
Bayesian Estimation
I am trying to figure out how to solve:
min_{U }r_{p}
where r_{p}=α^{⊺}ω and U is a sphere centered at α with radius equal to χα . ( ω is a vector or weights and χ lies between 0 and 1.)
i.e. we are trying to minimize r_{p} inside the sphere centered at α.
The authors end up with the following solution:
min_{U }r_{p }= α^{⊺}ω − χ α ω
The authors hint at Bayesian estimation but I am not familiar with it. Any ideas as to how they may have arrived at this would be great. Many thanks in advance.

Re: Bayesian Estimation
Hey gbaileyzn.
Maybe the author is referring to MonteCarlo techniques (which can be used to compute things like optimization problems as well as integrals): Are you aware of these techniques?

Re: Bayesian Estimation
Hi, yes i am familiar with MonteCarlo but I do not think that the author used that here.
Thank you for the suggestion though.