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