An elementary analysis of ridge regression with random design

DOI10.5802/crmath.367arXiv2203.08564MaRDI QIDQ6393851

Jaouad Mourtada, Lorenzo Rosasco

Publication date: 16 March 2022

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

60B20: Random matrices (probabilistic aspects)