Table 1.

Average true discovery rates over 250 simulations. Standard errors are in parentheses

	${\widehat{\Delta }}_{{\tau }_n}$		${\widehat{\Delta }}_{FGL{\tau }_n}$
p	L∞	LF	L∞	LF	${\widehat{\Delta }}_{S{\tau }_n}$
40	77(16)	29(16)	83(12)	27(17)	2(0)
60	76(19)	66(21)	74(19)	65(30)	1(0)
90	66(25)	80(31)	55(26)	12(28)	1(0)
120	48(39)	61(45)	33(25)	1(7)	1(0)

The direct and fused graphical lasso estimators were tuned using (5) and either L1 or LF from (4); ${\widehat{\Delta }}_{{\tau }_n}$: thresholded direct estimator; ${\widehat{\Delta }}_{FGL{\tau }_n}$: thresholded fused graphical lasso estimator; ${\widehat{\Delta }}_{S{\tau }_n}$: thresholded separate estimator.