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. Author manuscript; available in PMC: 2021 Nov 24.
Published in final edited form as: J Am Stat Assoc. 2019 Jul 22;115(531):1406–1419. doi: 10.1080/01621459.2019.1632079

Table 1:

Performance comparison for the Gaussian case.

Methods Example 1
Example 2
‖β^−β0‖2 MSE FPR FNR TIME ‖β^−β0‖2 MSE FPR FNR TIME
Lasso 0.655
(0.026)		 1.431
(0.045)		 0.069
(0.004)		 0.015
(0.009)		 0.016
(0.000)		 0.920
(0.025)		 1.988
(0.059)		 0.133
(0.007)		 0.002
(0.002)		 0.019
(0.004)
Imputed-Lasso 0.674
(0.017)		 1.338
(0.018)		 0.076
(0.007)		 0.004
(0.004)		 0.802
(0.006)		 0.690
(0.013)		 1.546
(0.030)		 0.122
(0.007)		 0.000
(0.000)		 1.099
(0.008)
Ridge 1.270
(0.004)		 3.962
(0.062)		 1.000
(0.000)		 0.000
(0.000)		 0.025
(0.000)		 1.662
(0.006)		 5.262
(0.066)		 1.000
(0.000)		 0.000
(0.000)		 0.025
(0.000)
Imputed-Ridge 1.094
(0.013)		 2.304
(0.035)		 1.000
(0.000)		 0.000
(0.000)		 0.780
(0.006)		 1.332
(0.009)		 3.130
(0.048)		 1.000
(0.000)		 0.000
(0.000)		 1.093
(0.008)
IMSF 0.585
(0.020)		 1.358
(0.037)		 0.173
(0.009)		 0.000
(0.000)		 5.554
(0.068)		 0.777
(0.016)		 1.730
(0.040)		 0.291
(0.012)		 0.000
(0.000)		 5.900
(0.075)
DISCOM 0.416
(0.013)		 1.133
(0.016)		 0.025
(0.003)		 0.000
(0.000)		 13.552
(0.078)		 0.600
(0.020)		 1.378
(0.033)		 0.074
(0.007)		 0.000
(0.000)		 12.391
(0.064)
DISCOM-Huber 0.434
(0.013)		 1.145
(0.016)		 0.026
(0.003)		 0.000
(0.000)		 28.618
(0.886)		 0.605
(0.021)		 1.380
(0.035)		 0.076
(0.008)		 0.000
(0.000)		 25.907
0.122
Fast-DISCOM 0.465
(0.015)		 1.160
(0.016)		 0.039
(0.005)		 0.000
(0.000)		 3.600
(0.027)		 0.641
(0.017)		 1.438
(0.033)		 0.109
(0.006)		 0.000
(0.000)		 3.241
(0.029)
Fast-DISCOM-Huber 0.481
(0.015)		 1.173
(0.016)		 0.036
(0.004)		 0.000
(0.000)		 16.802
(0.081)		 0.655
(0.020)		 1.457
(0.037)		 0.100
(0.007)		 0.000
(0.000)		 16.767
(0.096)

[Note that the values in the parentheses are the standard errors of the measures.]