Linear Regression on Toeplitz Sigma_a (r=0.5)
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=40, Estimator=Xi_t2025.02 | 97 | 0.067 | |
| Sketched Newton Methodd=100, tau=40, Estimator=Ξt2025.02 | 97 | 0.067 | |
| Sketched Newton Methodd=40, tau=inf, Estimator=Bar Xi_t2025.02 | 96.5 | 0.048 | |
| Sketched Newton Methodd=40, tau=inf, Estimator=Xi_t2025.02 | 96.5 | 0.04 | |
| Sketched Newton Methodd=20, tau=10, Estimator=Ξt2025.02 | 96.5 | 0.003 | |
| Sketched Newton Methodd=100, tau=10, Estimator=Xi_t2025.02 | 96 | 2.659 | |
| Sketched Newton Methodd=40, tau=20, Estimator=Xi_t2025.02 | 95.5 | 0.022 | |
| Sketched Newton Methodd=100, tau=20, Estimator=Xi_t2025.02 | 95 | 0.582 | |
| Sketched Newton Methodd=20, tau=inf, Estimator=Bar Xi_t2025.02 | 94.5 | 0.025 | |
| Sketched Newton Methodd=20, tau=inf, Estimator=Xi_t2025.02 | 94.5 | 0.026 | |
| Sketched Newton Methodd=40, tau=40, Estimator=Xi_t2025.02 | 94.5 | 0.029 | |
| Sketched Newton Methodd=60, tau=inf, Estimator=Xi_t2025.02 | 94.5 | 0.074 | |
| Sketched Newton Methodd=20, tau=10, Estimator=Xi_t2025.02 | 94 | 0.003 | |
| Sketched Newton Methodd=20, tau=20, Estimator=Xi_t2025.02 | 94 | 0.009 | |
| Sketched Newton Methodd=40, tau=10, Estimator=Xi_t2025.02 | 94 | 0.016 | |
| Sketched Newton Methodd=60, tau=inf, Estimator=Bar Xi_t2025.02 | 94 | 0.072 | |
| Sketched Newton Methodd=60, tau=40, Estimator=Xi_t2025.02 | 94 | 0.046 | |
| Sketched Newton Methodd=40, tau=10, Estimator=Ξt2025.02 | 94 | 0.016 | |
| SGDd=100, Estimator=Bar Xi_t2025.02 | 93.5 | -0.083 | |
| Sketched Newton Methodd=20, tau=40, Estimator=Xi_t2025.02 | 93 | 0.018 | |
| Sketched Newton Methodd=60, tau=20, Estimator=Xi_t2025.02 | 93 | 0.029 | |
| Sketched Newton Methodd=60, tau=20, Estimator=Ξt2025.02 | 93 | 0.029 | |
| Sketched Newton Methodd=60, tau=10, Estimator=Xi_t2025.02 | 92.5 | 0.044 | |
| SGDd=40, Estimator=Bar Xi_t2025.02 | 91 | -0.074 | |
| Sketched Newton Methodd=20, tau=40, Estimator=Bar Xi_t2025.02 | 90 | -0.208 | |
| Sketched Newton Methodd=100, tau=10, Estimator=Bar Xi_t2025.02 | 90 | 1.156 | |
| Sketched Newton Methodd=40, tau=10, Estimator=Bar Xi_t2025.02 | 89.5 | -0.376 | |
| Sketched Newton Methodd=100, tau=40, Estimator=Bar Xi_t2025.02 | 89.5 | -0.335 | |
| Sketched Newton Methodd=20, tau=10, Estimator=Bar Xi_t2025.02 | 89 | -0.339 | |
| Sketched Newton Methodd=20, tau=20, Estimator=Bar Xi_t2025.02 | 89 | -0.283 | |
| Sketched Newton Methodd=40, tau=40, Estimator=Bar Xi_t2025.02 | 89 | -0.285 | |
| Sketched Newton Methodd=100, tau=20, Estimator=Bar Xi_t2025.02 | 89 | -0.069 | |
| SGDd=20, Estimator=Bar Xi_t2025.02 | 87 | -0.104 | |
| SGDd=20, Estimator=Ξ¯t2025.02 | 87 | -0.104 | |
| SGDd=60, Estimator=Bar Xi_t2025.02 | 86.5 | -0.061 | |
| Sketched Newton Methodd=40, tau=20, Estimator=Bar Xi_t2025.02 | 85.5 | -0.343 | |
| Sketched Newton Methodd=60, tau=20, Estimator=Bar Xi_t2025.02 | 85.5 | -0.361 | |
| Sketched Newton Methodd=60, tau=40, Estimator=Bar Xi_t2025.02 | 84.5 | -0.317 | |
| Sketched Newton Methodd=60, tau=10, Estimator=Bar Xi_t2025.02 | 83.5 | -0.383 |