factor.py 文件源码

def mvn_marginalize(mu, cov, query, evidence):
        Q, E = query, evidence
        # Retrieve means.
        muQ = mu[Q]
        muE = mu[E]
        # Retrieve covariances.
        covQ = cov[Q][:,Q]
        covE = cov[E][:,E]
        covJ = cov[Q][:,E]
        covQE = np.row_stack((
            np.column_stack((covQ, covJ)),
            np.column_stack((covJ.T, covE))
        ))
        assert np.allclose(covQE, covQE.T)
        return muQ, muE, covQ, covE, covJ