Sparse Hilbert-Schmidt Independence Criterion Regression. - Benjamin Poignard; Makoto Yamada (AISTATS, 2020)

Post-selection inference with HSIC-Lasso. - Tobias Freidling; Benjamin Poignard; Héctor Climente-González; Makoto Yamada (ICML, 2021)

Feature screening with kernel knockoffs. - Benjamin Poignard; Peter J. Naylor; Héctor Climente-González; Makoto Yamada (AISTATS, 2022)

Model-based vs. agnostic methods for the prediction of time-varying covariance matrices. - Jean-David Fermanian; Benjamin Poignard; Panos Xidonas (Ann. Oper. Res., 2025)