comparison toolboxes/FullBNT-1.0.7/bnt/CPDs/@gmux_CPD/CPD_to_lambda_msg.m @ 0:e9a9cd732c1e tip

first hg version after svn

+function lam_msg = CPD_to_lambda_msg(CPD, msg_type, n, ps, msg, p, evidence)
+% CPD_TO_LAMBDA_MSG Compute lambda message (gmux)
+% lam_msg = compute_lambda_msg(CPD, msg_type, n, ps, msg, p, evidence)
+% Pearl p183 eq 4.52
+
+% Let Y be this node, X1..Xn be the cts parents and M the discrete switch node.
+% e.g., for n=3, M=1
+%
+%  X1 X2 X3 M
+%   \
+%    \
+%      Y
+%
+% So the only case in which we send an informative message is if p=1=M.
+% To the other cts parents, we send the "know nothing" message.
+
+switch msg_type
+ case 'd',
+  error('gaussian_CPD can''t create discrete msgs')
+ case 'g',
+  cps = ps(CPD.cps);
+  cpsizes = CPD.sizes(CPD.cps);
+  self_size = CPD.sizes(end);
+  i = find_equiv_posns(p, cps); % p is n's i'th cts parent
+  psz = cpsizes(i);
+  dps = ps(CPD.dps);
+  M = evidence{dps};
+  if isempty(M)
+    error('gmux node must have observed discrete parent')
+  end
+  P = msg{n}.lambda.precision;
+  if all(P == 0) | (cps(M) ~= p) % if we know nothing, or are sending to a disconnected parent
+    lam_msg.precision = zeros(psz, psz);
+    lam_msg.info_state = zeros(psz, 1);
+    return;
+  end
+  % We are sending a message to the only effectively connected parent.
+  % There are no other incoming pi messages.
+  Bmu = CPD.mean(:,M);
+  BSigma = CPD.cov(:,:,M);
+  Bi = CPD.weights(:,:,M);
+  if (det(P) > 0) | isinf(P) 
+    if isinf(P) % Y is observed
+      Sigma_lambda = zeros(self_size, self_size); % infinite precision => 0 variance
+      mu_lambda = msg{n}.lambda.mu; % observed_value;
+    else
+      Sigma_lambda = inv(P);
+      mu_lambda = Sigma_lambda * msg{n}.lambda.info_state;
+    end
+    C = inv(Sigma_lambda + BSigma);
+    lam_msg.precision = Bi' * C * Bi;
+    lam_msg.info_state = Bi' * C * (mu_lambda - Bmu);
+  else
+    % method that uses matrix inversion lemma
+    A = inv(P + inv(BSigma));
+    C = P - P*A*P;
+    lam_msg.precision = Bi' * C * Bi;
+    D = eye(self_size) - P*A;
+    z = msg{n}.lambda.info_state;
+    lam_msg.info_state = Bi' * (D*z - D*P*Bmu);
+  end
+end