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Advanced Topics in Statistical Learning, Spring 2023
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2026-10-13
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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
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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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