By-hand code for models and algorithms. An update to the 'Miscellaneous-R-Code' repo.

Multivariate Normal Hermite-Birkhoff Interpolating Splines in Julia

Empirical analysis of the Laplace and neural tangent kernel reproducing kernel Hilbert space (RKHS)

1-D Normal Splines in Julia

Finite-Sample Integral Gaussian Processes

A Bayesian functional regression framework built on RKHS's and reversible jump MCMC.

My PhD thesis: Regression modelling using priors depending on Fisher information covariance kernels (I-priors)

A functional regression framework built on Bayesian inference and RKHS's.

An R package for I-prior regression

Binary and multinomial probit regression using I-priors

Multivariate Normal Hermite-Birkhoff Uniform Smoothing Splines in Julia

Discretized Wasserstein Particle Flows of a MMD-regularized f-divergence functional.

Additive interaction modelling using I-priors

Code repository for the UAI 2020 paper "Active learning of conditional mean embeddings via Bayesian optimisation" by S. R. Chowdhury, R. Oliveira and F. Ramos.