Questions tagged [mean-squared-error]
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2 questions
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MAP estimator and MSE for Gaussian prior
We consider an estimation problem where the parameter $\theta$ is assigned with a Gaussian negative log-prior $g_{\sigma_0}$ with mean 0 and variance $\sigma_0^2$ and the negative log-likelihood of ...
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1 vote
1 answer
120 views
On the MSE of MAP estimators and model mismatch
We consider an estimation problem where the parameter $\theta$ is assigned with the prior $g_\alpha$ depending on some parameter $\alpha$ (e.g. the variance of a Gaussian prior) and the observation $...
- 2,602