comparison toolboxes/FullBNT-1.0.7/netlab3.3/demgpot.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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-1:000000000000 0:e9a9cd732c1e
1 function g = demgpot(x, mix)
2 %DEMGPOT Computes the gradient of the negative log likelihood for a mixture model.
3 %
4 % Description
5 % This function computes the gradient of the negative log of the
6 % unconditional data density P(X) with respect to the coefficients of
7 % the data vector X for a Gaussian mixture model. The data structure
8 % MIX defines the mixture model, while the matrix X contains the data
9 % vector as a row vector. Note the unusual order of the arguments: this
10 % is so that the function can be used in DEMHMC1 directly for sampling
11 % from the distribution P(X).
12 %
13 % See also
14 % DEMHMC1, DEMMET1, DEMPOT
15 %
16
17 % Copyright (c) Ian T Nabney (1996-2001)
18
19 % Computes the potential gradient
20
21 temp = (ones(mix.ncentres,1)*x)-mix.centres;
22 temp = temp.*(gmmactiv(mix,x)'*ones(1, mix.nin));
23 % Assume spherical covariance structure
24 if ~strcmp(mix.covar_type, 'spherical')
25 error('Spherical covariance only.')
26 end
27 temp = temp./(mix.covars'*ones(1, mix.nin));
28 temp = temp.*(mix.priors'*ones(1, mix.nin));
29 g = sum(temp, 1)/gmmprob(mix, x);