comparison toolboxes/FullBNT-1.0.7/bnt/general/linear_gaussian_to_cpot.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 pot = linear_gaussian_to_cpot(mu, Sigma, W, domain, ns, cnodes, evidence)
2 % LINEAR_GAUSSIAN_TO_CPOT Convert a linear Gaussian CPD to a canonical potential.
3 % pot = linear_gaussian_to_cpot(mu, Sigma, W, domain, ns, cnodes, evidence)
4 %
5 % We include any cts evidence, but ignore any discrete evidence.
6 % (Use gaussian_CPD_params_given_dps to use discrete evidence to select mu, Sigma, W.)
7
8 odom = domain(~isemptycell(evidence(domain)));
9 hdom = domain(isemptycell(evidence(domain)));
10 cobs = myintersect(cnodes, odom);
11 chid = myintersect(cnodes, hdom);
12 cvals = cat(1, evidence{cobs});
13
14 %[g,h,K] = gaussian_to_canonical(mu, Sigma, W);
15 Sinv = inv(Sigma);
16 g = -0.5*mu'*Sinv*mu + log(normal_coef(Sigma));
17 if isempty(W) | (size(W,2)==0) % no cts parents
18 h = Sinv*mu;
19 K = Sinv;
20 else
21 h = [-W'*Sinv*mu; Sinv*mu];
22 K = [W'*Sinv*W -W'*Sinv';
23 -Sinv*W Sinv];
24 end
25
26 if ~isempty(cvals)
27 %[g, h, K] = enter_evidence_canonical(g, h, K, chid, cobs, cvals(:), ns);
28 [hx, hy, KXX, KXY, KYX, KYY] = partition_matrix_vec(h, K, chid, cobs, ns);
29 y = cvals(:);
30 g = g + hy'*y - 0.5*y'*KYY*y;
31 if length(hx)==0 % isempty(X) % i.e., we have instantiated everything away
32 h = [];
33 K = [];
34 else
35 h = hx - KXY*y;
36 K = KXX;
37 end
38 end
39
40 ns(odom) = 0;
41 pot = cpot(domain, ns(domain), g, h, K);
42
43