Iain Johnstone

Professor of Statistics and Health Research and Policy (Biostatistics)
Contact Info: Department of Statistics Sequoia Hall 390 Serra Mall Stanford University Stanford, CA 94305-4065 Phone: 650.723.9114 Fax: 650.725.8977

Departments
Statistics, Health Research and Policy

Research Interests
Statistical decision theory and wavelet-like methods in estimation theory, asymptotics and application areas, simulation methodology, volume tests of significance, hazard rate estimation and maximum entropy methods.

Biography
Dr. Johnstone is a statistician with research interests in statistical decision theory and wavelet-like methods (and their uses) in estimation theory, asymptotics and application areas such as statistical inverse problems and statistical signal processing. Other interests include simulation methodology, volume tests of significance, hazard rate estimation and maximum entropy methods.

Publications

• 2004 Wald Lectures
  
  • I. Function Estimation and Classical Normal Theory (pdf)
  • II. The Threshold Selection Problem (pdf)
  • III. Large Covariance Matrices (pdf)
• Publications List (pdf / ps)
• Book Draft, version of September 16, 2019 (pdf)
• Downloadable Papers and Preprints