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. Author manuscript; available in PMC: 2017 Oct 19.
Published in final edited form as: J Mach Learn Res. 2016;17:113.

Table 2.

Result of simulation experiment 2 under the linear model. Scaling weight parameter is set at s = 0 and s = 1. Tuning parameters are reported in log scale, i.e., λ̃ = log10(λ+1). Sparsity denotes the proportion of zero in estimation. Results are summarized from 1,000 replications.

Method (λ̃opt) β β̂ size λ̃Fuse,j Sensitivity Specificity Sparsity MSE when λ =

λopt λFuse 0
s = 0
BIC (0.143)
β1 8.115 1.517 0.373 0.995 0.199 0.006 0.063 0.014
β2 10.689 1.551 0.401 0.996 0.166 0.008 0.150 0.014
β3 13.107 1.962 0.443 0.997 0.113 0.008 0.313 0.014
β4 15.178 1.984 0.461 0.997 0.091 0.009 0.500 0.014
β5 4.818 0.301 0.322 0.338 0.003 0.000 0.014
β6 4.860 0.305 0.322 0.339 0.003 0.000 0.014
β7 4.860 0.302 0.321 0.330 0.003 0.000 0.014
β8 4.820 0.301 0.319 0.336 0.003 0.000 0.014
s = 0
EBIC (0.159)
β1 7.538 1.509 0.417 0.994 0.224 0.006 0.063 0.014
β2 9.975 1.546 0.441 0.995 0.182 0.007 0.150 0.014
β3 12.212 1.953 0.483 0.996 0.124 0.008 0.313 0.014
β4 14.096 1.978 0.503 0.997 0.101 0.008 0.500 0.014
β5 4.388 0.298 0.377 0.394 0.003 0.000 0.014
β6 4.413 0.303 0.379 0.397 0.003 0.000 0.014
β7 4.408 0.299 0.374 0.385 0.003 0.000 0.014
β8 4.385 0.298 0.374 0.392 0.003 0.000 0.014
s = 1
EBIC (0.492)
β1 3.563 1.589 0.800 0.981 0.422 0.006 0.063 0.014
β2 6.111 1.810 0.708 0.989 0.291 0.007 0.150 0.014
β3 8.843 2.388 0.667 0.994 0.168 0.007 0.313 0.014
β4 11.358 2.521 0.635 0.995 0.128 0.008 0.500 0.014
β5 1.329 0.275 0.928 0.932 0.000 0.000 0.014
β6 1.321 0.280 0.933 0.937 0.000 0.000 0.014
β7 1.311 0.274 0.934 0.935 0.000 0.000 0.014
β8 1.321 0.273 0.929 0.936 0.000 0.000 0.014

MSE from K-means

K-means
GCV (GDF)
β1 7.196 0.753 0.971 0.000 0.008
β2 11.236 0.671 0.983 0.000 0.009
β3 13.721 0.639 0.984 0.000 0.011
β4 18.308 0.527 0.985 0.000 0.014
β5 6.415 0.759 0.000 0.004
β6 5.271 0.769 0.000 0.004
β7 5.629 0.767 0.000 0.004
β8 5.080 0.794 0.000 0.004