GEP is an inference algorithm based on PMCMC for the Gamma-Exponential Process (GEP) and Hierarchical GEP (HGEP) models, described in our NIPS 2011 paper. Alpha-release-0 contains the source code and java executable class files. The tool is currently in alpha version and is not yet ready for day-to-day usage, but we are working on releasing a more user-friendly version.
Please use the following citation if you use the software: Ardavan Saeedi and Alexandre Bouchard-Côté. (2011) Priors over Recurrent Continuous Time Processes. Advances in Neural Information Processing Systems 24 (NIPS).