Code

Check out our github directory

ProjectB (MSc project by D Ulmasov): User interface for Bayesian optimization toolbox pybo

PILCO:
Code, User Manual, Website

Rauch-Tung-Striebel Smoothers (EKS, UKS, CKS, Gibbs-RTSS):
Code

GP-RTSS Smoothing in Gaussian process dynamical systems:
Code

GPDP: Gaussian process dynamic programming:
Code, requires additionally the 2007-version of Carl Rasmussen’s gpml package