Table 7.

Hamming errors in Experiment 5. The Gram matrix is the population covariance matrix of the FARIMA(0, φ, 0) process with φ = 0.35, and p = 5000. The signals appear in adjacent pairs with opposite signs. CASE is applied with misspecified values ϑ̃ and τ̃_p. The Hamming errors of the lasso are 97.9 and 40.1 for the two settings, respectively.

ϑ = 0.35, τp = 6 sp = 253.7	ϑ̃	0.2	0.25	0.3	0.35	0.4	0.45	0.5
		27.8	24.8	23.2	23.2	24.5	26.3	48.9
	τ̃p	4	5	5.5	6	6.5	7	8
		47.3	30.2	25.3	23.2	23.9	26.9	42.7
ϑ = 0.55, τp = 5 sp = 46.2	ϑ̃	0.4	0.45	0.5	0.55	0.6	0.65	0.7
		21.8	19.0	19.3	19.8	21.7	25.5	25.4
	τ̃p	3	4	4.5	5	5.5	6	7
		23.8	22.2	20.8	19.8	21.0	23.9	29.0