R package for adaptive correlation and covariance matrix shrinkage.
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Jan 23, 2019 - R
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shrinkage
Here are 25 public repositories matching this topic...
Experiments with experimental rule-based models to go along with imodels.
python rules data-science machine-learning ai jupyter tabular-data python3 decision-trees trees interpretability shrinkage xai imodels interpretability-methods
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Jun 1, 2025 - Jupyter Notebook
Code for the paper E. Raninen and E. Ollila, "Bias Adjusted Sign Covariance Matrix," in IEEE Signal Processing Letters, vol. 29, pp. 339-343, 2022, doi: 10.1109/LSP.2021.3134940.
regularization covariance-matrix shrinkage robust-statistics elliptical-distribution spatial-sign-covariance-matrix
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Apr 21, 2022 - MATLAB
This repository contains data and code relative to the manuscript "A large covariance matrix estimator under intermediate spikiness regimes" by Matteo Farnè and Angela Montanari (https://arxiv.org/abs/1711.08950).
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Jan 12, 2023 - MATLAB
Code for the paper E. Raninen, D. E. Tyler and E. Ollila, "Linear pooling of sample covariance matrices," in IEEE Transactions on Signal Processing, Vol 70, pp. 659-672, 2022, doi: 10.1109/TSP.2021.3139207.
signal-processing matlab high-dimensional-data regularization covariance-matrix shrinkage elliptical-distribution
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Apr 21, 2022 - MATLAB
A collaborative repository highlighting Bayesian autoregressive analysis with extensions. It is prepared by the students of Macroeconometrics at the University of Melbourne.
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Jun 20, 2023 - TeX
Horseshoe regression model fitted in PyMC.
pymc bayesian-inference sparse-regression bayesian-statistics shrinkage regularisation horseshoe-prior horseshoe shrinkage-priors
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Mar 14, 2024 - Jupyter Notebook
Code for the paper E. Raninen and E. Ollila, “Coupled regularized sample covariance matrix estimator for multiple classes,” in IEEE Transactions on Signal Processing, vol. 69, pp. 5681–5692, 2021, doi: 10.1109/TSP.2021.3118546.
high-dimensional-data regularization covariance-matrix shrinkage discriminant-analysis elliptical-distribution regularized-discriminant-analysis
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Apr 28, 2022 - Python
Nested Cross-Validation for Bayesian Optimized Linear Regularization
ridge-regression bayesian-optimization elasticnet lasso-regression shrinkage nested-cross-validation
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May 21, 2020 - Python
Introduction to Data Mining
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Mar 26, 2019 - R
My Master's thesis on Bayesian Classification with Regularized Gaussian Models
regularization bayes-classifier covariance-matrix gaussian-models boosting shrinkage probability-calibration
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Dec 27, 2015 - R
Sliding Filter for AWGN Denoising
image sparsity signal-processing image-processing noise fft wavelet image-analysis filtering digital-image-processing noise-reduction gaussian-filter dct awgn denoising shrinkage wavelet-transform sliding-window denoiser sliding-filter
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Apr 19, 2023 - Python
Deformable lattice Boltzmann method for diffusion in 1D moving domains
deformable-meshes diffusion lattice-boltzmann lbm diffusion-equation deformation shrinkage advection-diffusion lbm-1d swelling
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Sep 1, 2023 - C
Word Enrichment Analysis using VEctor Representations
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May 7, 2017 - C
Jackstraw Weighted Shrinkage Methods
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Nov 17, 2016 - R
R package for Dirichlet adaptive shrinkage and smoothing
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Apr 30, 2018 - R
Some code related to our paper Per,Duc,Nes. Detection (2019). The objective is to detect block-exchangeable structures in correlation matrices. For any help, please contact me or leave a comment somewhere. I will be glad to help you.
statistical-learning non-parametric copula shrinkage kendall-tau correlation-matrices exchangeable-structures
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May 10, 2024 - R
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