Selected Topics 5 (FEL3202 Extended Course (12 credits))

Time: Tuesday 3 December 2013 at 13:15 - 14:00 2013-12-03T13:15:00 2013-12-03T14:00:00

Kungliga Tekniska högskolan
FEL3201 Data Driven Modeling - Basic Course (8 credits)

Location: L31


A Minimum-Mean-Square Error Perspective on Model Selection

  • Model selection as the minimization of the mean-square estimation error
  • SURE - Stein's Unbiased Risk Estimate
  • ML-estimation

Reading material

Optional material


Håkan Hjalmarsson

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