Covariance Estimation on Factor covariance structure synthetic
1.01Time (s)LADMM
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| LADMMFactor number (m)=7, Dimension (p)=10002026.03 | 1.01 | 3.691 | 1.589 | |
| ADMMFactor number (m)=9, Dimension (p)=40002026.03 | 1.015 | 1.667 | 1.016 | |
| PFBSFactor number (m)=5, Dimension (p)=40002026.03 | 1.016 | 1.21 | 6.557 | |
| ADMMFactor number (m)=3, Dimension (p)=40002026.03 | 1.04 | 5.919 | 3.148 | |
| FISTAFactor number (m)=7, Dimension (p)=30002026.03 | 1.042 | 1.085 | 5.933 | |
| PFBSFactor number (m)=5, Dimension (p)=10002026.03 | 1.079 | 1.973 | 1.057 | |
| TOSAFactor number (m)=10, Dimension (p)=30002026.03 | 1.093 | 1.386 | 8.923 | |
| FISTAFactor number (m)=7, Dimension (p)=10002026.03 | 1.097 | 3.691 | 1.589 | |
| TOSAFactor number (m)=7, Dimension (p)=20002026.03 | 1.099 | 6.631 | 4.239 | |
| FISTAFactor number (m)=3, Dimension (p)=30002026.03 | 1.171 | 4.385 | 2.211 | |
| FISTAFactor number (m)=5, Dimension (p)=10002026.03 | 1.183 | 1.974 | 1.068 | |
| LBOFactor number (m)=5, Dimension (p)=10002026.03 | 1.189 | 3.193 | 6.097 | |
| LBOFactor number (m)=10, Dimension (p)=10002026.03 | 1.2 | 5.424 | 1.386 | |
| LADMMFactor number (m)=7, Dimension (p)=30002026.03 | 1.215 | 1.085 | 5.933 | |
| FISTAFactor number (m)=3, Dimension (p)=10002026.03 | 1.221 | 1.465 | 6.546 | |
| PFBSFactor number (m)=10, Dimension (p)=40002026.03 | 1.256 | 1.827 | 1.096 | |
| ADMMFactor number (m)=9, Dimension (p)=30002026.03 | 1.404 | 1.291 | 7.354 | |
| FISTAFactor number (m)=10, Dimension (p)=40002026.03 | 1.423 | 1.828 | 1.101 | |
| TOSAFactor number (m)=5, Dimension (p)=30002026.03 | 1.425 | 6.372 | 5.191 | |
| LADMMFactor number (m)=3, Dimension (p)=40002026.03 | 1.437 | 5.919 | 3.148 | |
| ADMMFactor number (m)=10, Dimension (p)=10002026.03 | 1.518 | 3.955 | 1.942 | |
| ADMMFactor number (m)=3, Dimension (p)=30002026.03 | 1.542 | 4.385 | 2.211 | |
| LADMMFactor number (m)=10, Dimension (p)=40002026.03 | 1.582 | 1.828 | 1.101 | |
| ADMMFactor number (m)=9, Dimension (p)=10002026.03 | 1.665 | 4.074 | 1.873 | |
| FISTAFactor number (m)=3, Dimension (p)=40002026.03 | 1.69 | 5.919 | 3.148 | |
| LADMMFactor number (m)=3, Dimension (p)=30002026.03 | 1.697 | 4.385 | 2.211 | |
| TOSAFactor number (m)=3, Dimension (p)=30002026.03 | 1.705 | 4.4 | 2.591 | |
| ADMMFactor number (m)=5, Dimension (p)=30002026.03 | 1.709 | 6.36 | 4.288 | |
| LBOFactor number (m)=7, Dimension (p)=10002026.03 | 1.747 | 3.345 | 1.777 | |
| ADMMFactor number (m)=7, Dimension (p)=30002026.03 | 1.772 | 1.085 | 5.933 | |
| TOSAFactor number (m)=3, Dimension (p)=10002026.03 | 1.78 | 1.469 | 7.388 | |
| ADMMFactor number (m)=7, Dimension (p)=10002026.03 | 1.782 | 3.691 | 1.589 | |
| LADMMFactor number (m)=5, Dimension (p)=40002026.03 | 1.839 | 1.211 | 6.669 | |
| TOSAFactor number (m)=9, Dimension (p)=40002026.03 | 1.875 | 1.668 | 1.204 | |
| TOSAFactor number (m)=9, Dimension (p)=30002026.03 | 1.962 | 1.292 | 8.556 | |
| LADMMFactor number (m)=7, Dimension (p)=40002026.03 | 1.965 | 1.282 | 8.324 | |
| PFBSFactor number (m)=10, Dimension (p)=20002026.03 | 1.989 | 9.161 | 4.641 | |
| TOSAFactor number (m)=10, Dimension (p)=10002026.03 | 2.019 | 3.957 | 2.15 | |
| ADMMFactor number (m)=5, Dimension (p)=10002026.03 | 2.089 | 1.974 | 1.068 | |
| ADMMFactor number (m)=5, Dimension (p)=40002026.03 | 2.104 | 1.211 | 6.669 | |
| TOSAFactor number (m)=3, Dimension (p)=40002026.03 | 2.114 | 5.94 | 3.708 | |
| TOSAFactor number (m)=7, Dimension (p)=40002026.03 | 2.125 | 1.283 | 1.005 | |
| PFBSFactor number (m)=5, Dimension (p)=20002026.03 | 2.179 | 6.39 | 2.981 | |
| LADMMFactor number (m)=10, Dimension (p)=20002026.03 | 2.237 | 9.161 | 4.658 | |
| TOSAFactor number (m)=7, Dimension (p)=10002026.03 | 2.332 | 3.693 | 1.784 | |
| LBOFactor number (m)=9, Dimension (p)=10002026.03 | 2.339 | 3.769 | 2.251 | |
| TOSAFactor number (m)=7, Dimension (p)=30002026.03 | 2.461 | 1.086 | 7.041 | |
| TOSAFactor number (m)=9, Dimension (p)=10002026.03 | 2.466 | 4.076 | 2.078 | |
| FISTAFactor number (m)=10, Dimension (p)=20002026.03 | 2.58 | 9.161 | 4.658 | |
| LBOFactor number (m)=10, Dimension (p)=40002026.03 | 2.647 | 1.595 | 9.894 | |
| PFBSFactor number (m)=3, Dimension (p)=20002026.03 | 2.664 | 4.463 | 1.543 | |
| LBOFactor number (m)=7, Dimension (p)=40002026.03 | 2.731 | 1.332 | 6.846 | |
| ADMMFactor number (m)=10, Dimension (p)=40002026.03 | 2.74 | 1.828 | 1.101 | |
| PFBSFactor number (m)=9, Dimension (p)=20002026.03 | 2.796 | 8.868 | 4.49 | |
| LBOFactor number (m)=3, Dimension (p)=40002026.03 | 2.877 | 8.746 | 3.018 | |
| PFBSFactor number (m)=10, Dimension (p)=30002026.03 | 2.926 | 1.385 | 7.656 | |
| FISTAFactor number (m)=5, Dimension (p)=20002026.03 | 3.032 | 6.391 | 3.018 | |
| TOSAFactor number (m)=5, Dimension (p)=10002026.03 | 3.077 | 1.977 | 1.235 | |
| TOSAFactor number (m)=10, Dimension (p)=40002026.03 | 3.222 | 1.828 | 1.294 | |
| ADMMFactor number (m)=7, Dimension (p)=40002026.03 | 3.32 | 1.282 | 8.324 | |
| LBOFactor number (m)=5, Dimension (p)=40002026.03 | 3.368 | 1.129 | 5.058 | |
| LADMMFactor number (m)=9, Dimension (p)=20002026.03 | 3.443 | 8.869 | 4.509 | |
| LADMMFactor number (m)=5, Dimension (p)=20002026.03 | 3.495 | 6.391 | 3.018 | |
| LBOFactor number (m)=9, Dimension (p)=40002026.03 | 3.551 | 1.512 | 8.821 | |
| FISTAFactor number (m)=9, Dimension (p)=20002026.03 | 3.591 | 8.869 | 4.509 | |
| PFBSFactor number (m)=3, Dimension (p)=30002026.03 | 3.798 | 4.38 | 2.135 | |
| PFBSFactor number (m)=7, Dimension (p)=20002026.03 | 3.798 | 6.625 | 3.622 | |
| LBOFactor number (m)=9, Dimension (p)=20002026.03 | 4.018 | 7.55 | 5.526 | |
| FISTAFactor number (m)=5, Dimension (p)=40002026.03 | 4.03 | 1.211 | 6.669 | |
| LBOFactor number (m)=5, Dimension (p)=20002026.03 | 4.068 | 5.683 | 4.793 | |
| LBOFactor number (m)=10, Dimension (p)=20002026.03 | 4.085 | 8.209 | 1.347 | |
| LBOFactor number (m)=7, Dimension (p)=20002026.03 | 4.095 | 6.671 | 3.598 | |
| ADMMFactor number (m)=10, Dimension (p)=20002026.03 | 4.138 | 9.161 | 4.658 | |
| LBOFactor number (m)=3, Dimension (p)=20002026.03 | 4.229 | 4.357 | 1.483 | |
| TOSAFactor number (m)=5, Dimension (p)=40002026.03 | 4.719 | 1.212 | 8.038 | |
| LADMMFactor number (m)=10, Dimension (p)=30002026.03 | 4.75 | 1.385 | 7.687 | |
| LADMMFactor number (m)=7, Dimension (p)=20002026.03 | 4.753 | 6.626 | 3.646 | |
| FISTAFactor number (m)=7, Dimension (p)=20002026.03 | 4.76 | 6.626 | 3.646 | |
| PFBSFactor number (m)=5, Dimension (p)=30002026.03 | 5.011 | 6.358 | 4.218 | |
| ADMMFactor number (m)=5, Dimension (p)=20002026.03 | 5.176 | 6.391 | 3.018 | |
| LADMMFactor number (m)=5, Dimension (p)=10002026.03 | 5.206 | 1.974 | 1.068 | |
| PFBSFactor number (m)=3, Dimension (p)=40002026.03 | 5.231 | 5.912 | 3.032 | |
| FISTAFactor number (m)=3, Dimension (p)=20002026.03 | 5.53 | 4.465 | 1.586 | |
| ADMMFactor number (m)=9, Dimension (p)=20002026.03 | 5.576 | 8.869 | 4.509 | |
| TOSAFactor number (m)=10, Dimension (p)=20002026.03 | 5.862 | 9.165 | 5.305 | |
| LADMMFactor number (m)=10, Dimension (p)=10002026.03 | 6.111 | 3.955 | 1.942 | |
| ADMMFactor number (m)=3, Dimension (p)=20002026.03 | 6.151 | 4.465 | 1.586 | |
| LADMMFactor number (m)=3, Dimension (p)=20002026.03 | 6.249 | 4.465 | 1.586 | |
| LBOFactor number (m)=3, Dimension (p)=10002026.03 | 6.605 | 3.218 | 8.149 | |
| TOSAFactor number (m)=5, Dimension (p)=20002026.03 | 6.752 | 6.396 | 3.504 | |
| LADMMFactor number (m)=5, Dimension (p)=30002026.03 | 6.982 | 6.36 | 4.288 | |
| PFBSFactor number (m)=9, Dimension (p)=30002026.03 | 7.131 | 1.291 | 7.32 | |
| FISTAFactor number (m)=5, Dimension (p)=30002026.03 | 7.197 | 6.36 | 4.288 | |
| LADMMFactor number (m)=3, Dimension (p)=10002026.03 | 7.239 | 1.465 | 6.546 | |
| ADMMFactor number (m)=10, Dimension (p)=30002026.03 | 7.705 | 1.385 | 7.687 | |
| PFBSFactor number (m)=7, Dimension (p)=40002026.03 | 7.795 | 1.282 | 8.255 | |
| PFBSFactor number (m)=10, Dimension (p)=10002026.03 | 7.805 | 3.955 | 1.936 | |
| TOSAFactor number (m)=9, Dimension (p)=20002026.03 | 7.893 | 8.873 | 5.146 | |
| ADMMFactor number (m)=7, Dimension (p)=20002026.03 | 7.901 | 6.626 | 3.646 | |
| LADMMFactor number (m)=9, Dimension (p)=40002026.03 | 7.95 | 1.667 | 1.016 |