This page pairs well with Statistics.
Elements of Probability Theory
Definition
(Random Experiment, Sample Space, Events)
A random experiment has uncertain outcomes.
The sample space $S$ is the set of all possible outcomes.
An event $E$ is a subset of $S$. The certain event is $S$; the impossible event is $\varnothing$.
This page is for the closed form solutions (where they exist) and approximation solutions to Regularised Regressions.
We will also understand that regularisation is sensible artifact once we consider its MAP (maximum a posteriori) derivation.