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Variable Selection on Example 2 ρ=0.95

100TPR

SPPCSO

Updated 1mo ago

Evaluation Results

Method	Links
SPPCSO 2026.03		100	99.3	13.8
Enet 2026.03		99.9	97	1.3
LASSO 2026.03		99.1	97	1.3
SACE 2026.03		99.1	97.2	0
Mnet 2026.03		98.3	99.1	3.8
GSACE 2026.03		20.4	99.6	0
MCP 2026.03		20	99.8	0
SCAD 2026.03		20	99.5	0