Below is a list of selected software packages and code accompanying publications. For more code, see my GitHub profile.

Code Releases

Preconditioning Kernel Matrices (ICML 2016)
K. Cutajar, M. A. Osborne, J. P. Cunningham, and M. Filippone.
Preconditioning Kernel Matrices.
In Proceedings of ICML 2016.
[pdf] [code]

ULISSE: Unbiased LInear System SolvEr for Scalable GP Inference (2015)
M. Filippone, R. Engler.
Enabling scalable stochastic gradient-based inference for Gaussian processes by employing the Unbiased LInear System SolvEr (ULISSE). arXiv:1501.05427.
[pdf] [code]

Pseudo-Marginal Bayesian Inference for GPs (IEEE TPAMI 2014)
M. Filippone and M. Girolami.
Pseudo-Marginal Bayesian Inference for Gaussian Processes.
IEEE Transactions on Pattern Analysis and Machine Intelligence, 36(11):2214–2226, 2014.
[pdf] [code]

Comparative Evaluation of Stochastic Inference for GPs (Machine Learning 2013)
M. Filippone, M. Zhong, and M. Girolami.
A Comparative Evaluation of Stochastic-based Inference Methods for Gaussian Process Models.
Machine Learning, 93(1):93–114, 2013.
[pdf] [code]