Mercurial > hg > camir-aes2014
view toolboxes/FullBNT-1.0.7/bnt/CPDs/@gmux_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 (gmux) % lam_msg = compute_lambda_msg(CPD, msg_type, n, ps, msg, p, evidence) % Pearl p183 eq 4.52 % Let Y be this node, X1..Xn be the cts parents and M the discrete switch node. % e.g., for n=3, M=1 % % X1 X2 X3 M % \ % \ % Y % % So the only case in which we send an informative message is if p=1=M. % To the other cts parents, we send the "know nothing" message. 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); dps = ps(CPD.dps); M = evidence{dps}; if isempty(M) error('gmux node must have observed discrete parent') end P = msg{n}.lambda.precision; if all(P == 0) | (cps(M) ~= p) % if we know nothing, or are sending to a disconnected parent lam_msg.precision = zeros(psz, psz); lam_msg.info_state = zeros(psz, 1); return; end % We are sending a message to the only effectively connected parent. % There are no other incoming pi messages. Bmu = CPD.mean(:,M); BSigma = CPD.cov(:,:,M); Bi = CPD.weights(:,:,M); if (det(P) > 0) | 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 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