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Software for Flexible Bayesian Modelling by Radford Neal

http://www.cs.utoronto.ca/~radford/fbm.software.html Supports Bayesian regression and classification based on neural networks, Gaussian processes and mixture models using a variety of Markov chain sampling methods. Software for Flexible Bayesian Modeling and Markov Chain Sampling This software supports Bayesian regression and classification models based on neural networks and Gaussian processes, and Bayesian density estimation and clustering using mixture models and Dirichlet diffusion trees. It also
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Bayesian Analysis > Software Software   for   Flexible   Bayesian   Modeling   and   Markov   Chain   Sampling

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Other links at Bayesian Analysis > Software
Fortran/S-plus software for nonstationary time series analysis and autoregression component models and the BATS software for the book "Applied Bayesian Forecasting and Time Series Analysis".
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Supports Bayesian regression and classification based on neural networks, Gaussian processes and mixture models using a variety of Markov chain sampling methods.
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