Fig. 4:

Repeat of the experimental set up from Figure 1, but with the true A* matrix allowed to have elements ranging from 0 to 2.5. This time both the Poisson Autoregressive RMLE is estimated as well as an estimator based on the Gaussian approximation to the Poisson distribution. We see that the Poisson based estimator consistently and significantly outperforms the Gaussian estimator and that the gap increases with increasing T and decreasing sparsity. In all plots the median value of 100 trials is shown, with error bars denoting the middle 50 percentile.