Robust sparse canonical correlation analysis. - Ines Wilms; Christophe Croux (BMC Syst. Biol., 2016)

The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach. - Ines Wilms; Sarah Gelper; Christophe Croux (Eur. J. Oper. Res., 2016)

Cellwise robust regularized discriminant analysis. - Stephanie Aerts; Ines Wilms (Stat. Anal. Data Min., 2017)

High Dimensional Forecasting via Interpretable Vector Autoregression. - William B. Nicholson; Ines Wilms; Jacob Bien; David S. Matteson (J. Mach. Learn. Res., 2020)

Sparse regression for large data sets with outliers. - Lea Bottmer; Christophe Croux; Ines Wilms (Eur. J. Oper. Res., 2022)

Tree-based Node Aggregation in Sparse Graphical Models. - Ines Wilms; Jacob Bien (J. Mach. Learn. Res., 2022)

Graphical Influence Diagnostics for Changepoint Models. - Ines Wilms; Rebecca Killick; David S. Matteson (J. Comput. Graph. Stat., 2022)

Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. - Alain Hecq; Marie Ternes; Ines Wilms (J. Comput. Graph. Stat., 2022)

Tree-based Forecasting of Day-ahead Solar Power Generation from Granular Meteorological Features. - Nick Berlanger; Noah van Ophoven; Tim Verdonck; Ines Wilms (CoRR, 2023)

bootUR: An R Package for Bootstrap Unit Root Tests. - Stephan Smeekes; Ines Wilms (J. Stat. Softw., 2023)

Clusterpath Gaussian Graphical Modeling. - Daniel J. W. Touw; Andreas Alfons; Patrick J. F. Groenen; Ines Wilms (CoRR, 2024)

Robust Matrix Completion for Discrete Rating-Scale Data. - Aurore Archimbaud; Andreas Alfons; Ines Wilms (CoRR, 2024)

Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. - Yu (Jeffrey) Hu; Jeroen V. K. Rombouts; Ines Wilms (Inf. Syst. Res., 2025)