diff toolboxes/FullBNT-1.0.7/bnt/CPDs/@gaussian_CPD/Old/CPD_to_lambda_msg.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/CPDs/@gaussian_CPD/Old/CPD_to_lambda_msg.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,64 @@
+function lam_msg = CPD_to_lambda_msg(CPD, msg_type, n, ps, msg, p)
+% CPD_TO_LAMBDA_MSG Compute lambda message (gaussian)
+% lam_msg = compute_lambda_msg(CPD, msg_type, n, ps, msg, p)
+% Pearl p183 eq 4.52
+
+switch msg_type
+ case 'd',
+  error('gaussian_CPD can''t create discrete msgs')
+ case 'g',
+  self_size = CPD.sizes(end);
+  if all(msg{n}.lambda.precision == 0) % no info to send on
+    lam_msg.precision = zeros(self_size);
+    lam_msg.info_state = zeros(self_size, 1);
+    return;
+  end
+  cpsizes = CPD.sizes(CPD.cps);
+  dpval = 1;
+  Q = CPD.cov(:,:,dpval);
+  Sigmai = Q;
+  wmu = zeros(self_size, 1);
+  for k=1:length(ps)
+    pk = ps(k);
+    if pk ~= p
+      bk = block(k, cpsizes);
+      Bk = CPD.weights(:, bk, dpval);
+      m = msg{n}.pi_from_parent{k};
+      Sigmai = Sigmai + Bk * m.Sigma * Bk';
+      wmu = wmu + Bk * m.mu; % m.mu = u(k)
+    end
+  end
+  % Sigmai = Q + sum_{k \neq i} B_k Sigma_k B_k'
+  i = find_equiv_posns(p, ps);
+  bi = block(i, cpsizes);
+  Bi = CPD.weights(:,bi, dpval);
+  
+  if 0
+  P = msg{n}.lambda.precision;
+  if isinf(P) % inv(P)=Sigma_lambda=0
+    precision_temp = inv(Sigmai);
+    lam_msg.precision = Bi' * precision_temp * Bi;
+    lam_msg.info_state = precision_temp * (msg{n}.lambda.mu - wmu);
+  else
+    A = inv(P + inv(Sigmai));
+    precision_temp = P + P*A*P;
+    lam_msg.precision = Bi' * precision_temp * Bi;
+    self_size = length(P);
+    C = eye(self_size) + P*A;
+    z = msg{n}.lambda.info_state;
+    lam_msg.info_state = C*z - C*P*wmu;
+  end
+  end
+  
+  if isinf(msg{n}.lambda.precision)
+    Sigma_lambda = zeros(self_size, self_size); % infinite precision => 0 variance
+    mu_lambda = msg{n}.lambda.mu; % observed_value;
+  else
+    Sigma_lambda = inv(msg{n}.lambda.precision);
+    mu_lambda = Sigma_lambda * msg{n}.lambda.info_state;
+  end
+  precision_temp = inv(Sigma_lambda + Sigmai);
+  lam_msg.precision = Bi' * precision_temp * Bi;
+  lam_msg.info_state = Bi' * precision_temp * (mu_lambda - wmu);
+end
+