implements the adaptive sparse linear model using Figueiredo's EM algorithm for adaptive sparsity (Jeffreys prior) and the adaptively sparse gaussian graphical model using Wong's parameter-free algorithm.
Figueiredo, M.A.T.; , “Adaptive sparseness for supervised learning”, Pattern Analysis and Machine Intelligence, IEEE Transactions on , vol.25, no.9, pp. 1150- 1159, Sept. 2003
Wong, Eleanor, Suyash Awate, and P. Thomas Fletcher. “Adaptive Sparsity in Gaussian Graphical Models.”In Proceedings of the 30th International Conference on Machine Learning (ICML-13), pp. 311-319. 2013.