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Least angle regression
- B. Efron, T. Hastie, I. Johnstone, R. Tibshirani
- Computer Science
- 1 April 2004
TLDR
Ideal spatial adaptation by wavelet shrinkage
- D. Donoho, I. Johnstone
- Mathematics
- 1 September 1994
SUMMARY With ideal spatial adaptation, an oracle furnishes information about how best to adapt a spatially variable estimator, whether piecewise constant, piecewise polynomial, variable knot spline,…
Adapting to Unknown Smoothness via Wavelet Shrinkage
- D. Donoho, I. Johnstone
- Mathematics
- 1 December 1995
Abstract We attempt to recover a function of unknown smoothness from noisy sampled data. We introduce a procedure, SureShrink, that suppresses noise by thresholding the empirical wavelet…
On the distribution of the largest eigenvalue in principal components analysis
- I. Johnstone
- Mathematics
- 1 April 2001
Let x (1) denote the square of the largest singular value of an n x p matrix X, all of whose entries are independent standard Gaussian variates. Equivalently, x (1) is the largest principal component…
Minimax estimation via wavelet shrinkage
- D. Donoho, I. Johnstone
- Mathematics, Computer Science
- 1 June 1998
TLDR
Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
- I. Johnstone, B. Silverman
- Computer Science
- 1 August 2004
An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at…
On Consistency and Sparsity for Principal Components Analysis in High Dimensions
- I. Johnstone, A. Lu
- Computer Science, MathematicsJournal of the American Statistical Association
- 1 June 2009
TLDR
Sure independence screening for ultrahigh dimensional feature space Discussion
- P. Bickel, P. Bühlmann, H. Zou
- Mathematics
- 1 November 2008
Wavelet Shrinkage: Asymptopia?
- D. Donoho, I. Johnstone, G. Kerkyacharian, D. Picard
- Computer Science
- 1 July 1995
TLDR
Density estimation by wavelet thresholding
- D. Donoho, I. Johnstone, G. Kerkyacharian, D. Picard
- Mathematics
- 1 April 1996
Density estimation is a commonly used test case for nonparametric estimation methods. We explore the asymptotic properties of estimators based on thresholding of empirical wavelet coefficients.…
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