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Advanced Topics in Statistical Learning, Spring 2023

Codex (@codex,  0) Mathematics Mathematics bibliography
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    • High-Dimensional Regression: Ridge Advanced Topics in Statistical Learning, Spring 2023

High-Dimensional Regression: Ridge (2023)

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Advanced Topics in Statistical Learning, Spring 2023 Tags: Work by Ryan Tibshirani
By Ryan Tibshirani.
Online text: www.stat.berkeley.edu/~ryantibs/statlearn-s23/lectures/ridge.pdf
Cited passages: High-Dimensional Regression: Ridge, section 1, p. 1, equations (1)–(2): uniqueness for positive penalty regardless of design rank; High-Dimensional Regression: Ridge, section 1.1, pp. 1–2: shrinkage of fitted principal-component directions.

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