Extended and Unscented Kitchen Sinks
Implements the framework "Extended and Unscented Kitchen Sinks" of Bonilla et al . This carries out approximate posterior inference in models with Gaussian process priors and nonlinear likelihoods. See  for details.
Apache License version 2.0
The only additional package that needs to be installed is nlopt-2.4.2.
The package is written in Matlab and works as is. However, to use the mex version of some files please execute install.m
- To set-up the path you need to execute
mteugpExample.mfor an example