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This is the code for the paper

Expectation Propagation in Linear Regression Models with Spike-and-slab Priors
Jose Miguel Hernandez-Lobato, Daniel Hernandez-Lobato and Alberto Suarez

The folder data contains some synthetic data sampled from the linear regression
model with spike-and-slab priors. The folder methods contains the code for the
proposed EP method (methods/ep), the version of that method that ignores correlations
in the posterior approximation (methods/epf) and the Gibbs sampling approach
(methods/sampling).

Each folder 

methods/ep/
methods/epf/
methods/sampling/

contains the script experiment.R which runs each inference technique on the
synthetic data contained in the folder data. The results of the inference
techniques are stored in the folders

methods/ep/results
methods/epf/results
methods/sampling/results