wolffd@0: function pot = linear_gaussian_to_cpot(mu, Sigma, W, domain, ns, cnodes, evidence) wolffd@0: % LINEAR_GAUSSIAN_TO_CPOT Convert a linear Gaussian CPD to a canonical potential. wolffd@0: % pot = linear_gaussian_to_cpot(mu, Sigma, W, domain, ns, cnodes, evidence) wolffd@0: % wolffd@0: % We include any cts evidence, but ignore any discrete evidence. wolffd@0: % (Use gaussian_CPD_params_given_dps to use discrete evidence to select mu, Sigma, W.) wolffd@0: wolffd@0: odom = domain(~isemptycell(evidence(domain))); wolffd@0: hdom = domain(isemptycell(evidence(domain))); wolffd@0: cobs = myintersect(cnodes, odom); wolffd@0: chid = myintersect(cnodes, hdom); wolffd@0: cvals = cat(1, evidence{cobs}); wolffd@0: wolffd@0: %[g,h,K] = gaussian_to_canonical(mu, Sigma, W); wolffd@0: Sinv = inv(Sigma); wolffd@0: g = -0.5*mu'*Sinv*mu + log(normal_coef(Sigma)); wolffd@0: if isempty(W) | (size(W,2)==0) % no cts parents wolffd@0: h = Sinv*mu; wolffd@0: K = Sinv; wolffd@0: else wolffd@0: h = [-W'*Sinv*mu; Sinv*mu]; wolffd@0: K = [W'*Sinv*W -W'*Sinv'; wolffd@0: -Sinv*W Sinv]; wolffd@0: end wolffd@0: wolffd@0: if ~isempty(cvals) wolffd@0: %[g, h, K] = enter_evidence_canonical(g, h, K, chid, cobs, cvals(:), ns); wolffd@0: [hx, hy, KXX, KXY, KYX, KYY] = partition_matrix_vec(h, K, chid, cobs, ns); wolffd@0: y = cvals(:); wolffd@0: g = g + hy'*y - 0.5*y'*KYY*y; wolffd@0: if length(hx)==0 % isempty(X) % i.e., we have instantiated everything away wolffd@0: h = []; wolffd@0: K = []; wolffd@0: else wolffd@0: h = hx - KXY*y; wolffd@0: K = KXX; wolffd@0: end wolffd@0: end wolffd@0: wolffd@0: ns(odom) = 0; wolffd@0: pot = cpot(domain, ns(domain), g, h, K); wolffd@0: wolffd@0: