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| bio | website | |
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| visits | member for | 1 year, 4 months |
| seen | Oct 9 '12 at 20:32 | |
| stats | profile views | 1 |
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Jan 13 |
comment |
Risk bounds for Gaussian regression Thanks very much Xi'an! I will dig up the literature to understand it further. I am a little confused right now, but I also think I need to clarify the question further. I will get back after a little more study. Thanks again! |
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Jan 13 |
awarded | Student |
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Jan 13 |
comment |
Risk bounds for Gaussian regression Yes, expected square loss or equivalently in the case of Gaussian regression, the negative logarithm of the prediction probability. I realized that the Maximum A-Posteriori(MAP) of the Bayesian posterior distribution on the estimator space, in the case of Gaussian regression, is the same as ridge regression (up to scaling). So in other words, I am looking for risk bounds for Ridge Regression. After some searching I found this stat.wharton.upenn.edu/~skakade/courses/stat991_mult/lectures/… Can I find a textbook or paper reference for this? Thanks! |
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Jan 13 |
awarded | Editor |
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Jan 13 |
revised |
Risk bounds for Gaussian regression typo |
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Jan 12 |
asked | Risk bounds for Gaussian regression |
