wehub-resource-sync
28 lines
634 B
Matlab
Executable File
28 lines
634 B
Matlab
Executable File
function r = loggmpdf(X, model)
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% Compute log pdf of a Gaussian mixture model.
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% Written by Mo Chen (sth4nth@gmail.com).
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mu = model.mu;
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Sigma = model.Sigma;
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w = model.weight;
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n = size(X,2);
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k = size(mu,2);
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logRho = zeros(k,n);
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for i = 1:k
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logRho(i,:) = loggausspdf(X,mu(:,i),Sigma(:,:,i));
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end
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r = logsumexp(bsxfun(@plus,logRho,log(w)'),1);
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function y = loggausspdf(X, mu, Sigma)
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d = size(X,1);
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X = bsxfun(@minus,X,mu);
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[U,p]= chol(Sigma);
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if p ~= 0
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error('ERROR: Sigma is not PD.');
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end
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Q = U'\X;
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q = dot(Q,Q,1); % quadratic term (M distance)
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c = d*log(2*pi)+2*sum(log(diag(U))); % normalization constant
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y = -(c+q)/2; |