diff toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@hmm_inf_engine/private/mk_hmm_obs_lik_vec.m @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@hmm_inf_engine/private/mk_hmm_obs_lik_vec.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,52 @@
+function obslik = mk_hmm_obs_lik_vec(engine, evidence)
+
+% P(o1,o2| h) = P(o1|h) * P(o2|h) where h = Q1,Q2,...
+
+bnet = bnet_from_engine(engine);
+ss = length(bnet.intra);
+onodes = bnet.observed;
+hnodes = mysetdiff(1:ss, onodes);
+ns = bnet.node_sizes(:);
+ns(onodes) = 1;
+
+Q = length(engine.startprob);
+obslik = ones(Q, 1);
+
+for i=1:length(onodes)
+  o = onodes(i);
+  %data = cell2num(evidence(o,1));
+  data = evidence{o,1};
+  if myismember(o, bnet.dnodes)
+    obslik_i = eval_pdf_cond_multinomial(data, engine.obsprob{i}.CPT);
+  else
+    if bnet.auto_regressive(o)
+      error('can''t handle AR nodes')
+    end
+    %% calling mk_ghmm_obs_lik, which calls gaussian_prob, is slow, so we inline it
+    %% and use the pre-computed  inverse matrix
+    %obslik_i = mk_ghmm_obs_lik(data, engine.obsprob{i}.mu, engine.obsprob{i}.Sigma);
+    x = data(:);
+    m = engine.obsprob{i}.mu;
+    Qi = size(m, 2);
+    obslik_i = size(Qi, 1);
+    invC = engine.obsprob{i}.inv_Sigma;
+    denom = engine.obsprob{i}.denom;
+    for j=1:Qi
+      numer = exp(-0.5 * (x-m(:,j))' * invC(:,:,j) * (x-m(:,j)));
+      obslik_i(j) = numer / denom(j);
+    end
+  end
+  % convert P(o|ps) into P(o|h) by multiplying onto a (h,o) potential of all 1s
+  ps = bnet.parents{o};
+  dom = [ps o];
+  obspot_i = dpot(dom, ns(dom), obslik_i);
+  dom = [hnodes o];
+  obspot = dpot(dom, ns(dom));
+  obspot = multiply_by_pot(obspot, obspot_i);
+  % compute p(oi|h) * p(oj|h)
+  S = struct(obspot);
+  obslik = obslik .* S.T(:);
+end
+
+
+