(The SDA Estimator) Plots of the rescaled sample size n/(s log(p)) versus the Hamming distance between T̂ and T for equal correlation matrix ΣTT with ρ = 0.1 (averaged over 200 simulation runs). Each subfigure shows three curves, corresponding to the problem sizes p ∈ {100, 200, 300}. The first subfigure corresponds to the fractional power sparsity regime, s = 2p0.45, the second subfigure corresponds to the sublinear sparsity regime s = 0.4p/log(0.4p), and the third subfigure corresponds to the linear sparsity regime s = 0.4p. Vertical lines denote a scaled sample size at which the support set T is recovered correctly.