shrinkage

There are 0 repository under shrinkage topic.

• kkdey / CorShrink

  R package for adaptive correlation and covariance matrix shrinkage.

  ashcovariance-matrixcovariance-shrinkagemissing-datashrinkageword2vec
  Language:R 23

• Yu-Group / imodels-experiments

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

  interpretability-methodsinterpretabilityaiimodelsrulesmachine-learningdata-sciencexaitabular-datapythonpython3jupytertreesdecision-treesshrinkage
  Language:HTML 15

• 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).

  covariance-matrixnumerical-optimizationshrinkage
  Language:MATLAB 4

• 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.

  covariance-matrixrobust-statisticsshrinkageregularizationelliptical-distributionspatial-sign-covariance-matrix
  Language:MATLAB 3

• JBris / pymc-horseshoe

  Horseshoe regression model fitted in PyMC.

  bayesian-inferencebayesian-statisticshorseshoehorseshoe-priorpymcsparse-regressionregularisationshrinkageshrinkage-priors
  Language:Jupyter Notebook 3

• davpinto / master-thesis

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

  bayes-classifierboostingcovariance-matrixgaussian-modelsprobability-calibrationregularizationshrinkage
  Language:R 2

• 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.

  bayesianestimationforecastingmacroeconometricsshrinkagejust-write-code
  Language:TeX 2

• 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.

  matlabsignal-processingcovariance-matrixshrinkageregularizationelliptical-distributionhigh-dimensional-data
  Language:MATLAB 2

• NEslahi / sliding_filter

  Sliding Filter for AWGN Denoising

  denoiserdenoisingsliding-windowsliding-filterawgndctfftfilteringimage-analysisimage-processingnoisenoise-reductionshrinkagesparsitywaveletwavelet-transformdigital-image-processinggaussian-filterimagesignal-processing
  Language:Python 2

• xinyexu / STATS-415

  Introduction to Data Mining

  data-miningknnldaqdalogistic-regressionshrinkage
  Language:R 2

• 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.

  covariance-matrixregularizationshrinkageregularized-discriminant-analysisdiscriminant-analysiselliptical-distributionhigh-dimensional-data
  Language:Python 1

• ivan-pi / deformable-lbm

  Deformable lattice Boltzmann method for diffusion in 1D moving domains

  advection-diffusiondeformable-meshesdeformationdiffusiondiffusion-equationlattice-boltzmannlbmlbm-1dshrinkageswelling
  Language:C 1

• kkdey / dashr

  R package for Dirichlet adaptive shrinkage and smoothing

  adaptive-learningshrinkage-estimatorsmoothingshrinkagecompositional-data
  Language:R 1

• kkdey / WEAVER

  Word Enrichment Analysis using VEctor Representations

  word2vecword2vec-modelenrichment-analysisnetwork-visualizationrobustnessshrinkagep-value
  Language:C 1

• martinlindhe / shrink-png

  Tool combining pngcrush and optipng to optimize input PNG

  shrinkagepngcrushoptipng
  Language:Go 1

• ncchung / jaws

  Jackstraw Weighted Shrinkage Methods

  statisticslatent-variablesstatistical-learningregularizationshrinkagepca
  Language:R 1

• nickkunz / nestedhyperline

  Nested Cross-Validation for Bayesian Optimized Linear Regularization

  nested-cross-validationbayesian-optimizationridge-regressionlasso-regressionelasticnetshrinkage
  Language:Python 1

• 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.

  correlation-matricesexchangeable-structuresshrinkagekendall-taunon-parametricstatistical-learningcopula
  Language:R 1

• manucarl / varsel

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

  mcmcgamlssshrinkage
  Language:xBase 0

• s6soverd / Computational-Statistics-Project-onLasso

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

  lassocomputational-statisticsshrinkagehigh-dimensional-data
  Language:Jupyter Notebook 0

• 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.

  regularizedshrinkageagriculturalprediction-model
  Language:R 0

• guhjy / ashr

  An R package for adaptive shrinkage

  rshrinkageadaptivefdrbayes
  Language:R

• lorenzo-schiavon / XFILE

  Accelerated matrix Factorization via Infinite Latent Elements with structured shrinkage

  rfactorizationshrinkage
  Language:R

• Reckziegel / tcopula

  Estimation of Structured t-Copulas

  copulaeconometricsshrinkage
  Language:R

• StatGrrl / lasso

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

  lassoregularizationshrinkagemodel-selectionregression
  Language:R