Figure 1.

Receiver operating characteristic curves for support recovery of ${\Delta }_0={\Sigma }_Y^{-1}-{\Sigma }_X^{-1}$; solid line: thresholded direct estimator; dashed line: thresholded fused graphical lasso estimator with λ₁ = 0; dotted line: fused graphical lasso estimator with λ₁ = 0 · 1