168 citations · 460 across the 3 of their papers we have counts for
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math.ST2004
Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
Iain M. Johnstone, Bernard W. Silverman
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 ato…
math.ST2004
Least Angle Regression
Bradley Efron, Trevor Hastie, Iain Johnstone +1
The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to which…