MMSE estimators are used to minimize the mean square error of a dependent variable by using a Bayesian setting with a quadratic loss function. Popular linear MMSE estimators include the Wiener–Kolmogorov filter and Kalman filter, which are easy to use and calculate.
Carnegie Mellon University
Spring 2018
A comprehensive exploration of machine learning theories and practical algorithms. Covers a broad spectrum of topics like decision tree learning, neural networks, statistical learning, and reinforcement learning. Encourages hands-on learning via programming assignments.
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