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 |