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 |
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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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