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Codes for the ICML 2019 paper "Bayesian Joint Spike-and-Slab Graphical Lasso"
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Examples
R
README.md

README.md

SSJGL

Replication codes for the paper

Zehang Richard Li, Tyler H. McCormick, and Samuel J. Clark. "Bayesian joint spike-and-slab graphical lasso", International Conference on Machine Learning, 2019

In this repo

  • Examples/ folder contains the codes to run the three examples in the paper, and one iteration of simulation.
  • R/ folder contains the source codes.

Acknowledgement

The code to implement GGL and FGL are adapted from the R package JGL by Patrick Danaher.

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