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. Author manuscript; available in PMC: 2018 Jan 1.
Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2016 Apr 14;79(1):247–265. doi: 10.1111/rssb.12166

Table 3.

Simulation results of Lasso, R-Lasso and RA-Lasso under heteroscedastic model (7.2).

Lasso R-Lasso RA-Lasso RGA,L RGA,R
N(0, 4) L2 loss 4.60 4.34 4.60 1.00 0.93
L1 loss 27.16 27.14 27.15 1.00 1.00
FP, FN 48.78, 0.10 58.25, 0.27 48.78, 0.10
2t3 L2 loss 8.08 6.71 6.70 1.26 1.01
L1 loss 41.16 42.76 38.52 1.08 1.12
FP, FN 55.33, 0.67 71.67, 0.33 45.33, 0.33
MixN L2 loss 6.26 6.54 6.25 1.00 1.06
L1 loss 41.26 46.95 39.25 1.06 1.23
FP, FN 65.98, 0.34 80.30, 0.32 58.80 0.34
LogNormal L2 loss 10.86 9.19 8.48 1.43 1.13
L1 loss 57.52 57.18 53.20 1.10 1.09
FP, FN 29.70, 5.70 54.10, 2.00 54.30, 1.50
Weibull L2 loss 7.40 8.81 5.53 1.53 1.92
L1 loss 40.95 47.82 34.65 1.23 1.48
FP, FN 38.87,0.96 35.31, 2.90 58.15,0.39