Appendix of "T-LoHo: A Bayesian Regularization Model for Structured Sparsity and Smoothness on Graphs "

Neural Information Processing Systems 

Step 2. Jointly update (τ,σ Step 1 is motivated by Algorithm 1 of Luo et al. (2021). This type of proposal makes step 1 satisfy detailed balance condition (Green, 1995).

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