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

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
children
comparison
equal deleted inserted replaced
-1:000000000000 0:e9a9cd732c1e
1 function lam_msg = CPD_to_lambda_msg(CPD, msg_type, n, ps, msg, p)
2 % CPD_TO_LAMBDA_MSG Compute lambda message (gaussian)
3 % lam_msg = compute_lambda_msg(CPD, msg_type, n, ps, msg, p)
4 % Pearl p183 eq 4.52
5
6 switch msg_type
7 case 'd',
8 error('gaussian_CPD can''t create discrete msgs')
9 case 'g',
10 self_size = CPD.sizes(end);
11 if all(msg{n}.lambda.precision == 0) % no info to send on
12 lam_msg.precision = zeros(self_size);
13 lam_msg.info_state = zeros(self_size, 1);
14 return;
15 end
16 cpsizes = CPD.sizes(CPD.cps);
17 dpval = 1;
18 Q = CPD.cov(:,:,dpval);
19 Sigmai = Q;
20 wmu = zeros(self_size, 1);
21 for k=1:length(ps)
22 pk = ps(k);
23 if pk ~= p
24 bk = block(k, cpsizes);
25 Bk = CPD.weights(:, bk, dpval);
26 m = msg{n}.pi_from_parent{k};
27 Sigmai = Sigmai + Bk * m.Sigma * Bk';
28 wmu = wmu + Bk * m.mu; % m.mu = u(k)
29 end
30 end
31 % Sigmai = Q + sum_{k \neq i} B_k Sigma_k B_k'
32 i = find_equiv_posns(p, ps);
33 bi = block(i, cpsizes);
34 Bi = CPD.weights(:,bi, dpval);
35
36 if 0
37 P = msg{n}.lambda.precision;
38 if isinf(P) % inv(P)=Sigma_lambda=0
39 precision_temp = inv(Sigmai);
40 lam_msg.precision = Bi' * precision_temp * Bi;
41 lam_msg.info_state = precision_temp * (msg{n}.lambda.mu - wmu);
42 else
43 A = inv(P + inv(Sigmai));
44 precision_temp = P + P*A*P;
45 lam_msg.precision = Bi' * precision_temp * Bi;
46 self_size = length(P);
47 C = eye(self_size) + P*A;
48 z = msg{n}.lambda.info_state;
49 lam_msg.info_state = C*z - C*P*wmu;
50 end
51 end
52
53 if isinf(msg{n}.lambda.precision)
54 Sigma_lambda = zeros(self_size, self_size); % infinite precision => 0 variance
55 mu_lambda = msg{n}.lambda.mu; % observed_value;
56 else
57 Sigma_lambda = inv(msg{n}.lambda.precision);
58 mu_lambda = Sigma_lambda * msg{n}.lambda.info_state;
59 end
60 precision_temp = inv(Sigma_lambda + Sigmai);
61 lam_msg.precision = Bi' * precision_temp * Bi;
62 lam_msg.info_state = Bi' * precision_temp * (mu_lambda - wmu);
63 end
64