add bayes.jl

mschauer · Mar 19, 2024 · 586f6df · 586f6df
1 parent 633781e
commit 586f6df
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Showing 3 changed files with 19 additions and 19 deletions.
diff --git a/src/Mitosis.jl b/src/Mitosis.jl
@@ -109,6 +109,6 @@ include("wgaussian.jl")
 include("markov.jl")
 include("rules.jl")
 include("regression.jl")
-
+include("bayes.jl")
 
 end # module
diff --git a/src/bayes.jl b/src/bayes.jl
@@ -0,0 +1,18 @@
+
+function conditional(p::Gaussian{(:μ, :Σ)}, A, B)
+    Z = p.Σ[A,B]*inv(p.Σ[B,B])
+    β = p.μ[A] - Z*p.μ[B]
+    Σ = p.Σ[A,A] - Z*p.Σ[B,A]
+    kernel(Gaussian; μ=AffineMap(Z, β), Σ=ConstantMap(Σ))
+end
+
+function marginal(p::Gaussian{(:μ, :Σ)}, A)
+    Gaussian{(:μ, :Σ)}(p.μ[A], p.Σ[A,A])
+end
+
+function likelihood(k::AffineGaussianKernel, obs)
+    q = backward(BFFG(), k, obs; unfused=true)[2].y
+    F, Γ, c =  params(q)
+    c0 = Mitosis.logdensity0(Gaussian{(:F,:Γ)}(F, Γ))
+    WGaussian{(:F,:Γ, :c)}(F, Γ, c - c0)
+end
diff --git a/src/gauss.jl b/src/gauss.jl
@@ -129,21 +129,3 @@ function conditional(p::Gaussian{(:μ, :Σ)}, A, B, xB)
     Z = p.Σ[A,B]*inv(p.Σ[B,B])
     Gaussian{(:μ, :Σ)}(p.μ[A] + Z*(xB - p.μ[B]), p.Σ[A,A] - Z*p.Σ[B,A])
 end
-
-function conditional(p::Gaussian{(:μ, :Σ)}, A, B)
-    Z = p.Σ[A,B]*inv(p.Σ[B,B])
-    β = p.μ[A] - Z*p.μ[B]
-    Σ = p.Σ[A,A] - Z*p.Σ[B,A]
-    kernel(Gaussian; μ=AffineMap(Z, β), Σ=ConstantMap(Σ))
-end
-
-function marginal(p::Gaussian{(:μ, :Σ)}, A)
-    Gaussian{(:μ, :Σ)}(p.μ[A], p.Σ[A,A])
-end
-
-function likelihood(k::AffineGaussianKernel, obs)
-    q = backward(BFFG(), k, obs; unfused=true)[2].y
-    F, Γ, c =  params(q)
-    c0 = Mitosis.logdensity0(Gaussian{(:F,:Γ)}(F, Γ))
-    WGaussian{(:F,:Γ, :c)}(F, Γ, c - c0)
-end