Question: 2. (10 points) In this exercise we derive the Bayesian connection to the Lasso. (a) Consider the following linear regression without an intercept: yi =

2. (10 points) In this exercise we derive the Bayesian connection to the Lasso. (a) Consider the following linear regression without an intercept: yi = *j Bj + Ei, j=1 1 where E1, . .., En are independent and identically distributed as N(0, 2) and 02 is known. What is the likelihood for the data? Hint: the density of the N(M, w2) distribution is P ( 2; 14, W2) = (2TTW? ) - be- 202 (2-14)

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