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Table 2 AUROC 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

0.732364

0.727612

0.6232

n = 20

0.819128

0.814088

0.7409

n = 30

0.862744*

0.8546

0.811604

n = 40

0.884656*

0.87488

0.83344

n = 50

0.899008*

0.889684

0.881036

n = 60

0.90848*

0.89878

0.888068

n = 70

0.914616*

0.904952

0.890632

n = 80

0.920464*

0.90786

0.906792

n = 90

0.929408*

0.917688

0.91554

n = 100

0.929864*

0.91908

0.915912

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