Covariance matrix estimation on Block covariance structure
1.016Time (s)TOSA
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| TOSABlock size=10, Dimension=p=20002026.03 | 1.016 | 2.667 | 8.791 | |
| FISTABlock size=10, Dimension=p=30002026.03 | 1.03 | 4.23 | 1.771 | |
| LBOBlock size=25, Dimension=p=30002026.03 | 1.031 | 3.132 | 1.659 | |
| PFBSBlock size=50, Dimension=p=20002026.03 | 1.049 | 3.751 | 4.93 | |
| LBOBlock size=20, Dimension=p=20002026.03 | 1.083 | 2.958 | 1.277 | |
| ADMMBlock size=20, Dimension=p=10002026.03 | 1.086 | 1.659 | 2.281 | |
| LADMMBlock size=20, Dimension=p=40002026.03 | 1.088 | 4.526 | 1.795 | |
| LBOBlock size=10, Dimension=p=40002026.03 | 1.11 | 3.961 | 2.48 | |
| PFBSBlock size=10, Dimension=p=20002026.03 | 1.122 | 2.667 | 8.791 | |
| ADMMBlock size=50, Dimension=p=30002026.03 | 1.138 | 4.414 | 7.819 | |
| PFBSBlock size=40, Dimension=p=20002026.03 | 1.164 | 3.009 | 4.781 | |
| TOSABlock size=25, Dimension=p=10002026.03 | 1.182 | 1.803 | 2.246 | |
| PFBSBlock size=50, Dimension=p=40002026.03 | 1.212 | 5.317 | 1.118 | |
| LADMMBlock size=10, Dimension=p=30002026.03 | 1.24 | 4.23 | 1.771 | |
| PFBSBlock size=20, Dimension=p=20002026.03 | 1.25 | 2.731 | 6.107 | |
| FISTABlock size=10, Dimension=p=40002026.03 | 1.337 | 6.118 | 2.962 | |
| FISTABlock size=40, Dimension=p=40002026.03 | 1.353 | 4.754 | 1.104 | |
| LBOBlock size=20, Dimension=p=30002026.03 | 1.378 | 2.417 | 1.273 | |
| ADMMBlock size=40, Dimension=p=30002026.03 | 1.387 | 3.979 | 7.84 | |
| ADMMBlock size=40, Dimension=p=40002026.03 | 1.417 | 4.754 | 1.104 | |
| LBOBlock size=20, Dimension=p=10002026.03 | 1.463 | 1.026 | 2.875 | |
| ADMMBlock size=10, Dimension=p=30002026.03 | 1.501 | 4.23 | 1.771 | |
| LADMMBlock size=40, Dimension=p=20002026.03 | 1.531 | 3.009 | 4.781 | |
| ADMMBlock size=40, Dimension=p=10002026.03 | 1.542 | 2.085 | 2.176 | |
| FISTABlock size=25, Dimension=p=20002026.03 | 1.559 | 2.541 | 4.896 | |
| LADMMBlock size=25, Dimension=p=40002026.03 | 1.606 | 4.276 | 1.475 | |
| LADMMBlock size=25, Dimension=p=20002026.03 | 1.618 | 2.541 | 4.896 | |
| ADMMBlock size=20, Dimension=p=30002026.03 | 1.81 | 3.432 | 1.082 | |
| TOSABlock size=50, Dimension=p=10002026.03 | 1.823 | 2.493 | 2.278 | |
| TOSABlock size=10, Dimension=p=30002026.03 | 1.927 | 4.201 | 1.75 | |
| LBOBlock size=25, Dimension=p=40002026.03 | 2.002 | 3.152 | 1.894 | |
| PFBSBlock size=25, Dimension=p=10002026.03 | 2.031 | 1.803 | 2.246 | |
| TOSABlock size=20, Dimension=p=10002026.03 | 2.053 | 1.659 | 2.281 | |
| TOSABlock size=50, Dimension=p=30002026.03 | 2.066 | 4.414 | 7.819 | |
| TOSABlock size=10, Dimension=p=10002026.03 | 2.071 | 1.398 | 2.898 | |
| LBOBlock size=20, Dimension=p=40002026.03 | 2.131 | 2.883 | 1.76 | |
| TOSABlock size=25, Dimension=p=40002026.03 | 2.168 | 4.273 | 1.472 | |
| FISTABlock size=50, Dimension=p=20002026.03 | 2.211 | 3.751 | 4.93 | |
| LADMMBlock size=50, Dimension=p=20002026.03 | 2.225 | 3.751 | 4.93 | |
| TOSABlock size=40, Dimension=p=30002026.03 | 2.261 | 3.979 | 7.84 | |
| TOSABlock size=40, Dimension=p=10002026.03 | 2.263 | 2.085 | 2.176 | |
| PFBSBlock size=20, Dimension=p=10002026.03 | 2.297 | 1.659 | 2.281 | |
| FISTABlock size=25, Dimension=p=30002026.03 | 2.3 | 3.61 | 1.001 | |
| LBOBlock size=40, Dimension=p=40002026.03 | 2.496 | 8.68 | 5.411 | |
| FISTABlock size=50, Dimension=p=40002026.03 | 2.626 | 5.317 | 1.117 | |
| FISTABlock size=40, Dimension=p=20002026.03 | 2.636 | 3.009 | 4.781 | |
| FISTABlock size=10, Dimension=p=20002026.03 | 2.695 | 2.667 | 8.791 | |
| PFBSBlock size=50, Dimension=p=10002026.03 | 2.731 | 2.493 | 2.278 | |
| ADMMBlock size=25, Dimension=p=20002026.03 | 2.774 | 2.541 | 4.896 | |
| LADMMBlock size=20, Dimension=p=20002026.03 | 2.816 | 2.731 | 6.107 | |
| ADMMBlock size=10, Dimension=p=40002026.03 | 2.822 | 6.118 | 2.962 | |
| PFBSBlock size=10, Dimension=p=30002026.03 | 2.875 | 4.273 | 1.791 | |
| LADMMBlock size=50, Dimension=p=40002026.03 | 2.89 | 5.317 | 1.117 | |
| LADMMBlock size=10, Dimension=p=40002026.03 | 2.972 | 6.118 | 2.962 | |
| FISTABlock size=20, Dimension=p=20002026.03 | 3.036 | 2.731 | 6.107 | |
| ADMMBlock size=40, Dimension=p=20002026.03 | 3.075 | 3.009 | 4.781 | |
| LBOBlock size=10, Dimension=p=20002026.03 | 3.115 | 1.747 | 7.655 | |
| PFBSBlock size=50, Dimension=p=30002026.03 | 3.131 | 4.414 | 7.819 | |
| TOSABlock size=20, Dimension=p=30002026.03 | 3.2 | 3.432 | 1.082 | |
| LADMMBlock size=40, Dimension=p=40002026.03 | 3.208 | 4.754 | 1.104 | |
| TOSABlock size=25, Dimension=p=30002026.03 | 3.223 | 3.61 | 1.001 | |
| PFBSBlock size=25, Dimension=p=40002026.03 | 3.224 | 4.279 | 1.478 | |
| TOSABlock size=50, Dimension=p=40002026.03 | 3.315 | 5.317 | 1.117 | |
| PFBSBlock size=40, Dimension=p=30002026.03 | 3.378 | 3.979 | 7.84 | |
| TOSABlock size=20, Dimension=p=40002026.03 | 3.391 | 4.512 | 1.778 | |
| PFBSBlock size=20, Dimension=p=30002026.03 | 3.506 | 3.432 | 1.082 | |
| PFBSBlock size=40, Dimension=p=10002026.03 | 3.57 | 2.085 | 2.176 | |
| LADMMBlock size=10, Dimension=p=20002026.03 | 3.615 | 2.667 | 8.791 | |
| PFBSBlock size=10, Dimension=p=10002026.03 | 3.66 | 1.398 | 2.898 | |
| LADMMBlock size=25, Dimension=p=10002026.03 | 3.902 | 1.803 | 2.246 | |
| ADMMBlock size=50, Dimension=p=20002026.03 | 3.972 | 3.751 | 4.93 | |
| LADMMBlock size=10, Dimension=p=10002026.03 | 3.976 | 1.398 | 2.898 | |
| FISTABlock size=25, Dimension=p=10002026.03 | 4.207 | 1.803 | 2.246 | |
| ADMMBlock size=50, Dimension=p=40002026.03 | 4.255 | 5.317 | 1.117 | |
| TOSABlock size=10, Dimension=p=40002026.03 | 4.434 | 6.069 | 2.917 | |
| LBOBlock size=40, Dimension=p=20002026.03 | 4.518 | 2.149 | 8.18 | |
| LADMMBlock size=25, Dimension=p=30002026.03 | 4.54 | 3.61 | 1.001 | |
| TOSABlock size=25, Dimension=p=20002026.03 | 4.594 | 2.541 | 4.896 | |
| ADMMBlock size=20, Dimension=p=20002026.03 | 4.595 | 2.731 | 6.107 | |
| LBOBlock size=50, Dimension=p=20002026.03 | 4.625 | 1.426 | 3.403 | |
| LBOBlock size=25, Dimension=p=20002026.03 | 5.059 | 1.959 | 8.293 | |
| LBOBlock size=50, Dimension=p=40002026.03 | 5.232 | 4.669 | 2.667 | |
| ADMMBlock size=20, Dimension=p=40002026.03 | 5.439 | 4.526 | 1.795 | |
| ADMMBlock size=25, Dimension=p=10002026.03 | 5.469 | 1.803 | 2.246 | |
| PFBSBlock size=20, Dimension=p=40002026.03 | 5.844 | 4.554 | 1.814 | |
| ADMMBlock size=10, Dimension=p=20002026.03 | 5.935 | 2.667 | 8.791 | |
| ADMMBlock size=10, Dimension=p=10002026.03 | 6.161 | 1.398 | 2.898 | |
| LBOBlock size=50, Dimension=p=10002026.03 | 6.172 | 1.018 | 2.688 | |
| LADMMBlock size=50, Dimension=p=10002026.03 | 6.181 | 2.493 | 2.278 | |
| LADMMBlock size=20, Dimension=p=10002026.03 | 6.271 | 1.659 | 2.281 | |
| FISTABlock size=50, Dimension=p=10002026.03 | 6.458 | 2.493 | 2.278 | |
| LBOBlock size=10, Dimension=p=10002026.03 | 6.51 | 9.091 | 2.754 | |
| LBOBlock size=40, Dimension=p=10002026.03 | 6.53 | 8.135 | 2.087 | |
| PFBSBlock size=25, Dimension=p=20002026.03 | 6.818 | 2.541 | 4.896 | |
| ADMMBlock size=25, Dimension=p=30002026.03 | 6.965 | 3.61 | 1.001 | |
| PFBSBlock size=40, Dimension=p=40002026.03 | 6.988 | 4.754 | 1.104 | |
| LADMMBlock size=50, Dimension=p=30002026.03 | 7.045 | 4.414 | 7.819 | |
| TOSABlock size=50, Dimension=p=20002026.03 | 7.073 | 3.751 | 4.93 | |
| PFBSBlock size=10, Dimension=p=40002026.03 | 7.198 | 6.291 | 3.051 | |
| FISTABlock size=25, Dimension=p=40002026.03 | 7.248 | 4.276 | 1.475 |