Figure 1

ROC plots and precision-recall plots of the Huber group LASSO and group LASSO for the simulation data under different situations. Left: the ROC plots of the Huber group LASSO and the group LASSO. Right: precision-recall plots of the Huber group LASSO and the group LASSO. TPR: true positive rate. FPR: false positive rate. Huber group LASSO has better performance than group LASSO. The larger the number of observations or datasets, the better the performances of the methods.