public void Mixture2()
{
double[] data = { .5, 12, 11 };
int T = data.Length;
VariableArray <double> x = Variable.Constant(data).Named("data");
Range i = x.Range;
Variable <Vector> D = Variable.Dirichlet(new double[] { 1, 1 });
VariableArray <int> c = Variable.Array <int>(i);
using (Variable.ForEach(i))
{
c[i] = Variable.Discrete(D);
using (Variable.Case(c[i], 0))
{
x[i] = Variable.GaussianFromMeanAndPrecision(5, 1);
}
using (Variable.Case(c[i], 1))
{
x[i] = Variable.GaussianFromMeanAndPrecision(10, 1);
}
}
InferenceEngine ie = new InferenceEngine(new VariationalMessagePassing());
double[] DVibesResult = new double[] { -1.08333333348476, -0.58333333335936 };
VmpTests.TestDirichletMoments(ie, D, DVibesResult);
double[][] cVibesResult = new double[T][];
cVibesResult[0] = new double[] { 1.00000000000000, 0.00000000000000 };
cVibesResult[1] = new double[] { 0.00000000000000, 1.00000000000000 };
cVibesResult[2] = new double[] { 0.00000000000000, 1.00000000000000 };
VmpTests.TestDiscrete(ie, c, cVibesResult);
}
public void Mixture1()
{
double[] data = { 7 };
int T = data.Length;
VariableArray <double> x = Variable.Constant(data).Named("data");
Range i = x.Range;
Variable <Vector> D = Variable.Dirichlet(new double[] { 1, 1 });
VariableArray <int> c = Variable.Array <int>(i);
using (Variable.ForEach(i))
{
c[i] = Variable.Discrete(D);
using (Variable.Case(c[i], 0))
{
x[i] = Variable.GaussianFromMeanAndPrecision(5.5, 1);
}
using (Variable.Case(c[i], 1))
{
x[i] = Variable.GaussianFromMeanAndPrecision(8, 1);
}
}
InferenceEngine ie = new InferenceEngine(new VariationalMessagePassing());
double[] DVibesResult = new double[] { -1.15070203880043, -0.67501576717763 };
VmpTests.TestDirichletMoments(ie, D, DVibesResult);
double[][] cVibesResult = new double[T][];
cVibesResult[0] = new double[] { 0.24961241199438, 0.75038758800562 };
VmpTests.TestDiscrete(ie, c, cVibesResult);
}
public void MixtureOfDiscretePartialObs()
{
int K = 2;
Range Krange = new Range(K).Named("K");
Variable <Vector> D = Variable.Dirichlet(Krange, new double[] { 1, 1 }).Named("D");
VariableArray <Vector> pi = Variable.Array <Vector>(Krange).Named("pi");
pi[Krange] = Variable.Dirichlet(new double[] { 1, 1 }).ForEach(Krange);
VariableArray <Vector> pi2 = Variable.Array <Vector>(Krange);
pi2[Krange] = Variable.Dirichlet(new double[] { 2, 2 }).ForEach(Krange).Named("pi2");
int[] xData = new int[] { 1, 0 };
int[] yData = new int[] { 1, 0 };
Range T = new Range(2).Named("T");
VariableArray <int> x = Variable.Constant(xData, T).Named("x");
VariableArray <int> y = Variable.Constant(yData, T).Named("y");
VariableArray <int> c = Variable.Array <int>(T).Named("c");
using (Variable.ForEach(T))
{
c[T] = Variable.Discrete(D);
using (Variable.Switch(c[T]))
{
x[T] = Variable.Discrete(pi[c[T]]);
y[T] = Variable.Discrete(pi2[c[T]]);
}
}
int[] xObsData = new int[] { 1 };
int[] yObsData = new int[] { 1 };
int[] cObsData = new int[] { 1 };
Range TObs = new Range(1).Named("TObs");
VariableArray <int> xObs = Variable.Constant(xObsData, TObs).Named("xObs");
VariableArray <int> yObs = Variable.Constant(yObsData, TObs).Named("yObs");
VariableArray <int> cObs = Variable.Constant(cObsData, TObs).Named("cObs");
using (Variable.ForEach(TObs))
{
cObs[TObs] = Variable.Discrete(D);
using (Variable.Switch(cObs[TObs]))
{
xObs[TObs] = Variable.Discrete(pi[cObs[TObs]]);
yObs[TObs] = Variable.Discrete(pi2[cObs[TObs]]);
}
}
InferenceEngine ie = new InferenceEngine(new VariationalMessagePassing());
VmpTests.TestDirichletMoments(ie, D, new double[] { -1.33369062459866, -0.45559642996801 });
double[][] cVibesResult = new double[2][];
cVibesResult[0] = new double[] { 0.12507345314883, 0.87492654685117 };
cVibesResult[1] = new double[] { 0.53017394027554, 0.46982605972446 };
VmpTests.TestDiscrete(ie, c, cVibesResult);
double[][] piVibesResult = new double[2][];
piVibesResult[0] = new double[] { -0.71224535522876, -1.16495845985210 };
piVibesResult[1] = new double[] { -1.34159372292073, -0.47735375561174 };
VmpTests.TestDirichletMoments(ie, pi, piVibesResult);
double[][] pi2VibesResult = new double[2][];
pi2VibesResult[0] = new double[] { -0.70890921479891, -0.92632718538028 };
pi2VibesResult[1] = new double[] { -1.07851393492695, -0.54677568970466 };
VmpTests.TestDirichletMoments(ie, pi2, pi2VibesResult);
// bound: -5.7515783
}
