Covariance matrices used in astronomical and cosmological parameter inference are often estimated from a finite number of simulations, so covariance uncertainty can affect posterior calibration and parameter constraints. We study covariance regularisation from the perspective of likelihood-based inference with simulation-estimated covariance matrices. First, we analyse scalar covariance scaling under the Gaussian plug-in likelihood and the covariance-marginalised Sellentin--Heavens likelihood. Using an expected negative log-likelihood loss, we show that Hartlap covariance-side scaling is recovered as the optimum under the Gaussian plug-in likelihood, whereas the unscaled sample covariance is optimal under the Sellentin--Heavens likelihood. This shows that scalar covariance corrections are likelihood-dependent and that an additional Hartlap-type global scaling is not favoured once covariance uncertainty is marginalised through the Sellentin--Heavens likelihood. We then introduce a shrinkage formulation in which the sample covariance is regularised towards a spherical target and the shrinkage intensity is treated as an auxiliary inferential quantity. A prior is assigned to the shrinkage intensity, the likelihood induces its posterior distribution, and the final parameter posterior is obtained by marginalising over it. Monte Carlo experiments show that shrinkage substantially improves covariance conditioning, while marginalisation over the shrinkage intensity propagates uncertainty about the amount of regularisation into posterior inference. The proposed approach provides a simple way to combine covariance-marginalised likelihood inference with structural regularisation of noisy simulation-estimated covariance matrices.

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