Mercurial > hg > camir-aes2014
view toolboxes/FullBNT-1.0.7/bnt/inference/static/@pearl_inf_engine/marginal_family.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 m = marginal_family(engine, n, add_ev) % MARGINAL_FAMILY Compute the marginal on i's family (loopy) % m = marginal_family(engine, n, add_ev) if nargin < 3, add_ev = 0; end bnet = bnet_from_engine(engine); ns = bnet.node_sizes; ps = parents(bnet.dag, n); dom = [ps n]; CPD = bnet.CPD{bnet.equiv_class(n)}; switch engine.msg_type case 'd', % The method is similar to the following HMM equation: % xi(i,j,t) = normalise( alpha(i,t) * transmat(i,j) * obsmat(j,t+1) * beta(j,t+1) ) % where xi(i,j,t) = Pr(Q(t)=i, Q(t+1)=j | y(1:T)) % beta == lambda, alpha == pi, alpha from each parent = pi msg % In general, if A,B are parents of C, % P(A,B,C) = P(C|A,B) pi_msg(A->C) pi_msg(B->C) lambda(C) % where lambda(C) = P(ev below and including C|C) = prod incoming lamba_msg(children->C) % and pi_msg(X->C) = P(X|ev above) etc T = dpot(dom, ns(dom), CPD_to_CPT(CPD)); for j=1:length(ps) p = ps(j); pi_msg = dpot(p, ns(p), engine.msg{n}.pi_from_parent{j}); T = multiply_by_pot(T, pi_msg); end lambda = dpot(n, ns(n), engine.msg{n}.lambda); T = multiply_by_pot(T, lambda); T = normalize_pot(T); m = pot_to_marginal(T); if ~add_ev m.T = shrink_obs_dims_in_table(m.T, dom, engine.evidence); end case 'g', if engine.disconnected_nodes_bitv(n) m.T = 1; m.domain = dom; if add_ev m = add_ev_to_dmarginal(m, engine.evidence, ns) end return; end [m, C, W] = gaussian_CPD_params_given_dps(CPD, dom, engine.evidence); cdom = myintersect(dom, bnet.cnodes); pot = linear_gaussian_to_cpot(m, C, W, dom, ns, cdom, engine.evidence); % linear_gaussian_to_cpot will set the effective size of observed nodes to 0, % so we need to do this explicitely for the messages, too, % so they are all the same size. obs_bitv = ~isemptycell(engine.evidence); ps = parents(engine.msg_dag, n); for j=1:length(ps) p = ps(j); msg = engine.msg{n}.pi_from_parent{j}; if obs_bitv(p) pi_msg = mpot(p, 0); else pi_msg = mpot(p, ns(p), 0, msg.mu, msg.Sigma); end pot = multiply_by_pot(pot, mpot_to_cpot(pi_msg)); end msg = engine.msg{n}.lambda; if obs_bitv(n) lambda = cpot(n, 0); else lambda = cpot(n, ns(n), 0, msg.info_state, msg.precision); end pot = multiply_by_pot(pot, lambda); m = pot_to_marginal(pot); if add_ev m = add_evidence_to_gmarginal(m, engine.evidence, bnet.node_sizes, bnet.cnodes); end end