Code for "Doubly Stochastic Variational Bayes for non-Conjugate Inference"

• Code and demos for DSVI.

Code for "Overlapping Mixtures of Gaussian Processes for the data association problem"

• Code and demo for OMGP, check also included notes.

Code for "A Bayesian Approach to Tracking with Kernel Recursive Least-Squares"

• Code and usage demo for the KRLS Tracker, including several pruning methods:
  • KL divergence using marginals only
  • Full KL divergence (expensive!)
  • MSE at the dictionary bases (fast, default option, described in the paper)
  • Integrated MSE at the whole input space (analytic for Gaussian kernel, expensive)
  • RKHS norm of the error

Code for "Variational Heteroscedastic Gaussian Process Regression"

• Code and demo for VHGP, including a volatility example.

Code for "Inter-Domain Gaussian Processes"

• Coming soon, in both FITC and VAR flavours.

Code for "Marginalized Neural Networks Mixtures for Large-Scale Regression"

• Code for sparse regression: MNN, MNNmix and FITC+ARD NN.
• Regression datasets used in the paper.

Code for "Sparse Spectrum Gaussian Process Regression"

• Code for SSGP regression.
• Tutorial on simple usage of the SSGP code.
• Tutorial on advanced usage of the SSGP code.
• Regression datasets used in the paper.