Comparing regularisation paths of (conjugate) gradient estimators in ridge regression

DOI10.1214/26-EJS2497MaRDI QIDQ6842121zbMATH OpenFDO

Authors Markus Reiß, Thomas Stark

Publication date 20 March 2026

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-20/issue-1/Comparing-regularisation-paths-of-conjugate-gradient-estimators-in-ridge-regression/10.1214/26-EJS2497.full

zbMATH Keywords

conjugate gradientsearly stoppinggradient descentimplicit regularisationprediction riskridge regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Iterative numerical methods for linear systems (65F10)

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• The Elements of Statistical Learning
• The regularizing properties of the adjoint gradient method in ill-posed problems

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