Use this tag for any question regarding or utilizing Bayesian Estimation (Bayesian Estimator). This family includes (Among others) the Kalman Filter, the MAP Estimator and the MMSE.
Bayes Estimation (Estimator) - In estimation theory and decision theory, a Bayes estimator or a Bayes action is an estimator or decision rule that minimizes the posterior expected value of a loss function (i.e., the posterior expected loss). Equivalently, it maximizes the posterior expectation of a utility function. An alternative way of formulating an estimator within Bayesian statistics is maximum a posteriori estimation.
