论文标题
最大似然脊回归
Maximum Likelihood Ridge Regression
论文作者
论文摘要
我的第一篇关于山脊回归的论文是在Technometrics上发表的，并在1975年在亚特兰大举行的联合统计会议上被选为邀请演讲。不幸的是，该论文包含各种各样的细节和结果。幸运的是，加里·麦克唐纳（Gary McDonald）对该论文的发表讨论主要集中在我对正态分布理论下最大似然估计的使用。在1975年至2022年之间我所有四个山脊出版物的一些结果的评论中，我强调了最大的可能性发现，这些发现似乎在实际应用回归中最重要。
My first paper exclusively about ridge regression was published in Technometrics and chosen for invited presentation at the 1975 Joint Statistical Meetings in Atlanta. Unfortunately, that paper contained a wide range of assorted details and results. Luckily, Gary McDonald's published discussion of that paper focused primarily on my use of Maximum Likelihood estimation under normal distribution-theory. In this review of some results from all four of my ridge publications between 1975 and 2022, I highlight the Maximum Likelihood findings that appear to be most important in practical application of shrinkage in regression.
