$\rho$

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

0.252

1

0.232

0.06

RF-SIS

0.964

0.714

0.758

0.532

0.6

SIS

0.372

0.998

0.334

0.154

RF-SIS

0.960

0.628

0.512

0.310

0.8

SIS

0.406

0.994

0.370

0.166

RF-SIS

0.902

0.606

0.500

0.274

$p=2000$

0.3

SIS

0.398

1

0.328

0.136

RF-SIS

0.964

0.686

0.568

0.370

0.6

SIS

0.454

1

0.424

0.226

RF-SIS

0.948

0.576

0.498

0.286

0.8

SIS

0.364

1

0.318

0.152

RF-SIS

0.896

0.628

0.424

0.234