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Table 3 As in Table 3, comparing Robust Sparse CCA to other alternatives in the “Sparse High-dimensional 2 design”

From: Robust sparse canonical correlation analysis

Method No contamination t-distribution Contamination
  \(\bar {\theta }(\hat {\mathbf {A}},\mathbf {A})\) TPR TNR \(\bar {\theta }(\hat {\mathbf {A}},\mathbf {A})\) TPR TNR \(\bar {\theta }(\hat {\mathbf {A}},\mathbf {A})\) TPR TNR
Sparse CCA of [15] 0.93 1.00 0.93 1.41 0.94 0.72 1.28 0.89 0.00
Sparse CCA of [16] 0.79 0.65 1.00 1.16 0.30 0.92 1.57 0.00 0.00
Sparse CCA of [17] 0.44 1.00 0.08 1.01 1.00 0.02 1.25 1.00 0.00
Sparse CCA on pre-processed data 0.58 0.92 0.79 0.72 0.88 0.74 1.36 0.74 0.25
Sparse CCA with robust initialization 1.07 0.32 1.00 1.13 0.24 1.00 1.25 0.38 0.97
Robust Sparse CCA 0.59 0.87 0.87 0.60 0.94 0.89 0.84 0.97 0.82