public static double LogProb(this Mixture <VectorGaussian> mixture, MicrosoftResearch.Infer.Maths.Vector what)
{
double sum = 0;
for (int i = 0; i < mixture.Components.Count; ++i)
{
MicrosoftResearch.Infer.Maths.Vector mean = mixture.Components[i].GetMean();
MicrosoftResearch.Infer.Maths.Vector diff = what - mean;
PositiveDefiniteMatrix precision = mixture.Components[i].Precision;
double prob =
Math.Exp(-0.5 * precision.QuadraticForm(diff, diff)) * Math.Sqrt(precision.Determinant()) / Math.Pow(2 * Math.PI, what.Count * 0.5);
sum += mixture.Weights[i] * prob;
}
sum /= mixture.WeightSum();
return(MathHelper.LogInf(sum));
}
