• Matlab code for NGCA (Non-Gaussian Components Analysis), a multi-index FastICA type method finding non-Gaussian linear components. This code was used in our JMLR paper. See the demo script for an example.
• Matlab code for the algorithms and simulations in the paper "Some non-asymptotic results on resampling in high dimension". Hosted by my co-author Sylvain Arlot . I promised to write an R version. You can complain to me that it does not exist yet.