$\rho$

Method

$p\left(x_1\right)$

$p\left(x_2\right)$

$p\left(x_3\right)$

$p\left(x_{all}\right)$

$n=100$

$p=1000$

0.3

SIS

1

1

1

1

RF-SIS

1

0.970

0.978

0.950

0.6

SIS

1

0.990

1

0.990

RF-SIS

1

0.970

0.984

0.958

0.8

SIS

0.996

0.882

0.962

0.840

RF-SIS

1

0.992

0.990

0.984

$n=200$

$p=2000$

0.3

SIS

1

1

1

1

RF-SIS

1

0.952

0.976

0.94

0.6

SIS

1

1

1

1

RF-SIS

1

0.966

0.968

0.948

0.8

SIS

1

0.966

1

0.966

RF-SIS

1

0.964

0.962

0.954