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
- Examples/ folder contains the codes to run the three examples in the paper, and one iteration of simulation.
- R/ folder contains the source codes.
The code to implement GGL and FGL are adapted from the R package JGL by Patrick Danaher.