Tikhonov Regularization - History

History

Tikhonov regularization has been invented independently in many different contexts. It became widely known from its application to integral equations from the work of Tikhonov and David L. Phillips. Some authors use the term Tikhonov–Phillips regularization. The finite dimensional case was expounded by Arthur E. Hoerl, who took a statistical approach, and by Manus Foster, who interpreted this method as a Wiener–Kolmogorov filter. Following Hoerl, it is known in the statistical literature as ridge regression.

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