov Chains and Tuning the Context Algorithm
published 2000 · Annals of the Institute of Statistical Mathematics · 48 citations · first circulated 1997
Selection of Credibility Regression Models
published 1999 · Astin Bulletin · 6 citations · first circulated 1998
with Hans Bühlmann
Block length selection in the bootstrap for time series
published 1999 · Computational Statistics & Data Analysis · 149 citations · first circulated 1994
with Hans R. Künsch, Hansruedi Künsch
Dynamic adaptive partitioning for nonlinear time series
published 1999 · Biometrika · 7 citations · first circulated 1998
A New Mixing Notion and Functional Central Limit Theorems for a Sieve Bootstrap in Time Series
published 1999 · Bernoulli · 66 citations
Efficient and adaptive post-model-selection estimators
published 1999 · Journal of Statistical Planning and Inference · 12 citations
Variable length Markov chains
published 1999 · The Annals of Statistics · 399 citations
with Abraham J. Wyner
Prediction of Spatial Cumulative Distribution Functions Using Subsampling: Comment
published 1999 · Journal of the American Statistical Association · 5 citations
with Hans R. Künsch
Comment
published 1999 · Journal of the American Statistical Association
with Hans R. Künsch
Extreme events from the return-volume process: a discretization approach for complexity reduction
published 1998 · Applied Financial Economics · 18 citations
Sieve bootstrap for smoothing in nonstationary time series
published 1998 · The Annals of Statistics · 99 citations
Sieve Bootstrap for Time Series
published 1997 · Bernoulli · 475 citations
Closure of Linear Processes
published 1997 · Journal of Theoretical Probability · 25 citations
What is a linear process?
published 1996 · Proceedings of the National Academy of Sciences · 38 citations
LOCALLY ADAPTIVE LAG‐WINDOW SPECTRAL ESTIMATION
published 1996 · Journal of Time Series Analysis · 61 citations
Moving-average representation of autoregressive approximations
published 1995 · Stochastic Processes and their Applications · 46 citations
The blockwise bootstrap for general empirical processes of stationary sequences
published 1995 · Stochastic Processes and their Applications · 39 citations
Blockwise Bootstrapped Empirical Process for Stationary Sequences
published 1994 · The Annals of Statistics · 89 citations
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