Linear Regression on Toeplitz Sigma_a (r=0.4)
100Coverage (%)Sketched Newton Method
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Sketched Newton Methodd=100, tau=inf, Estimator=Bar Xi_t2025.02 | 100 | — | |
| Sketched Newton Methodd=100, tau=inf, Estimator=Xi_t2025.02 | 100 | — | |
| Sketched Newton Methodd=100, tau=20, Estimator=Xi_t2025.02 | 98 | 0.088 | |
| Sketched Newton Methodd=40, tau=40, Estimator=Xi_t2025.02 | 97.5 | 0.031 | |
| Sketched Newton Methodd=60, tau=10, Estimator=Xi_t2025.02 | 97.5 | 0.048 | |
| Sketched Newton Methodd=20, tau=10, Estimator=Xi_t2025.02 | 97 | 0.014 | |
| Sketched Newton Methodd=20, tau=20, Estimator=Xi_t2025.02 | 97 | 0.015 | |
| Sketched Newton Methodd=100, tau=40, Estimator=Xi_t2025.02 | 97 | 0.085 | |
| Sketched Newton Methodd=40, tau=10, Estimator=Xi_t2025.02 | 96.5 | 0.03 | |
| Sketched Newton Methodd=100, tau=10, Estimator=Xi_t2025.02 | 95.5 | 0.128 | |
| Sketched Newton Methodd=60, tau=inf, Estimator=Bar Xi_t2025.02 | 95 | 0.072 | |
| Sketched Newton Methodd=60, tau=inf, Estimator=Xi_t2025.02 | 95 | 0.066 | |
| Sketched Newton Methodd=60, tau=40, Estimator=Xi_t2025.02 | 95 | 0.06 | |
| Sketched Newton Methodd=20, tau=20, Estimator=Bar Xi_t2025.02 | 94.5 | -0.266 | |
| Sketched Newton Methodd=20, tau=inf, Estimator=Bar Xi_t2025.02 | 93.5 | 0.025 | |
| Sketched Newton Methodd=20, tau=inf, Estimator=Xi_t2025.02 | 93.5 | 0.017 | |
| Sketched Newton Methodd=60, tau=20, Estimator=Xi_t2025.02 | 93.5 | 0.041 | |
| Sketched Newton Methodd=20, tau=40, Estimator=Xi_t2025.02 | 93 | 0.014 | |
| Sketched Newton Methodd=40, tau=20, Estimator=Xi_t2025.02 | 93 | 0.029 | |
| SGDd=40, Estimator=Bar Xi_t2025.02 | 92.5 | -0.095 | |
| Sketched Newton Methodd=40, tau=inf, Estimator=Bar Xi_t2025.02 | 92.5 | 0.049 | |
| SGDd=20, Estimator=Bar Xi_t2025.02 | 92 | -0.166 | |
| Sketched Newton Methodd=20, tau=10, Estimator=Bar Xi_t2025.02 | 92 | -0.321 | |
| Sketched Newton Methodd=40, tau=inf, Estimator=Xi_t2025.02 | 92 | 0.051 | |
| Sketched Newton Methodd=100, tau=20, Estimator=Bar Xi_t2025.02 | 92 | -0.327 | |
| Sketched Newton Methodd=20, tau=40, Estimator=Bar Xi_t2025.02 | 91 | -0.177 | |
| Sketched Newton Methodd=60, tau=10, Estimator=Bar Xi_t2025.02 | 91 | -0.35 | |
| Sketched Newton Methodd=40, tau=40, Estimator=Bar Xi_t2025.02 | 90.5 | -0.263 | |
| SGDd=60, Estimator=Bar Xi_t2025.02 | 90.5 | -0.112 | |
| SGDd=100, Estimator=Bar Xi_t2025.02 | 90.5 | -0.1 | |
| Sketched Newton Methodd=100, tau=40, Estimator=Bar Xi_t2025.02 | 90 | -0.303 | |
| Sketched Newton Methodd=60, tau=40, Estimator=Bar Xi_t2025.02 | 89 | -0.292 | |
| Sketched Newton Methodd=40, tau=10, Estimator=Bar Xi_t2025.02 | 87.5 | -0.35 | |
| Sketched Newton Methodd=100, tau=10, Estimator=Bar Xi_t2025.02 | 87.5 | -0.313 | |
| Sketched Newton Methodd=40, tau=20, Estimator=Bar Xi_t2025.02 | 84.5 | -0.319 | |
| Sketched Newton Methodd=60, tau=20, Estimator=Bar Xi_t2025.02 | 84 | -0.332 |