Sparse Covariance Matrix Estimation on Sparse Covariance Structure
1.063Time (s)TOSA
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| TOSASparsity level (q)=0.3, Dimension (p)=10002026.03 | 1.063 | 1.088 | 2.614 | |
| ADMMSparsity level (q)=0.5, Dimension (p)=10002026.03 | 1.08 | 9.207 | 2.212 | |
| FISTASparsity level (q)=0.1, Dimension (p)=20002026.03 | 1.082 | 3.582 | 1.138 | |
| LADMMSparsity level (q)=0.1, Dimension (p)=10002026.03 | 1.11 | 1.252 | 3.002 | |
| FISTASparsity level (q)=0.3, Dimension (p)=10002026.03 | 1.134 | 1.089 | 2.616 | |
| LBOSparsity level (q)=0.7, Dimension (p)=40002026.03 | 1.185 | 1.919 | 1.212 | |
| LADMMSparsity level (q)=0.3, Dimension (p)=20002026.03 | 1.22 | 3.18 | 1.011 | |
| ADMMSparsity level (q)=0.1, Dimension (p)=30002026.03 | 1.452 | 6.649 | 2.374 | |
| LADMMSparsity level (q)=0.9, Dimension (p)=40002026.03 | 1.486 | 3.218 | 1.202 | |
| PFBSSparsity level (q)=0.1, Dimension (p)=20002026.03 | 1.582 | 3.582 | 1.138 | |
| LBOSparsity level (q)=0.3, Dimension (p)=10002026.03 | 1.649 | 6.421 | 1.702 | |
| ADMMSparsity level (q)=0.1, Dimension (p)=10002026.03 | 1.696 | 1.252 | 3.002 | |
| LBOSparsity level (q)=0.1, Dimension (p)=30002026.03 | 1.709 | 1.259 | 6.878 | |
| TOSASparsity level (q)=0.5, Dimension (p)=10002026.03 | 1.785 | 9.202 | 2.209 | |
| LBOSparsity level (q)=0.1, Dimension (p)=10002026.03 | 1.791 | 1.704 | 5.369 | |
| TOSASparsity level (q)=0.1, Dimension (p)=40002026.03 | 1.859 | 1.023 | 3.843 | |
| LADMMSparsity level (q)=0.7, Dimension (p)=40002026.03 | 1.965 | 5.779 | 2.172 | |
| FISTASparsity level (q)=0.1, Dimension (p)=10002026.03 | 2.374 | 1.252 | 3.002 | |
| ADMMSparsity level (q)=0.3, Dimension (p)=20002026.03 | 2.427 | 3.18 | 1.011 | |
| TOSASparsity level (q)=0.1, Dimension (p)=30002026.03 | 2.432 | 6.639 | 2.36 | |
| LBOSparsity level (q)=0.1, Dimension (p)=40002026.03 | 2.527 | 7.315 | 4.623 | |
| FISTASparsity level (q)=0.5, Dimension (p)=10002026.03 | 2.568 | 9.207 | 2.212 | |
| PFBSSparsity level (q)=0.5, Dimension (p)=10002026.03 | 2.66 | 9.207 | 2.212 | |
| TOSASparsity level (q)=0.1, Dimension (p)=10002026.03 | 2.662 | 1.251 | 3 | |
| FISTASparsity level (q)=0.1, Dimension (p)=40002026.03 | 2.711 | 1.024 | 3.869 | |
| FISTASparsity level (q)=0.1, Dimension (p)=30002026.03 | 3.093 | 6.649 | 2.374 | |
| PFBSSparsity level (q)=0.3, Dimension (p)=10002026.03 | 3.105 | 1.089 | 2.616 | |
| PFBSSparsity level (q)=0.1, Dimension (p)=40002026.03 | 3.254 | 1.024 | 3.869 | |
| ADMMSparsity level (q)=0.9, Dimension (p)=40002026.03 | 3.513 | 3.218 | 1.202 | |
| LADMMSparsity level (q)=0.3, Dimension (p)=10002026.03 | 3.542 | 1.089 | 2.616 | |
| LADMMSparsity level (q)=0.1, Dimension (p)=20002026.03 | 3.582 | 3.582 | 1.138 | |
| PFBSSparsity level (q)=0.1, Dimension (p)=30002026.03 | 3.849 | 6.649 | 2.374 | |
| PFBSSparsity level (q)=0.1, Dimension (p)=10002026.03 | 4.011 | 1.252 | 3.002 | |
| LBOSparsity level (q)=0.1, Dimension (p)=20002026.03 | 4.18 | 1.001 | 4.47 | |
| TOSASparsity level (q)=0.3, Dimension (p)=20002026.03 | 4.435 | 3.175 | 1.007 | |
| TOSASparsity level (q)=0.9, Dimension (p)=40002026.03 | 4.449 | 3.205 | 1.178 | |
| FISTASparsity level (q)=0.3, Dimension (p)=20002026.03 | 4.64 | 3.18 | 1.011 | |
| TOSASparsity level (q)=0.7, Dimension (p)=40002026.03 | 4.827 | 5.765 | 2.147 | |
| LADMMSparsity level (q)=0.1, Dimension (p)=40002026.03 | 5.041 | 1.024 | 3.869 | |
| LBOSparsity level (q)=0.5, Dimension (p)=10002026.03 | 5.211 | 2.323 | 6.123 | |
| LBOSparsity level (q)=0.9, Dimension (p)=40002026.03 | 5.866 | 8.99 | 5.683 | |
| FISTASparsity level (q)=0.7, Dimension (p)=40002026.03 | 6.137 | 5.779 | 2.172 | |
| FISTASparsity level (q)=0.9, Dimension (p)=40002026.03 | 6.15 | 3.218 | 1.202 | |
| ADMMSparsity level (q)=0.1, Dimension (p)=20002026.03 | 6.248 | 3.582 | 1.138 | |
| LADMMSparsity level (q)=0.5, Dimension (p)=10002026.03 | 6.405 | 9.207 | 2.212 | |
| PFBSSparsity level (q)=0.3, Dimension (p)=20002026.03 | 6.604 | 3.18 | 1.011 | |
| ADMMSparsity level (q)=0.7, Dimension (p)=40002026.03 | 7.08 | 5.779 | 2.172 | |
| PFBSSparsity level (q)=0.9, Dimension (p)=40002026.03 | 7.098 | 3.219 | 1.203 | |
| ADMMSparsity level (q)=0.3, Dimension (p)=10002026.03 | 7.722 | 1.089 | 2.616 | |
| PFBSSparsity level (q)=0.7, Dimension (p)=40002026.03 | 7.751 | 5.779 | 2.173 | |
| LADMMSparsity level (q)=0.1, Dimension (p)=30002026.03 | 8.957 | 6.649 | 2.374 | |
| TOSASparsity level (q)=0.1, Dimension (p)=20002026.03 | 9.583 | 3.577 | 1.133 | |
| ADMMSparsity level (q)=0.1, Dimension (p)=40002026.03 | 9.748 | 1.024 | 3.869 | |
| LBOSparsity level (q)=0.3, Dimension (p)=20002026.03 | 9.777 | 3.174 | 7.241 |