In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures...

equalizer "Mean Squared Error (MSE)". www.probabilitycourse.com. Retrieved 9 May 2017. Moon and Stirling. Johnson, D. "Minimum Mean Squared Error Estimators"...

to the mean squared error, the equivalent for mean absolute error is least absolute deviations. MAE is not identical to root-mean square error (RMSE)...

The root mean square deviation (RMSD) or root mean square error (RMSE) is either one of two closely related and frequently used measures of the differences...

arises in the expression mean squared error (MSE). The mean squared error of a regression is a number computed from the sum of squares of the computed residuals...

In statistics the mean squared prediction error (MSPE), also known as mean squared error of the predictions, of a smoothing, curve fitting, or regression...

continuously distributed, the mean squared error, root mean squared error or median absolute deviation could be used to summarize the errors. When users apply cross-validation...

may be known as mean square deviation. When the reference value is the assumed true value, the result is known as mean squared error. A typical estimate...

may have a lower mean squared error than any unbiased estimator (see estimator bias). This equation relates the mean squared error with the estimator...

has a smaller mean squared error. In practice s2 is used more often, since it is more convenient for the hypothesis testing. The square root of s2 is...

arbitrarily crude estimator into an estimator that is optimal by the mean-squared-error criterion or any of a variety of similar criteria. The Rao–Blackwell...

statistics, the reduced chi-square statistic is used extensively in goodness of fit testing. It is also known as mean squared weighted deviation (MSWD)...

y_{n})\}} . We make "as well as possible" precise by measuring the mean squared error between y {\displaystyle y} and f ^ ( x ; D ) {\displaystyle {\hat...

estimator gives a lower value of some loss function (particularly mean squared error) compared with unbiased estimators (notably in shrinkage estimators);...

mean. In regression analysis, the term "standard error" refers either to the square root of the reduced chi-squared statistic or the standard error for...

of the least squares cost function as in ridge regression (L2-norm penalty) and lasso (L1-norm penalty). Use of the Mean Squared Error (MSE) as the cost...

accuracy is very closely related to the mean squared error (MSE) method which is just the average squared error of the forecasts. Although these methods...

zero. Percentage error Mean absolute percentage error Mean squared error Mean squared prediction error Minimum mean-square error Squared deviations Peak...

estimators more accurate on average (that is, having lower expected mean squared error) than any method that handles the parameters separately. It is named...

calculated by finding the mean squared error. More formally, let T be an estimator for the parameter θ. The mean squared error of T is the value MSE ⁡ (...

the mean squared error produced by such a rounding operation will be approximately Δ 2 / 12 {\displaystyle \Delta ^{2}/12} . Mean squared error is also...

including the exponential and chi-squared distributions under specific conditions. Its mathematical properties, such as mean, variance, skewness, and higher...

The mean absolute percentage error (MAPE), also known as mean absolute percentage deviation (MAPD), is a measure of prediction accuracy of a forecasting...

be (fully) efficient. Such a solution achieves the lowest possible mean squared error among all unbiased methods, and is, therefore, the minimum variance...

finding the filter coefficients that relate to producing the least mean square of the error signal (difference between the desired and the actual signal)....

concepts, such as the DRMS (distance root mean square), which is the square root of the average squared distance error, a form of the standard deviation. Another...

mean (Tofallis, 2015). Relative change and difference Mean absolute error Mean absolute percentage error Mean squared error Root mean squared error Armstrong...

"ordinary" least squares approach in the sense that the James–Stein estimator has a lower mean squared error than the "ordinary" least squares estimator for...

expected value of the squared deviation from the mean of a random variable. The standard deviation (SD) is obtained as the square root of the variance...

sum of squares (RSS), also known as the sum of squared residuals (SSR) or the sum of squared estimate of errors (SSE), is the sum of the squares of residuals...