diff options
Diffstat (limited to 'sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private')
5 files changed, 87 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/CVS/Entries b/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/CVS/Entries new file mode 100644 index 00000000..a35185ea --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/CVS/Entries @@ -0,0 +1,3 @@ +/mk_hmm_obs_lik_matrix.m/1.1.1.1/Sun May 4 21:42:26 2003// +/mk_hmm_obs_lik_vec.m/1.1.1.1/Thu Jan 23 18:50:10 2003// +D diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/CVS/Repository b/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/CVS/Repository new file mode 100644 index 00000000..20dfc6fd --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/CVS/Repository @@ -0,0 +1 @@ +FullBNT/BNT/inference/dynamic/@hmm_inf_engine/private diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/CVS/Root b/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/CVS/Root new file mode 100644 index 00000000..f3bd14a6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/CVS/Root @@ -0,0 +1 @@ +:ext:nsaunier@bnt.cvs.sourceforge.net:/cvsroot/bnt diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/mk_hmm_obs_lik_matrix.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/mk_hmm_obs_lik_matrix.m new file mode 100644 index 00000000..441f3c0a --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/mk_hmm_obs_lik_matrix.m @@ -0,0 +1,30 @@ +function obslik = mk_hmm_obs_lik_matrix(engine, evidence) + +T = size(evidence,2); +Q = length(engine.startprob); +obslik = ones(Q, T); +bnet = bnet_from_engine(engine); +% P(o1,o2| Q1,Q2) = P(o1|Q1,Q2) * P(o2|Q1,Q2) +onodes = bnet.observed; +for i=1:length(onodes) + data = cell2num(evidence(onodes(i),:)); + if bnet.auto_regressive(onodes(i)) + params = engine.obsprob{i}; + mu = params.big_mu; + Sigma = params.big_Sigma, + W = params.big_W; + mu0 = params.big_mu0; + Sigma0 = params.big_Sigma0; + %obslik_i = mk_arhmm_obs_lik(data, mu, Sigma, W, mu0, Sigma0 + obslik_i = clg_prob(data(:,1:T-1), data(:,2:T), mu, Sigma, W); + obslik_i = [mixgauss_prob(data(:,1), mu0, Sigma0) obslik_i]; + elseif myismember(onodes(i), bnet.dnodes) + %obslik_i = eval_pdf_cond_multinomial(data, engine.obsprob{i}.big_CPT); + obslik_i = multinomial_prob(data, engine.obsprob{i}.big_CPT); + else + %obslik_i = eval_pdf_cond_gauss(data, engine.obsprob{i}.big_mu, engine.obsprob{i}.big_Sigma); + obslik_i = mixgauss_prob(data, engine.obsprob{i}.big_mu, engine.obsprob{i}.big_Sigma); + end + obslik = obslik .* obslik_i; +end + diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/mk_hmm_obs_lik_vec.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/mk_hmm_obs_lik_vec.m new file mode 100644 index 00000000..16d30aec --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@hmm_inf_engine/private/mk_hmm_obs_lik_vec.m @@ -0,0 +1,52 @@ +function obslik = mk_hmm_obs_lik_vec(engine, evidence) + +% P(o1,o2| h) = P(o1|h) * P(o2|h) where h = Q1,Q2,... + +bnet = bnet_from_engine(engine); +ss = length(bnet.intra); +onodes = bnet.observed; +hnodes = mysetdiff(1:ss, onodes); +ns = bnet.node_sizes(:); +ns(onodes) = 1; + +Q = length(engine.startprob); +obslik = ones(Q, 1); + +for i=1:length(onodes) + o = onodes(i); + %data = cell2num(evidence(o,1)); + data = evidence{o,1}; + if myismember(o, bnet.dnodes) + obslik_i = eval_pdf_cond_multinomial(data, engine.obsprob{i}.CPT); + else + if bnet.auto_regressive(o) + error('can''t handle AR nodes') + end + %% calling mk_ghmm_obs_lik, which calls gaussian_prob, is slow, so we inline it + %% and use the pre-computed inverse matrix + %obslik_i = mk_ghmm_obs_lik(data, engine.obsprob{i}.mu, engine.obsprob{i}.Sigma); + x = data(:); + m = engine.obsprob{i}.mu; + Qi = size(m, 2); + obslik_i = size(Qi, 1); + invC = engine.obsprob{i}.inv_Sigma; + denom = engine.obsprob{i}.denom; + for j=1:Qi + numer = exp(-0.5 * (x-m(:,j))' * invC(:,:,j) * (x-m(:,j))); + obslik_i(j) = numer / denom(j); + end + end + % convert P(o|ps) into P(o|h) by multiplying onto a (h,o) potential of all 1s + ps = bnet.parents{o}; + dom = [ps o]; + obspot_i = dpot(dom, ns(dom), obslik_i); + dom = [hnodes o]; + obspot = dpot(dom, ns(dom)); + obspot = multiply_by_pot(obspot, obspot_i); + % compute p(oi|h) * p(oj|h) + S = struct(obspot); + obslik = obslik .* S.T(:); +end + + + |