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Shrunken Locally Linear Embedding for Passive Microwave Retrieval of Precipitation This paper introduces a new Bayesian approach to the inverse problem of passive microwave rainfall retrieval. The proposed methodology [called the shrunken locally linear embedding algorithm for retrieval of precipitation (ShARP)] relies on a regularization technique and makes use of two joint dictionaries of coincident rainfall profiles and their corresponding upwelling spectral radiative fluxes. A sequential detection-estimation strategy is adopted, which basically assumes that similar rainfall intensity values and their spectral radiances live close to some sufficiently smooth manifolds with analogous local geometry. The detection step employs a nearest neighbor classification rule, whereas the estimation scheme is equipped with a constrained shrinkage estimator to ensure the stability of retrieval and some physical consistency. The algorithm is examined using coincident observations of the active precipitation radar and the passive microwave imager onboard the TRMM satellite. We present promising results of instantaneous rainfall retrieval for some tropical storms and mesoscale convective systems over ocean, land, and coastal zones. We provide evidence that the algorithm is capable of properly capturing different storm morphologies including high-intensity rain cells and trailing light rainfall, particularly over land and coastal areas. The algorithm is also validated at an annual scale for calendar year 2013 versus the standard (version 7) radar (2A25) and radiometer (2A12) rainfall products of the TRMM satellite.