From: The ‘un-shrunk’ partial correlation in Gaussian graphical models
p = 100 | ‘un-shrunk’ | ‘shrunk’ | gLASSO** |
---|---|---|---|
n = 10 | 0.984772* | 0.957152 | 0.995724 |
n = 20 | 0.992656* | 0.960648 | 0.995772 |
n = 30 | 0.994636* | 0.961956 | 0.995928 |
n = 40 | 0.995132* | 0.963972 | 0.99576 |
n = 50 | 0.99556* | 0.965676 | 0.995932 |
n = 60 | 0.995804* | 0.968264 | 0.995788 |
n = 70 | 0.995896* | 0.970764 | 0.995896 |
n = 80 | 0.995956* | 0.973992 | 0.995964 |
n = 90 | 0.996052* | 0.975976 | 0.99588 |
n = 100 | 0.996044* | 0.977428 | 0.995896 |