Software Codes
Probabilistic Multiple Kernel Learning
Variational Bayes Probabilistic Multiple Kernel Learning
Here you will find software from my thesis that includes a kernelized GLM classifier
that can handle multiple kernels (VBpMKL) and employs a variational Bayes approximation to the joint parameter posterior (can also be employed as a great single-kernel probabilistic classifier).
Multiclass Relevance Vector Machines
Also in the same link you can find matlab codes for multiclass (and multi-kernel) Relevance Vector Machines a.k.a mRVMs and Jason Marcell has released some C++ codes for these here.
STEM & AdaSTEM
Adaptive Spatio-Temporal Exploratory Models
Here you will find R codes implementing STEM and AdaSTEM