diff toolboxes/FullBNT-1.0.7/bnt/potentials/@mpot/marginalize_pot.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/bnt/potentials/@mpot/marginalize_pot.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,27 @@
+function smallpot = marginalize_pot(bigpot, keep, maximize, useC)
+% MARGINALIZE_POT Marginalize a mpot onto a smaller domain.
+% smallpot = marginalize_pot(bigpot, keep, maximize, useC)
+%
+% The maximize argument is ignored - maxing out a Gaussian is the same as summing it out,
+% since the mode and mean are equal.
+% The useC argument is ignored.
+
+
+node_sizes = sparse(1, max(bigpot.domain));
+node_sizes(bigpot.domain) = bigpot.sizes;
+sum_over = mysetdiff(bigpot.domain, keep);
+
+[logp, mu, Sigma] = marginalize_gaussian(bigpot.logp, bigpot.mu, bigpot.Sigma, ...
+					 keep, sum_over, node_sizes);
+smallpot = mpot(keep, node_sizes(keep), logp, mu, Sigma);
+
+%%%%%%
+
+function [logpX, muX, SXX] = marginalize_gaussian(logp, mu, Sigma, X, Y, ns)
+% MARGINALIZE_GAUSSIAN Compute Pr(X) from Pr(X,Y) where X and Y are jointly Gaussian.
+% [logpX, muX, SXX] = marginalize_gaussian(logp, mu, Sigma, X, Y, ns)
+%
+% sizes(i) is the size of the i'th block in domain.
+ 
+[muX, muY, SXX, SXY, SYX, SYY] = partition_matrix_vec(mu, Sigma, X, Y, ns);
+logpX = logp; % Lauritzen (1996) p161