pith. sign in

Iain M. Johnstone

Identifiers

  • name variant Iain M. Johnstone 0.60 · backfill

Papers (25)

  1. Notes on asymptotics of sample eigenstructure for spiked covariance models with non-Gaussian data math.ST · 2018 · author #1
  2. Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models math.ST · 2018 · author #2
  3. Spiked covariances and principal components analysis in high-dimensional random effects models math.ST · 2018 · author #2
  4. Edgeworth correction for the largest eigenvalue in a spiked PCA model math.ST · 2017 · author #2
  5. On Minimax Optimality of Sparse Bayes Predictive Density Estimates math.ST · 2017 · author #2
  6. Tail sums of Wishart and GUE eigenvalues beyond the bulk edge math.ST · 2017 · author #1
  7. Eigenvalue distributions of variance components estimators in high-dimensional random effects models math.ST · 2016 · author #2
  8. Testing in high-dimensional spiked models math.ST · 2015 · author #1
  9. Local Asymptotic Normality of the spectrum of high-dimensional spiked F-ratios math.ST · 2014 · author #2
  10. Joint density of eigenvalues in spiked multivariate models math.ST · 2014 · author #2
  11. Optimal Shrinkage of Eigenvalues in the Spiked Covariance Model math.ST · 2013 · author #3
  12. Adaptation in a class of linear inverse problems math.ST · 2013 · author #1
  13. Roy's Largest Root Test Under Rank-One Alternatives math.ST · 2013 · author #1
  14. On the within-family Kullback-Leibler risk in Gaussian Predictive models math.ST · 2012 · author #2
  15. Exact minimax estimation of the predictive density in sparse Gaussian models math.ST · 2012 · author #2
  16. Minimax bounds for sparse PCA with noisy high-dimensional data math.ST · 2012 · author #2
  17. Augmented sparse principal component analysis for high dimensional data math.ST · 2012 · author #2
  18. Fast approach to the Tracy-Widom law at the edge of GOE and GUE math.PR · 2011 · author #1
  19. Approximate null distribution of the largest root in multivariate analysis stat.AP · 2010 · author #1
  20. Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy--Widom limits and rates of convergence math.ST · 2008 · author #1
  21. High Dimensional Statistical Inference and Random Matrices math.ST · 2006 · author #1
  22. Empirical Bayes selection of wavelet thresholds math.ST · 2005 · author #1
  23. Adapting to Unknown Sparsity by controlling the False Discovery Rate math.ST · 2005 · author #4
  24. Periodic boxcar deconvolution and diophantine approximation math.ST · 2005 · author #1
  25. Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences math.ST · 2004 · author #1

Mentions

  • 1310.7149 #1 · backfill · confidence 0.70 Iain M. Johnstone
  • 1310.6581 #1 · backfill · confidence 0.70 Iain M. Johnstone
  • 1212.0325 #2 · backfill · confidence 0.70 Iain M. Johnstone
  • 1211.2071 #2 · backfill · confidence 0.70 Iain M. Johnstone
  • 1203.0967 #2 · backfill · confidence 0.70 Iain M. Johnstone
  • 1202.1242 #2 · backfill · confidence 0.70 Iain M. Johnstone
  • 1110.0108 #1 · backfill · confidence 0.70 Iain M. Johnstone
  • 1009.5854 #1 · backfill · confidence 0.70 Iain M. Johnstone
  • 0803.3408 #1 · backfill · confidence 0.70 Iain M. Johnstone

Frequent Coauthors