regMMD - Robust Regression and Estimation Through MMD Minimization (written with Mathieu Gerber), doc

MMDCopula - Estimation of Copula via MMD (written with Alexis Derumigny, Badr-Eddine Chérief-Abdellatif and Jean-David Fermanian), doc

ISBF - Iterative Selection of Blocks of Features for regression estimation with L2 loss, doc

pacbpred - PAC-Bayesian Estimation and Prediction in Sparse Additive Models (written by Benjamin Guedj), doc

PACVB - VB Approximations of Gibbs Classifiers with Hinge Losses for Classification and Ranking (written by James Ridgway), doc

nmfem - NMF-EM algorithm for reduction of dimension in mixture models (written by Léna Carel), doc

TrendTM - Trend of High-Dimensional Time Series Matrix Estimation (written by Emilie Lebarbier, Nicolas Marie and Amélie Rosier, I am not involved at all in the development of this package but it implements the estimator studied in our joint paper with Nicolas Marie, EJS 2019), doc

VB for mixtures - A notebook written by Badr-Eddine Chérief-Abdellatif for our paper "Consistency of Variational Bayes Inference for Estimation and Model Selection in Mixtures"