I was wondering if anyone has done any work on Gaussian process factor analysis in julia? I'm interested in the techniques in this paper:
1. Yu, B. M. *et al.* Gaussian-process factor analysis for low-dimensional single-trial analysis of neural population activity. *Journal of Neurophysiology* *102,* 614–635 (2009). There is already a matlab implementation here: http://homepage.tudelft.nl/19j49/Matlab_Toolbox_for_Dimensionality_Reduction.html but it would nice to have a pure julia implementatin as well. I'm aware of the discussion here: https://groups.google.com/d/msg/julia-users/aBJIcjwqzCM/vF5-fXPrWhsJ about porting other parts of the same toolbox, so if I'm going to do this myself, I'll work straight from the original paper to avoid licensing issues.
