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. Author manuscript; available in PMC: 2016 Feb 11.
Published in final edited form as: Ann Appl Stat. 2010 Jun;4(2):764–790. doi: 10.1214/09-AOAS314

Table 2.

Mean MSE with standard errors over 50 datasets of dimension 100 × 10 with 10% missing values simulated under the matrix-variate normal with covariances given in Section 5.1. The TRCM one-step approximation with L2 : L1 and L2 : L2 penalties was used as well as the SVD and k-nearest neighbor imputation. Parameters were chosen for all methods via 5-fold cross validation. Best performing methods are given in bold.

TRCMAimpute Others
L2 : L1 L2 : L2 SVD KNN
Σ1, Δ1 0.8227 (0.019) 0.7072 (0.016) 1.075 (0.024) 0.6971 (0.018)
Σ2, Δ2 1.019 (0.15) 0.9441 (0.13) 1.306 (0.23) 1.057 (0.17)
Σ3, Δ3 0.9372 (0.047) 0.841 (0.042) 1.121 (0.05) 0.9241 (0.042)
Σ4, Δ4 0.7044 (0.059) 0.6148 (0.049) 0.9751 (0.074) 1.118 (0.089)