# Thread: Bayesian Estimation

1. ## Bayesian Estimation

I am trying to figure out how to solve:
minU rp
where rp=αω and U is a sphere centered at α with radius equal to χ|α| . ( ω is a vector or weights and χ lies between 0 and 1.)
i.e. we are trying to minimize rp inside the sphere centered at α.

The authors end up with the following solution:

minU rp = αω 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.

2. ## Re: Bayesian Estimation

Hey gbaileyzn.

Maybe the author is referring to Monte-Carlo techniques (which can be used to compute things like optimization problems as well as integrals): Are you aware of these techniques?

3. ## Re: Bayesian Estimation

Hi, yes i am familiar with Monte-Carlo but I do not think that the author used that here.
Thank you for the suggestion though.