comparison toolboxes/FullBNT-1.0.7/bnt/potentials/@mpot/marginalize_pot.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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comparison
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-1:000000000000 0:e9a9cd732c1e
1 function smallpot = marginalize_pot(bigpot, keep, maximize, useC)
2 % MARGINALIZE_POT Marginalize a mpot onto a smaller domain.
3 % smallpot = marginalize_pot(bigpot, keep, maximize, useC)
4 %
5 % The maximize argument is ignored - maxing out a Gaussian is the same as summing it out,
6 % since the mode and mean are equal.
7 % The useC argument is ignored.
8
9
10 node_sizes = sparse(1, max(bigpot.domain));
11 node_sizes(bigpot.domain) = bigpot.sizes;
12 sum_over = mysetdiff(bigpot.domain, keep);
13
14 [logp, mu, Sigma] = marginalize_gaussian(bigpot.logp, bigpot.mu, bigpot.Sigma, ...
15 keep, sum_over, node_sizes);
16 smallpot = mpot(keep, node_sizes(keep), logp, mu, Sigma);
17
18 %%%%%%
19
20 function [logpX, muX, SXX] = marginalize_gaussian(logp, mu, Sigma, X, Y, ns)
21 % MARGINALIZE_GAUSSIAN Compute Pr(X) from Pr(X,Y) where X and Y are jointly Gaussian.
22 % [logpX, muX, SXX] = marginalize_gaussian(logp, mu, Sigma, X, Y, ns)
23 %
24 % sizes(i) is the size of the i'th block in domain.
25
26 [muX, muY, SXX, SXY, SYX, SYY] = partition_matrix_vec(mu, Sigma, X, Y, ns);
27 logpX = logp; % Lauritzen (1996) p161