Minimum mean squared error

特許 権利維持 In statistics and signal processing, a minimum mean square error (MMSE) estimator is an estimation method which minimizes the mean square error (MSE) of the fitted values of a dependent variable, which is a common measure of estimator quality. The term MMSE more specifically refers to estimation in a Bayesian setting with quadratic cost function. The basic idea behind the Bayesian approach to estimation stems from practical situations where we often have some prior information about the parameter to be estimated.