function CPD = update_params_complete(CPD, self_ev, pev) % UPDATE_PARAMS_COMPLETE Bayesian parameter updating given completely observed data (linear_gaussian) % CPD = update_params_complete(CPD, self_ev, pev) % % self_ev{m} is the evidence on this node in case m. % pev{i,m} is the evidence on the i'th parent in case m % % We update the hyperparams and set the params to the mean of the posterior. y = cat(1, self_ev{:}); X = cell2num(pev)'; [N k] = size(X); % each row is a case n0 = CPD.prior.n; th0 = CPD.prior.theta; CPD.prior.theta = inv(n0 + X'*X)*(n0*th0 + X'*y); thn = CPD.prior.theta; CPD.prior.beta = CPD.prior.beta + 0.5*(y-X*thn)'*y + 0.5*(th0-thn)'*n0*th0; CPD.prior.alpha = CPD.prior.alpha + 0.5*N; CPD.prior.n = CPD.prior.n + X'*X; % set params to their mean CPD.theta = CPD.prior.theta; %CPD.sigma = CPD.prior.beta/CPD.prior.alpha; % mean of Gamma is E[lambda] = alpha/beta