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Table 1 Area Under the Receiver Operator Curve (AUROC)

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

  1. The table provides the average AUROC score across 25 data sets for a network with p = 100 nodes with 1% of true positives edges and varying sample size n
  2. *Two-sides t-test between the ‘un-shrunk’ and ‘shrunk’ methods are statistically significant at 0.05
  3. **STAR model selection is used from the R package ‘huge’ [15, 19]