Table 1.
Hamming errors in Experiment 1a. It is a change-point model with p = 5000. The tuning parameters for CASE are set from the true (sp, τp), and the tuning parameters of other methods are set to minimize the Hamming error.
| ϑ | sp | τp | ||||||
|---|---|---|---|---|---|---|---|---|
| 4.0 | 4.5 | 5.0 | 5.5 | 6.0 | 6.5 | |||
| 0.3 | 338.4 | CASE | 105.8 | 63.9 | 37.6 | 18.5 | 8.9 | 4.8 |
| lasso | 371.7 | 370.0 | 371.5 | 370.1 | 371.5 | 369.8 | ||
| SCAD | 370.6 | 368.3 | 370.5 | 368.2 | 369.3 | 369.2 | ||
| MCP | 374.0 | 372.1 | 374.3 | 372.5 | 373.6 | 373.1 | ||
| SaRa | 175.6 | 144.0 | 107.8 | 73.7 | 49.0 | 32.3 | ||
| 3.0 | 3.5 | 4.0 | 4.5 | 5.0 | 5.5 | |||
| 0.45 | 108.3 | CASE | 50.1 | 35.5 | 26.3 | 20.0 | 12.8 | 6.2 |
| lasso | 103.2 | 104.1 | 103.8 | 103.8 | 104.9 | 104.3 | ||
| SCAD | 101.8 | 102.7 | 102.1 | 102.0 | 102.9 | 102.5 | ||
| MCP | 103.7 | 104.7 | 104.4 | 104.3 | 105.4 | 104.8 | ||
| SaRa | 78.9 | 72.0 | 66.2 | 63.4 | 61.9 | 60.4 | ||
| 3.0 | 3.5 | 4.0 | 4.5 | 5.0 | 5.5 | |||
| 0.6 | 30.2 | CASE | 14.4 | 11.1 | 8.9 | 6.7 | 5.0 | 3.9 |
| lasso | 29.3 | 29.2 | 29.3 | 29.7 | 27.7 | 29.3 | ||
| SCAD | 27.7 | 27.7 | 27.9 | 27.4 | 26.1 | 27.1 | ||
| MCP | 29.8 | 29.8 | 29.8 | 30.2 | 28.4 | 29.8 | ||
| SaRa | 20.4 | 17.0 | 13.6 | 10.9 | 8.6 | 6.8 | ||
| 3.0 | 3.5 | 4.0 | 4.5 | 5.0 | 5.5 | |||
| 0.75 | 8.4 | CASE | 3.5 | 2.9 | 2.4 | 1.8 | 1.6 | 1.3 |
| lasso | 8.2 | 8.3 | 8.5 | 8.8 | 8.0 | 8.5 | ||
| SCAD | 6.8 | 7.0 | 7.0 | 6.9 | 6.6 | 6.6 | ||
| MCP | 8.7 | 8.8 | 9.1 | 9.2 | 8.7 | 9.1 | ||
| SaRa | 5.2 | 4.5 | 3.8 | 3.0 | 2.4 | 2.0 | ||