ResearchBenchmarksVariable Selection on Example 2 ρ=0.95Follow100TPRSPPCSO16.838.46081.6Mar 6, 2026Evaluation ResultsMethodMethodLinksTPRTNRTMRSPPCSO2026.0310099.313.8Enet2026.0399.9971.3LASSO2026.0399.1971.3SACE2026.0399.197.20Mnet2026.0398.399.13.8GSACE2026.0320.499.60MCP2026.032099.80SCAD2026.032099.50