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ResearchFormerly WizWand

Out-of-sample random-X Regression on Spiked Covariance Model (d/N=0.9, noise=1)

0.97Median MSElambda_0
0.96041.02521.091.1548May 27, 2026
Updated 5mo ago

Evaluation results

MethodLinks
lambda_0d/N=0.1, N=502026.050.97
lambda_mind/N=0.1, N=502026.050.99
λ0Sample Size (N)=102026.051
lambda_0d/N=0.1, N=1002026.051
λminSample Size (N)=102026.051.02
lambda_mind/N=0.1, N=1002026.051.02
lambda_sfpd/N=0.1, N=502026.051.03
lambda_SNd/N=0.1, N=502026.051.03
lambda_mind/N=0.3, N=502026.051.03
lambda_mind/N=0.8, N=502026.051.03
lambda_mind/N=0.2, N=1002026.051.03
λsfpSample Size (N)=102026.051.04
λSNSample Size (N)=102026.051.04
λminSample Size (N)=202026.051.04
lambda_sfpd/N=0.1, N=1002026.051.04
lambda_SNd/N=0.1, N=1002026.051.04
lambda_sfpd/N=0.2, N=1002026.051.05
lambda_SNd/N=0.2, N=1002026.051.05
λminSample Size (N)=302026.051.06
lambda_0d/N=0.3, N=502026.051.06
lambda_mind/N=0.2, N=502026.051.07
lambda_sfpd/N=0.3, N=502026.051.07
lambda_SNd/N=0.3, N=502026.051.07
lambda_mind/N=0.4, N=502026.051.07
lambda_mind/N=0.5, N=502026.051.07
lambda_mind/N=0.6, N=502026.051.07
lambda_0d/N=0.2, N=1002026.051.07
λminSample Size (N)=402026.051.08
lambda_0d/N=0.2, N=502026.051.08
lambda_mind/N=0.3, N=1002026.051.08
lambda_mind/N=0.4, N=1002026.051.09
λminSample Size (N)=602026.051.1
lambda_SNd/N=0.2, N=502026.051.1
lambda_sfpd/N=0.8, N=502026.051.1
lambda_mind/N=0.9, N=502026.051.1
lambda_mind/N=0.5, N=1002026.051.1
lambda_sfpd/N=0.2, N=502026.051.11
lambda_mind/N=0.7, N=502026.051.11
lambda_mind/N=1.3, N=502026.051.11
lambda_sfpd/N=0.3, N=1002026.051.11
lambda_SNd/N=0.3, N=1002026.051.11
lambda_SNd/N=0.4, N=502026.051.12
lambda_SNd/N=0.8, N=502026.051.12
lambda_mind/N=1.0, N=502026.051.12
lambda_mind/N=1.1, N=502026.051.12
lambda_mind/N=1.2, N=502026.051.12
lambda_sfpd/N=0.4, N=1002026.051.12
lambda_mind/N=0.6, N=1002026.051.12
lambda_mind/N=0.8, N=1002026.051.12
λSNSample Size (N)=202026.051.13
lambda_sfpd/N=0.4, N=502026.051.13
lambda_sfpd/N=0.5, N=502026.051.13
lambda_SNd/N=0.5, N=502026.051.13
lambda_sfpd/N=0.6, N=502026.051.13
lambda_SNd/N=0.6, N=502026.051.13
lambda_mind/N=1.6, N=502026.051.13
lambda_SNd/N=0.4, N=1002026.051.13
lambda_mind/N=0.7, N=1002026.051.13
λSNSample Size (N)=302026.051.14
lambda_mind/N=1.5, N=502026.051.14
lambda_sfpd/N=0.5, N=1002026.051.14
lambda_mind/N=1.0, N=1002026.051.14
lambda_mind/N=1.3, N=1002026.051.14
lambda_mind/N=1.4, N=1002026.051.14
λsfpSample Size (N)=202026.051.15
λsfpSample Size (N)=302026.051.15
λminSample Size (N)=1002026.051.15
lambda_mind/N=1.7, N=502026.051.15
lambda_mind/N=1.8, N=502026.051.15
lambda_mind/N=0.9, N=1002026.051.15
λsfpSample Size (N)=402026.051.16
λSNSample Size (N)=402026.051.16
λminSample Size (N)=802026.051.16
λminSample Size (N)=1202026.051.16
λminSample Size (N)=1602026.051.16
lambda_mind/N=1.4, N=502026.051.16
lambda_mind/N=1.7, N=1002026.051.16
λsfpSample Size (N)=602026.051.17
λminSample Size (N)=3202026.051.17
lambda_sfpd/N=0.7, N=502026.051.17
lambda_sfpd/N=0.9, N=502026.051.17
lambda_0d/N=0.3, N=1002026.051.17
lambda_SNd/N=0.5, N=1002026.051.17
lambda_mind/N=1.1, N=1002026.051.17
lambda_mind/N=1.5, N=1002026.051.17
lambda_mind/N=1.6, N=1002026.051.17
lambda_mind/N=1.8, N=1002026.051.17
λminSample Size (N)=5002026.051.18
lambda_SNd/N=0.7, N=502026.051.18
lambda_sfpd/N=0.6, N=1002026.051.18
lambda_mind/N=1.2, N=1002026.051.18
lambda_SNd/N=0.9, N=502026.051.19
lambda_mind/N=1.9, N=502026.051.19
lambda_sfpd/N=0.7, N=1002026.051.19
lambda_sfpd/N=0.8, N=1002026.051.19
lambda_0d/N=0.4, N=502026.051.2
lambda_sfpd/N=1.0, N=502026.051.2
lambda_sfpd/N=1.0, N=1002026.051.2
λSNSample Size (N)=602026.051.21
λsfpSample Size (N)=1002026.051.21