?? mixgauss_prob_test.m
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function test_eval_pdf_cond_mixgauss()%Q = 10; M = 100; d = 20; T = 500;Q = 2; M = 3; d = 4; T = 5;mu = rand(d,Q,M);data = randn(d,T);%mixmat = mk_stochastic(rand(Q,M));mixmat = mk_stochastic(ones(Q,M));% tied scalarSigma = 0.01;mu = rand(d,M,Q);weights = mixmat';N = M*ones(1,Q);tic; [B, B2, D] = parzen(data, mu, Sigma, N, weights); toctic; [BC, B2C, DC] = parzenC(data, mu, Sigma, N); tocapproxeq(B,BC)B2C = reshape(B2C,[M Q T]);approxeq(B2,B2C)DC = reshape(DC,[M Q T]);approxeq(D,DC)returntic; [B, B2] = eval_pdf_cond_mixgauss(data, mu, Sigma, mixmat); toctic; C = eval_pdf_cond_parzen(data, mu, Sigma); tocapproxeq(B,C)return;mu = reshape(mu, [d Q*M]);data = mk_unit_norm(data);mu = mk_unit_norm(mu);tic; D = 2 -2*(data'*mu); toc % avoid an expensive repmattic; D2 = sqdist(data, mu); tocapproxeq(D,D2)% D(t,m) = sq dist between data(:,t) and mu(:,m)mu = reshape(mu, [d Q*M]);D = dist2(data', mu');%denom = (2*pi)^(d/2)*sqrt(abs(det(C)));denom = (2*pi*Sigma)^(d/2); % sqrt(det(2*pi*Sigma))numer = exp(-0.5/Sigma * D');B2 = numer / denom;B2 = reshape(B2, [Q M T]);tic; B = squeeze(sum(B2 .* repmat(mixmat, [1 1 T]), 2)); tocticA = zeros(Q,T);for q=1:Q A(q,:) = mixmat(q,:) * squeeze(B2(q,:,:)); % sum over mendtocassert(approxeq(A,B))ticA = zeros(Q,T);for t=1:T A(:,t) = sum(mixmat .* B2(:,:,t), 2); % sum over mendtocassert(approxeq(A,B)) mu = reshape(mu, [d Q M]);B3 = zeros(Q,M,T);for j=1:Q for k=1:M B3(j,k,:) = gaussian_prob(data, mu(:,j,k), Sigma*eye(d)); endendassert(approxeq(B2, B3))logB4 = -(d/2)*log(2*pi*Sigma) - (1/(2*Sigma))*D; % det(sigma*I) = sigma^dB4 = reshape(exp(logB4), [Q M T]);assert(approxeq(B4, B3)) % tied cov matrixSigma = rand_psd(d,d);mu = reshape(mu, [d Q*M]);D = sqdist(data, mu, inv(Sigma))';denom = sqrt(det(2*pi*Sigma));numer = exp(-0.5 * D);B2 = numer / denom;B2 = reshape(B2, [Q M T]);mu = reshape(mu, [d Q M]);B3 = zeros(Q,M,T);for j=1:Q for k=1:M B3(j,k,:) = gaussian_prob(data, mu(:,j,k), Sigma); endendassert(approxeq(B2, B3))logB4 = -(d/2)*log(2*pi) - 0.5*logdet(Sigma) - 0.5*D;B4 = reshape(exp(logB4), [Q M T]);assert(approxeq(B4, B3))
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