BibTex Citation Data :
@article{Medstat2503, author = {Moch. Mukid and Sugito Sugito}, title = {IMPLEMENTASI MARKOV CHAIN MONTE CARLO PADA PENDUGAAN HYPERPARAMETER REGRESI PROSES GAUSSIAN}, journal = {MEDIA STATISTIKA}, volume = {4}, number = {1}, year = {2011}, keywords = {}, 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. Keywords : Markov Chain Monte Carlo, Gaussian Process, Metropolis-Hasting Algorithm }, issn = {2477-0647}, pages = {1--10} doi = {10.14710/medstat.4.1.1-10}, url = {https://ejournal.undip.ac.id/index.php/media_statistika/article/view/2503} }
Refworks Citation Data :
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.
Keywords: Markov Chain Monte Carlo, Gaussian Process, Metropolis-Hasting Algorithm
Article Metrics:
Last update:
Last update: 2024-04-20 09:39:32
The Authors submitting a manuscript do so on the understanding that if accepted for publication, copyright of the article shall be assigned to Media Statistika journal and Department of Statistics, Universitas Diponegoro as the publisher of the journal. Copyright encompasses the rights to reproduce and deliver the article in all form and media, including reprints, photographs, microfilms, and any other similar reproductions, as well as translations.
Media Statistika journal and Department of Statistics, Universitas Diponegoro and the Editors make every effort to ensure that no wrong or misleading data, opinions or statements be published in the journal. In any way, the contents of the articles and advertisements published in Media Statistika journal are the sole and exclusive responsibility of their respective authors and advertisers.
The Copyright Transfer Form can be downloaded here: [Copyright Transfer Form Media Statistika]. The copyright form should be signed originally and send to the Editorial Office in the form of original mail, scanned document or fax :
Dr. Di Asih I Maruddani (Editor-in-Chief) Editorial Office of Media StatistikaDepartment of Statistics, Universitas DiponegoroJl. Prof. Soedarto, Kampus Undip Tembalang, Semarang, Central Java, Indonesia 50275Telp./Fax: +62-24-7474754Email: maruddani@live.undip.ac.id
Media Statistika
Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro
Gedung F Lantai 3, Jalan Prof Jacub Rais, Kampus Tembalang
Semarang 50275
Visitor Number:
Indexing:
