MATLAB software on sampling in Gaussian processes using control
variables . First (very basic) version
of the control points algorithm described in the
paper: Efficient Sampling for Gaussian Process Inference
using Control Variables, NIPS 2009.
The software requires the minimize.m function
of C. Rasmussen.
Software on sparse variational GPs is coming
soon.
Code for variational
sparse linear models. Based on the paper:
Spike and Slab Variational Inference
for Multi-Task and Multiple Kernel Learning, NIPS, 2012.
It can deal with: sparse linear regression; sparse factor
analysis and PCA; multi-output Gaussian process regression
and more.