168 citations · 513 across the 11 of their papers we have counts for
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math.ST2017
Edgeworth correction for the largest eigenvalue in a spiked PCA model
Jeha Yang, Iain M. Johnstone
We study improved approximations to the distribution of the largest eigenvalue of the sample covariance matrix of zero-mean Gaussian observations in dimension $p+1…
math.ST2017★ 1 cited
On Minimax Optimality of Sparse Bayes Predictive Density Estimates
Gourab Mukherjee, Iain M. Johnstone
We study predictive density estimation under Kullback-Leibler loss in -sparse Gaussian sequence models. We propose proper Bayes predictive density estimates and establish a…