New answers tagged

3

Usually Tikhonov Regularization is applied in the following form: $$ \arg \min_{\boldsymbol{x}} \frac{1}{2} {\left\| A \boldsymbol{x} - \boldsymbol{y} \right\|}_{2}^{2} + \frac{\lambda}{2} {\left\| \boldsymbol{x} \right\|}_{2}^{2} $$ This formulation can be seen as: MAP Estimator with the prior of $ \boldsymbol{x} \sim N \left( 0, {\sigma}_{x}^{2} \right) $....


Top 50 recent answers are included