Projects that are tagged with nonparametric bayes.

Logo revrand 0.7.0

by dsteinberg - October 14, 2016, 08:31:02 CET [ Project Homepage BibTeX Download ] 6676 views, 1252 downloads, 3 subscriptions

About: A library of scalable Bayesian generalised linear models with fancy features

  • Ability to set the random state in all random basis functions, optimisers and the generalised linear model
  • Numerous numerical bug fixes
  • small performance optimisations

Logo JMLR GPstuff 4.7

by avehtari - June 9, 2016, 17:45:15 CET [ Project Homepage BibTeX BibTeX for corresponding Paper Download ] 37093 views, 8935 downloads, 3 subscriptions

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About: The GPstuff toolbox is a versatile collection of Gaussian process models and computational tools required for inference. The tools include, among others, various inference methods, sparse approximations and model assessment methods.


2016-06-09 Version 4.7

Development and release branches available at

New features

  • Simple Bayesian Optimization demo


  • Improved use of PSIS
  • More options added to gp_monotonic
  • Monotonicity now works for additive covariance functions with selected variables
  • Possibility to use gpcf_squared.m-covariance function with derivative observations/monotonicity
  • Default behaviour made more robust by changing default jitter from 1e-9 to 1e-6
  • LA-LOO uses the cavity method as the default (see Vehtari et al (2016). Bayesian leave-one-out cross-validation approximations for Gaussian latent variable models. JMLR, accpeted for publication)
  • Selected variables -option works now better with monotonicity


  • small error in derivative observation computation fixed
  • several minor bug fixes

Logo hca 0.63

by wbuntine - April 26, 2016, 15:35:03 CET [ Project Homepage BibTeX BibTeX for corresponding Paper Download ] 19957 views, 3119 downloads, 4 subscriptions

About: Multi-core non-parametric and bursty topic models (HDP-LDA, DCMLDA, and other variants of LDA) implemented in C using efficient Gibbs sampling, with hyperparameter sampling and other flexible controls.


Corrected the new normalised Gamma model for topics so it works with multicore. Improvements to documentation. Added an asymptotic version of the generalised Stirling numbers so it longer fails when they run out of bounds on bigger data.

Logo linearizedGP 1.0

by dsteinberg - November 28, 2014, 07:02:54 CET [ Project Homepage BibTeX BibTeX for corresponding Paper Download ] 2368 views, 518 downloads, 1 subscription

About: Gaussian processes with general nonlinear likelihoods using the unscented transform or Taylor series linearisation.


Initial Announcement on

Logo Nonparametric Sparse Factor Analysis 1

by davidknowles - July 26, 2013, 01:02:02 CET [ Project Homepage BibTeX BibTeX for corresponding Paper Download ] 3238 views, 740 downloads, 1 subscription

About: This is the core MCMC sampler for the nonparametric sparse factor analysis model presented in David A. Knowles and Zoubin Ghahramani (2011). Nonparametric Bayesian Sparse Factor Models with application to Gene Expression modelling. Annals of Applied Statistics


Initial Announcement on

Logo The Infinite Hidden Markov Model 0.5

by jvangael - July 21, 2010, 23:41:24 CET [ BibTeX BibTeX for corresponding Paper Download ] 20207 views, 3517 downloads, 1 subscription

About: An implementation of the infinite hidden Markov model.


Since 0.4: Removed dependency from lightspeed (now using statistics toolbox). Updated to newer matlab versions.

About: Matlab code for performing variational inference in the Indian Buffet Process with a linear-Gaussian likelihood model.


Initial Announcement on