Lecture

Estimation Methods: Bias-Variance Tradeoff

In course

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Description

This lecture covers the mean square error (MSE) as a quality measure for estimators, differentiating it from variance and discussing the bias-variance tradeoff. It also explores methods of point estimation, interval estimation, deriving confidence intervals, and interpreting confidence levels.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_ilz3gnvm

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Data analysis: Regression analysis

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