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Markov Chain Monte Carlo (MCMC)×Ridge-regression×
FagområdeBayesianskMaskinlæring
FamilieBayesian methodsMachine learning
Oprindelsesår1970
OphavspersonHoerl, A.E. & Kennard, R.W.
TypePosterior sampling algorithmL2-regularized linear regression
Oprindelig kildeGelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67. DOI ↗
Aliassermarkov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
Relaterede34
ResuméMarkov Chain Monte Carlo (MCMC) is a family of computational algorithms for sampling from complex probability distributions, most commonly the posterior distributions that arise in Bayesian inference. Rather than computing posteriors analytically — which is rarely possible for realistic models — MCMC constructs a Markov chain whose stationary distribution is the target posterior and draws dependent samples from it, enabling full probabilistic inference for virtually any model.Ridge Regression is an L2-regularized linear regression method, introduced by Arthur Hoerl and Robert Kennard in 1970, that reduces multicollinearity by adding a penalty on the size of the coefficients. It shrinks coefficients toward zero without setting any of them exactly to zero, producing more stable estimates when predictors are highly correlated.
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ScholarGateSammenlign metoder: MCMC · Ridge Regression. Hentet 2026-06-19 fra https://scholargate.app/da/compare