Metode Inferensi Bayesian untuk Model Konjugat-Eksponensial Menggunakan Algoritma Variasional Em: Dengan Akasus Data Survival Heterogen
DOI:
https://doi.org/10.31004/jptam.v6i2.5075Keywords:
Inferensi Bayesian, Algoritma Variational EM, Data SurvivalAbstract
Metode inferensi Bayesian dengan algoritma VEM merupakan prosedur yang efisien untuk estimasi marginal dari model probabilistik dengan variabel laten atau data yang tidak lengkap. Algoritma VEM membangun dan mengoptimalkan batas bawah pada marginal menggunakan kalkulus variasional. Selanjutnya, distribusi campuran hingga didefinisikan sebagai model eksponensial konjugasi yang digunakan untuk menganalisis data kelangsungan hidup. Simulasi diperluas ke model eksponensial konjugasi yang ditawarkan berdasarkan pengukuran BIC dan AIC yang baik untuk mendapatkan model terbaik dari data kelangsungan hidup.
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