R Packages

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

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

Python notebooks

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"