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Table 2 Sensitivity of predictions computed by four methods calculated as the average ratio of correctly predicted to total predicted edges

From: Graph reconstruction using covariance-based methods

Correlation strength σ≈ 0.15 (I) 0.19 (II) 0.22 (III) 0.36 (IV)
Thresholded sample covariance 0.23 0.67 0.73 0.73
Covariance Lasso 0.24 0.72 0.8 0.77
Nodewise regression Lasso 0.24 0.7 0.83 0.93
Graphical Lasso 0.25 0.7 0.75 0.82