Ridge and Bayesian

My professor gave a bizarre emphasis on the connection between ridge regression and Bayesian linear regression. I understand assumption of normal prior for beta will give the posterior whose mode is the solution of corresponding lambda. But why do care about this this much? Can anyone see from the beginning that the normal prior is going to produce the ridge regression?

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Nevin Manimala

Nevin Manimala is interested in blogging and finding new blogs https://nevinmanimala.com

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