Fig. 19.

b estimation relative error $\mathit{MSEr}={\Vert \widehat{b}-b\Vert }_2^2/{\Vert b\Vert }_2^2$ values obtained in numerical experiments with the partially informative connectivity information input (graph rewiring with constant probability for an edge to be rewired) for REML estimation methods: riPEER, ridge, AIM, VR. Error values are aggregated (median) out of 100 experiment runs for different combinations of simulation setup parameters: number of variables p ∈ {50, 100, 200} (left, central and right panels in each plot, respectively), number of observations n ∈ {100, 200} (top and bottom panels in each plot, respectively), level of dissimilarity between 𝒜_true and 𝒜_obs diss marked by x-axis labels, strength of correlation between the variables in the Z matrix k, signal strength ${\mathrm{\sigma }}_b^2$ . Here, k = 0.01 (both upper and bottom plot), ${\mathrm{\sigma }}_b^2=0.01$ (upper plot) and ${\mathrm{\sigma }}_b^2=0.1$ (bottom plot).