Full Name
Iain Johnstone
Job Title
Marjorie Mhoon Fair Professor in Quantitative Science; Professor of Statistics; Professor of Biomedical Data Science
Company
Stanford University
Speaker Bio
Iain M. Johnstone is Marjorie Mhoon Fair Professor in the Department of Statistics at Stanford University with a joint appointment in the Department of Biomedical Data Science in Stanford’s School of Medicine. A native of Australia, he received his Ph.D. in Statistics from Cornell in 1981. His work in theoretical statistics has used ideas from harmonic analysis, such as wavelets, to understand estimation methods in statistical signal and image processing. More recently, he has applied random matrix theory to the study of high-dimensional multivariate statistical methods, such as principal components, canonical correlation analysis and multivariate components of variance. In biostatistics, he collaborated extensively with investigators in cardiology and prostate cancer. He is a Fellow of the American Statistical Association, a member of the National Academy of Sciences and a former president of the Institute of Mathematical Statistics.
Speaking At
Abstract
In the classical approach to showing asymptotic normality of maximum likelihood, often the real challenge is to control the third derivative of the log-likelihood near the true value. When the log-likelihood can be treated as a function of a complex variable, the difficulty can sometimes be overcome. Our motivation comes from a class of generalized linear mixed models in which both the number of groups and the number of observations within each group are large.
