diff toolboxes/FullBNT-1.0.7/bnt/examples/static/cg1.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
children
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+++ b/toolboxes/FullBNT-1.0.7/bnt/examples/static/cg1.m	Tue Feb 10 15:05:51 2015 +0000
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+% Conditional Gaussian network
+% The waste incinerator emissions example from Lauritzen (1992),
+% "Propogation of Probabilities, Means and Variances in Mixed Graphical Association Models", 
+% JASA 87(420): 1098--1108
+%
+% This example is reprinted on p145 of "Probabilistic Networks and Expert Systems",
+% Cowell, Dawid, Lauritzen and Spiegelhalter, 1999, Springer.
+%
+% For a picture, see http://www.cs.berkeley.edu/~murphyk/Bayes/usage.html#cg_model
+
+ns = 2*ones(1,9);
+%bnet  = mk_incinerator_bnet(ns);
+bnet  = mk_incinerator_bnet;
+
+engines = {};
+%engines{end+1} = stab_cond_gauss_inf_engine(bnet);
+engines{end+1} = jtree_inf_engine(bnet);
+engines{end+1} = cond_gauss_inf_engine(bnet);
+nengines = length(engines);
+
+F = 1; W = 2; E = 3; B = 4; C = 5; D = 6; Min = 7; Mout = 8; L = 9;
+n = 9;
+dnodes = [B F W];
+cnodes = mysetdiff(1:n, dnodes);
+
+evidence = cell(1,n); % no evidence
+ll = zeros(1, nengines);
+for e=1:nengines
+  [engines{e}, ll(e)] = enter_evidence(engines{e}, evidence);
+end
+%assert(approxeq(ll(1), ll)))
+ll
+
+% Compare to the results in table on p1107.
+% These results are printed to 3dp in Cowell p150
+
+mu = zeros(1,n);
+sigma = zeros(1,n);
+dprob = zeros(1,n);
+addev = 1;
+tol = 1e-2;
+for e=1:nengines
+  for i=cnodes(:)'
+    m = marginal_nodes(engines{e}, i, addev);
+    mu(i) = m.mu;
+    sigma(i) = sqrt(m.Sigma);
+  end
+  for i=dnodes(:)'
+    m = marginal_nodes(engines{e}, i, addev);
+    dprob(i) = m.T(1);
+  end
+  assert(approxeq(mu([E D C L Min Mout]), [-3.25 3.04 -1.85 1.48 -0.214 2.83], tol))
+  assert(approxeq(sigma([E D C L Min Mout]), [0.709 0.770 0.507 0.631 0.459 0.860], tol))
+  assert(approxeq(dprob([B F W]), [0.85 0.95 0.29], tol))
+  %m = marginal_nodes(engines{e}, bnet.names('E'), addev);
+  %assert(approxeq(m.mu, -3.25, tol))
+  %assert(approxeq(sqrt(m.Sigma), 0.709, tol))
+end
+
+% Add evidence (p 1105, top right)
+evidence = cell(1,n);
+evidence{W} = 1; % industrial
+evidence{L} = 1.1;
+evidence{C} = -0.9;
+
+ll = zeros(1, nengines);
+for e=1:nengines
+  [engines{e}, ll(e)] = enter_evidence(engines{e}, evidence);
+end
+assert(all(approxeq(ll(1), ll)))
+
+for e=1:nengines
+  for i=cnodes(:)'
+    m = marginal_nodes(engines{e}, i, addev);
+    mu(i) = m.mu;
+    sigma(i) = sqrt(m.Sigma);
+  end
+  for i=dnodes(:)'
+    m = marginal_nodes(engines{e}, i, addev);
+    dprob(i) = m.T(1);
+  end
+  assert(approxeq(mu([E D C L Min Mout]), [-3.90 3.61 -0.9 1.1 0.5 4.11], tol))
+  assert(approxeq(sigma([E D C L Min Mout]), [0.076 0.326 0 0 0.1 0.344], tol))
+  assert(approxeq(dprob([B F W]), [0.0122 0.9995 1], tol))
+end
+