An Orthogonal Matching Pursuit Variable Screening Algorithm for High-Dimensional Linear Regression Models

Table 1

Simulation summary for OMP with (n, d) = (100, 5000).

		Coverage probability (%)	Percentage of correct zeros (%)	Percentage of incorrect zeros (%)	Percentage of correctly fitted (%)	Average model size
IP	8	100	99.9	1.6	94	7.94
AC	3	100	100	0	100	3
GV	3	96	95.9	2	34	3.84