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. Author manuscript; available in PMC: 2015 Nov 13.

Published in final edited form as: J Mach Learn Res. 2015;16:1035–1062.

Table 4 .

Comparison summaries using Entropy loss (EL) and Frobenius loss (FL) over 50 replications for Model 4.

	Normal		t (DF=5)		t (DF=3)

	EL	FL	EL	FL	EL	FL
CLIME	4.39 (0.02)	8.45 (0.04)	6.06 (0.39)	10.82 (0.43)	10.59 (1.03)	17.35 (1.08)
GLASSO	3.62 (0.02)	6.71 (0.03)	5.57 (0.11)	10.02 (0.14)	11.79 (0.43)	24.06 (1.29)
JOINT	3.68 (0.01)	7.16 (0.03)	5.24 (0.14)	9.56 (0.17)	8.28 (0.37)	13.83 (0.50)
FGL	3.12 (0.01)	5.75 (0.02)	3.85 (0.07)	6.84 (0.11)	7.08 (0.33)	12.26 (0.71)
JEMP	3.50 (0.01)	7.04 (0.02)	4.27 (0.08)	8.17 (0.14)	6.22 (0.29)	11.27 (0.60)