An elementary analysis of ridge regression with random design
From MaRDI portal
Publication:6393851
DOI10.5802/crmath.367arXiv2203.08564MaRDI QIDQ6393851
Jaouad Mourtada, Lorenzo Rosasco
Publication date: 16 March 2022
62G08: Nonparametric regression and quantile regression
62J07: Ridge regression; shrinkage estimators (Lasso)
60B20: Random matrices (probabilistic aspects)