Model
nvars
ngroups
cgroups
FNR
FPR
RMSE
True model
12
4
100
0
0
0
N (0, 1)
Lasso-GMM
49.71
11.97
2.08
0.00
0.79
0.09
adaL-GMM
20.38
8.66
51.00
0.01
0.17
0.06
adaSGL-RMR
13.66
4.00
88.00
0.00
0.03
0.06
Laplace (1)
Lasso-GMM
46.19
11.97
3.00
0.00
0.71
0.12
adaL-GMM
26.15
9.95
34.83
0.01
0.29
0.10
adaSGL-RMR
13.47
4.05
89.25
0.00
0.03
0.09
t3
Lasso-GMM
40.84
11.81
6.83
0.00
0.63
0.15
adaL-GMM
29.34
10.65
24.67
0.01
0.36
0.12
adaSGL-RMR
13.67
4.09
88.42
0.00
0.04
0.11
Lasso-GMM
50.26
11.99
1.83
0.00
0.79
0.09
adaL-GMM
21.02
8.93
46.75
0.01
0.19
0.07
adaSGL-RMR
13.69
4.00
88.00
0.00
0.04
0.06