shrinkage

There are 25 repositories under shrinkage topic.

  • kkdey/CorShrink

    R package for adaptive correlation and covariance matrix shrinkage.

    Language:R23323

  • Yu-Group/imodels-experiments

    Experiments with experimental rule-based models to go along with imodels.

    Language:HTML15554

  • MatFar88/A-large-covariance-matrix-estimator-under-intermediate-spikiness-regimes

    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).

    Language:MATLAB4203

  • donotdespair/Bayesian-Autoregressions

    A collaborative repository highlighting Bayesian autoregressive analysis with extensions. It is prepared by the students of Macroeconometrics at the University of Melbourne.

    Language:TeX35914

  • EliasRaninen/BASIC

    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.

    Language:MATLAB3100

  • JBris/pymc-horseshoe

    Horseshoe regression model fitted in PyMC.

    Language:Jupyter Notebook320

  • davpinto/master-thesis

    My Master's thesis on Bayesian Classification with Regularized Gaussian Models

    Language:R2201

  • EliasRaninen/CoupledRSCM

    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.

    Language:Python2100

  • EliasRaninen/LinearPoolingOfSampleCovarianceMatrices

    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.

    Language:MATLAB2100

  • ivan-pi/deformable-lbm

    Deformable lattice Boltzmann method for diffusion in 1D moving domains

    Language:C211

  • NEslahi/sliding_filter

    Sliding Filter for AWGN Denoising

    Language:Python2101

  • xinyexu/STATS-415

    Introduction to Data Mining

    Language:R2000

  • kkdey/dashr

    R package for Dirichlet adaptive shrinkage and smoothing

    Language:R1202

  • kkdey/WEAVER

    Word Enrichment Analysis using VEctor Representations

    Language:C120

  • martinlindhe/shrink-png

    Tool combining pngcrush and optipng to optimize input PNG

    Language:Go130

  • ncchung/jaws

    Jackstraw Weighted Shrinkage Methods

    Language:R1300

  • nickkunz/nestedhyperline

    Nested Cross-Validation for Bayesian Optimized Linear Regularization

    Language:Python1201

  • samperochkin/learning-block-exchangeability

    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.

    Language:R1000

  • lorenzo-schiavon/XFILE

    Accelerated matrix Factorization via Infinite Latent Elements with structured shrinkage

    Language:R0100

  • manucarl/varsel

    R code and BayesX scripts for effect selection and complexity reduction on basis of the Normal Beta Prime Spike and Slab Prior

    Language:xBase0100

  • s6soverd/Computational-Statistics-Project-onLasso

    Final Project from the course - Computational Statistics (Summer Term, 2020), University of Bonn

    Language:Jupyter Notebook0101

  • santosh1234565/Regularized-methods

    Base saturation percentage determination using shrinkage method. Due to the multicollinearity issue, we chose shrinkage/penalized/regularized regression. Since, we have small number of samples, we had no luxury of having separate test set of data, so we did iterated k-Fold cross validation.

    Language:R0100

  • StatGrrl/lasso

    R code for figures, simulations and application in my Masters thesis and corresponding conference paper on the LASSO and other shrinkage methods

    Language:R0100

  • guhjy/ashr

    An R package for adaptive shrinkage

    Language:R20

  • Reckziegel/tcopula

    Estimation of Structured t-Copulas

    Language:R21