Table 5.
Performance measures for L 0 regularized regression for graphical structure detection over 100 simulations, where values in the parenthesis are the standard deviations.
| Band 1 | Band 2 | |||||
|---|---|---|---|---|---|---|
| AIC | AUC | FDR (%) | FNR (%) | AUC | FDR (%) | FNR (%) |
| n = 50 | .95 (±.01) | .29 (±.08) | 9.4 (±2.6) | .82 (±.01) | .10 (±.05) | 36.7 (±1.5) |
| 100 | .99 (±.005) | .20 (±.06) | 1.2 (±1.1) | .84 (±.01) | .11 (±.04) | 32.7 (±1.9) |
| 200 | .999 (±.0003) | .20 (±.05) | 0 (±0) | .93 (±.01) | .11 (±.04) | 14.2 (±2.4) |
|
| ||||||
| BIC | AUC | FPR (%) | FNR (%) | AUC | FPR (%) | FNR (%) |
|
| ||||||
| n = 50 | .90 (±.02) | .10 (±.05) | 20 (±3.6) | .803 (±.008) | .02 (±.02) | 39.3 (±1.5) |
| 100 | .991 (±.007) | .03 (±.03) | 1.8 (±1.3) | .83 (±.01) | .03 (±.02) | 34.9 (±1.6) |
| 200 | .9999 (±.0005) | .01 (±.01) | .01 (±.10) | .82 (±.01) | .03 (±.02) | 36.7 (±1.8) |
|
| ||||||
| L 1 | AUC | FPR (%) | FNR (%) | AUC | FPR (%) | FNR (%) |
|
| ||||||
| n = 50 | .91 (±.03) | 3.5 (±.05) | 11 (±3.6) | 0.77 (±.01) | 5.3 (±.07) | 40.9 (±.62) |
| 100 | .99 (±.003) | 1.52 (±.22) | .33 (±.67) | 0.78 (±.007) | 7.1 (±1.4) | 36.3 (±1.1) |
| 200 | .99 (±.003) | 1.21 (±.07) | .45 (±.53) | 0.79 (±.01) | 8.1 (±.57) | 34.0 (±1.4) |