Compilation of few codes written by me and links to codes/toolbox I use a lot.

Self-written codes:

1. Latent Dirichlet Allocation: This is a code written in Matlab to learn an LDA model on a text corpus (BoW format) and employs variational approximation (VA) method for learning. I wrote this code in Matlab to allow anyone to understand LDA easily and quickly run a text corpus through LDA, when I was unable to find an implementation adhering to these requirements. Based on Blei's 03 JMLR paper on LDA. Also includes a quick-way to visualize top-words learned for each topic, demo-scripts and datasets, and source-code comments. Link

Important toolbox

1. Piotr's Image & Video Matlab Toolbox: Most useful toolbox I found till date if you are working with images and esp videos. Great visualization tools. Link
2. PMTK (probabilistic modeling toolkit for Matlab): Written by Murphy, this is the most useful and extensive toolbox (that I found) on probabilistic methods. Moreover it has all the codes implemented in Kevin Murphy's textbook , which is excellent in itself. Link