Fig. 1.

Averaged ||Λ̂ − Λ|| by projected-PCA (PPCA, red solid) and regular PC (dashed blue) and ||Ĝ − G₀||, ||Γ̂ − Γ|| by PPCA over 500 repetitions. Left panel:||_·||_max, right panel: ${\Vert .\Vert }_F/\sqrt{p}$.