Searching for patterns in a noisy string/sequence

Matlab Code and explanation of the method.

Fast Nearest Neighbours

Matlab Code and explanation of the method.

BRMLtoolbox

The toolbox is distributed with my textbook and contains routines for inference and learning in graphical models and machine learning, more up to date than the routines below.

The toolbox contains all the routines below and also code for clique matrix decompositions.

Clique Matrices

If you're looking for the code for clique matrix decompositions, please see the BRMLtoolbox.

pPCA with missing data MATLAB software

A full and variational EM treatment of pPCA. The variational method can deal with large amounts of missing data. The method is a simple modification of EM for pPCA. See my lecture notes for an explanation.


Switching Linear Dynamical Systems MATLAB software

Expectation Correction for (smoothed) Inference in Switching Linear Dynamical Systems. See the paper for an explanation of the method.


Gaussian Processes for Classification MATLAB software

See the paper for an explanation of the method.


Stable Directed Belief Propagation in Gaussian DAGs using the auxiliary variable trick MATLAB software

See paper for an explanation of the method.