Xavier Holt edited subsubsection_Laplace_Prior_w_i_sim___.tex  over 8 years ago

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&= \text{argmax}_{\mathbf{w}} \left\{ - \sum |w_i| \lambda_i^{-1} \right\}  \end{align}  Where in fact we note that we have retrieved the `lasso' regularisation function. This observation was first made by \cite{Tibshirani_2011} and has since been employed in numerous different applications \cite{Tibshirani_2004, Figueiredo_2003, Girosi_1998}. The `lasso' regulariser has been demonstrated to enforce parameters  not only close to  but equal to zero. To see this, we've included an image of both normal and laplacian distributions with equal standard deviations.