ESTIMATOR BAYESIAN HIRARKI UNTUK PARAMETER MODEL SINYAL MULTIPLIKATIF MENGGUNAKAN ALGORITMA MCMC HIBRIDA

Dr., Suparman (2009) ESTIMATOR BAYESIAN HIRARKI UNTUK PARAMETER MODEL SINYAL MULTIPLIKATIF MENGGUNAKAN ALGORITMA MCMC HIBRIDA. In: Seminar Nasional, Juli 2009, Yogyakarta.

PDF 080902_B1_4_Semnas_UTY_5.pdf - Published Version Download (2MB)

Abstract

This paper addresses the problem of the signal segmentation within a Bayesian framework by using hybrid MCMC sampling. The signal is modeled by piecewise constant processes where the numbers of segments and the position of abrupt are unknown.
The hybrid MCMC algorithm is then used to generate samples distributed according to the joint posterior distribution of the unknown parameters. These samples allow to compute some interesting features of the a posterior distribution.
The performance of the this methodology is illustrated via several simulation results.

Item Type:	Conference or Workshop Item (Paper)
Subjects:	H Social Sciences > HA Statistics
Divisi / Prodi:	Faculty of Teacher Training and Education (Fakultas Keguruan dan Ilmu Pendidikan) > S1-Mathematics Education (S1-Pendidikan Matematika)
Depositing User:	Dr. Suparman M, Si., DEA
Date Deposited:	01 Oct 2015 00:25
Last Modified:	01 Oct 2015 00:25
URI:	http://eprints.uad.ac.id/id/eprint/2426

Actions (login required)

View Item