Figure 5

Comparing sparse weights versus sparse loadings. Boxplots for the proportion of correctly classified variables. Within panels, the boxplots are displayed in function of the block structure present in the variable selection. The upper panels refer to data generated under a model with sparse loadings, the lower panels to data generated under a model with sparse weights. The panels at the left were obtained when analyzing the data with a model based on sparse weights; the panels at the right with a model based on sparse loadings.