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Despite the simplicity and intuitive interpretation of minimum mean squared error (MMSE) estimators, their effectiveness in certain scenarios is questionable. Indeed, minimizing squared errors on average does not provide any form of stability, as the vola
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Better Safe Than Sorry: Risk-Aware Nonlinear Bayesian Estimation
Despite the simplicity and intuitive interpretation of minimum mean squared error (MMSE) estimators, their effectiveness in certain scenarios is questionable. Indeed, minimizing squared errors on average does not provide any form of stability, as the vola