A Hoerl-R Kennard 1970 ridge-regression β=(X'X+λI)^-1 X'y; modern LASSO + elastic-net + Bayesian-LASSO chemometric variable-selection.
A Hoerl-R Kennard 1970 ridge-regression β=(X'X+λI)^-1 X'y; modern LASSO + elastic-net + Bayesian-LASSO chemometric variable-selection.