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. Author manuscript; available in PMC: 2019 Oct 30.
Published in final edited form as: Electron J Stat. 2018 Dec 5;12(2):3908–3952. doi: 10.1214/18-EJS1466

Fig 3.

Fig 3.

Estimation of Σ by PCA, PPCA and the oracle sample covariance matrix for 4 different settings. Case 1: m and ni are fixed while the dimension p increases; case 2: ni and p are fixed while m increases; case 3: m and p are fixed while ni increases; case 4: p is fixed, and both m and ni increase and conditions for PPCA are violated.