R package for adaptive correlation and covariance matrix shrinkage.

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

unshrink: post-hoc debiasing of machine learning predictions to reduce shrinkage-induced attenuation bias in downstream causal inference -- without requiring fresh ground-truth data [AAAI 2026, oral]

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.

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).

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.

Horseshoe regression model fitted in PyMC.

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

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.

Nested Cross-Validation for Bayesian Optimized Linear Regularization

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

Tool combining pngcrush and optipng to optimize input PNG

Introduction to Data Mining

Deformable lattice Boltzmann method for diffusion in 1D moving domains

Sliding Filter for AWGN Denoising

Word Enrichment Analysis using VEctor Representations

Jackstraw Weighted Shrinkage Methods

Example code for "Bayesian shrinkage priors for penalized synthetic control estimators in the presence of spillovers."

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.

Multi-species indicator assessment and fitting tools

R package for Dirichlet adaptive shrinkage and smoothing

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.

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

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

Estimation of Structured t-Copulas

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

Inventory shrinkage detection Raman HBS

Accelerated matrix Factorization via Infinite Latent Elements with structured shrinkage