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ResearchFormerly WizWand

Out-of-sample Mean Squared Error Estimation on Spiked covariance model N = 200

1.07Median OOS Random-X MSElambda_min
0.97761.60132.2252.8487May 27, 2026
Updated 5mo ago

Evaluation results

MethodLinks
lambda_mind/N=0.2, N=2002026.051.07
lambda_sfpd/N=0.2, N=2002026.051.08
lambda_SNd/N=0.2, N=2002026.051.09
lambda_mind/N=0.4, N=2002026.051.1
lambda_0d/N=0.2, N=2002026.051.13
lambda_mind/N=0.6, N=2002026.051.13
lambda_sfpd/N=0.4, N=2002026.051.14
lambda_mind/N=0.8, N=2002026.051.14
lambda_mind/N=1.0, N=2002026.051.16
lambda_SNd/N=0.4, N=2002026.051.18
lambda_sfpd/N=0.6, N=2002026.051.18
lambda_sfpd/N=0.8, N=2002026.051.2
lambda_sfpd/N=1.0, N=2002026.051.2
lambda_mind/N=1.2, N=2002026.051.2
lambda_mind/N=1.4, N=2002026.051.2
lambda_mind/N=1.8, N=2002026.051.2
lambda_mind/N=1.6, N=2002026.051.21
lambda_sfpd/N=1.2, N=2002026.051.25
lambda_SNd/N=0.6, N=2002026.051.27
lambda_sfpd/N=1.4, N=2002026.051.27
lambda_0d/N=0.4, N=2002026.051.29
lambda_sfpd/N=1.6, N=2002026.051.32
lambda_SNd/N=0.8, N=2002026.051.34
lambda_sfpd/N=1.8, N=2002026.051.34
lambda_SNd/N=1.0, N=2002026.051.37
lambda_SNd/N=1.2, N=2002026.051.47
lambda_SNd/N=1.8, N=2002026.051.48
lambda_0d/N=0.6, N=2002026.051.49
lambda_SNd/N=1.4, N=2002026.051.5
lambda_SNd/N=1.6, N=2002026.051.52
lambda_0d/N=0.8, N=2002026.051.88
lambda_0d/N=1.0, N=2002026.052.23
lambda_0d/N=1.2, N=2002026.052.78
lambda_0d/N=1.4, N=2002026.053.11
lambda_0d/N=1.8, N=2002026.053.36
lambda_0d/N=1.6, N=2002026.053.38