Iain M. Johnstone
- Least angle regression
2004/04/01 by Bradley Efron, Trevor Hastie, Iain Johnstone +2 · 354 citations
Mathematics · Engineering · #Statistical Methods and Inference #Advanced Statistical Methods and Models #Control Systems and Identification
- Ideal spatial adaptation by wavelet shrinkage
1994/09/01 by David L Donoho, David L. Donoho, Iain M Johnstone +1 · 207 citations
Engineering · Computer Science · Mathematics · #Sparse and Compressive Sensing Techniques #Image and Signal Denoising Methods #Statistical Methods and Inference
- On the distribution of the largest eigenvalue in principal components analysis
2001/04/01 by Iain M. Johnstone · 182 citations
Mathematics · Computer Science · #Random Matrices and Applications #Tensor decomposition and applications #Matrix Theory and Algorithms
- Adapting to unknown sparsity by controlling the false discovery rate
2006/04/01 by Felix Abramovich, Yoav Benjamini, David L. Donoho +1 · 38 citations
Computer Science · Mathematics · Biochemistry, Genetics and Molecular Biology · #Machine Learning and Data Classification #Statistical Methods in Clinical Trials #Cell Image Analysis Techniques
- Augmented sparse principal component analysis for high dimensional data
2012/02/06 by Debashis Paul, Paul, Debashis, Iain M. Johnstone +1 · 8 citations
Computer Science · Engineering · Mathematics · #62G20 (Primary) 62H25 (Secondary) #Blind Source Separation Techniques #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference #Statistics Theory (math.ST)
- Fast and Accurate Binary Response Mixed Model Analysis via Expectation Propagation
2018/05/22 by P. Hall, Hall, P., Iain M. Johnstone +7 · 2 citations
Computer Science · Mathematics · #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Methodology (stat.ME) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
- An edge CLT for the log determinant of Wigner ensembles
2020/11/27 by Iain M. Johnstone, Johnstone, Iain M., Yegor Klochkov +5 · 1 citation
Mathematics · #60B20 #60F05 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics
- Spin glass to paramagnetic transition and triple point in Spherical SK model
2021/04/15 by Iain M. Johnstone, Yegor Klochkov, Johnstone, Iain M. +5 · 1 citation
Physics and Astronomy · Economics, Econometrics and Finance · Mathematics · #Theoretical and Computational Physics #Complex Systems and Time Series Analysis #Stochastic processes and statistical mechanics