Machine Learning, Signal Processing, Bayesian Statistics, Editors Pick, Getting Started.
procedure to solve any MMSE estimation: Define the estimator. 2. Construct the MSE (Expected residual square). 3. Differentiate the MSE with respect to the parameter and set it to zero. 4. Plug the MMSE estimator in part 3 in the MSE expression to find the minimum residual square. Example 2: For