I. Johnstone

I. Johnstone, D. Donoho, D. Donoho, 1994, Proceedings of 16th Annual International Conference of the IEEE Engineering in Medicine and Biology Society.

Sure independence screening for ultrahigh dimensional feature space Discussion

Jeffrey S. Morris, Gareth M. James, Hao Helen Zhang, 2008 .

On Asymptotic Posterior Normality for Stochastic Processes

I. Johnstone, C. Heyde, 1979 .

On the distribution of the largest principal component

I. Johnstone, 2000 .

Minimax Bayes, Asymptotic Minimax and Sparse Wavelet Priors

I. Johnstone, 1994 .

Statistical challenges of high-dimensional data

I. Johnstone, D. Titterington, 2009, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences.

Augmented sparse principal component analysis for high dimensional data

I. Johnstone, D. Paul, 2012, 1202.1242.

Chi-square oracle inequalities

I. Johnstone, 2000 .

WAVELET SHRINKAGE FOR CORRELATED DATA AND INVERSE PROBLEMS: ADAPTIVITY RESULTS

I. Johnstone, 1999 .

Neo-classical minimax problems, thresholding and adaptive function estimation

I. Johnstone, D. Donoho, 1996 .

Testing in high-dimensional spiked models

I. Johnstone, A. Onatski, 2015, The Annals of Statistics.

Accurate Prediction of Phase Transitions in Compressed Sensing via a Connection to Minimax Denoising

Andrea Montanari, David L. Donoho, Iain Johnstone, 2011, IEEE Transactions on Information Theory.

Variation Diminishing Transformations: A Direct Approach to Total Positivity and its Statistical Applications

I. Johnstone, L. Brown, K. Macgibbon, 1981 .

High dimensional Bernstein-von Mises: simple examples.

I. Johnstone, 2010, Institute of Mathematical Statistics collections.

Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge

I. Johnstone, 2018, Australian & New Zealand journal of statistics.

Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios

Alexei Onatski, Prathapasinghe Dharmawansa, Iain M. Johnstone, 2014, 1411.3875.

Empirical Bayes selection of wavelet thresholds

I. Johnstone, B. Silverman, 2005, math/0508281.

REJOINDER TO "LEAST ANGLE REGRESSION" BY EFRON ET AL.

R. Tibshirani, T. Hastie, B. Efron, 2004, math/0406474.

On the within-family Kullback-Leibler risk in Gaussian Predictive models

I. Johnstone, Gourab Mukherjee, 2012, 1212.0325.

Maximum entropy reconstruction of complex (phase-sensitive) spectra

I. Johnstone, D. Donoho, A. Stern, 1990 .

Does the maximum entropy method improve sensitivity?

A S Stern, J C Hoch, I. Johnstone, 1990, Proceedings of the National Academy of Sciences of the United States of America.

The Resistant Line and Related Regression Methods

Iain M. Johnstone, Paul F. Velleman, I. Johnstone, 1985 .

APPROXIMATE NULL DISTRIBUTION OF THE LARGEST ROOT IN MULTIVARIATE ANALYSIS.

Iain M Johnstone, I. Johnstone, 2010, The annals of applied statistics.

Exact Risk Analysis of Wavelet Regression

Michael H. Neumann, Prakash N. Patil, I. Johnstone, 1998 .

Dicussion on the meeting on ‘Statistical approaches to inverse problems’

Simon J. Godsill, Dan Cornford, Eric Moulines, 2004 .

Wavelet deconvolution in a periodic setting

Gerard Kerkyacharian, Dominique Picard, Iain M. Johnstone, 2004 .

FISHER'S INFORMATION IN TERMS OF THE HAZARD RATE'

Bradley Efron, Iain M. Johnstone, B. Efron, 1990 .

Mathematisches Forschungsinstitut Oberwolfach Modern Nonparametric Statistics: Going beyond Asymptotic Minimax

Iain M. Johnstone, Lucien Birgé, Vladimir Spokoiny, 2010 .

Periodic boxcar deconvolution and diophantine approximation

I. Johnstone, M. Raimondo, 2004, math/0503663.

Adaptation in some linear inverse problems

Debashis Paul, Iain M. Johnstone, I. Johnstone, 2014 .

Submitted to the Annals of Statistics TESTING IN HIGH-DIMENSIONAL SPIKED MODELS By

I. Johnstone, A. Onatski, 2018 .

Roy’s largest root test under rank-one alternatives

I. M. Johnstone, B. Nadler, I. Johnstone, 2013, Biometrika.

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

Zongming Ma, Iain M Johnstone, I. Johnstone, 2011, The annals of applied probability : an official journal of the Institute of Mathematical Statistics.

Adapting to Unknown Smoothness via Wavelet Shrinkage

I. Johnstone, D. Donoho, 1995 .

Efficient Scores, Variance Decompositions, and Monte Carlo Swindles

I. Johnstone, P. Velleman, 1985 .

1 Universal Near Minimaxity of Wavelet Shrinkage

I. Johnstone, D. Donoho, G. Kerkyacharian, 1999 .

Joint density of eigenvalues in spiked multivariate models

Prathapasinghe Dharmawansa, Iain M. Johnstone, I. Johnstone, 2014, Stat.

Universal Near Minimaxity of

I. Johnstone, D. Donoho, G. Kerkyacharian, 1997 .

Neo-Classical Minimax Problems , Thresholding , and Adaptation

I. Johnstone, D. Donoho, 1994 .

On minimax optimality of sparse Bayes predictive density estimates

I. Johnstone, Gourab Mukherjee, 2017, The Annals of Statistics.

Notes on asymptotics of sample eigenstructure for spiked covariance models with non-Gaussian data

I. Johnstone, Jeha Yang, 2018, 1810.10427.

Wavelets and Optimal Nonlinear Function Estimates

I. Johnstone, L. Donoho, 2008 .

Discussion: Projection Pursuit

Werner A. Stahel, Peter J. Rousseeuw, David L. Donoho, 1985 .

Tail sums of Wishart and GUE eigenvalues beyond the bulk edge

I. Johnstone, 2017, 1704.06398.

REJOINDER TO "LEAST ANGLE REGRESSION" BY EFRON ET AL.

R. Tibshirani, T. Hastie, B. Efron, 2004, math/0406474.

Borrowing Strength: Theory Powering Applications – A Festschrift for Lawrence D. Brown

James O. Berger, Iain M. Johnstone, I. Johnstone, 2010 .

Problems in limit theory for martingales and posterior distributions from stochastic processes

I. Johnstone, 1978 .

Least angle regression

R. Tibshirani, T. Hastie, B. Efron, 2004, math/0406456.

Adapting to unknown sparsity by controlling the false discovery rate

I. Johnstone, D. Donoho, Y. Benjamini, 2005, math/0505374.

Periodic boxcar deconvolution and diophantine approximation

I. Johnstone, M. Raimondo, 2004, math/0503663.

Empirical Bayes selection of wavelet thresholds

I. Johnstone, B. Silverman, Bernard Walter Silverman, 2005, math/0508281.

Comparison of REML methods for the study of phenome-wide genetic variation

I. Johnstone, Jacqueline L. Sztepanacz, Damian Pavlyshyn, 2022, 2210.11709.

Hotelling's Theorem on the Volume of Tubes: Some Illustrations in Simultaneous Inference and Data Analysis

Iain M. Johnstone, Søren Johansen, I. Johnstone, 1990 .

An edge CLT for the log determinant of Wigner ensembles

I. Johnstone, A. Onatski, Damian Pavlyshyn, 2020, 2011.13723.

DENSITY ESTIMATION BY WAVELET THRESHOLDING 1

I. Johnstone, D. Donoho, G. Kerkyacharian, 2022 .

An edge CLT for the log determinant of Gaussian ensembles.

I. Johnstone, A. Onatski, Damian Pavlyshyn, 2020 .

Rejoinder

I. Johnstone, A. Lu, 2009 .

On independent statistical decision problems and products of diffusions

I. Johnstone, S. Lalley, 1984 .

Draft : 8 November 951 Universal Near Minimaxity ofWavelet

I. Johnstone, G. Kerkyacharian, D. Picard, 2007 .

Admissibility, Difference Equations and Recurrence in Estimating a Poisson Mean

I. Johnstone, 1984 .

Discretization effects in statistical inverse problems

Bernard W. Silverman, Iain M. Johnstone, I. Johnstone, 1991, J. Complex..

Spiked covariances and principal components analysis in high-dimensional random effects models

Iain M. Johnstone, Zhou Fan, Yi Sun, 2018, 1806.09529.

EbayesThresh: R Programs for Empirical Bayes Thresholding

Bernard W. Silverman, Iain M. Johnstone, I. Johnstone, 2005 .

Adaptation in a class of linear inverse problems

I. Johnstone, D. Paul, 2013, 1310.7149.

Threshold Selection in Transform Shrinkage

Iain M. Johnstone, I. Johnstone, 2003 .

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

Iain M Johnstone, Fan Zhou, I. Johnstone, 2016, Annals of statistics.

PCA in High Dimensions: An Orientation

Debashis Paul, Iain M. Johnstone, I. Johnstone, 2018, Proceedings of the IEEE.

Fast and Accurate Binary Response Mixed Model Analysis via Expectation Propagation

I. M. Johnstone, M. P. Wand, P. Hall, 2018, Journal of the American Statistical Association.

Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models.

Iain M Johnstone, David Morales-Jimenez, Matthew R McKay, 2018, Statistica Sinica.

ON THE DISTRIBUTION OF ROY'S LARGEST ROOT TEST IN MANOVA AND IN SIGNAL DETECTION IN NOISE

Boaz Nadler, Iain M. Johnstone, B. Nadler, 2011 .

Admissible estimation, Dirichlet principles and recurrence of birth-death chains on ℤ+p

I. Johnstone, 1986 .

Economic evaluation in long‐term clinical trials

Mark A Hlatky, Derek B Boothroyd, Iain M Johnstone, 2002, Statistics in medicine.

On Hotelling's Formula for the Volume of Tubes and Naiman's Inequality

I. Johnstone, D. Siegmund, 1989 .

Compressed Sensing over ℓp-balls: Minimax mean square error

Andrea Montanari, Arian Maleki, David L. Donoho, 2011, 2011 IEEE International Symposium on Information Theory Proceedings.

N ov 2 00 6 High Dimensional Statistical Inference and Random Matrices

I. Johnstone, 2006 .

MINIMAX ESTIMATION OF A CONSTRAINED POISSON VECTOR

Iain M. Johnstone, I. Johnstone, K. Macgibbon, 1992 .

TRACY-WIDOM AT EACH EDGE OF REAL COVARIANCE AND MANOVA ESTIMATORS.

I. Johnstone, Z. Fan, Z. Fan, 2017, The annals of applied probability : an official journal of the Institute of Mathematical Statistics.

Tracy-Widom at each edge of real covariance estimators

Iain M. Johnstone, Zhou Fan, I. Johnstone, 2017 .

Spin glass to paramagnetic transition in Spherical Sherrington-Kirkpatrick model with ferromagnetic interaction

Alexei Onatski, Iain M. Johnstone, Yegor Klochkov, 2021, 2104.07629.

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

Iain M Johnstone, Jeha Yang, I. Johnstone, 2017, Statistica Sinica.

Universal Near Minimaxity of Wavelet Shrinkage

I. Johnstone, D. Donoho, G. Kerkyacharian, 1997 .

Case studies in reliability and maintenance

D. N. Prabhakar Murthy, Wallace R. Blischke, I. Johnstone, 2002 .

Neo-Classical Minimax Problems , Thresholding , and Adaptation

I. Johnstone, D. Donoho, 1994 .

Asymptotically minimax estimation of a constrained Poisson vector via polydisc transforms

I. Johnstone, K. Macgibbon, 1993 .

High Dimensional Statistical Inference and Random Matrices

I. Johnstone, 2006, math/0611589.

Estimating the Number Of Factors And Lags in High Dimensional Dynamic Factor Models

I. Johnstone, A. Edelman, M. Harding, 2009 .

Speed of Estimation in Positron Emission Tomography

Bernard W. Silverman, Iain M. Johnstone, I. Johnstone, 1987 .

Comment

I. Johnstone, 2009 .

A moment inequality for Lq estimation

I. Johnstone, 1991 .

Speed of Estimation in Positron Emission Tomography and Related Inverse Problems

Bernard W. Silverman, Iain M. Johnstone, I. Johnstone, 1990 .

Empirical Bayes selection of wavelet thresholds

I. Johnstone, Bernard W. Silverman, 2005, math/0508281.