参考 概率论与数理统计
modeling: assumptions of randomness

model risk=observation variance+(model bias)2+model variance
E[(Y−Y^(x))2]=σ2+(E[Y^(x)]−g(x))2+Var(Y^(x))


https://docs.google.com/presentation/d/1gzgxGO_nbCDajYs7qIpjzjQfJqKadliBOat7Es10Ll8/edit#slide=id.g11df3da7bd7_0_467