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 |