Figure 3.

Selection performances of state-of-the-art approaches and proposed calibrated stability selection graphical LASSO models. We show the median, quartiles, minimum, and maximum $F_1$-score of graphical LASSO models calibrated using the BIC, EBIC, StARS, and stability selection graphical LASSO models calibrated via error control (MB or SS) or using the proposed stability score (red). Models are applied on 1,000 simulated datasets with $p=100$ variables following a multivariate Normal distribution corresponding to a random graph structure ($\nu =0.02$). Performances are estimated in low ($n=2p=200$, a), intermediate ($n=p=100$, b), and high ($n=p/2=50$, c) dimensions.