IMPLEMENTASI MARKOV CHAIN MONTE CARLO PADA PENDUGAAN HYPERPARAMETER REGRESI PROSES GAUSSIAN

Mukid, Moch. Abdul and Sugito, Sugito (2011) IMPLEMENTASI MARKOV CHAIN MONTE CARLO PADA PENDUGAAN HYPERPARAMETER REGRESI PROSES GAUSSIAN. Media Statistika, 4 (1). pp. 1-10. ISSN 1979-3693

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Abstract

This paper studies the implementation of Markov Chain Monte Carlo on estimating the hyperparameter of Gaussian process. Metropolish-Hasting (MH) algorithm is used to generate the random samples from the posterior distribution that can not be generated by a direct simulation method. This algorithm require only a proposal distribution for generating a candidate point. In this paper uniform distribution is choosen as the proposal distribution.

Item Type:Article
Subjects:Q Science > Q Science (General)
Divisions:Faculty of Science and Mathematics > Department of Statistics
ID Code:32825
Deposited By:Mr Hasbi Yasin
Deposited On:02 Feb 2012 11:40
Last Modified:02 Feb 2012 11:40

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