I found a nice toolbox full of "routines for inference and learning in
graphical models and machine learning" available at
http://www.cs.ucl.ac.uk/staff/d.barber/brml
The draft of the book that explains all the details is also available
for download as of August 2011.
Maybe it will be of help to some of the Sage developers... the code is
for Matlab, compatible with octave, and released as GPL.