Tracking Mse Efficiencies in Ridge Regression

Abstract

Ridge regression is often favored in the analysis of ill-conditioned systems. A canonical form identifies regions in the parameter space where Ordinary Least Squares (OLS) is problematic. The objectives are two-fold: To reexamine the view that ill-conditioning necessarily degrades essentials of OLS; and to reassess ranges of the ridge parameter k where… (More)

2 Figures and Tables

Topics

  • Presentations referencing similar topics