List of works - Iain M. Johnstone

Adapting to Unknown Smoothness via Wavelet Shrinkage

Adapting to unknown sparsity by controlling the false discovery rate

article

Approximate null distribution of the largest root in multivariate analysis

scientific article

Density estimation by wavelet thresholding

scientific article published in 1996

EDGEWORTH CORRECTION FOR THE LARGEST EIGENVALUE IN A SPIKED PCA MODEL.

scientific article published in October 2018

EIGENVALUE DISTRIBUTIONS OF VARIANCE COMPONENTS ESTIMATORS IN HIGH-DIMENSIONAL RANDOM EFFECTS MODELS

scientific article published on 03 August 2019

EXACT MINIMAX ESTIMATION OF THE PREDICTIVE DENSITY IN SPARSE GAUSSIAN MODELS.

scientific article published on January 2015

Economic evaluation in long-term clinical trials

scientific article published on 01 October 2002

FAST APPROACH TO THE TRACY-WIDOM LAW AT THE EDGE OF GOE AND GUE.

scientific article

High dimensional Bernstein-von Mises: simple examples ⬇️

scientific article published on January 1, 2010

Ideal spatial adaptation by wavelet shrinkage

scientific article published in 1994

Joint density of eigenvalues in spiked multivariate models

scientific article published on January 2014

Least angle regression

article

MINIMAX BOUNDS FOR SPARSE PCA WITH NOISY HIGH-DIMENSIONAL DATA.

scientific article

Medical Care Costs and Quality of Life after Randomization to Coronary Angioplasty or Coronary Bypass Surgery

article

Multivariate analysis and Jacobi ensembles: Largest eigenvalue, Tracy–Widom limits and rates of convergence

scientific article

Normalization, testing, and false discovery rate estimation for RNA-sequencing data

scientific article

On Consistency and Sparsity for Principal Components Analysis in High Dimensions

scientific article published on June 2009

Optimal Shrinkage of Eigenvalues in the Spiked Covariance Model

scientific article published on 27 June 2018

PCA in High Dimensions: An orientation

Statistical challenges of high-dimensional data

scientific article published on November 2009

Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge

scientific article published on 14 March 2018

Wavelet Shrinkage: Asymptopia?

scientific article published in 1995

List of works by Iain M. Johnstone

Adapting to Unknown Smoothness via Wavelet Shrinkage

Adapting to unknown sparsity by controlling the false discovery rate

Approximate null distribution of the largest root in multivariate analysis

Density estimation by wavelet thresholding

EDGEWORTH CORRECTION FOR THE LARGEST EIGENVALUE IN A SPIKED PCA MODEL.

EIGENVALUE DISTRIBUTIONS OF VARIANCE COMPONENTS ESTIMATORS IN HIGH-DIMENSIONAL RANDOM EFFECTS MODELS

EXACT MINIMAX ESTIMATION OF THE PREDICTIVE DENSITY IN SPARSE GAUSSIAN MODELS.

Economic evaluation in long-term clinical trials

FAST APPROACH TO THE TRACY-WIDOM LAW AT THE EDGE OF GOE AND GUE.

High dimensional Bernstein-von Mises: simple examples ⬇️

Ideal spatial adaptation by wavelet shrinkage

Joint density of eigenvalues in spiked multivariate models

Least angle regression

MINIMAX BOUNDS FOR SPARSE PCA WITH NOISY HIGH-DIMENSIONAL DATA.

Medical Care Costs and Quality of Life after Randomization to Coronary Angioplasty or Coronary Bypass Surgery

Multivariate analysis and Jacobi ensembles: Largest eigenvalue, Tracy–Widom limits and rates of convergence

Normalization, testing, and false discovery rate estimation for RNA-sequencing data

On Consistency and Sparsity for Principal Components Analysis in High Dimensions

Optimal Shrinkage of Eigenvalues in the Spiked Covariance Model

PCA in High Dimensions: An orientation

Statistical challenges of high-dimensional data

Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge

Wavelet Shrinkage: Asymptopia?