| 2023 | ISIT | Universal Reverse Information Projections and Optimal E-statistics. | Peter Harremos, Tyron Lardy, Peter Grnwald |
| 2021 | COLT | PAC-Bayes, MAC-Bayes and Conditional Mutual Information: Fast rate bounds that handle general VC classes. | Peter Grnwald, Thomas Steinke, Lydia Zakynthinou |
| 2020 | ITA | Safe Testing. | Peter Grnwald, Rianne de Heide, Wouter M. Koolen |
| 2015 | COLT | Conference on Learning Theory 2015: Preface. | Peter Grnwald, Elad Hazan |
| 2014 | IDA | RealKrimp - Finding Hyperintervals that Compress with MDL for Real-Valued Data. | Jouke Witteveen, Wouter Duivesteijn, Arno J. Knobbe, Peter Grnwald |
| 2013 | COLT | Horizon-Independent Optimal Prediction with Log-Loss in Exponential Families. | Peter L. Bartlett, Peter Grnwald, Peter Harremos, Fares Hedayati, Wojciech Kotlowski |
| 2013 | ECSQARU | Safe Probability: Restricted Conditioning and Extended Marginalization. | Peter Grnwald |
| 2012 | ALT | The Safe Bayesian - Learning the Learning Rate via the Mixability Gap. | Peter Grnwald |
| 2012 | ITW | Sequential normalized maximum likelihood in log-loss prediction. | Wojciech Kotlowski, Peter Grnwald |
| 2010 | COLT | Following the Flattened Leader. | Wojciech Kotlowski, Peter Grnwald, Steven de Rooij |
| 2009 | ISIT | Finiteness of redundancy, regret, Shtarkov sums, and Jeffreys integrals in exponential families. | Peter Grnwald, Peter Harremos |
| 2008 | UAI | A Game-Theoretic Analysis of Updating Sets of Probabilities. | Peter Grnwald, Joseph Y. Halpern |
| 2005 | COLT | Asymptotic Log-Loss of Prequential Maximum Likelihood Codes. | Peter Grnwald, Steven de Rooij |
| 2005 | ISIT | MDL model selection using the ML plug-in code. | Steven de Rooij, Peter Grnwald |
| 2004 | COLT | Suboptimal Behavior of Bayes and MDL in Classification Under Misspecification. | Peter Grnwald, John Langford |
| 2004 | UAI | When Ignorance is Bliss. | Peter Grnwald, Joseph Y. Halpern |
| 2003 | IJCAI | When Discriminative Learning of Bayesian Network Parameters Is Easy. | Hannes Wettig, Peter Grnwald, Teemu Roos, Petri Myllymki, Henry Tirri |
| 2002 | UAI | Updating Probabilities. | Peter Grnwald, Joseph Y. Halpern |
| 2001 | COLT | Strong Entropy Concentration, Game Theory, and Algorithmic Randomness. | Peter Grnwald |
| 2000 | UAI | Maximum Entropy and the Glasses You are Looking Through. | Peter Grnwald |
| 1999 | COLT | Viewing all Models as "Probabilistic". | Peter Grnwald |
| 1998 | UAI | Minimum Encoding Approaches for Predictive Modeling. | Peter Grnwald, Petri Kontkanen, Petri Myllymki, Tomi Silander, Henry Tirri |
| 1997 | AISTATS | Comparing Predictive Inference Methods for Discrete Domains. | Petri Kontkanen, Petri Myllymki, Tomi Silander, Henry Tirri, Peter Grnwald |
| 1997 | KI | Causation and Nonmonotonic Temporal Reasoning. | Peter Grnwald |
| 1995 | IJCAI | A minimum description length approach to grammar inference. | Peter Grnwald |