Out-of-sample Mean Squared Error Estimation on Spiked covariance model N = 200
1.07Median OOS Random-X MSElambda_min
Evaluation Results
| Method | Links | |
|---|---|---|
| lambda_mind/N=0.2, N=2002026.05 | 1.07 | |
| lambda_sfpd/N=0.2, N=2002026.05 | 1.08 | |
| lambda_SNd/N=0.2, N=2002026.05 | 1.09 | |
| lambda_mind/N=0.4, N=2002026.05 | 1.1 | |
| lambda_0d/N=0.2, N=2002026.05 | 1.13 | |
| lambda_mind/N=0.6, N=2002026.05 | 1.13 | |
| lambda_sfpd/N=0.4, N=2002026.05 | 1.14 | |
| lambda_mind/N=0.8, N=2002026.05 | 1.14 | |
| lambda_mind/N=1.0, N=2002026.05 | 1.16 | |
| lambda_SNd/N=0.4, N=2002026.05 | 1.18 | |
| lambda_sfpd/N=0.6, N=2002026.05 | 1.18 | |
| lambda_sfpd/N=0.8, N=2002026.05 | 1.2 | |
| lambda_sfpd/N=1.0, N=2002026.05 | 1.2 | |
| lambda_mind/N=1.2, N=2002026.05 | 1.2 | |
| lambda_mind/N=1.4, N=2002026.05 | 1.2 | |
| lambda_mind/N=1.8, N=2002026.05 | 1.2 | |
| lambda_mind/N=1.6, N=2002026.05 | 1.21 | |
| lambda_sfpd/N=1.2, N=2002026.05 | 1.25 | |
| lambda_SNd/N=0.6, N=2002026.05 | 1.27 | |
| lambda_sfpd/N=1.4, N=2002026.05 | 1.27 | |
| lambda_0d/N=0.4, N=2002026.05 | 1.29 | |
| lambda_sfpd/N=1.6, N=2002026.05 | 1.32 | |
| lambda_SNd/N=0.8, N=2002026.05 | 1.34 | |
| lambda_sfpd/N=1.8, N=2002026.05 | 1.34 | |
| lambda_SNd/N=1.0, N=2002026.05 | 1.37 | |
| lambda_SNd/N=1.2, N=2002026.05 | 1.47 | |
| lambda_SNd/N=1.8, N=2002026.05 | 1.48 | |
| lambda_0d/N=0.6, N=2002026.05 | 1.49 | |
| lambda_SNd/N=1.4, N=2002026.05 | 1.5 | |
| lambda_SNd/N=1.6, N=2002026.05 | 1.52 | |
| lambda_0d/N=0.8, N=2002026.05 | 1.88 | |
| lambda_0d/N=1.0, N=2002026.05 | 2.23 | |
| lambda_0d/N=1.2, N=2002026.05 | 2.78 | |
| lambda_0d/N=1.4, N=2002026.05 | 3.11 | |
| lambda_0d/N=1.8, N=2002026.05 | 3.36 | |
| lambda_0d/N=1.6, N=2002026.05 | 3.38 |