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Diffstat (limited to 'sourcecodes/bnt-master/BNT/potentials/@mpot/marginalize_pot.m')
| -rw-r--r-- | sourcecodes/bnt-master/BNT/potentials/@mpot/marginalize_pot.m | 27 |
1 files changed, 27 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/BNT/potentials/@mpot/marginalize_pot.m b/sourcecodes/bnt-master/BNT/potentials/@mpot/marginalize_pot.m new file mode 100644 index 00000000..88751c62 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/potentials/@mpot/marginalize_pot.m @@ -0,0 +1,27 @@ +function smallpot = marginalize_pot(bigpot, keep, maximize, useC) +% MARGINALIZE_POT Marginalize a mpot onto a smaller domain. +% smallpot = marginalize_pot(bigpot, keep, maximize, useC) +% +% The maximize argument is ignored - maxing out a Gaussian is the same as summing it out, +% since the mode and mean are equal. +% The useC argument is ignored. + + +node_sizes = sparse(1, max(bigpot.domain)); +node_sizes(bigpot.domain) = bigpot.sizes; +sum_over = mysetdiff(bigpot.domain, keep); + +[logp, mu, Sigma] = marginalize_gaussian(bigpot.logp, bigpot.mu, bigpot.Sigma, ... + keep, sum_over, node_sizes); +smallpot = mpot(keep, node_sizes(keep), logp, mu, Sigma); + +%%%%%% + +function [logpX, muX, SXX] = marginalize_gaussian(logp, mu, Sigma, X, Y, ns) +% MARGINALIZE_GAUSSIAN Compute Pr(X) from Pr(X,Y) where X and Y are jointly Gaussian. +% [logpX, muX, SXX] = marginalize_gaussian(logp, mu, Sigma, X, Y, ns) +% +% sizes(i) is the size of the i'th block in domain. + +[muX, muY, SXX, SXY, SYX, SYY] = partition_matrix_vec(mu, Sigma, X, Y, ns); +logpX = logp; % Lauritzen (1996) p161 |