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