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. Author manuscript; available in PMC: 2016 Mar 1.
Published in final edited form as: J Multivar Anal. 2015 Mar 1;135:153–162. doi: 10.1016/j.jmva.2014.11.005

Table 1.

Comparison of average losses of SCIO, SCIOcv, CLIME, and glasso over 100 simulation runs. The best performance is highlighted in bold. All standard errors of the results are smaller than 0.1.

Spectral Norm
p Decay Sparse Block
SCIO SCIOcv CLIME glasso SCIO SCIOcv CLIME glasso SCIO SCIOcv CLIME glasso
50 10.00 11.24 11.62 12.10 2.73 4.03 5.70 3.86 7.24 9.55 8.03 9.61
100 11.89 12.68 12.29 13.11 4.51 5.57 6.54 5.70 9.63 9.78 9.13 9.77
200 12.88 13.46 12.91 13.84 7.93 8.31 8.43 8.48 9.88 9.85 10.05 9.83
400 13.63 13.87 14.09 14.07 10.88 11.60 11.63 11.11 9.92 9.91 10.31 9.87
800 14.13 14.05 14.10 14.71 15.58 15.48 15.60 16.08 9.96 9.95 10.01 10.63
1600 14.15 14.12 14.12 14.83 20.94 20.90 20.94 21.61 9.97 9.96 10.15 10.68
Frobenius Norm
p Decay Sparse Block
SCIO SCIOcv CLIME glasso SCIO SCIOcv CLIME glasso SCIO SCIOcv CLIME glasso
50 16.22 18.54 19.25 20.18 6.71 7.95 12.66 8.14 16.10 20.98 17.58 21.68
100 27.48 29.58 28.40 30.92 12.93 14.84 18.48 14.91 30.83 31.02 28.72 31.15
200 42.93 45.12 42.80 47.00 24.34 24.67 26.60 26.11 44.49 44.23 44.92 44.19
400 65.61 66.60 68.65 68.10 36.65 38.99 40.67 37.76 62.91 62.73 65.38 62.54
800 97.52 96.09 97.25 102.67 59.08 57.55 59.97 66.30 88.98 88.78 88.63 96.42
1600 138.09 136.90 137.74 147.11 83.85 82.87 84.50 96.90 125.85 125.64 125.41 137.27