Question: 3.21 ( ) An alternative way to derive the result (3.92) for the optimal value of in the evidence framework is to make use
3.21 ( ) An alternative way to derive the result (3.92) for the optimal value of α in the evidence framework is to make use of the identity d
dα
ln |A| = Tr
A−1 d dα
A
. (3.117)
Prove this identity by considering the eigenvalue expansion of a real, symmetric matrix A, and making use of the standard results for the determinant and trace of A expressed in terms of its eigenvalues (Appendix C). Then make use of (3.117) to derive (3.92) starting from (3.86).
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