ESTIMATOR BAYESIAN HIRARKI UNTUK PARAMETER MODEL SINYAL MULTIPLIKATIF MENGGUNAKAN ALGORITMA MCMC HIBRIDA
| Main Author: | Dr., Suparman |
|---|---|
| Format: | Proceeding PeerReviewed application/pdf |
| Bahasa: | eng |
| Terbitan: |
, 2009
|
| Subjects: | |
| Online Access: |
http://eprints.uad.ac.id/2426/1/080902_B1_4_Semnas_UTY_5.pdf http://eprints.uad.ac.id/2426/ |
Daftar Isi:
- 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.