Software

My Util directory (zip) as of Feb. 3 2011
GPML+ (zip) as of Feb. 7 2011. Carl Rasmussen's gpml 2.0 package plus my extensions
GPCP (from ICML 2010) (zip) as of Feb. 3 2011
BOCPD code from NIPS 2009 workshop (zip)
GPIL code from AISATS 2010 as of May 14 2011. Updated version allowing for linear component and other features on the way.
UKF-L code from MLSP 2010 as of May 18 2011.
Code and data used in thesis. September 17 2011. All dependencies included in zip file: Util, GPML, etc. It is assumed that the working directory is papers/Thesis/figures/source. Run addallpaths.m before running code.

Please cite the relevant publications when using these packages.
For GPCP:
@INPROCEEDINGS{Saatci2010,
author = {Yunus Saat\c{c}i and Ryan Turner and Carl Edward Rasmussen},
title = {{G}aussian Process Change Point Models},
booktitle = {Proceedings of the 27th International Conference on Machine Learning},
year = {2010},
pages = {927--934},
address = {Haifa, Israel},
month = {June}
}
For NIPS 2009 BOCPD cite:
@INPROCEEDINGS{Turner2009,
author = {Ryan Turner and Yunus Saat\c{c}i and Carl Edward Rasmussen},
title = {Adaptive Sequential {B}ayesian Change Point Detection},
booktitle = {Temporal Segmentation Workshop at NIPS 2009},
year = {2009},
editor = {Zaid Harchaoui},
address = {Whistler, BC, Canada},
month = {December},
url = {http://mlg.eng.cam.ac.uk/rdturner/BOCPD.pdf}
}
ċ
MLSP2010UKF.zip
(54k)
Ryan Turner,
Aug 23, 2015, 3:34 PM
ċ
ThesisCodeAndData.zip
(1782k)
Ryan Turner,
Aug 23, 2015, 3:35 PM
ċ
aistats2010.zip
(24k)
Ryan Turner,
Aug 23, 2015, 3:34 PM
ċ
bocpdWithGP.zip
(112k)
Ryan Turner,
Aug 23, 2015, 3:34 PM
ċ
bocpd_nips_2009.zip
(5846k)
Ryan Turner,
Aug 23, 2015, 3:34 PM
ċ
gpmlPlus.zip
(58k)
Ryan Turner,
Aug 23, 2015, 3:34 PM
ċ
utilForSite.zip
(149k)
Ryan Turner,
Aug 23, 2015, 3:35 PM
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