Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/bnt/CPDs/@gaussian_CPD/Old/CPD_to_lambda_msg.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/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 +