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Covariance matrix estimation on Toeplitz covariance structure ϱ = 0.9, p = 4000
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1.57
Time (s)
PFBS
1.23772
3.48061
5.7235
7.96639
Mar 30, 2026
Time (s)
Frobenius Norm
Nuclear Norm
Updated 21d ago
Evaluation Results
Method
Method
Links
Time (s)
Frobenius Norm
Nuclear Norm
PFBS
2026.03
1.57
5.005
1.209
LBO
2026.03
1.856
2.851
1.177
LADMM
2026.03
3.498
5.088
1.21
FISTA
2026.03
3.849
5.037
1.204
ADMM
2026.03
4.159
1.951
4
TOSA
2026.03
9.877
5.005
1.209
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