Minimize a multivariate function, minimize.
This matlab function finds a (local) minimum of a (nonlinear) multivariate
function. The user must supply a function which returns the value and
partial derivatives wrt all variables. The function uses conjugate
gradients and approximate linesearches based on polynomial interpolation
with Wolfe-Powel conditions.
Gaussian Processes for Regression, gp.
A bunch of programs for regression using Gaussian Processes with a
variety of different parameterised covariance functions.
A simple Kernel Density Estimator, kde.
This matlab function computes a kernel density estimator from a set of
examples, by placing Gaussian kernels (with identical masses) on each
training data point and adjusting the "widths" to maximize the average
leave-one-out log density. In multivariate data, either isotropic or
diagonal covariance matrix Gaussians may be used.