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user 21260
The study of collection, organization, analysis, and interpretation of data.
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Tikhonov (Ridge) Regression and Normalization
For a typical Ridge Regression method for solving an inverse problem
$$
\min_x ||A~x - b||^2 + \lambda^2||\Gamma~x||^2
$$
Which has an analytical solution of
$$
\hat{x}_{est}=(A^TA+\lambda^2 \Gamma^T\ …
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