Mercurial > hg > camir-aes2014
view 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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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