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Dec 12th, 2018
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  1. MSE(b^)=E(b^-b).T*(b^-b)=E(|b^-b|^2)=sigma2*trace(inv(X.T*X))
  2.  
  3. D(|b^-b|^2)=2*sigma4*trace((X.T*X)^(-2))
  4.  
  5. b^=inv(X.T*X)*X.T*Y
  6.  
  7. MSE(b^(k)) < MSE(b^).
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