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1 function [fwd, loglik] = filter_evidence(engine, CPDpot, observed, pot_type)
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2 % [fwd, loglik] = filter_evidence(engine, CPDpot, observed, pot_type) (ff)
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3
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4 [ss T] = size(CPDpot);
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5 fwd = cell(ss,T);
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6 hnodes = engine.hnodes(:)';
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7 onodes = engine.onodes(:)';
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8 bnet = bnet_from_engine(engine);
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9 ns = bnet.node_sizes;
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10 onodes2 = [onodes onodes+ss];
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11 ns(onodes2) = 1;
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12
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13 logscale = zeros(1,T);
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14 H = length(hnodes);
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15 local_logscale = zeros(1,ss);
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16
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17 t = 1;
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18 for i=hnodes
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19 fwd{i,t} = CPDpot{i,t};
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20 c = engine.obschild(i);
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21 if c > 0
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22 fwd{i,t} = multiply_by_pot(fwd{i,t}, CPDpot{c, t});
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23 end
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24 [fwd{i,t}, local_logscale(i)] = normalize_pot(fwd{i,t});
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25 end
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26 logscale(t) = sum(local_logscale);
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27
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28 for t=2:T
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29 for i=hnodes
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30 ps = parents(bnet.dag, i+ss);
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31 assert(all(ps<=ss)); % in previous slice
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32 prior = CPDpot{i,t};
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33 for p=ps(:)'
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34 prior = multiply_by_pot(prior, fwd{p,t-1});
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35 end
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36 fwd{i,t} = marginalize_pot(prior, i+ss);
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37 fwd{i,t} = set_domain_pot(fwd{i,t}, i);
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38 c = engine.obschild(i);
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39 if c > 0
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40 fwd{i,t} = multiply_by_pot(fwd{i,t}, CPDpot{c,t});
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41 end
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42 [fwd{i,t}, local_logscale(i)] = normalize_pot(fwd{i,t});
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43 end
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44 logscale(t) = sum(local_logscale);
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45 end
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46
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47 loglik = sum(logscale);
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48
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