function z = logKde (X, Y, sigma) % Compute log pdf of kernel density estimator. % Input: % X: d x n data matrix to be evaluate % Y: d x k data matrix served as database % Output: % z: probability density in logrithm scale z=log p(x|y) % Written by Mo Chen (sth4nth@gmail.com). D = dot(X,X,1)+dot(Y,Y,1)'-2*(Y'*X); z = logsumexp(D/(-2*sigma^2),1)-0.5*log(2*pi)-log(sigma*size(Y,2),1);