Table 1.
Covariance/precision matrix estimation results: median along with 25% and 75% quantiles of FP and FN
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| FP | FN | FP | FN | FP | FN | |||||||
| Method | Median | Quantiles | Median | Quantiles | Median | Quantiles | Median | Quantiles | Median | Quantiles | Median | Quantiles |
| glasso | 126 584.5 | (98 627, 162 315) | 94 151 | (76 345, 113 682) | 19 861 | (16 837, 21 971.5) | 5464 | (4897, 7133) | 2123.5 | (485, 3529) | 1302 | (887, 1695) |
| CLIME | 139 363 | (88 532, 175 943.5) | 113 595 | (69 533, 146 298) | 12 601.5 | (8266, 15 302) | 5298 | (4396, 6157.5) | 1575 | (891.5, 1856) | 917 | (393.5, 1231) |
| NetCov | 164 | (18, 284) | 26 | (0, 82) | 11 | (1, 44) | 0 | (0, 9) | 0 | (0, 0) | 0 | (0, 0) |