Minimum mean square error
id:
minimum-mean-square-error-273-14685117
title:
Minimum mean square error
text:
In statistics and signal processing, a minimum mean square error (MMSE) estimator is an estimation method which minimizes the mean square error (MSE), which is a common measure of estimator quality, of the fitted values of a dependent variable. In the Bayesian setting, the term MMSE more specifically refers to estimation with quadratic loss function. In such case, the MMSE estimator is given by the posterior mean of the parameter to be estimated. Since the posterior mean is cumbersome to calcula
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wiki
category slug:
encyclopedia
description:
Estimation method that minimizes the mean square error
original url:
https://en.wikipedia.org/wiki/Minimum_mean_square_error
date created:
date modified:
2024-03-10T02:22:58Z
main entity:
{"identifier":"Q11091747","url":"https://www.wikidata.org/entity/Q11091747"}
image:
fields total:
13
integrity:
14