Figure 3. Ledoit-Wolf shrinkage and L₁ based methods yield similar results.

A: The correlation (using ROI pairs and subjects as samples) between the partial covariance quantities resulting from the present Ledoit-Wolf shrinkage based approach and the graphical LASSO approach are presented for varying L1 penalty weights (β) and varying absolute thresholds applied to the Ledoit-Wolf based approach (ρ). Only representative β values are shown as graphical LASSO is computationally expensive. B: Scatter plot illustrating the maximal correlation result (ρ=0 and β=0.10) between the two techniques. C: Same as B, but β=0.12 which was determined by cross-validation.