Table 1.
Simulation under the homogeneity model. In each cell, the first row is the number of true positives (standard deviation), and the second row is the model size (standard deviation).
| Correlation | nm | MCP | 2-norm gMCP | 1-norm gMCP | composite MCP |
|---|---|---|---|---|---|
| Autoregressive ρ = 0.2 | 50 | 1.5 (1.1) | 16.2 (5.9) | 2.9 (3.3) | 1.7 (2.0) |
| 3.7 (2.3) | 19.9 (9.4) | 9.2 (11.4) | 3.6 (4.1) | ||
| 100 | 8.9 (2.5) | 33.6 (4.0) | 19.7 (4.7) | 14.6 (4.0) | |
| 13.1 (4.5) | 35.4 (4.9) | 62.1 (25.4) | 25.1 (8.0) | ||
| 200 | 24.0 (2.5) | 39.8 (0.8) | 35.0 (1.4) | 31.2 (2.6) | |
| 27.1 (3.6) | 40.8 (2.0) | 154.1 (24.6) | 49.4 (8.4) | ||
|
| |||||
| Autoregressive ρ = 0.7 | 50 | 5.3 (2.2) | 11.4 (2.8) | 15.3 (2.3) | 7.3 (1.7) |
| 6.5 (2.7) | 11.6 (2.8) | 37.0 (8.8) | 9.1 (2.2) | ||
| 100 | 10.5 (1.9) | 13.0 (3.2) | 26.7 (2.5) | 9.7 (1.5) | |
| 11.1 (2.2) | 13.0 (3.2) | 75.6 (17.5) | 10.8 (2.1) | ||
| 200 | 13.0 (1.6) | 18.2 (4.1) | 33.7 (1.7) | 13.0 (2.2) | |
| 13.4 (1.7) | 18.3 (4.3) | 122.5 (21.6) | 14.3 (2.8) | ||
|
| |||||
| Banded scenario 1 | 50 | 2.3 (1.3) | 17.7 (5.6) | 4.6 (3.4) | 3.1 (2.3) |
| 5.2 (2.3) | 21.3 (7.2) | 13.9 (13.9) | 5.9 (4.8) | ||
| 100 | 10.0 (3.3) | 29.6 (4.2) | 21.9 (3.5) | 15.0 (3.1) | |
| 13.0 (4.1) | 29.9 (4.4) | 70.0 (20.4) | 24.3 (6.5) | ||
| 200 | 23.1 (2.2) | 37.4 (3.2) | 35.2 (1.8) | 27.3 (2.5) | |
| 25.6 (3.2) | 37.5 (3.3) | 147.2 (30.8) | 39.3 (6.7) | ||
|
| |||||
| Banded scenario 2 | 50 | 4.6 (1.8) | 13.0 (4.1) | 11.9 (4.0) | 6.0 (2.5) |
| 6.4 (2.7) | 13.3 (4.2) | 30.1 (14.9) | 8.4 (3.7) | ||
| 100 | 11.0 (2.0) | 15.4 (3.9) | 24.4 (2.6) | 10.7 (1.6) | |
| 12.4 (2.5) | 15.5 (4.1) | 71.0 (16.9) | 13.7 (3.0) | ||
| 200 | 15.1 (1.8) | 21.0 (4.8) | 33.1 (2.0) | 14.8 (1.9) | |
| 15.8 (2.3) | 21.9 (5.1) | 126.2 (25.5) | 19.4 (4.2) | ||