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Iain M. Johnstone
Researcher at Stanford University
Publications - 113
Citations - 31982
Iain M. Johnstone is an academic researcher from Stanford University. The author has contributed to research in topics: Minimax & Estimator. The author has an hindex of 54, co-authored 111 publications receiving 29434 citations. Previous affiliations of Iain M. Johnstone include University of Oxford & Australian National University.
Papers
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Journal ArticleDOI
Fisher's information in terms of the hazard rate'
Bradley Efron,Iain M. Johnstone +1 more
TL;DR: The hazard rate transform of a probability density has an unexpected length-preserving property and its connection with martingale theory and its relation to statistical issues in the theory of life-time distributions and censored data is explored.
Journal ArticleDOI
Hotelling's Theorem on the Volume of Tubes: Some Illustrations in Simultaneous Inference and Data Analysis
Søren Johansen,Iain M. Johnstone +1 more
TL;DR: In this paper, the authors apply Hotelling's geometric approach to simultaneous probability calculations and show that the volume of a tube about a curve in a hypersphere is often exactly given by length times cross-sectional area.
Journal ArticleDOI
PCA in High Dimensions: An Orientation
Iain M. Johnstone,Debashis Paul +1 more
TL;DR: The behavior of the bulk of the sample eigenvalues under weak distributional assumptions on the observations has been described and alternative classes of estimation procedures have been developed by exploiting sparsity of the eigenvectors or the covariance matrix.
Posted Content
Augmented sparse principal component analysis for high dimensional data
Debashis Paul,Iain M. Johnstone +1 more
TL;DR: This work studies the problem of estimating the leading eigenvectors of a high-dimensional population covariance matrix based on independent Gaussian observations and proposes an estimator based on a coordinate selection scheme combined with PCA that achieves the optimal rate of convergence under a sparsity regime.
Book ChapterDOI
On Asymptotic Posterior Normality for Stochastic Processes
C. C. Heyde,Iain M. Johnstone +1 more
TL;DR: Asymptotic normality of the posterior distribution of a parameter in a stochastic process is shown to hold under conditions which do little more than ensure consistency of a maximum likelihood estimator as discussed by the authors.