Fig. 4.

Averaged ||Ĝ − G₀||_max and ${\Vert \widehat{\mathbf{G}}-{\mathbf{G}}_0\Vert }_F/\sqrt{p}$ over 500 repetitions. PPCA, PC and SLS respectively represent projected-PCA, regular PCA and sieve least squares with known factors: Design 2. Here Γ = 0, so Λ = G₀. Upper two panels: p grows with fixed T; bottom panels: T grows with fixed p.