kl_static.m

Nonlinear dynamical factor analysis Matlab package

function kl_static = kl_static(params),
% KL_STATIC  Returns the static part of the Kullback-Leibler divergence
%
%  kl_static = KL_STATIC(params),

%kl_param(net.w2, probdist(0), params.net.w2var, 1);
%kl_param(net.b1, params.hyper.net.b1.mean, params.hyper.net.b1.var);
%kl_param(net.b2, params.hyper.net.b2.mean, params.hyper.net.b2.var);
%kl_param(net.w1, probdist(0), probdist(0)) + ..
%kl_param(tnet.w2, probdist(0), params.tnet.w2var, 1);
%kl_param(tnet.b1, params.hyper.tnet.b1.mean, ...
%	 params.hyper.tnet.b1.var);
%kl_param(tnet.b2, params.hyper.tnet.b2.mean, ...
%	 params.hyper.tnet.b2.var);
%kl_param(tnet.w1, probdist(0), probdist(0));

kl_static = ...
    kl_param(params.net.w2var, params.hyper.net.w2var.mean, ...
	     params.hyper.net.w2var.var) + ...
    kl_param(params.noise, params.hyper.noise.mean, ...
	     params.hyper.noise.var) + ...
    kl_param(params.src, params.hyper.src.mean, params.hyper.src.var) + ...
    kl_param(params.hyper.net.w2var.mean, params.prior.net.w2var.mean.mean, ...
	     params.prior.net.w2var.mean.var) + ...
    kl_param(params.hyper.net.w2var.var, params.prior.net.w2var.var.mean, ...
	     params.prior.net.w2var.var.var) + ...
    kl_param(params.hyper.noise.mean, params.prior.noise.mean.mean, ...
	     params.prior.noise.mean.var) + ...
    kl_param(params.hyper.noise.var, params.prior.noise.var.mean, ...
	     params.prior.noise.var.var) + ...
    kl_param(params.hyper.src.mean, params.prior.src.mean.mean, ...
	     params.prior.src.mean.var) + ...
    kl_param(params.hyper.src.var, params.prior.src.var.mean, ...
	     params.prior.src.var.var) + ...
    kl_param(params.hyper.net.b1.mean, params.prior.net.b1.mean.mean, ...
	     params.prior.net.b1.mean.var) + ...
    kl_param(params.hyper.net.b1.var, params.prior.net.b1.var.mean, ...
	     params.prior.net.b1.var.var) + ...
    kl_param(params.hyper.net.b2.mean, params.prior.net.b2.mean.mean, ...
	     params.prior.net.b2.mean.var) + ...
    kl_param(params.hyper.net.b2.var, params.prior.net.b2.var.mean, ...
	     params.prior.net.b2.var.var) + ...
    kl_param(params.tnet.w2var, params.hyper.tnet.w2var.mean, ...
	     params.hyper.tnet.w2var.var) + ...
    kl_param(params.hyper.tnet.w2var.mean, ...
	     params.prior.tnet.w2var.mean.mean, ...
	     params.prior.tnet.w2var.mean.var) + ...
    kl_param(params.hyper.tnet.w2var.var, params.prior.tnet.w2var.var.mean, ...
	     params.prior.tnet.w2var.var.var) + ...
    kl_param(params.hyper.tnet.b1.mean, params.prior.tnet.b1.mean.mean, ...
	     params.prior.tnet.b1.mean.var) + ...
    kl_param(params.hyper.tnet.b1.var, params.prior.tnet.b1.var.mean, ...
	     params.prior.tnet.b1.var.var) + ...
    kl_param(params.hyper.tnet.b2.mean, params.prior.tnet.b2.mean.mean, ...
	     params.prior.tnet.b2.mean.var) + ...
    kl_param(params.hyper.tnet.b2.var, params.prior.tnet.b2.var.mean, ...
	     params.prior.tnet.b2.var.var);