?? parzen.m
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function [B,B2,dist] = parzen(data, mu, Sigma, N)
% EVAL_PDF_COND_PARZEN Evaluate the pdf of a conditional Parzen window
% function B = eval_pdf_cond_parzen(data, mu, Sigma, N)
%
% B(q,t) = Pr(data(:,t) | Q=q) = sum_{m=1}^{N(q)} w(m,q)*K(data(:,t) - mu(:,m,q); sigma)
% where K() is a Gaussian kernel with spherical variance sigma,
% and w(m,q) = 1/N(q) if m<=N(q) and = 0 otherwise
% where N(q) is the number of mxiture components for q
%
% B2(m,q,t) = K(data(:,t) - mu(:,m,q); sigma) for m=1:max(N)
% This is like eval_pdf_cond_parzen, except mu is mu(:,m,q) instead of mu(:,q,m)
% and we use 1/N(q) instead of mixmat(q,m)
if nargout >= 2
keep_B2 = 1;
else
keep_B2 = 0;
end
if nargout >= 3
keep_dist = 1;
else
keep_dist = 0;
end
[d M Q] = size(mu);
[d T] = size(data);
M = max(N(:));
B = zeros(Q,T);
const1 = (2*pi*Sigma)^(-d/2);
const2 = -(1/(2*Sigma));
if T*Q*M>20000000 % not enough memory to call sqdist
disp('eval parzen for loop')
if keep_dist,
dist = zeros(M,Q,T);
end
if keep_B2
B2 = zeros(M,Q,T);
end
for q=1:Q
D = sqdist(mu(:,1:N(q),q), data); % D(m,t)
if keep_dist
dist(:,q,:) = D;
end
tmp = const1 * exp(const2*D);
if keep_B2,
B2(:,q,:) = tmp;
end
if N(q) > 0
%B(q,:) = (1/N(q)) * const1 * sum(exp(const2*D), 2);
B(q,:) = (1/N(q)) * sum(tmp,1);
end
end
else
%disp('eval parzen vectorized')
dist = sqdist(reshape(mu(:,1:M,:), [d M*Q]), data); % D(mq,t)
dist = reshape(dist, [M Q T]);
B2 = const1 * exp(const2*dist); % B2(m,q,t)
if ~keep_dist
clear dist
end
% weights(m,q) is the weight of mixture component m for q
% = 1/N(q) if m<=N(q) and = 0 otherwise
% e.g., N = [2 3 1], M = 3,
% weights = [1/2 1/3 1 = 1/2 1/3 1/1 2 3 1 1 1 1
% 1/2 1/3 0 1/2 1/3 1/1 .* 2 3 1 <= 2 2 2
% 0 1/3 0] 1/2 1/3 1/1 2 3 1 3 3 3
Ns = repmat(N(:)', [M 1]);
ramp = 1:M;
ramp = repmat(ramp(:), [1 Q]);
n = N + (N==0); % avoid 1/0 by replacing with 0* 1/1m where 0 comes from mask
N1 = repmat(1 ./ n(:)', [M 1]);
mask = (ramp <= Ns);
weights = N1 .* mask;
B2 = B2 .* repmat(mask, [1 1 T]);
% B(q,t) = sum_m B2(m,q,t) * P(m|q) = sum_m B2(m,q,t) * weights(m,q)
B = squeeze(sum(B2 .* repmat(weights, [1 1 T]), 1));
B = reshape(B, [Q T]); % undo effect of squeeze in case Q = 1
end
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