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minimum mean squared error

См. также в других словарях:

  • Minimum mean square error — In statistics and signal processing, a minimum mean square error (MMSE) estimator describes the approach which minimizes the mean square error (MSE), which is a common measure of estimator quality. The term MMSE specifically refers to estimation… …   Wikipedia

  • Mean squared error — In statistics, the mean squared error (MSE) of an estimator is one of many ways to quantify the difference between values implied by a kernel density estimator and the true values of the quantity being estimated. MSE is a risk function,… …   Wikipedia

  • Mean integrated squared error — In statistics, the mean integrated squared error (MISE) is used in density estimation. The MISE of an estimate of an unknown probability density is given by where ƒ is the unknown density, ƒn is its estimate based on a sample of n iid random… …   Wikipedia

  • Mean percentage error — In statistics, the mean percentage error (MPE) is the computed average of percentage errors by which estimated forecasts differ from actual values of the quantity being forecast. Formula for mean percentage error calculation is: where at is the… …   Wikipedia

  • Minimum message length — (MML) is a formal information theory restatement of Occam s Razor: even when models are not equal in goodness of fit accuracy to the observed data, the one generating the shortest overall message is more likely to be correct (where the message… …   Wikipedia

  • Minimum-variance unbiased estimator — In statistics a uniformly minimum variance unbiased estimator or minimum variance unbiased estimator (UMVUE or MVUE) is an unbiased estimator that has lower variance than any other unbiased estimator for all possible values of the parameter. The… …   Wikipedia

  • Minimum description length — The minimum description length (MDL) principle is a formalization of Occam s Razor in which the best hypothesis for a given set of data is the one that leads to the best compression of the data. MDL was introduced by Jorma Rissanen in 1978. It is …   Wikipedia

  • Mean — This article is about the statistical concept. For other uses, see Mean (disambiguation). In statistics, mean has two related meanings: the arithmetic mean (and is distinguished from the geometric mean or harmonic mean). the expected value of a… …   Wikipedia

  • Minimum distance estimation — (MDE) is a statistical method for fitting a mathematical model to data, usually the empirical distribution. Contents 1 Definition 2 Statistics used in estimation 2.1 Chi square criterion …   Wikipedia

  • Arithmetic mean — In mathematics and statistics, the arithmetic mean, often referred to as simply the mean or average when the context is clear, is a method to derive the central tendency of a sample space. The term arithmetic mean is preferred in mathematics and… …   Wikipedia

  • Pearson's chi-squared test — (χ2) is the best known of several chi squared tests – statistical procedures whose results are evaluated by reference to the chi squared distribution. Its properties were first investigated by Karl Pearson in 1900.[1] In contexts where it is… …   Wikipedia

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