Research Article
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 |
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