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