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  <doi_batch_id>aspg-34-4483-1791482243</doi_batch_id>
  <timestamp>20261008175723</timestamp>
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   <depositor_name>American Scientific Publishing Group</depositor_name>
   <email_address>admin@americaspg.com</email_address>
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  <journal>
   <journal_metadata language="en">
    <full_title>Prospects for Applied Mathematics and Data Analysis</full_title>
    <abbrev_title>PAMDA</abbrev_title>
    <issn media_type="electronic">2836-4449</issn>
   </journal_metadata>
   <journal_issue>
    <publication_date media_type="online">
     <year>2026</year>
    </publication_date>
    <journal_volume>
     <volume>6</volume>
    </journal_volume>
    <issue>1</issue>
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   <journal_article publication_type="full_text">
    <titles>
     <title>Exact Bias–Variance Decomposition and Degrees of Freedom in Ridge Regression: Theory, Verification, and a Disease-Progression Application</title>
    </titles>
    <contributors>
     <person_name sequence="first" contributor_role="author">
      <given_name>Dwi</given_name>
      <surname>Retnowardani</surname>
      <affiliations>
       <institution>
        <institution_name>Universitas PGRI Argopuro Jember, Indonesia</institution_name>
       </institution>
      </affiliations>
     </person_name>
    </contributors>
    <jats:abstract>
     <jats:p>Ridge regression estimates β in the linear model y = Xβ +ε by βˆ (λ) = argminβ ∥y−Xβ∥2+λ∥β∥2, trading bias for variance as λ increases. This paper collects six results about βˆ (λ) into a single self-contained development, each proved and then checked numerically. The estimator is written in closed form through the singular value decomposition of X; its effective degrees of freedom, df(λ)=Σj d2j /(d2j +λ), are shown to be strictly decreasing and convex in λ; its exact bias and variance are derived in closed form; a strictly positive λ is shown always to exist that reduces mean squared estimation error below that of ordinary least squares whenever the noise variance is positive; the estimator is shown to coincide with the posterior mean under a Gaussian prior with precision proportional to λ; and the leave-one-out cross-validation error is shown to admit a closed-form shortcut that generalized cross-validation approximates by averaging its leverage terms. Every derived quantity is verified against data: the leave-one-out shortcut matches brute-force refitting exactly, and a calibrated Monte Carlo simulation confirms the closed-form bias and variance to within simulation error at every tested λ. Applied to a standard diabetes disease-progression dataset (n = 442, ten predictors), the theoretical construction correctly locates a strictly risk-reducing regularization region, and repeated cross-validation shows ridge, lasso, and elastic net all lying within one standard error of ordinary least squares in out-of-sample prediction error—consistent with the closed-form theory, which attributes the available gain to reduced parameter-estimation risk on a well-conditioned design rather than to prediction-error reduction.</jats:p>
    </jats:abstract>
    <publication_date media_type="online">
     <year>2026</year>
    </publication_date>
    <pages>
     <first_page>29</first_page>
     <last_page>35</last_page>
    </pages>
    <publisher_item>
     <item_number item_number_type="article-number">4483</item_number>
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     <ai:license_ref applies_to="vor">https://creativecommons.org/licenses/by/4.0/</ai:license_ref>
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     <doi>10.54216/PAMDA.060105</doi>
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