The following toolboxes are versions still under development.
Sparse Graph Modeling
Stochastic Variational Inference in Hidden Markov Models
Stochastic Gradient Hamiltonian Monte Carlo
Modeling the Complex Dynamics and Changing Correlations of Epileptic Events
Multiresolution Gaussian Processes
Hierarchical Latent Dictionaries for Models of Brain Activation
Bayesian Nonparametric Covariance Regression
BNP Covariance Regression Toolbox, Beta Version.