$\sigma$-Ridge: group regularized ridge regression via empirical Bayes noise level cross-validation (Q6352590)

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preprint article from arXiv
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$\sigma$-Ridge: group regularized ridge regression via empirical Bayes noise level cross-validation
preprint article from arXiv

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    29 October 2020
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    stat.ME
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    math.ST
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    stat.TH
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    Nikolaos Ignatiadis
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    Panagiotis Lolas
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