p = 10

mean

median

Q 0.50

Q 0.75

BART

1.806810

1.792002

1.792002

1.959392

LASSO

2.728710

2.744029

2.744029

2.933420

Elastic-Net

2.735580

2.750239

2.750239

2.949370

Bayesian-Net

2.684871

2.721498

2.721498

2.865008

p = 100

mean

median

Q 0.50

Q 0.75

BART

2.612356

2.593971

2.593971

2.798618

LASSO

2.848172

2.827754

2.827754

3.018718

Elastic-Net

2.910745

2.881590

2.881590

3.091359

Bayesian-Net

2.821050

2.794044

2.794044

3.042147