Tagged Questions
2
votes
1answer
64 views
Under what conditions do Bayesian and frequentist point estimators coincide?
With a flat prior, the ML (frequentist -- maximum likelihood) and the MAP (Bayesian -- maximum a posteriori) estimators coincide.
More generally, however, I'm talking about point estimators derived ...
0
votes
0answers
25 views
What if the MVUE depends on the parameter?
The minimum variance, unbiased estimator $\hat \theta$ of $\theta$ is defined by
$$\hat \theta = \text{argmin}_{\hat \theta} \; \mathbb{E} \left( (\hat \theta - \theta)^2 \, | \, \theta\right), \quad ...
1
vote
0answers
37 views
Defining Empirical Risk Minimization
I am reading Machine Learning - A probabilistic Perspective by Kevin Murphy and in chapter 6.5 the author discusses Empirical Risk Minimization, and provides the following definition:
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5
votes
1answer
185 views
Expectation of an estimator?
When evaluating an estimator in a frequentist setting, using MSE and let say to compute the Bias of the estimator we compute the expectation of this estimator, are we supposing that the estimator has ...
