blog.distrib
Class LinearGaussian

java.lang.Object
  blog.AbstractCondProbDistrib
      blog.distrib.LinearGaussian

All Implemented Interfaces:

CondProbDistrib

public class LinearGaussian
extends AbstractCondProbDistrib

Multivariate Gaussian distribution whose mean is an affine function of some vector-valued parents. Specifically, the distribution is Normal(mu + W v, Sigma). Here v is a column vector formed by stacking all the parent vectors on top of each other; we'll call its dimension c. Then mu is a 1xd mean vector, W is a dxc regression matrix, and Sigma is a dxd covariance matrix. Note that the covariance of this distribution does not depend on the parents.

In an input file, this CPD takes three parameters: mu, W, Sigma.

Constructor Summary

LinearGaussian(java.util.List params)
Takes a parameter list whose first element is a 1xd mean matrix, second element is a dxc regression matrix (where c is the sum of the dimensions of the parent vectors), and third element is a dxd covariance matrix.

Method Summary

double	getProb(java.util.List args, java.lang.Object value) For a discrete distribution, returns the conditional probability of childValue given the argument values args.
java.lang.Object	sampleVal(java.util.List args, Type childType) Samples a value according to this CPD given the args .

Methods inherited from class blog.AbstractCondProbDistrib

getLogProb, toString

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

LinearGaussian

public LinearGaussian(java.util.List params)

Takes a parameter list whose first element is a 1xd mean matrix, second element is a dxc regression matrix (where c is the sum of the dimensions of the parent vectors), and third element is a dxd covariance matrix.

Method Detail

getProb

public double getProb(java.util.List args,
                      java.lang.Object value)

Description copied from interface: CondProbDistrib

For a discrete distribution, returns the conditional probability of childValue given the argument values args. For a continuous distribution, returns the conditional probability density at childValue.

sampleVal

public java.lang.Object sampleVal(java.util.List args,
                                  Type childType)

Description copied from interface: CondProbDistrib

Samples a value according to this CPD given the args . The object returned should be of the specified type.