From: Regularized estimation of large-scale gene association networks using graphical Gaussian models
lasso | adaptive lasso | PLS | Ridge Regression | shrinkage | |
---|---|---|---|---|---|
properties | |||||
testing needed | no | no | yes | yes | yes |
run-time | high | very high | medium | medium | low |
simulation results | |||||
density | very dense | between lasso & non-sparse methods | very sparse | very sparse | very sparse |
mean-squared-error | low | low | high | medium | medium |
real-world-study | |||||
density | too dense on t.cell | too dense on t.cell | very dense | - | - |
repeated measurements | too dense | too dense | dense | - | - |
stability under resampling | medium | medium | medium | medium | good |