Table 3.
Simulation results of the support recovery for homogeneous models based on 50 replications. Specifically, the performance is measured by misspecification rate, specificity, sensitivity (recall rate), precision and the Matthews correlation coefficient with all the values multiplied by 100. Numbers in parentheses are the simulation standard deviations.
| (p, q, n) | Method | MISR | SPE | SEN | PRE | MCC | |
|---|---|---|---|---|---|---|---|
| Model 1 | (200, 200, 200) | GLASSO | 35(1) | 65(1) | 37(2) | 2(0) | 1(1) |
| cGLASSO | 25(6) | 76(6) | 64(7) | 6(1) | 8(1) | ||
| CAPME | 2(0) | 100(0) | 4(1) | 96(1) | 21(1) | ||
| ANTAC | 2(0) | 100(0) | 4(0) | 88(8) | 18(2) | ||
| Model 2 | (200, 100, 300) | GLASSO | 43(0) | 57(0) | 51(2) | 3(0) | 3(1) |
| cGLASSO | 5(0) | 97(0) | 47(1) | 25(1) | 32(1) | ||
| CAPME | 4(0) | 97(0) | 56(1) | 29(1) | 39(1) | ||
| ANTAC | 2(0) | 100(0) | 22(1) | 97(2) | 46(1) | ||
| Model 3 | (800, 200, 200) | GLASSO | 19(1) | 81(1) | 19(1) | 1(0) | 0(0) |
| cGLASSO | 1(0) | 100(0) | 0(0) | 100(0) | 2(0) | ||
| CAPME | 1(0) | 100(0) | 0(0) | 0(0) | 0(0) | ||
| ANTAC | 1(0) | 100(0) | 7(0) | 71(2) | 22(1) |