Example #1
0
double Information::upper_bound_entropy(GMM &gmm)   {
    double HU = 0;
    for(unsigned int i = 0; i < gmm.K; i++){
        HU = HU  - gmm.get_weigts()[i]*log(gmm.get_weigts()[i]) + 0.5*gmm.get_weigts()[i] *log(std::pow(2*M_PI*exp(1),(double)gmm.D) * arma::det(gmm.get_covariances()[i]))  ;
        //log(std::pow(2*M_PI*exp(1),(double)gmm.D) * arma::det(gmm.getSigma(i)))

    }
    HU = checkForNan(HU,qHu);
    return HU;
}
Example #2
0
double Information::lower_bound_entropy(GMM& gmm) {
    double HL = 0;
    double tmp = 0;
    for(unsigned int i = 0; i < gmm.K;i++){
        tmp = 0;
        for(unsigned int j = 0; j < gmm.K;j++){
            tmp = tmp + gmm.get_weigts()[i] *  mvnpdf(gmm.get_means()[i],gmm.get_means()[j],gmm.get_covariances()[i] + gmm.get_covariances()[j]);
        }
        tmp = log(tmp);
        HL = HL + gmm.get_weigts()[i] * tmp;
    }
    HL = -1*HL;
    HL = checkForNan(HL,qHl);

    return HL;
}
Example #3
0
void cGMM::condition(const arma::colvec& x_in, const GMM &gmm_in){

    //    std::cout<< "cGMM::condition dependent x" << std::endl;

    // x_in.print("x_in");

    for(std::size_t k = 0; k < gmm_in.K;k++){
        // \mu_a + Sig_12 * Sig_22^{-1} * (x - \mu_b)
        gaussian_c[k].mu_condition(x_in);
        gmm_c.set_mu(k,gaussian_c[k].Mean_c);
        gmm_c.set_prior(k,gmm_in.get_weigts()[k] * stats::mvnpdf(x_in,gaussian_c[k].Mu_2,gaussian_c[k].invSigma22,gaussian_c[k].det_22));
    }


    gmm_c.set_prior( gmm_c.get_weigts() / arma::sum( gmm_c.get_weigts() + std::numeric_limits<double>::min()) );
}