 High-Dimensional Regression: Ridge (source code)

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= High-Dimensional Regression: Ridge
{c}
{tag=Work by Ryan Tibshirani}
{title2=2023}

By <Ryan Tibshirani>.

Online text: https://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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