Parameter Estimation

Parameter Estimation

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Baysian Estimation

MLE(Maximum Likelihood Estimation)

  • Maximize a log likehood
  • Tutorial on maximum likelihood estimation by In Jae Myung [1]
  • fmincon()

LSE(Least-Squares Estimation)

  • Minimize a SSE(Sum of Squares Error)
  • lsqnonlin()

General Research Tips