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For the solution of $Ax = b$, where $A$ is a square matrix, what is the difference between these two regularized solutions:

  • $x = (A + \alpha I)^{-1}b$ -- coressponding to eq.3 below
  • $x = (A^TA + \alpha I)^{-1}A^Tb$ -- corresponding to eq.2 below with $K(w) = A, K(-w) = A^T$

In the following reference:

https://www.sciencedirect.com/science/article/abs/pii/0041555382900945#

enter image description here

for positive symmetric difference kernels (for example a Gaussian kernel) the first form of regularization is promoted as a simplified Tikhonov regularization (wein statistical models we usually use $p = 0$ case for $M(w) = I$).

Is the simplification just an approximation or is it equivalent to the second form above? Basically I am trying to understand the connection between discretized versions that we use in statistics and the continuous versions that are used in integral equations.

This question is related to this:

Regularized linear vs. RKHS-regression

where the answer claims a substantial difference, in contrast to the above recommendation.

For the solution of $Ax = b$, where $A$ is a square matrix, what is the difference between these two regularized solutions:

  • $x = (A + \alpha I)^{-1}b$ -- coressponding to eq.3 below
  • $x = (A^TA + \alpha I)^{-1}A^Tb$ -- corresponding to eq.2 below with $K(w) = A, K(-w) = A^T$

In the following reference:

https://www.sciencedirect.com/science/article/abs/pii/0041555382900945#

enter image description here

for positive symmetric difference kernels (for example a Gaussian kernel) the first form of regularization is promoted as a simplified Tikhonov regularization (we usually use $p = 0$ case for $M(w) = I$).

Is the simplification just an approximation or is it equivalent to the second form above? Basically I am trying to understand the connection between discretized versions that we use in statistics and the continuous versions that are used in integral equations.

This question is related to this:

Regularized linear vs. RKHS-regression

For the solution of $Ax = b$, where $A$ is a square matrix, what is the difference between these two regularized solutions:

  • $x = (A + \alpha I)^{-1}b$ -- coressponding to eq.3 below
  • $x = (A^TA + \alpha I)^{-1}A^Tb$ -- corresponding to eq.2 below with $K(w) = A, K(-w) = A^T$

In the following reference:

https://www.sciencedirect.com/science/article/abs/pii/0041555382900945#

enter image description here

for positive symmetric difference kernels (for example a Gaussian kernel) the first form of regularization is promoted as a simplified Tikhonov regularization (in statistical models we usually use $p = 0$ for $M(w) = I$).

Is the simplification just an approximation or is it equivalent to the second form above? Basically I am trying to understand the connection between discretized versions that we use in statistics and the continuous versions that are used in integral equations.

This question is related to this

Regularized linear vs. RKHS-regression

where the answer claims a substantial difference, in contrast to the above recommendation.

    Tweeted twitter.com/StackStats/status/1064896307846877185
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For the solution of $Ax = b$, where $A$ is a square matrix, what is the difference between these two regularized solutions:

  • $x = (A + \alpha I)^{-1}b$ -- coressponding to eq.3 below
  • $x = (A^TA + \alpha I)^{-1}A^Tb$ -- corresponding to eq.2 below with $K(w) = A, K(-w) = A^T$

In the following reference (equation 3):

https://www.sciencedirect.com/science/article/abs/pii/0041555382900945#

enter image description here

for positive symmetric difference kernels (for example a Gaussian kernel) the first form of regularization is promoted as a simplified Tikhonov regularization (we usually use $p = 0$ case for $M(w) = I$).

Is the simplification just an approximation or is it equivalent to the second form above? Basically I am trying to understand the connection between discretized versions that we use in statistics and the continuous versions that are used in integral equations.

This question is related to this:

Regularized linear vs. RKHS-regression

For the solution of $Ax = b$, where $A$ is a square matrix, what is the difference between these two regularized solutions:

  • $x = (A + \alpha I)^{-1}b$ -- coressponding to eq.3 below
  • $x = (A^TA + \alpha I)^{-1}A^Tb$ -- corresponding to eq.2 below with $K(w) = A, K(-w) = A^T$

In the following reference (equation 3):

https://www.sciencedirect.com/science/article/abs/pii/0041555382900945#

enter image description here

for positive symmetric difference kernels (for example a Gaussian kernel) the first form of regularization is promoted as a simplified Tikhonov regularization (we usually use $p = 0$ case for $M(w) = I$).

Is the simplification just an approximation or is it equivalent to the second form above? Basically I am trying to understand the connection between discretized versions that we use in statistics and the continuous versions that are used in integral equations.

This question is related to this:

Regularized linear vs. RKHS-regression

For the solution of $Ax = b$, where $A$ is a square matrix, what is the difference between these two regularized solutions:

  • $x = (A + \alpha I)^{-1}b$ -- coressponding to eq.3 below
  • $x = (A^TA + \alpha I)^{-1}A^Tb$ -- corresponding to eq.2 below with $K(w) = A, K(-w) = A^T$

In the following reference:

https://www.sciencedirect.com/science/article/abs/pii/0041555382900945#

enter image description here

for positive symmetric difference kernels (for example a Gaussian kernel) the first form of regularization is promoted as a simplified Tikhonov regularization (we usually use $p = 0$ case for $M(w) = I$).

Is the simplification just an approximation or is it equivalent to the second form above? Basically I am trying to understand the connection between discretized versions that we use in statistics and the continuous versions that are used in integral equations.

This question is related to this:

Regularized linear vs. RKHS-regression

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