public static double AverageLogFactor(TruncatedGaussian copy, Gaussian value, Gaussian to_value)
{
var a = value / to_value;
copy *= new TruncatedGaussian(a);
return(value.GetAverageLog(value) - copy.GetAverageLog(copy));
}
public static double AverageLogFactor_helper([SkipIfUniform] Gaussian X, Gaussian to_X)
{
//if (!isPositive) throw new ArgumentException("VariationalMessagePassing requires isPositive=true", "isPositive");
var prior = X / to_X;
if (!prior.IsProper())
{
throw new ImproperMessageException(prior);
}
var tg = new TruncatedGaussian(prior);
tg.LowerBound = 0;
// Remove the incorrect Gaussian entropy contribution and add the correct
// truncated Gaussian entropy. Log(1)=0 so the factor itself does not contribute.
return(X.GetAverageLog(X) - tg.GetAverageLog(tg));
}
public static double AverageLogFactor_helper([SkipIfUniform] Gaussian X, Gaussian to_X)
{
//if (!isPositive) throw new ArgumentException("VariationalMessagePassing requires isPositive=true", "isPositive");
var prior = X / to_X;
if (!prior.IsProper()) throw new ImproperMessageException(prior);
var tg = new TruncatedGaussian(prior);
tg.LowerBound = 0;
// Remove the incorrect Gaussian entropy contribution and add the correct
// truncated Gaussian entropy. Log(1)=0 so the factor itself does not contribute.
return X.GetAverageLog(X) - tg.GetAverageLog(tg);
}
public static double AverageLogFactor(bool isBetween, [Stochastic] Gaussian X, double lowerBound, double upperBound, Gaussian to_X)
{
if (!isBetween) throw new ArgumentException("TruncatedGaussian requires isBetween=true", "isBetween");
var prior = X / to_X;
var tg = new TruncatedGaussian(prior);
tg.LowerBound = lowerBound;
tg.UpperBound = upperBound;
return X.GetAverageLog(X) - tg.GetAverageLog(tg);
}