diff toolboxes/FullBNT-1.0.7/netlab3.3/demgpot.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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+++ b/toolboxes/FullBNT-1.0.7/netlab3.3/demgpot.m	Tue Feb 10 15:05:51 2015 +0000
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+function g = demgpot(x, mix)
+%DEMGPOT Computes the gradient of the negative log likelihood for a mixture model.
+%
+%	Description
+%	This function computes the gradient of the negative log of the
+%	unconditional data density P(X) with respect to the coefficients of
+%	the data vector X for a Gaussian mixture model.  The data structure
+%	MIX defines the mixture model, while the matrix X contains the data
+%	vector as a row vector. Note the unusual order of the arguments: this
+%	is so that the function can be used in DEMHMC1 directly for sampling
+%	from the distribution P(X).
+%
+%	See also
+%	DEMHMC1, DEMMET1, DEMPOT
+%
+
+%	Copyright (c) Ian T Nabney (1996-2001)
+
+% Computes the potential gradient
+
+temp = (ones(mix.ncentres,1)*x)-mix.centres;
+temp = temp.*(gmmactiv(mix,x)'*ones(1, mix.nin));
+% Assume spherical covariance structure
+if ~strcmp(mix.covar_type, 'spherical')
+  error('Spherical covariance only.')
+end
+temp = temp./(mix.covars'*ones(1, mix.nin));
+temp = temp.*(mix.priors'*ones(1, mix.nin));
+g = sum(temp, 1)/gmmprob(mix, x);
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