Mercurial > hg > camir-aes2014
view toolboxes/FullBNT-1.0.7/bnt/CPDs/@gaussian_CPD/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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function lam_msg = CPD_to_lambda_msg(CPD, msg_type, n, ps, msg, p, evidence) % CPD_TO_LAMBDA_MSG Compute lambda message (gaussian) % lam_msg = compute_lambda_msg(CPD, msg_type, n, ps, msg, p, evidence) % Pearl p183 eq 4.52 switch msg_type case 'd', error('gaussian_CPD can''t create discrete msgs') case 'g', cps = ps(CPD.cps); cpsizes = CPD.sizes(CPD.cps); self_size = CPD.sizes(end); i = find_equiv_posns(p, cps); % p is n's i'th cts parent psz = cpsizes(i); if all(msg{n}.lambda.precision == 0) % no info to send on lam_msg.precision = zeros(psz, psz); lam_msg.info_state = zeros(psz, 1); return; end [m, Q, W] = gaussian_CPD_params_given_dps(CPD, [ps n], evidence); Bmu = m; BSigma = Q; for k=1:length(cps) % only get pi msgs from cts parents pk = cps(k); if pk ~= p %bk = block(k, cpsizes); bk = CPD.cps_block_ndx{k}; Bk = W(:, bk); m = msg{n}.pi_from_parent{k}; BSigma = BSigma + Bk * m.Sigma * Bk'; Bmu = Bmu + Bk * m.mu; end end % BSigma = Q + sum_{k \neq i} B_k Sigma_k B_k' %bi = block(i, cpsizes); bi = CPD.cps_block_ndx{i}; Bi = W(:,bi); P = msg{n}.lambda.precision; if (rcond(P) > 1e-3) | isinf(P) if isinf(P) % Y is observed Sigma_lambda = zeros(self_size, self_size); % infinite precision => 0 variance mu_lambda = msg{n}.lambda.mu; % observed_value; else Sigma_lambda = inv(P); mu_lambda = Sigma_lambda * msg{n}.lambda.info_state; end C = inv(Sigma_lambda + BSigma); lam_msg.precision = Bi' * C * Bi; lam_msg.info_state = Bi' * C * (mu_lambda - Bmu); else % method that uses matrix inversion lemma to avoid inverting P A = inv(P + inv(BSigma)); C = P - P*A*P; lam_msg.precision = Bi' * C * Bi; D = eye(self_size) - P*A; z = msg{n}.lambda.info_state; lam_msg.info_state = Bi' * (D*z - D*P*Bmu); end end