\subfigure is an undefined control sequence

[Cherubin7th]

The guidelines I found like here say to use \subfigure to create subfigures. However, I get an error when I use it:

Undefined control sequence. \subfigure

Why doesn't it work?

[casutton]

It's most likely that you need to include the subfigure package, i.e. \usepackage{subfigure}. This package should be included into your LaTeX distribution; this isn't to do with the JMLR style file. Hopefully you should be able to find someone local who can give you advice on using LaTeX. I hope this points you in the right direction!