add-gp-bandits
A matlab implementation of additive upper confidence bound methods in Gaussian process bandits. The additive model is especially useful for high dimensional Bayesian Optimisation.
Citation: High Dimensional Bayesian Optimisation and Bandits via Additive Models , ICML 2015.


gp-parallel-ts
A python implementation of parallelised Bayesian optimisation using Thompson sampling. We provide implementations of both the synchronous and asynchronous versions along with experimental set ups in synthetic settings where the evaluation time is modeled as a random variable.
Citation: Asynchronous Parallel Bayesian Optimisation via Thompson Sampling , Arxiv 2017.


if-estimators
A matlab library for estimating various information theoretic quantities such as the Shannon/Renyi/Tsallis entropies, divergences, mutual informations and their conditional versions. Our estimators are also available in the ITE Toolbox.
Citation: Nonparametric Von Mises Estimators for Entropies, Divergences and Mutual Informations , NIPS 2015.


local-poly-reg
A matlab library for locally polynomial regression methods (including Nadaraya Watson) using the Gaussian and Legendre kernels.
Citation: Additive Approximations in High Dimensional Nonparametric Regression via the SALSA , ICML 2016.


mf-gp-ucb
A matlab implementation of multi-fidelity Bayesian optimisation using Gaussian processes.
Citation: Gaussian Process Bandit Optimisation with Multi-fidelity Evaluations , NIPS 2016.


nphmm
A matlab library for estimating nonparametric hidden Markov models. We use Chebfun to compute functional SVDs using Chebyshev polynomials.
Citation: Estimating HMMs with Nonparametric Emissions via Spectral Decompositions of Continuous Matrices , NIPS 2016.


salsa
A matlab implementation of kernel ridge regression using additive kernels.
Citation: Additive Approximations in High Dimensional Nonparametric Regression via the SALSA , ICML 2016.