Question: For the normal linear model, explain how (a) the ridge-regression estimates relate to Bayesian posterior means when {????j} have independent N(0, ????2) distributions, (b) the

For the normal linear model, explain how

(a) the ridge-regression estimates relate to Bayesian posterior means when {????j} have independent N(0, ????2)

distributions,

(b) the lasso estimates relate to Bayesian posterior modes when {????j} have independent Laplace (double-exponential) distributions with means 0 and common scale parameter.

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