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. Author manuscript; available in PMC: 2017 Apr 1.

Published in final edited form as: Ann Stat. 2016 Apr;44(2):629–659. doi: 10.1214/15-AOS1380

Table 5.

Comparison of statistical performance. “Time” stands for the computational time in second. The numbers in parenthesis are the standard errors.

Method	n = 100, d = 1000
Method	AD	FP	FN	Time
LASSO	2.558 (0.047)	5.700 (0.255)	0 (0)	2.332 (0.108)

GM₁-SCAD	0.526 (0.017)	0.600 (0.084)	0 (0)	4.167 (0.254)

GM₁-MCP	0.543 (0.018)	0.540 (0.073)	0 (0)	4.42 (0.874)

GM₂-SCAD	3.816 (0.104)	18.360 (0.655)	0 (0)	3.968 (0.049)

GM₂-MCP	0.548 (0.019)	0.610 (0.083)	0 (0)	3.916 (0.143)

SparseNet	1.012 (0.086)	5.850 (1.187)	0 (0)	2.154 (0.017)

Ncvreg-SCAD	1.068 (0.061)	9.220 (0.979)	0 (0)	0.733 (0.007)

Ncvreg-MCP	0.830 (0.045)	3.200 (0.375)	0 (0)	0.877 (0.009)

SCAD-LLA₁	0.526 (0.017)	0.600 (0.084)	0 (0)	31.801 (1.533)

MCP-LLA₁	0.543 (0.018)	0.540 (0.073)	0 (0)	28.695 (1.473)

MIPGO-SCAD	0.509 (0.017)	0 (0)	0 (0)	472.673 (97.982)

MIPGO-MCP	0.509 (0.017)	0 (0)	0 (0)	361.460 (70.683)

Oracle	0.509 (0.017)