Minimum mean square error

Minimum Mean Square Error (MMSE) is a way of measuring how accurate a model is at making predictions. It's like a test score for a model. It measures how much the model's predictions are off from what actually happens. The lower the MMSE score, the better the model is at making predictions. So a model with a low MMSE score is more accurate at predicting outcomes than a model with a higher MMSE score.

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Bayesian estimator, Kalman filter, Least squares, Linear prediction, Mean squared error, Minimum-variance unbiased estimator, Orthogonality principle, Wiener filter, Zero-forcing equalizer