This repo contains all the (Matlab) code required to recreate the results in
Stochastic gradient variational Bayes for gamma approximating distributions, David A. Knowles http://arxiv.org/abs/1509.01631
cd to the main directory, run setup_paths.m and then take a look in scripts/.
setup_paths.m gives a summary of the contents of each directory.
The EPM MCMC code is from Mingyuan Zhou's repo: https://github.com/mingyuanzhou/EPM
The sparse PCA code is from: http://www2.imm.dtu.dk/projects/spasm/