Precision matrix estimation: a DSC benchmark

About

Please checkout this write-up for a formal description of the problem and how this benchmark is constructed. For a quick overview:

Here are methods for precision matrix estimation evaluated in this benchmark.
Here are criteria under which the methods are assessed.

Benchmark

The benchmark source code is browsable at https://stephenslab.github.io/dsc-omega/omega.html

Results

From simulated covariance structure
From GTEx RNA-seq gene expression data

This R Markdown site was created with workflowr