Results 1 to 3 of 3

Math Help - Bayesian Estimation

  1. #1
    Newbie
    Joined
    Dec 2012
    From
    south africa
    Posts
    2

    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.
    Last edited by gbaileyzn; January 23rd 2013 at 03:08 AM.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor
    Joined
    Sep 2012
    From
    Australia
    Posts
    4,163
    Thanks
    761

    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?
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Newbie
    Joined
    Dec 2012
    From
    south africa
    Posts
    2

    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.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Bayesian t-test Help
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: March 11th 2012, 12:31 PM
  2. 2 bayesian networks
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: July 10th 2011, 09:08 AM
  3. Bayesian prior
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: February 22nd 2010, 04:42 AM
  4. Bayesian Stats Help
    Posted in the Advanced Statistics Forum
    Replies: 9
    Last Post: November 14th 2009, 12:36 PM
  5. Bayesian Estimation
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: January 12th 2009, 04:57 AM

Search Tags


/mathhelpforum @mathhelpforum