Peter Bühlmann

Home | Publications | Software | Teaching | Other Activities

Recent publications and Preprints

My "best papers" (up to h-index ISI Web of Knowledge)

All publications

    Peer reviewed journals

  1. Bühlmann, P. (1994). Blockwise bootstrapped empirical processes for stationary sequences. Annals of Statistics 22, 995-1012.
  2. Bühlmann, P. (1995). The blockwise bootstrap for general empirical processes of stationary sequences. Stochastic Processes and their Applications 58, 247-265.
  3. Bühlmann, P. and Künsch, H.R. (1995). The blockwise bootstrap for general parameters of a stationary time series. Scandinavian Journal of Statistics 22, 35-54.
  4. Bühlmann, P. (1995). Moving-average representation for autoregressive approximations. Stochastic Processes and their Applications 60, 331-342.
  5. Bühlmann, P. (1996). Locally adaptive lag-window spectral estimation. Journal Time Series Analysis 17, 247-270.
  6. Bickel, P.J. and Bühlmann, P. (1996). What is a linear process? Proceedings National Academy of Sciencies USA 93, 12128-12131.
  7. Bühlmann, P. (1997). Sieve Bootstrap for Time Series. Bernoulli 3, 123-148.
  8. Bickel, P.J. and Bühlmann, P. (1997). Closure of linear processes. Journal of Theoretical Probability 10, 445-479.
  9. Bühlmann, P. (1998). Extreme events from return-volume process: a discretization approach for complexity reduction. Applied Financial Economics 8, 267-278.
  10. Bühlmann, P. (1998). Sieve bootstrap for smoothing in nonstationary time series. Annals of Statistics 26, 48-83.
  11. Bühlmann, P. (1999). Efficient and adaptive post-model-selection estimators. Journal of Statistical Planning and Inference 79, 1-9.
  12. Bühlmann, P. (1999). Dynamic adaptive partitioning for nonlinear time series. Biometrika 86, 555-571. Extended version (compressed postscript).
  13. Bühlmann, P. and Bühlmann, H. (1999). Selection of credibility regression models. ASTIN Bulletin (Journal of the International Actuarial Association) 29, 245-270.
  14. Bühlmann, P. and Künsch, H.R. (1999). Invited Comment on "Prediction of Spatial Cumulative Distribution Functions Using Subsampling (Lahiri, Kaiser, Cressie and Hsu)". Journal of the American Statistical Association 94, 97-99.
  15. Bühlmann, P. and Künsch, H.R. (1999). Block length selection in the bootstrap for time series. Computational Statistics and Data Analysis 31, 295-310.
  16. Bühlmann, P. and Wyner, A.J. (1999). Variable length Markov chains. Annals of Statistics 27, 480-513.
  17. Bickel, P.J. and Bühlmann, P. (1999). A new Mixing Notion and Functional Central Limit Theorems for a Sieve Bootstrap in Time Series. Bernoulli 5, 413-446.
  18. Bühlmann, P. (2000). Von Daten zu stochastischen Modellen (in German). Elemente der Mathematik 55, 1-18. Compressed postscript.
  19. Bühlmann, P. (2000). Model selection for variable length Markov chains and tuning the context algorithm. Annals of the Institute of Statistical Mathematics 52, 287-315. Compressed postscript.
  20. Bühlmann, P. and Yu, B. (2000). Invited Discussion on "Additive logistic regression: a statistical view of boosting (Friedman, Hastie and Tibshirani)". Annals of Statistics 28, 377-386. Compressed postscript. For original paper (Annals of Statistics 28, 337-407) click here.
  21. Audrino, F. and Bühlmann, P. (2001). Tree-structured generalized autoregressive conditional heteroscedastic models. Journal of the Royal Statistical Society: Series B, 63, 727-744. Compressed postscript.
  22. Bühlmann, P. (2002). Sieve bootstrap with variable length Markov chains for stationary categorical time series (with discussion). Journal of the American Statistical Association 97, 443-456. Compressed postscript.
  23. Bühlmann, P. (2002). Rejoinder of "Sieve bootstrap with variable length Markov chains for stationary categorical time series". Journal of the American Statistical Association 97, 466-471.
  24. Bühlmann, P. (2002). Bootstraps for time series. Statistical Science 17, 52-72. Compressed postscript.
  25. Ango Nze, P., Bühlmann, P. and Doukhan, P. (2002). Weak dependence beyond mixing and asymptotics for nonparametric regression. Annals of Statistics 30, 397-430. Compressed postscript.
  26. Bühlmann, P. and Yu, B. (2002). Analyzing bagging. Annals of Statistics 30, 927-961. Compressed postscript.
  27. Bühlmann, P. and McNeil, A.J. (2002). An algorithm for nonparametric GARCH modelling. Computational Statistics and Data Analysis 40, 665-683. Compressed postscript.
  28. Dettling, M. and Bühlmann, P. (2002). Supervised clustering of genes.Genome Biology 3(12): research0069.1-0069.15. Software.
  29. Audrino, F. and Bühlmann, P. (2003). Volatility estimation with functional gradient descent for very high-dimensional financial time series. Journal of Computational Finance Vol. 6, No. 3, 65-89. PDF
  30. Dettling, M. and Bühlmann, P. (2003). Boosting for tumor classification with gene expression data. Bioinformatics 19, No. 9, 1061-1069. Compressed postscript. PDF. Software.
  31. Bühlmann, P. and Yu, B. (2003). Boosting with the L2 loss: regression and classification. Journal of the American Statistical Association 98, 324-339. PDF
  32. Audrino, F. and Bühlmann, P. (2004). Synchronizing multivariate financial time series. The Journal of Risk 6 (2), 81-106. PDF
  33. Bühlmann, P. and Yu, B. (2004). Invited Discussion on three papers on boosting by Jiang, Lugosi and Vayatis, and Zhang. Annals of Statistics 32, 96-101. PDF
  34. Mächler, M. and Bühlmann, P. (2004). Variable length Markov chains: methodology, computing and software. Journal of Computational and Graphical Statistics 13, 435-455. Click here.
  35. Dettling, M. and Bühlmann, P. (2004). Finding predictive gene groups from microarray data. Journal of Multivariate Analysis 90, 106-131. Compressed postscript. PDF
  36. Dettling, M. and Bühlmann, P. (2004). Volatility and risk estimation with linear and nonlinear methods based on high frequency data. Applied Financial Economics 14, 717-729. PDF.
  37. Teuffel, O., Dettling, M., Cario, G., Stanulla, M., Schrappe, M., Bühlmann, P., Niggli, F. and Schäfer, B. (2004). Gene expression profiles and risk stratification in childhood acute lymphoblastic leukemia. Haematologica 89, 801-808.
  38. Wachtel, M., Dettling, M., Koscielniak, E., Stegmaier, S., Treuner, J., Simon-Klingenstein, K., Bühlmann, P., Niggli, F. and Schäfer,B. (2004). Gene expression signatures identify rhabdomyosarcoma subtypes and detect a novel t(2;2)(q35;p23) translocation fusing PAX3 to NCOA1. Cancer Research 64, 5539-5545.
  39. Wille, A., Zimmermann, P., Vranova, E., Fürholz, A., Laule, O., Bleuler, S., Hennig, L., Prelic, A., von Rohr, P., Thiele, L., Zitzler, E., Gruissem, W. and Bühlmann, P. (2004). Sparse graphical Gaussian modeling of the isoprenoid gene network in Arabidopsis thaliana.Genome Biology 5(11) R92, 1-13.
  40. Meinshausen, N. and Bühlmann, P. (2005). Lower bounds for the number of false null hypotheses for multiple testing of associations under general dependence structures. Biometrika 92, 893-907. PDF
  41. Wille, A. and Bühlmann, P. (2006). Low-order conditional independence graphs for inferring genetic networks. Statistical Applications in Genetics and Molecular Biology 5 (1) Art1, 1-32.Download paper.
  42. Prelic, A., Bleuler, S., Zimmermann, P., Wille, A., Bühlmann, P., Gruissem, W., Hennig, L., Thiele, L. and Zitzler, E. (2006). A systematic comparison and evaluation of biclustering methods for gene expression data. Bioinformatics 22, 1122-1129. Download paper. BicAT: A Biclustering Analysis Toolbox.
  43. Bühlmann, P. (2006). Boosting for high-dimensional linear models. Annals of Statistics 34, 559-583. PDF
  44. Lutz, R.W. and Bühlmann, P. (2006). Boosting for high-multivariate responses in high-dimensional linear regression. Statistica Sinica 16, 471-494. PDF
  45. Lutz, R.W. and Bühlmann, P. (2006). Conjugate direction boosting. Journal of Computational and Graphical Statistics 15, 287-311. PDF
  46. Bühlmann, P. and Yu, B. (2006). Sparse Boosting. Journal of Machine Learning Research 7, 1001-1024. PDF
  47. Hothorn, T., Bühlmann, P., Dudoit, S., Molinaro, A. and van der Laan, M. (2006). Survival ensembles. Biostatistics 7, 355-373.Download paper.
  48. Meinshausen, N. and Bühlmann, P. (2006). High-dimensional graphs and variable selection with the Lasso. Annals of Statistics 34, 1436-1462. PDF. According to Essential Science Indicators, this has been selected as New Hot Paper.
  49. Hothorn, T. and Bühlmann, P. (2006). Model-based boosting in high dimensions. Bioinformatics 22, 2828-2829. PDF
  50. Goeman, J.J. and Bühlmann, P. (2007). Analyzing gene expression data in terms of gene sets: methodological issues. Bioinformatics 23, 980-987. PDF
  51. Kalisch, M. and Bühlmann, P. (2007). Estimating high-dimensional directed acyclic graphs with the PC-algorithm. Journal of Machine Learning Research 8, 613-636. PDF
  52. Elsener, A., Samson, C.C.M., Brändle, M.P., Bühlmann, P. and Lüthi, H.P. (2007). Statistical analysis of quantum chemical data using generalized XML/CML archives for the derivation of molecular design rules. Chimia 61, 165-168. PDF
  53. Wille, A., Gruissem, W., Bühlmann, P. and Hennig, L. (2007). EVE (External Variance Estimation) increases statistical power for detecting differentially expressed genes. The Plant Journal 52, 561-569.PDF
  54. Bühlmann, P. (2007). Bootstrap schemes for time series (in Russian). Quantile 3, 37-56.PDF
  55. Meier, L. and Bühlmann, P. (2007). Smoothing L1-penalized estimators for high-dimensional time-course data. Electronic Journal of Statistics 1, 597-615. PDF
  56. Bühlmann, P. and Hothorn, T. (2007). Boosting algorithms: regularization, prediction and model fitting (with discussion). Statistical Science 22, 477-505. (The paper includes supporting software). PDF
  57. Bühlmann, P. and Hothorn, T. (2007). Rejoinder of "Boosting algorithms: regularization, prediction and model fitting". Statistical Science 22, 516-522. PDF
  58. Dahinden, C., Parmigiani, G., Emerick, M.C. and Bühlmann, P. (2007). Penalized likelihood for sparse contingency tables with an application to full-length cDNA libraries. BMC Bioinformatics 2007, 8:476, 1-11.
  59. Meier, L., van de Geer, S. and Bühlmann, P. (2008). The Group Lasso for logistic regression. Journal of the Royal Statistical Society: Series B, 70, 53-71. PDF
  60. Schöner, D., Kalisch, M., Leisner, C., Meier, L., Sohrmann, M., Faty, M., Barral, Y., Peter, M., Gruissem, W. and Bühlmann, P. (2008). Annotating novel genes by integrating synthetic lethals and genomic information. BMC Systems Biology 2008, 2:3, 1-14.
  61. Bühlmann, P. and Yu, B. (2008). Invited Discussion on "Evidence contrary to the statistical view of boosting (D. Mease and A. Wyner)". Journal of Machine Learning Research 9, 187-194. Download paper with discussion.
  62. Lutz, R.W., Kalisch, M. and Bühlmann, P. (2008). Robustified L2 boosting. Computational Statistics & Data Analysis 52, 3331-3341. PDF
  63. Meinshausen, N. and Bühlmann, P. (2008). Invited Discussion on "Treelets - An adaptive multi-scale basis for sparse unordered data (A.B. Lee, B. Nadler and L. Wasserman)". Annals of Applied Statistics 2, 478-481. PDF
  64. Bühlmann, P. and Meier, L. (2008). Invited Discussion on "One-step sparse estimates in nonconcave penalized likelihood models (H. Zou and R. Li)". Annals of Statistics 36, 1534-1541. PDF
  65. Lange, V., Malmström, J. A., Didion, J., King, N. L., Johansson, B. P., Schäfer, J., Rameseder, J., Wong, C.-H., Deutsch, E. W., Brusniak, M.-Y., Bühlmann, P., Björck, L., Domon, B. and Aebersold, R. (2008). Targeted quantitative analysis of Streptococcus pyogenes virulence factors by multiple reaction monitoring. Molecular & Cellular Proteomics 7, 1489-1500. Download paper.
  66. Bühlmann, P. (2008). Invited Discussion on "Sure Independence Screening (J. Fan and J. Lv)". Journal of the Royal Statistical Society: Series B, 70, 884-887. PDF
  67. Kalisch, M. and Bühlmann, P. (2008). Robustification of the PC-algorithm for directed acyclic graphs. Journal of Computational and Graphical Statistics 17, 773-789. PDF
  68. Audrino, F. and Bühlmann, P. (2009). Splines for financial volatility. Journal of the Royal Statistical Society: Series B, 71, 655-670. PDF
  69. Maathuis, M.H., Kalisch, M. and Bühlmann, P. (2009). Estimating high-dimensional intervention effects from observational data. Annals of Statistics 37, 3133-3164.PDF
  70. Meier, L., van de Geer, S. and Bühlmann, P. (2009). High-dimensional additive modeling. Annals of Statistics 37, 3779-3821. PDF
  71. Buller, F., Zhang, Y., Scheuermann, J., Schäfer, J., Bühlmann, P. and Neri, D. (2009). Discovery of TNF inhibitors from a DNA-encoded chemical library based on Diels-Alder cycloaddition. Chemistry & Biology 16, 1075-1086.
  72. Rütimann, P. and Bühlmann, P. (2009). High dimensional sparse covariance estimation via directed acyclic graphs. Electronic Journal of Statistics 3, 1133-1160. PDF
  73. van de Geer, S. and Bühlmann, P. (2009). On the conditions used to prove oracle results for the Lasso. Electronic Journal of Statistics 3, 1360-1392. PDF
  74. Meinshausen, N., Meier, L. and Bühlmann, P. (2009). p-values for high-dimensional regression. Journal of the American Statistical Association 104, 1671-1681. PDF
  75. Bühlmann, P. and Yu, B. (2010). Boosting. Wiley Interdisciplinary Reviews: Computational Statistics 2, 69-74. PDF
  76. Dahinden, C., Ingold, B., Wild, P., Boysen, G., Luu, V.-D., Montani, M., Kristiansen, G., Sulser, T., Bühlmann, P., Moch, H., Schraml, P. (2010). Mining tissue microarray data to uncover combinations of biomarker expression patterns that improve intermediate staging and grading of clear cell renal cell cancer. Clinical Cancer Research 16, 88-98.
  77. Kalisch, M., Fellinghauer, B.A.G., Grill, E., Maathuis, M.H., Mansmann, U., Bühlmann, P. and Stucki, G. (2010). Understanding human functioning using graphical models. BMC Medical Research Methodology 10:14, 1-10. Download paper.
  78. Bühlmann, P. and Hothorn, T. (2010). Twin Boosting: improved feature selection and prediction. Statistics and Computing 20, 119-138. PDF
  79. Maathuis, M.H., Colombo, D., Kalisch, M. and Bühlmann, P. (2010). Predicting causal effects in large-scale systems from observational data. Nature Methods 7, 247-248. PDF. Supplementary Material. (See also the editorial "Cause and effect" in the same issue: Nature Methods 7, 243. PDF)
  80. Bühlmann, P., Kalisch, M. and Maathuis, M.H. (2010). Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm. Biometrika 97, 261-278. PDF
  81. Dahinden, C., Kalisch, M. and Bühlmann, P. (2010). Decomposition and model selection for large contingency tables. Biometrical Journal 52, 233-252. PDF
  82. Gerster, S., Qeli, E., Ahrens, C.H. and Bühlmann, P. (2010). Protein and gene model inference based on statistical modeling in k-partite graphs. Proceedings of the National Academy of Sciences 107, 12101-12106. PDF. Supporting Information
  83. Städler, N., Bühlmann, P. and van de Geer, S. (2010). l1-penalization for mixture regression models (with discussion). Test 19, 209-285. PDF. Rejoinder
  84. Meinshausen, N. and Bühlmann, P. (2010). Stability selection (with discussion). Journal of the Royal Statistical Society: Series B, 72, 417-473. PDF
  85. Hothorn, T., Bühlmann, P., Kneib, T., Schmid M. and Hofner, B. (2010). Model-based boosting 2.0. Journal of Machine Learning Research 11, 2109-2113. PDF
  86. Bühlmann, P. (2010). Remembrance of Leo Breiman. Annals of Applied Statistics 4, 1638-1641. PDF
  87. Buller, F., Steiner, M., Frey, K., Mircsof, D., Scheuermann, J., Kalisch, M., Bühlmann, P., Supuran, C.T., Neri, D. (2011). Selection of carbonic anhydrase IX inhibitors from one million DNA-encoded compounds. ACS Chemical Biology 6, 336-344.
  88. Bühlmann, P. (2011). Invited Discussion on "Regression shrinkage and selection via the Lasso: a retrospective (R. Tibshirani)". Journal of the Royal Statistical Society: Series B, 73, 277-279. PDF
  89. Schelldorfer, J., Bühlmann, P. and van de Geer, S. (2011). Estimation for high-dimensional linear mixed-effects models using L1-penalization. Scandinavian Journal of Statistics 38, 197-214. PDF
  90. van de Geer, S., Bühlmann, P. and Zhou, S. (2011). The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso). Electronic Journal of Statistics 5, 688-749. PDF
  91. Bühlmann, P. (2011). Invited Discussion on "Adaptive confidence intervals for the test error in classification (E.B. Laber and S.A. Murphy)". Journal of the American Statistical Association 106, 916-918. PDF
  92. Zhou, S., Rütimann, P., Xu, M. and Bühlmann, P. (2011). High-dimensional covariance estimation based on Gaussian graphical models. Journal of Machine Learning Research 12, 2975-3026.Abstract and PDF
  93. Bühlmann, P. and Cai, T. (2011). Introduction to the Lehmann special section. Annals of Statistics 39, 2243.
  94. Meinshausen, N., Maathuis, M.H. and Bühlmann, P. (2011). Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence. Annals of Statistics 39, 3369-3391.PDF
  95. Städler, N. and Bühlmann, P. (2012). Missing values: sparse inverse covariance estimation and an extension to sparse regression. Statistics and Computing 22, 219-235. PDF
  96. Stekhoven, D.J. and Bühlmann, P. (2012). MissForest - nonparametric missing value imputation for mixed-type data. Bioinformatics 28, 112-118. PDF
  97. Bühlmann, P., Rütimann, P. and Kalisch, M. (2011). Controlling false positive selections in high-dimensional regression and causal inference. To appear in Statistical Methods in Medical Research. PDF
  98. Kalisch, M., Mächler, M., Colombo, D., Maathuis, M.H. and Bühlmann, P. (2010). Causal inference using graphical models with the R package pcalg. To appear in the Journal of Statistical Software. PDF
  99. Bühlmann, P. (2011). Causal statistical inference in high dimensions. To appear in Mathematical Methods of Operations Research. PDF

    Book

  100. Bühlmann, P. and van de Geer, S. (2011). Statistics for High-Dimensional Data: Methods, Theory and Applications. Springer.

    Book chapters

  101. Bühlmann, P. (2001). Time series. Encyclopedia of Environmetrics (eds. El-Shaarawi, A.H. and Piegorsch, W.W.) , Vol. 4, pp. 2187-2202.
  102. Bühlmann, P. (2003). Bagging, subagging and bragging for improving some prediction algorithms. In Recent Advances and Trends in Nonparametric Statistics (eds. Akritas, M.G. and Politis, D.N.), pp. 19-34. Elsevier. PDF
  103. Bühlmann, P. (2004). Bagging, boosting and ensemble methods. In Handbook of Computational Statistics: Concepts and Methods (eds. Gentle, J., Härdle, W. and Mori, Y.), pp. 877-907. Springer.
  104. Hothorn, T., Dettling, M. and Bühlmann, P. (2005). Computational inference. In Bioinformatics and Computational Biology Solutions using R and Bioconductor (eds. Gentleman, R., Carey, V., Huber, W., Irizarry, R. and Dudoit, S.), pp. 293-312. Springer. PDF. See also here.
  105. Bühlmann, P. (2006). Boosting and l^1-penalty methods for high-dimensional data with some applications in genomics. In From Data and Information Analysis to Knowledge Engineering (eds. Spiliopoulou, M., Kruse, R., Borgelt, C., Nürnberger, A. and Gaul, W.), pp. 1-12. Studies in Classification, Data Analysis, and Knowledge Organization, Springer.
  106. Bühlmann, P. and Lutz, R.W. (2006). Boosting algorithms: with an application to bootstrapping multivariate time series. In Frontiers in Statistics (eds. Fan, J. and Koul, H.), pp. 209-230. Imperial College Press. PDF
  107. Schöner D., Barkow S., Bleuler S., Wille A., Zimmermmann P., Bühlmann P., Gruissem W. and Zitzler, E. (2007). Network Analysis of Systems Elements. In Plant Systems Biology, Series: Experientia Supplementum (eds. Baginsky, S. and Fernie A), pp. 331-351. Birkhäuser.
  108. Audrino, F. and Bühlmann, P. (2007). Synchronizing multivariate financial time series. In The Value-at-Risk Reference (ed. Danielsson, J.), pp. 261-291. Riskbooks.
  109. Bühlmann, P. (2010). Bagging, boosting and ensemble methods (2nd edition). To appear in Handbook of Computational Statistics: Concepts and Methods, 2nd edition (eds. Gentle, J., Härdle, W. and Mori, Y.). Springer. PDF

    Proceedings

  110. Bühlmann, P. (1999). Bootstrapping time series. Bulletin of the International Statistical Institute, 52nd session. Proceedings, Tome LVIII, Book1, 201-204.
  111. Bühlmann, P. (2003). Boosting methods: why they can be useful for high-dimensional data. Proceedings of the 3rd International Workshop on Distributed Computing (DSC 2003). PDF
  112. Bühlmann, P. (2007). Variable selection for high-dimensional data: with applications in molecular biology. Bulletin of the International Statistical Institute, 56nd session. PDF
  113. Schäfer, J. and Bühlmann, P. (2007). Modeling inhomogeneous high-dimensional data-sets: with applications in learning large-scale gene correlations. S.Co. 2007. PDF

    Versions of Published and Unpublished Papers

  114. Bühlmann, P. (1996). Confidence regions for trends in time series: a Simultaneous Approach with a Sieve Bootstrap. Tech. Rep. 447. UC Berkeley. Superseded by Bühlmann (1998): Sieve bootstrap for smoothing in nonstationary time series (see above No. 10).
  115. Bühlmann, P. (2002). Consistency for L2Boosting and matching pursuit with trees and tree-type basis functions. Superseded by Bühlmann (2006): Boosting for high-dimensional linear models (see above No. 43).
  116. Bühlmann, P. and Ferrari, F. (2003). Dynamic combination of models for nonlinear time series. PDF
  117. Meinshausen, N. and Bühlmann, P. (2003). Discoveries at risk.Compressed postscript. PDF
  118. Wille, A. and Bühlmann, P. (2004). Tri-Graph: a novel graphical model with application to genetic regulatory networks. Superseded by Wille and Bühlmann (2006): Low-order conditional independence graphs for inferring genetic networks (see above No. 41).
  119. Bühlmann, P. and Yu, B. (2005). Boosting, model selection, lasso and nonnegative garrote. Superseded by Bühlmann and Yu (2006): Sparse Boosting (see above No. 46).
  120. Wille, A., Bleuler, S. and Bühlmann, P. (2005). Integrating gene expression data into flux balance analysis.
  121. Schöner, D., Dahinden, C., Gruissem, W. and Bühlmann, P. (2009). Robust prediction of hubs in the yeast synthetic lethal network.