. Author manuscript; available in PMC: 2015 May 26.

Published in final edited form as: Biometrika. 2014 May 12;101(2):253–268. doi: 10.1093/biomet/asu009

Table 2.

Average estimation errors in Frobenius norm over 250 simulations. Standard errors are in parentheses

	$\hat{Δ}$		${\hat{Δ}}_{F G L}$
p	L_∞	L_F	L_∞	L_F	${\hat{Δ}}_{S}$
40	1·67(0·13)	1·46(0·22)	1·72(0·06)	1·50(0·15)	12·96(0·78)
60	1·68(0·07)	1·62(0·11)	1·68(0·05)	1·69(0·06)	28·45(2·01)
90	1·68(0·04)	1·71(0·03)	1·68(0·03)	1·72(0·03)	57·30(2·75)
120	1·55(0·02)	1·55(0·01)	1·54(0·02)	1·55(0·00)	102·84(4·06)

The direct and fused graphical lasso estimates were tuned using (5) with either L_∞ or L_F from (4); $\hat{Δ}$ : direct estimator; ${\hat{Δ}}_{F G L}$ : fused graphical lasso estimator; ${\hat{Δ}}_{S}$ : separate estimator.