Code for the paper Two-sample inference for high-dimensional Markov networks by Byol Kim, Song Liu, and Mladen Kolar. arXiv: 1905.00466

The code has been tested with Julia 1.5.4.

Install Julia for your platform: https://julialang.org/downloads/.

You can obtain KLIEPInference using Julia's Pkg REPL-mode (hitting ] as the first character of the command prompt):

(@v1.5) pkg> add https://github.com/mlakolar/KLIEPInference.jl

You will also need to install the following software.

• JLD, Distributions, ProximalBase, CoordinateDescent, StatsBase, PyPlot, IJulia, Revise.

using Pkg; Pkg.add.(["JLD", "Distributions", "ProximalBase", "CoordinateDescent", "StatsBase", "PyPlot", "IJulia", "Revise"])

• GNU Parallel.

You can install this package using sudo apt install parallel.

• Jupyter Notebook.

To install Jupyter Notebook, follow instructions here.

Please read "README" at each experiment folder.