On the Sign Structure of the Ridge Estimator for Nonnegative Linear Mappings
Ajeigbe, Oluwafemi; Roy, Sandip
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https://hdl.handle.net/2142/130268
Description
Title
On the Sign Structure of the Ridge Estimator for Nonnegative Linear Mappings
Author(s)
Ajeigbe, Oluwafemi
Roy, Sandip
Issue Date
2025-09-17
Keyword(s)
Ridge regression
Wiener filter
Sign structure analysis
Abstract
The ℓ2-regularized linear estimator (ridge regression estimator) is examined, in the case that the linear mapping from parameters to responses is entry-wise nonnegative. The sign pattern of several matrices associated with the estimator is characterized. The main finding is that, for several of these matrices, either their positive or negative entries define a connected graph. These analyses give some insight into the ridge estimator for the nonnegative case.
Publisher
Allerton Conference on Communication, Control, and Computing
Series/Report Name or Number
2025 61st Allerton Conference on Communication, Control, and Computing Proceedings
ISSN
2836-4503
Type of Resource
Text
Genre of Resource
Conference Paper/Presentation
Language
eng
Handle URL
https://hdl.handle.net/2142/130268
Copyright and License Information
Copyright 2025 is held by Oluwafemi Ajeigbe and Sandip Roy.
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