Concept

Invariant estimator

Related lectures (32)

Shrinkage Estimation of Large Covariance Matrices

Explores shrinkage estimation of high-dimensional covariance matrices, comparing linear and nonlinear approaches for improved accuracy.

Point Estimation in Statistics

Covers the concept of point estimation in statistics, focusing on methods to estimate unknown parameters from a given sample.

Estimator of Variance

Explores variance estimation, creating personal estimators, correcting bias, and understanding Mean Square Error in statistical analysis.

Statistical Learning Models: Risk and Empirical Risk Minimization

Covers statistical learning models, risk minimization, and empirical risk minimization with examples of maximum-likelihood estimators.

Statistical Estimators

Explains statistical estimators for random variables and Gaussian distributions, focusing on error functions for integration.

The Stein Phenomenon and Superefficiency

Explores the Stein Phenomenon, showcasing the benefits of bias in high-dimensional statistics and the superiority of the James-Stein Estimator over the Maximum Likelihood Estimator.

Binary Spiked Matrix Estimation

Explores binary spiked matrix estimation, analyzing consistent equations and Bayesian estimators.

Basic Principles of Point Estimation

Explores the Method of Moments, Bias-Variance tradeoff, Consistency, Plug-In Principle, and Likelihood Principle in point estimation.

Estimators and Bias

Explores estimators, bias, and efficiency in statistics, emphasizing the trade-off between bias and variability.

Linear Regression: Statistical Inference and Regularization

Covers the probabilistic model for linear regression and the importance of regularization techniques.

Law of Large Numbers: Strong Convergence

Explores the strong convergence of random variables and the normal distribution approximation in probability and statistics.

Intro to Quantum Sensing: Parameter Estimation and Fisher Information

Introduces Fisher Information for parameter estimation based on collected data.