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Context: I was watching this video https://youtu.be/pOYAXv15r3A?t=796 about Facebook Prophet and the speaker mentioned they use a Laplace Prior $$\delta \sim Laplace(\lambda)$$.

What I have gleaned so far is that a Laplace Prior is the same thing as L1 or Lasso Regularization technique (https://ccia.ugr.es/~ccano/LR/supplementary_material/node3.html).

Is that is the same (or related to) a Laplace Transformation? (e.g. https://www.youtube.com/watch?v=7UvtU75NXTg)

Thank you!

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    $\begingroup$ There's no direct connection, no. Many things are named for Laplace. $\endgroup$
    – Glen_b
    Commented Aug 28, 2021 at 7:57
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    $\begingroup$ Laplace's prior is not suggested by Laplace but is using Laplace's distribution, which is also called a Double Exponential distribution. Laplace used this distribution as the default noise distribution, prior (!) to the switch to the Gauss (or Normal) distribution, more manageable. Laplace's transforms are connected with exponential families in general. $\endgroup$
    – Xi'an
    Commented Aug 28, 2021 at 9:24

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