. Author manuscript; available in PMC: 2015 Jan 8.

Published in final edited form as: Ann Stat. 2014 May 20;42(3):872–917. doi: 10.1214/13-AOS1202

Table 4. FGMM for weak minimal signal β₄ = −0.5, β₅ = 0.1.

	p = 50	m = 10		p = 200	m = 50
	λ = 0.05	λ = 0.1	λ = 0.5	λ = 0.05	λ = 0.1	λ = 0.5
MSE_S	0.128 (0.020)	0.107 (0.000)	0.118 (0.056)	0.138 (0.061)	0.125 (0.074)	0.238 (0.154)
MSE_N	0.155 (0.054)	0.097 (0.000)	0.021 (0.033)	0.134 (0.052)	0.108 (0.043)	0.084 (0.062)
TP	4.12 (0.327)	4 (0)	4 (0)	4.04 (0.281)	3.98 (0.141)	3.8 (0.402)
FP	4.93 (1.578)	5 (0)	2.08 (0.367)	4.72 (1.198)	4.3 (0.948)	1.95 (1.351)

Table 4. FGMM for weak minimal signal β4 = −0.5, β5 = 0.1.