Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@ff_inf_engine/filter_evidence.m @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@ff_inf_engine/filter_evidence.m Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,48 @@ +function [fwd, loglik] = filter_evidence(engine, CPDpot, observed, pot_type) +% [fwd, loglik] = filter_evidence(engine, CPDpot, observed, pot_type) (ff) + +[ss T] = size(CPDpot); +fwd = cell(ss,T); +hnodes = engine.hnodes(:)'; +onodes = engine.onodes(:)'; +bnet = bnet_from_engine(engine); +ns = bnet.node_sizes; +onodes2 = [onodes onodes+ss]; +ns(onodes2) = 1; + +logscale = zeros(1,T); +H = length(hnodes); +local_logscale = zeros(1,ss); + +t = 1; +for i=hnodes + fwd{i,t} = CPDpot{i,t}; + c = engine.obschild(i); + if c > 0 + fwd{i,t} = multiply_by_pot(fwd{i,t}, CPDpot{c, t}); + end + [fwd{i,t}, local_logscale(i)] = normalize_pot(fwd{i,t}); +end +logscale(t) = sum(local_logscale); + +for t=2:T + for i=hnodes + ps = parents(bnet.dag, i+ss); + assert(all(ps<=ss)); % in previous slice + prior = CPDpot{i,t}; + for p=ps(:)' + prior = multiply_by_pot(prior, fwd{p,t-1}); + end + fwd{i,t} = marginalize_pot(prior, i+ss); + fwd{i,t} = set_domain_pot(fwd{i,t}, i); + c = engine.obschild(i); + if c > 0 + fwd{i,t} = multiply_by_pot(fwd{i,t}, CPDpot{c,t}); + end + [fwd{i,t}, local_logscale(i)] = normalize_pot(fwd{i,t}); + end + logscale(t) = sum(local_logscale); +end + +loglik = sum(logscale); +