Glushkov's construction algorithm

Glushkov's construction algorithm

In computer science theory – particularly formal language theory – Glushkov's construction algorithm, invented by Victor Mikhailovich Glushkov, transforms a given regular expression into an equivalent nondeterministic finite automaton (NFA). Thus, it forms a bridge between regular expressions and nondeterministic finite automata: two abstract representations of the same class of formal languages. A regular expression may be used to conveniently describe an advanced search pattern in a "find and replace"–like operation of a text processing utility. Glushkov's algorithm can be used to transform it into an NFA, which furthermore is small by nature, as the number of its states equals the number of symbols of the regular expression, plus one. Subsequently, the NFA can be made deterministic by the powerset construction and then be minimized to get an optimal automaton corresponding to the given regular expression. The latter format is best suited for execution on a computer. From another, more theoretical point of view, Glushkov's algorithm is a part of the proof that NFA and regular expressions both accept exactly the same languages; that is, the regular languages. The converse of Glushkov's algorithm is Kleene's algorithm, which transforms a finite automaton into a regular expression. The automaton obtained by Glushkov's construction is the same as the one obtained by Thompson's construction algorithm, once its ε-transitions are removed. Glushkov's construction algorithm is also called The algorithm of Berry-Sethi, named after Gérard Berry and Ravi Sethi who worked on this construction. == Construction == Given a regular expression e, the Glushkov Construction Algorithm creates a non-deterministic automaton that accepts the language L ( e ) {\displaystyle L(e)} accepted by e. The construction uses four steps: === Step 1 === Linearisation of the expression. Each letter of the alphabet appearing in the expression e is renamed, so that each letter occurs at most once in the new expression e ′ {\displaystyle e'} . Glushkov's construction essentially relies on the fact that e ′ {\displaystyle e'} represents a local language L ( e ′ ) {\displaystyle L(e')} . Let A be the old alphabet and let B be the new one. === Step 2a === Computation of the sets P ( e ′ ) {\displaystyle P(e')} , D ( e ′ ) {\displaystyle D(e')} , and F ( e ′ ) {\displaystyle F(e')} . The first, P ( e ′ ) {\displaystyle P(e')} , is the set of letters which occurs as first letter of a word of L ( e ′ ) {\displaystyle L(e')} . The second, D ( e ′ ) {\displaystyle D(e')} , is the set of letters that can end a word of L ( e ′ ) {\displaystyle L(e')} . The last one, F ( e ′ ) {\displaystyle F(e')} , is the set of letter pairs that can occur in words of L ( e ′ ) {\displaystyle L(e')} , i.e. it is the set of factors of length two of the words of L ( e ′ ) {\displaystyle L(e')} . Those sets are mathematically defined by P ( e ′ ) = { x ∈ B ∣ x B ∗ ∩ L ( e ′ ) ≠ ∅ } {\displaystyle P(e')=\{x\in B\mid xB^{}\cap L(e')\neq \emptyset \}} , D ( e ′ ) = { y ∈ B ∣ B ∗ y ∩ L ( e ′ ) ≠ ∅ } {\displaystyle D(e')=\{y\in B\mid B^{}y\cap L(e')\neq \emptyset \}} , F ( e ′ ) = { u ∈ B 2 ∣ B ∗ u B ∗ ∩ L ( e ′ ) ≠ ∅ } {\displaystyle F(e')=\{u\in B^{2}\mid B^{}uB^{}\cap L(e')\neq \emptyset \}} . They are computed by induction over the structure of the expression, as explained below. === Step 2b === Computation of the set Λ ( e ′ ) {\displaystyle \Lambda (e')} which contains the empty word ε {\displaystyle \varepsilon } if this word belongs to L ( e ′ ) {\displaystyle L(e')} , and is the empty set otherwise. Formally, this is Λ ( e ′ ) = { ε } ∩ L ( e ′ ) {\displaystyle \Lambda (e')=\{\varepsilon \}\cap L(e')} . === Step 3 === Computation of automaton recognizing the local language, as defined by P ( e ′ ) {\displaystyle P(e')} , D ( e ′ ) {\displaystyle D(e')} , F ( e ′ ) {\displaystyle F(e')} , and Λ ( e ′ ) {\displaystyle \Lambda (e')} . By definition, the local language defined by the sets P, D, and F is the set of words which begin with a letter of P, end by a letter of D, and whose factors of length 2 belong to F, optionally also including the empty word; that is, it is the language: L ′ = ( P B ∗ ∩ B ∗ D ) ∖ B ∗ ( B 2 ∖ F ) B ∗ ∪ Λ ( e ′ ) {\displaystyle L'=(PB^{}\cap B^{}D)\setminus B^{}(B^{2}\setminus F)B^{}\cup \Lambda (e')} . Strictly speaking, it is the computation of the automaton for the local language denoted by this linearised expression that is Glushkov's construction. === Step 4 === Remove the linearisation, replacing each indexed letter B by the original letter of A. == Example == Consider the regular expression e = ( a ( a b ) ∗ ) ∗ + ( b a ) ∗ {\displaystyle e=(a(ab)^{})^{}+(ba)^{}} . == Computation of the set of letters == The computation of the sets P, D, F, and Λ is done inductively over the regular expression e ′ {\displaystyle e'} . One must give the values for ∅, ε (the symbols for the empty language and the singleton language containing the empty word), the letters, and the results of the operations + , ⋅ , ∗ {\displaystyle +,\cdot ,^{}} . The most costly operations are the cartesian products of sets for the computation of F. == Properties == The obtained automaton is non-deterministic, and it has as many states as the number of letters of the regular expression, plus one. It has been proven that every Thompson's automaton can be transformed into Glushkov's automaton via a ε-transitions elimination method. == Applications and deterministic expressions == The computation of the automaton by the expression occurs often; it has been systematically used in search functions, in particular by the Unix grep command. Similarly, XML's specification also uses such constructions; for more efficiency, regular expressions of a certain kind, called deterministic expressions, have been studied.

CloudPassage

CloudPassage is a company that provides an automation platform, delivered via software as a service, that improves security for private, public, and hybrid cloud computing environments. CloudPassage is headquartered in San Francisco. == History == CloudPassage was founded by Carson Sweet, Talli Somekh, and Vitaliy Geraymovych in 2010. The company used cloud computing and big data analytics to implement security monitoring and control in a platform called Halo. CloudPassage spent a year in stealth developing the Halo technology, coming out of stealth mode to a closed beta in January 2011. In June 2012, the company launched the commercial product that included configuration security monitoring, network microsegmentation, and two-factor authentication for privileged access management. By 2013, CloudPassage expanded Halo to support large enterprises with advanced security and compliance requirements with a product called Halo Enterprise. The first round of venture funding for the company raised $6.5 million. In April 2012, CloudPassage raised $14 million. The financing round was led by Tenaya Capital. In February 2014, CloudPassage announced that it had raised $25.5 million in funding led by Shasta Ventures. In total, the company has invested over $30 million in its technology and raised approximately $88 million in capital. == Product == The CloudPassage platform provides cloud workload security and compliance for systems hosted in public or private cloud infrastructure environments, including hybrid cloud and multi-cloud workload hosting models. The flagship product the company offers is called Halo. Halo secures virtual servers in public, private, and hybrid cloud infrastructures and provides file integrity monitoring (FIM) while also administering firewall automation, vulnerability monitoring, network access control, security event alerting, and assessment. The Halo platform also provides security applications such as privileged access management, software vulnerability scanning, multifactor authentication, and log-based IDS. In December 2013, CloudPassage set up six servers with Microsoft Windows and Linux operating systems and combinations of popular programs and invited hackers to attempt to hack into the servers. The top prize was $5,000 and the winning hacker was a novice that completed the task in four hours. CloudPassage programmed the servers to use basic default security settings to show how vulnerable cloud computing programs can be to security threats. == Awards and recognition == In May 2011, Gigaom named CloudPassage in its list of the Top 50 Cloud Innovators. That same month, eWeek recognized CloudPassage as one of 16 Hot Startup Companies Flying Under the Radar. SC Magazine named CloudPassage an Industry Innovator in the Virtualization and Cloud Security category in 2012. Also in 2012, The Wall Street Journal named CloudPassage a runner-up in the Information Security category of its Technology Innovation Awards. The CloudPassage large-scale security program, Halo, won Best Security Solution in 2014 at the SIIA Codie awards.

Cartesian genetic programming

Cartesian genetic programming is a form of genetic programming that uses a graph representation to encode computer programs. It grew from a method of evolving digital circuits developed by Julian F. Miller and Peter Thomson in 1997. The term ‘Cartesian genetic programming’ first appeared in 1999 and was proposed as a general form of genetic programming in 2000. It is called ‘Cartesian’ because it represents a program using a two-dimensional grid of nodes. Miller's keynote explains how CGP works. He edited a book entitled Cartesian Genetic Programming, published in 2011 by Springer. The open source project dCGP implements a differentiable version of CGP developed at the European Space Agency by Dario Izzo, Francesco Biscani and Alessio Mereta able to approach symbolic regression tasks, to find solution to differential equations, find prime integrals of dynamical systems, represent variable topology artificial neural networks and more.

BookCorpus

BookCorpus (also sometimes referred to as the Toronto Book Corpus) is a dataset consisting of the text of around 7,000 self-published books scraped from the indie ebook distribution website Smashwords. It was the main corpus used to train the initial GPT model by OpenAI, and has been used as training data for other early large language models including Google's BERT. The dataset consists of around 985 million words, and the books that comprise it span a range of genres, including romance, science fiction, and fantasy. The corpus was introduced in a 2015 paper by researchers from the University of Toronto and MIT titled "Aligning Books and Movies: Towards Story-like Visual Explanations by Watching Movies and Reading Books". The authors described it as consisting of "free books written by yet unpublished authors," yet this is factually incorrect. These books were published by self-published ("indie") authors who priced them at free; the books were downloaded without the consent or permission of Smashwords or Smashwords authors and in violation of the Smashwords Terms of Service. The dataset was initially hosted on a University of Toronto webpage. An official version of the original dataset is no longer publicly available, though at least one substitute, BookCorpusOpen, has been created. Though not documented in the original 2015 paper, the site from which the corpus's books were scraped is now known to be Smashwords.

LogitBoost

In machine learning and computational learning theory, LogitBoost is a boosting algorithm formulated by Jerome Friedman, Trevor Hastie, and Robert Tibshirani. The original paper casts the AdaBoost algorithm into a statistical framework. Specifically, if one considers AdaBoost as a generalized additive model and then applies the cost function of logistic regression, one can derive the LogitBoost algorithm. == Minimizing the LogitBoost cost function == LogitBoost can be seen as a convex optimization. Specifically, given that we seek an additive model of the form f = ∑ t α t h t {\displaystyle f=\sum _{t}\alpha _{t}h_{t}} the LogitBoost algorithm minimizes the logistic loss: ∑ i log ⁡ ( 1 + e − y i f ( x i ) ) {\displaystyle \sum _{i}\log \left(1+e^{-y_{i}f(x_{i})}\right)}

Canva

Canva Pty Ltd. is an Australian multinational proprietary software company launched in 2013 based in Sydney, Australia. The platform provides a graphic design platform to create visual content for presentations, websites, and other digital products. Its uses include templates for presentations, posters, and social media content, as well as photo and video editing functionality. The platform uses a drag-and-drop interface designed for users without professional design training or experience. Canva operates on a freemium model and has added features such as print services and video editing tools over time. == History == === 2013–2020 === Canva was founded in Perth, Australia, by Melanie Perkins, Cliff Obrecht and Cameron Adams on 1 January 2013. One of the company's early investors was Susan Wu, an American entrepreneur. In its first year, Canva had more than 750,000 users. In 2017, the company reached profitability and had 294,000 paying customers. In January 2018, Perkins announced that the company had raised A$40 million from Sequoia Capital, Blackbird Ventures, and Felicis Ventures, and the company was valued at A$1 billion. It raised A$70 million in May 2019, followed by A$85 million in October 2019 and the launch of Canva for Enterprise. In December 2019, Canva announced Canva for Education, a free product for schools and other educational institutions intended to facilitate collaboration between students and teachers. === 2021–2025 === In June 2020, Canva announced a partnership with FedEx Office and with Office Depot the following month. As of June 2020, Canva's valuation had risen to A$6 billion, rising to A$40 billion by September 2021. In September 2021, Canva raised US$200 million, with its value peaking that year at US$40 billion. By September 2022, the valuation of the company had leveled at US$26 billion. While Canva's value declined from its 2021 peak by mid-2022, it remained one of Australia's most prominent technology companies, alongside Atlassian. In March 2022, Canva had over 75 million monthly active users. In 2023, the pair were named in the Australian Financial Review's AFR Rich List as among the 10 most wealthy people in Australia. On 7 December 2022, Canva launched Magic Write, which is the platform's AI-powered copywriting assistant. On 22 March 2023, Canva announced its new Assistant tool, which makes recommendations on graphics and styles that match the user's existing design. On 11 January 2024, Canva launched its own GPT in OpenAI's GPT Store. The company has announced it intends to compete with Google and Microsoft in the office software category with website and whiteboard products. In May 2024, the company announced the launch of Canva Enterprise, a plan designed for large organisations, alongside new tools including Work Kits, Courses and AI capabilities. In 2024, it announced a co-funded solar energy project to enhance its sustainability efforts. On 10 April 2025, Canva released Visual Suite 2. The new interface combines Canva's design and productivity tools. New features include a spreadsheets application (Canva Sheets), a generative AI coding assistant (Canva Code), a chatbot, and an updated photo editor that can modify or remove background objects. In August 2025, Canva launched a stock sale to employees, valuing the company at US$42 billion. == Acquisitions == In 2018, the company acquired presentations startup Zeetings for an undisclosed amount, as part of its expansion into the presentations space. In May 2019, the company announced the acquisitions of Pixabay and Pexels, two free stock photography sites based in Germany, which enabled Canva users to access their photos for designs. In February 2021, Canva acquired Austrian startup Kaleido.ai and the Czech-based Smartmockups. In 2022, Canva acquired Flourish, a London-based data visualization startup. In March 2024, Canva acquired UK-based Serif, the developers of the Affinity suite of graphic design software, for approximately $380 million. In August 2024, Canva acquired the AI image generation platform and startup, Leonardo AI, for an undisclosed amount. In June 2025, it was announced that Canva had acquired Australian AI marketing startup MagicBrief for an undisclosed amount. In February 2026, Canva acquired two startups: Cavalry, which specializes in animation software, and MangoAI, which focuses on improving advertising performance. In April 2026, Canva acquired Simtheory, an AI Workflow Tool, and Ortto, a marketing automation tool. == Philanthropy == Canva's co-founders, Melanie Perkins and Cliff Obrecht, have publicly stated their intention to donate a significant portion of their personal wealth to charity. In 2021, Canva started a partnership with GiveDirectly, a nonprofit organization operating in low income areas that makes unconditional cash transfers to families living in extreme poverty. Since then, the company has donated $50 million to support GiveDirectly's work across Malawi. In 2025, Canva announced an additional $100 million commitment to expand its GiveDirectly partnership. == Controversies == === Data breach === In May 2019, Canva experienced a data breach in which the data of roughly 139 million users was exposed. The exposed data included real names of users, usernames, email addresses, geographical information, and password hashes for some users. In January 2020, approximately 4 million user passwords were decrypted and shared online. Canva responded by resetting the passwords of every user who had not changed their password since the initial breach. === Russian operations === In May 2022 Canva was criticized for continuing to provide free access to its services in Russia, even after suspending payment processing in the country. Activists from the Ukrainian diaspora in Australia and others said this could be viewed as indirectly supporting Russia’s war effort. They noted the company was the only one of several major Australian firms to receive the lowest “digging in” rating on a tracker run by the Yale School of Management for failing to pull out of Russia. Canva responded that it had suspended financial transactions in Russia from March 2022 and maintained the free version to allow the continued creation and sharing of “pro-peace and anti-war” content for its 1.4 million Russian users.

Mean squared error

In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures the average of the squares of the errors—that is, the average squared difference between the estimated values and the true value. MSE is a risk function, corresponding to the expected value of the squared error loss. The fact that MSE is almost always strictly positive (and not zero) is because of randomness or because the estimator does not account for information that could produce a more accurate estimate. In machine learning, specifically empirical risk minimization, MSE may refer to the empirical risk (the average loss on an observed data set), as an estimate of the true MSE (the true risk: the average loss on the actual population distribution). The MSE is a measure of the quality of an estimator. As it is derived from the square of Euclidean distance, it is always a positive value that decreases as the error approaches zero. The MSE is the second moment (about the origin) of the error, and thus incorporates both the variance of the estimator (how widely spread the estimates are from one data sample to another) and its bias (how far off the average estimated value is from the true value). For an unbiased estimator, the MSE is the variance of the estimator. Like the variance, MSE has the same units of measurement as the square of the quantity being estimated. In an analogy to standard deviation, taking the square root of MSE yields the root-mean-square error or root-mean-square deviation (RMSE or RMSD), which has the same units as the quantity being estimated; for an unbiased estimator, the RMSE is the square root of the variance, known as the standard error. == Definition and basic properties == The MSE either assesses the quality of a predictor (i.e., a function mapping arbitrary inputs to a sample of values of some random variable), or of an estimator (i.e., a mathematical function mapping a sample of data to an estimate of a parameter of the population from which the data is sampled). In the context of prediction, understanding the prediction interval can also be useful as it provides a range within which a future observation will fall, with a certain probability. The definition of an MSE differs according to whether one is describing a predictor or an estimator. === Predictor === If a vector of n {\displaystyle n} predictions is generated from a sample of n {\displaystyle n} data points on all variables, and Y {\displaystyle Y} is the vector of observed values of the variable being predicted, with Y ^ {\displaystyle {\hat {Y}}} being the predicted values (e.g. as from a least-squares fit), then the within-sample MSE of the predictor is computed as MSE = 1 n ∑ i = 1 n ( Y i − Y i ^ ) 2 {\displaystyle \operatorname {MSE} ={\frac {1}{n}}\sum _{i=1}^{n}\left(Y_{i}-{\hat {Y_{i}}}\right)^{2}} In other words, the MSE is the mean ( 1 n ∑ i = 1 n ) {\textstyle \left({\frac {1}{n}}\sum _{i=1}^{n}\right)} of the squares of the errors ( Y i − Y i ^ ) 2 {\textstyle \left(Y_{i}-{\hat {Y_{i}}}\right)^{2}} . This is an easily computable quantity for a particular sample (and hence is sample-dependent). In matrix notation, MSE = 1 n ∑ i = 1 n ( e i ) 2 = 1 n e T e {\displaystyle \operatorname {MSE} ={\frac {1}{n}}\sum _{i=1}^{n}(e_{i})^{2}={\frac {1}{n}}\mathbf {e} ^{\mathsf {T}}\mathbf {e} } where e i {\displaystyle e_{i}} is Y i − Y i ^ {\displaystyle Y_{i}-{\hat {Y_{i}}}} and e {\displaystyle \mathbf {e} } is a n × 1 {\displaystyle n\times 1} column vector. The MSE can also be computed on q data points that were not used in estimating the model, either because they were held back for this purpose, or because these data have been newly obtained. Within this process, known as cross-validation, the MSE is often called the test MSE, and is computed as MSE = 1 q ∑ i = n + 1 n + q ( Y i − Y i ^ ) 2 {\displaystyle \operatorname {MSE} ={\frac {1}{q}}\sum _{i=n+1}^{n+q}\left(Y_{i}-{\hat {Y_{i}}}\right)^{2}} === Estimator === The MSE of an estimator θ ^ {\displaystyle {\hat {\theta }}} with respect to an unknown parameter θ {\displaystyle \theta } is defined as MSE ⁡ ( θ ^ ) = E θ ⁡ [ ( θ ^ − θ ) 2 ] . {\displaystyle \operatorname {MSE} ({\hat {\theta }})=\operatorname {E} _{\theta }\left[({\hat {\theta }}-\theta )^{2}\right].} This definition depends on the unknown parameter, therefore the MSE is a priori property of an estimator. The MSE could be a function of unknown parameters, in which case any estimator of the MSE based on estimates of these parameters would be a function of the data (and thus a random variable). If the estimator θ ^ {\displaystyle {\hat {\theta }}} is derived as a sample statistic and is used to estimate some population parameter, then the expectation is with respect to the sampling distribution of the sample statistic. The MSE can be written as the sum of the variance of the estimator and the squared bias of the estimator, providing a useful way to calculate the MSE and implying that in the case of unbiased estimators, the MSE and variance are equivalent. MSE ⁡ ( θ ^ ) = Var θ ⁡ ( θ ^ ) + Bias ⁡ ( θ ^ , θ ) 2 . {\displaystyle \operatorname {MSE} ({\hat {\theta }})=\operatorname {Var} _{\theta }({\hat {\theta }})+\operatorname {Bias} ({\hat {\theta }},\theta )^{2}.} ==== Proof of variance and bias relationship ==== MSE ⁡ ( θ ^ ) = E θ ⁡ [ ( θ ^ − θ ) 2 ] = E θ ⁡ [ ( θ ^ − E θ ⁡ [ θ ^ ] + E θ ⁡ [ θ ^ ] − θ ) 2 ] = E θ ⁡ [ ( θ ^ − E θ ⁡ [ θ ^ ] ) 2 + 2 ( θ ^ − E θ ⁡ [ θ ^ ] ) ( E θ ⁡ [ θ ^ ] − θ ) + ( E θ ⁡ [ θ ^ ] − θ ) 2 ] = E θ ⁡ [ ( θ ^ − E θ ⁡ [ θ ^ ] ) 2 ] + E θ ⁡ [ 2 ( θ ^ − E θ ⁡ [ θ ^ ] ) ( E θ ⁡ [ θ ^ ] − θ ) ] + E θ ⁡ [ ( E θ ⁡ [ θ ^ ] − θ ) 2 ] = E θ ⁡ [ ( θ ^ − E θ ⁡ [ θ ^ ] ) 2 ] + 2 ( E θ ⁡ [ θ ^ ] − θ ) E θ ⁡ [ θ ^ − E θ ⁡ [ θ ^ ] ] + ( E θ ⁡ [ θ ^ ] − θ ) 2 E θ ⁡ [ θ ^ ] − θ = constant = E θ ⁡ [ ( θ ^ − E θ ⁡ [ θ ^ ] ) 2 ] + 2 ( E θ ⁡ [ θ ^ ] − θ ) ( E θ ⁡ [ θ ^ ] − E θ ⁡ [ θ ^ ] ) + ( E θ ⁡ [ θ ^ ] − θ ) 2 E θ ⁡ [ θ ^ ] = constant = E θ ⁡ [ ( θ ^ − E θ ⁡ [ θ ^ ] ) 2 ] + ( E θ ⁡ [ θ ^ ] − θ ) 2 = Var θ ⁡ ( θ ^ ) + Bias θ ⁡ ( θ ^ , θ ) 2 {\displaystyle {\begin{aligned}\operatorname {MSE} ({\hat {\theta }})&=\operatorname {E} _{\theta }\left[({\hat {\theta }}-\theta )^{2}\right]\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]+\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}\right]\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}+2\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)+\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}\right]\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}\right]+\operatorname {E} _{\theta }\left[2\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)\right]+\operatorname {E} _{\theta }\left[\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}\right]\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}\right]+2\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)\operatorname {E} _{\theta }\left[{\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right]+\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}&&\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta ={\text{constant}}\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}\right]+2\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)+\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}&&\operatorname {E} _{\theta }[{\hat {\theta }}]={\text{constant}}\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}\right]+\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}\\&=\operatorname {Var} _{\theta }({\hat {\theta }})+\operatorname {Bias} _{\theta }({\hat {\theta }},\theta )^{2}\end{aligned}}} An even shorter proof can be achieved using the well-known formula that for a random variable X {\textstyle X} , E ( X 2 ) = Var ⁡ ( X ) + ( E ( X ) ) 2 {\textstyle \mathbb {E} (X^{2})=\operatorname {Var} (X)+(\mathbb {E} (X))^{2}} . By substituting X {\textstyle X} with, θ ^ − θ {\textstyle {\hat {\theta }}-\theta } , we have MSE ⁡ ( θ ^ ) = E [ ( θ ^ − θ ) 2 ] = Var ⁡ ( θ ^ − θ ) + ( E [ θ ^ − θ ] ) 2 = Var ⁡ ( θ ^ ) + Bias 2 ⁡ ( θ ^ , θ ) {\displaystyle {\begin{aligned}\operatorname {MSE} ({\hat {\theta }})&=\mathbb {E} [({\hat {\theta }}-\theta )^{2}]\\&=\operator