annotate toolboxes/FullBNT-1.0.7/bnt/inference/static/@likelihood_weighting_inf_engine/marginal_nodes.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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wolffd@0 1 function marginal = marginal_nodes(engine, nodes)
wolffd@0 2 % MARGINAL_NODES Compute the marginal on the specified query nodes (likelihood_weighting)
wolffd@0 3 % marginal = marginal_nodes(engine, nodes)
wolffd@0 4
wolffd@0 5 bnet = bnet_from_engine(engine);
wolffd@0 6 ddom = myintersect(nodes, bnet.dnodes);
wolffd@0 7 cdom = myintersect(nodes, bnet.cnodes);
wolffd@0 8 nsamples = size(engine.samples, 1);
wolffd@0 9 ns = bnet.node_sizes;
wolffd@0 10
wolffd@0 11 %w = normalise(engine.weights);
wolffd@0 12 w = engine.weights;
wolffd@0 13 if mysubset(nodes, ddom)
wolffd@0 14 T = 0*myones(ns(nodes));
wolffd@0 15 P = prod(ns(nodes));
wolffd@0 16 indices = ind2subv(ns(nodes), 1:P);
wolffd@0 17 samples = reshape(cat(1, engine.samples{:,nodes}), nsamples, length(nodes));
wolffd@0 18 for j = 1:P
wolffd@0 19 rows = find_rows(samples, indices(j,:));
wolffd@0 20 T(j) = sum(w(rows));
wolffd@0 21 end
wolffd@0 22 T = normalise(T);
wolffd@0 23 marginal.T = T;
wolffd@0 24 elseif subset(nodes, cdom)
wolffd@0 25 samples = reshape(cat(1, engine.samples{:,nodes}), nsamples*sum(ns(nodes)), length(nodes));
wolffd@0 26 [marginal.mu, marginal.Sigma] = wstats(samples', normalise(w));
wolffd@0 27 else
wolffd@0 28 error('can''t handle mixed marginals yet');
wolffd@0 29 end
wolffd@0 30
wolffd@0 31 marginal.domain = nodes;
wolffd@0 32
wolffd@0 33 %%%%%%%%%
wolffd@0 34
wolffd@0 35 function rows = find_rows(M, v)
wolffd@0 36 % FINDROWS Find rows which are equal to a specified vector
wolffd@0 37 % rows = findrows(M, v)
wolffd@0 38 % Each row of M is a sample
wolffd@0 39
wolffd@0 40 temp = abs(M - repmat(v, size(M, 1), 1));
wolffd@0 41 rows = find(sum(temp,2) == 0);
wolffd@0 42
wolffd@0 43 %%%%%%%%
wolffd@0 44
wolffd@0 45 function [mu, Sigma] = wstats(X, w)
wolffd@0 46
wolffd@0 47 % Computes the weighted mean and weighted covariance matrix for a given
wolffd@0 48 % set of observations X(:,i), and a set of normalised weights w(i).
wolffd@0 49 % Each column of X is a sample.
wolffd@0 50
wolffd@0 51 d = X - repmat(X * w', 1, size(X, 2));
wolffd@0 52 mu = sum(X .* repmat(w, size(X, 1), 1), 2);
wolffd@0 53 Sigma = d * diag(w) * d';