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 hy abdul |
| Deposited On: | 02 Feb 2012 11:40 |
| Last Modified: | 02 Feb 2012 11:40 |
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