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Covariance matrix estimation on Toeplitz covariance structure ϱ = 0.7, p = 3000
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1.145
Time (s)
LBO
0.87864
2.67657
4.4745
6.27243
Mar 30, 2026
Time (s)
Frobenius norm
Nuclear norm
Updated 21d ago
Evaluation Results
Method
Method
Links
Time (s)
Frobenius norm
Nuclear norm
LBO
2026.03
1.145
1.846
9.119
ADMM
2026.03
1.516
9.36
3
LADMM
2026.03
1.749
2.459
8.183
FISTA
2026.03
2.002
2.514
8.26
TOSA
2026.03
4.829
2.464
8.183
PFBS
2026.03
7.804
2.453
8.206
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