Iain Johnstone - Book draft: "Gaussian Estimation"

Book Draft, version of September 8, 2015 (pdf)

Iain Johnstone - preprints and papers

Remarks:  Papers published before 1994 are listed here.   For articles shown as "Available from JSTOR. ,"  the highlighted title links to a prepublication version, not necessarily the same as the published version.

As yet unpublished

• Sparse Principal Components Analysis by Iain M. Johnstone and Arthur Y. Lu

2005

• Empirical Bayes selection of wavelet thresholds by Iain M. Johnstone and Bernard W. Silverman.  Ann. Statist, 33, to appear.  Click here for the software used to carry out the simulations in the paper.

2004

• Least Angle Regression (with discussion) by Bradley Efron, Trevor Hastie, Iain M. Johnstone, and Robert Tibshirani, Annals of Statistics, 32, 407-499.
  Software: LARS software for R and Splus

• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences, Iain M. Johnstone and Bernard W. Silverman, Annals of Statistics, 32, 1594-1649 .

• Wavelet Deconvolution in a periodic setting, Iain M. Johnstone, Gerard Kerkyacharian, Dominique Picard and Marc Raimondo, J. Royal. Statistical Society, Ser. B., 66 547-573, with discussion and rejoinder, 627-652.
• Boundary Coiflets for wavelet shrinkage in function estimation, Iain M. Johnstone and Bernard W. Silverman, J. Applied Probability, 41A, 81-98.
• Periodic Boxcar Deconvolution and Diophantine Approximation by Iain M. Johnstone and Marc Raimondo, Annals of Statistics, 32, 1781-1804.

2001

• On the distribution of the largest eigenvalue in principal components analysis. by Iain M. Johnstone. Annals of Statistics, 29, 295--327.
• Thresholding for weighted chi-squared. by Iain M. Johnstone. Statistica Sinica, 11, 691--704.
• Chi-square Oracle Inequalities. In State of the Art in Probability and Statistics, Festchrift for Willem R. van Zwet, M. de Gunst, C. Klaassen & A. van der Waart, editors. IMS Lecture Notes - Monographs, 36, 399--418.

2000

• Adapting to Unknown Sparsity by Controlling the False Discovery Rate by Felix Abramovich, Yoav Benjamini, David L. Donoho, and Iain M. Johnstone

1999

• Wavelets and the theory of non-parametric function by Iain M. Johnstone. Phil. Trans. Roy. Soc. Lond. A. 357, 2475--2494.
• Wavelet shrinkage for correlated data and inverse problems: adaptivity results by Iain M. Johnstone. Statistica Sinica, 9, 51--83.
• Asymptotic minimaxity of wavelet estimators with sampled data by David L. Donoho and Iain M. Johnstone, Statistica Sinica, 9, 1--32.
  

1998

• Empirical Bayes approaches to mixture problems and wavelet regression by Iain Johnstone and Bernard W. Silverman
• Exact risk analysis of wavelet regression by J.S. Marron, S. Adak, I.M. Johnstone, M.H. Neumann and P. Patil. J. Comput. Graphical Stat., 7, 278--309.
• Minimax estimation via wavelet shrinkage by D.L.\ Donoho and Iain M. Johnstone. Annals of Statistics, 26, 879--921. Available from JSTOR.

1997

• Wavelet threshold estimators for data with correlated noise by Iain M. Johnstone and Bernard W. Silverman J. Roy. Statist. Soc., 59, 319--351. Available from JSTOR.
• Universal near minimaxity of wavelet shrinkage by David L. Donoho, Iain M. Johnstone, Gérard Kerkyacharian, and Dominique Picard. In Festschrift for Lucien Le Cam: Research Papers in Probability and Statistics, D. Pollard, E. Torgerson and G. Yang (eds.). Springer Verlag, 183--218.
  

1996

• Density Estimation by Wavelet Thresholding by David L. Donoho, Iain M. Johnstone, Gérard Kerkyacharian and Dominique Picard Ann. Statist., 24, 508--539. Available from JSTOR.
• Neo-Classical Minimax Problems, Thresholding and Adaptation by David L. Donoho and Iain M. Johnstone Bernoulli, 2, 39--62.
  

1995

• Adapting to Unknown Smoothness via Wavelet Shrinkage by David L. Donoho and Iain M. Johnstone J. Amer. Statist. Assn., 90,1200--1224. Available from JSTOR.
• Wavelet Shrinkage: Asymptopia by David L. Donoho, Iain M. Johnstone, Gérard Kerkyacharian and Dominique Picard (with discussion, see JSTOR link), J. Roy. Statist. Soc., 57, 301--369. Available from JSTOR.

1994

• Ideal Denoising in an Orthonormal Basis Chosen from a Library of Bases by David L. Donoho and Iain M. Johnstone C. R. Acad. Sci. Paris, Ser.I, 319, 1317--1322.
• Ideal Spatial Adaptation via Wavelet Shrinkage With figures by David L. Donoho and Iain M. Johnstone Biometrika, 81, 425--455. Available from JSTOR.
• Minimax Risk Over lp-Balls for lq-Error by David L. Donoho and Iain M. Johnstone Prob. Th. Rel. Fields, 99, 277--303.
• On minimax estimation of a sparse normal mean vector by Iain M. Johnstone Ann. Statist., 22, 271--289. Available from JSTOR.
• Minimax Bayes, asymptotic minimax and sparse wavelet priors by Iain M. Johnstone Statistical Decision Theory and Related Topics, V, S.S. Gupta and J.O. Berger, eds., 303--326.