Find the relationship between the regularization parameter ?

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Reference no: EM131045221

Show that the ridge regression estimate is the mean (and mode) of the posterior distribution, under a Gaussian prior β ∼ N(0, τI), and Gaussian sampling model y ∼ N(Xβ, σ2I). Find the relationship between the regularization parameter λ in the ridge formula, and the variances τ and σ2

Reference no: EM131045221

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