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Quantitative comparison between F-APISTA and PCDA. We see that F-APISTA and PCDA attain similar timing results. But PCDA achieves worse statistical performance than F-APISTA in both support recovery and parameter estimation.
| Method | ‖θ̂−θ*‖2 | ‖θ̂𝒮‖0 | ‖θ̂𝒮c‖0 | Correct Selection | Timing |
|---|---|---|---|---|---|
| F-APISTA | 0.8001(0.9089) | 2.801(0.5123) | 0.890(2.112) | 667/1000 | 0.0181(0.0025) |
| PCDA | 1.1275(1.2539) | 2.655(0.7051) | 1.644(3.016) | 517/1000 | 0.0195(0.0021) |
