Iain Johnstone

41 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-2865-3076

Publications

On minimax optimality of sparse Bayes predictive density estimates — The Annals of Statistics 2022
Testing in high-dimensional spiked models — The Annals of Statistics 2020
Fast and Accurate Binary Response Mixed Model Analysis via Expectation Propagation — Journal of the American Statistical Association 2020
Eigenvalue distributions of variance components estimators in high-dimensional random effects models — The Annals of Statistics 2019
Optimal shrinkage of eigenvalues in the spiked covariance model — The Annals of Statistics 2018
Roy’s largest root test under rank-one alternatives — Biometrika 2017
Exact minimax estimation of the predictive density in sparse Gaussian models — The Annals of Statistics 2015
Minimax bounds for sparse PCA with noisy high-dimensional data — The Annals of Statistics 2013
Rejoinder — Journal of the American Statistical Association 2009 (name-matched, not ORCID-linked)
On Consistency and Sparsity for Principal Components Analysis in High Dimensions — Journal of the American Statistical Association 2009
Approximate null distribution of the largest root in multivariate analysis — The Annals of Applied Statistics 2009 (name-matched, not ORCID-linked)
Multivariate analysis and Jacobi ensembles: Largest eigenvalue, Tracy–Widom limits and rates of convergence — The Annals of Statistics 2008 (name-matched, not ORCID-linked)
Adapting to unknown sparsity by controlling the false discovery rate — The Annals of Statistics 2006
Empirical Bayes selection of wavelet thresholds — The Annals of Statistics 2005
Least angle regression — The Annals of Statistics 2004
Periodic boxcar deconvolution and diophantine approximation — The Annals of Statistics 2004
Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences — The Annals of Statistics 2004
Wavelet deconvolution in a periodic setting — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2004
On the distribution of the largest eigenvalue in principal components analysis — The Annals of Statistics 2001
Minimax estimation via wavelet shrinkage — The Annals of Statistics 1998
Wavelet Threshold Estimators for Data with Correlated Noise — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1997
Density estimation by wavelet thresholding — The Annals of Statistics 1996
Wavelet Shrinkage: Asymptopia? — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1995
Adapting to Unknown Smoothness via Wavelet Shrinkage — Journal of the American Statistical Association 1995
Ideal spatial adaptation by wavelet shrinkage — Biometrika 1994
On Minimax Estimation of a Sparse Normal Mean Vector — The Annals of Statistics 1994
Empirical Functionals and Efficient Smoothing Parameter Selection — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1992
Minimax Estimation of a Constrained Poisson Vector — The Annals of Statistics 1992
Maximum Entropy and the Nearly Black Object — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1992
Fisher's Information in Terms of the Hazard Rate — The Annals of Statistics 1990
Speed of Estimation in Positron Emission Tomography and Related Inverse Problems — The Annals of Statistics 1990
Hotelling's Theorem on the Volume of Tubes: Some Illustrations in Simultaneous Inference and Data Analysis — The Annals of Statistics 1990
On Hotelling's Formula for the Volume of Tubes and Naiman's Inequality — The Annals of Statistics 1989
Projection-Based Approximation and a Duality with Kernel Methods — The Annals of Statistics 1989
Comment — Journal of the American Statistical Association 1988
The Resistant Line and Related Regression Methods — Journal of the American Statistical Association 1985
Efficient Scores, Variance Decompositions, and Monte Carlo Swindles — Journal of the American Statistical Association 1985
Admissibility, Difference Equations and Recurrence in Estimating a Poisson Mean — The Annals of Statistics 1984
On Projection Pursuit Measures of Multivariate Location and Dispersion — The Annals of Statistics 1984
Variation Diminishing Transformations: A Direct Approach to Total Positivity and its Statistical Applications — Journal of the American Statistical Association 1981
On Asymptotic Posterior Normality for Stochastic Processes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1979