radialDeath.m
上传用户:fsbooksir
上传日期:2013-10-19
资源大小:14k
文件大小:2k
- function [k,mu,M,aDeath,rDeath] = radialDeath(aDeath,rDeath,k,mu,M,delta,x,y,hyper,t,nabla);
- %
- if nargin < 11, error('Not enough input arguments.'); end
- [N,d] = size(x); % N = number of data, d = dimension of x.
- [N,c] = size(y); % c = dimension of y, i.e. number of outputs.
- insideDeath=1;
- uD=rand(1);
- % INITIALISE H AND P MATRICES:
- % ===========================
- invH=zeros(k(t)+1+d,k(t)+1+d,c);
- P=zeros(N,N,c);
- invHproposal=zeros(k(t)+d,k(t)+d,c);
- Pproposal=zeros(N,N,c);
- for i=1:c,
- invH(:,:,i) = (M'*M + (1/delta(t,i))*eye(k(t)+1+d));
- P(:,:,i) = eye(N) - M*inv(invH(:,:,i))*M';
- end;
- % CHOOSE UNIFORMLY A BASIS FUNCTION TO BE DELETED:
- % ===============================================
- proposalPos= d+1+unidrnd(length(mu{t}(:,1)),1,1);
- if (proposalPos==d+1+k(t)),
- Mproposal = [M(:,1:proposalPos-1)];
- else
- Mproposal = [M(:,1:proposalPos-1) M(:,proposalPos+1:k(t)+d+1)];
- end;
- for i=1:c,
- invHproposal(:,:,i) = (Mproposal'*Mproposal + inv(delta(t,i))*eye(k(t)+d));
- Pproposal(:,:,i) = eye(N) - Mproposal*inv(invHproposal(:,:,i))*Mproposal';
- end;
- % PERFORM A DEATH MOVE:
- % ====================
- ratio= k(t) * sqrt(delta(t,1)) * sqrt((det(invH(:,:,1)))/(det(invHproposal(:,:,1)))) * ((hyper.gamma+y(:,1)'*P(:,:,1)*y(:,1))/(hyper.gamma + y(:,1)'*Pproposal(:,:,1)*y(:,1)))^((hyper.v+N)/2);
- for i=2:c,
- ratio= ratio * sqrt(delta(t,i)) * sqrt((det(invH(:,:,i)))/(det(invHproposal(:,:,i)))) * ((hyper.gamma+y(:,i)'*P(:,:,i)*y(:,i))/(hyper.gamma + y(:,i)'*Pproposal(:,:,i)*y(:,i)))^((hyper.v+N)/2);
- end;
- acceptance = min(1,ratio);
- if (uD<acceptance),
- previousMu = mu{t};
- if (proposalPos==(1+d+1)),
- mu{t+1} = [previousMu(2:k(t),:)];
- elseif (proposalPos==(1+d+k(t))),
- mu{t+1} = [previousMu(1:k(t)-1,:)];
- else
- mu{t+1} = [previousMu(1:proposalPos-1-d-1,:); previousMu(proposalPos-d-1+1:k(t),:)];
- end;
- k(t+1) = k(t)-1;
- M=Mproposal;
- aDeath=aDeath+1;
- else
- mu{t+1} = mu{t};
- k(t+1) = k(t);
- rDeath=rDeath+1;
- M=M;
- end;