Figure 2

Receiver operating characteristic (ROC) curves. Mean ROC curves across 130 simulations are shown for approaches that do not perform variable selection. An ideal ROC has a high TPR and a low FPR over a wide range of thresholds. S denotes the sparsity setting or the proportion of influential variables in the data. The diagonal dashed line represents random variable selection performance. a. β=±1 and b. \({\beta \in \mathcal {U}}\).