Table 5 Simulation study: average percentage of correctly identified non-zero loadings (standard deviation) when 50 variables are selected on each dimension (each loading vector).
Method | Gaussian | super-Gaussian | ||
|---|---|---|---|---|
v1 | v2 | v1 | v2 | |
sPCA | 90.30% (3.5) | 72.5% (11.6) | 85.44% (4.3) | 68.22% (10.6) |
sIPCA | 86.7% (8.3) | 87.7% (8.1) | 80.80% (8.6) | 82.30% (8.4) |