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\caption[Evaluation of correlation estimators by cross-validation]
{{\bf Evaluation of correlation estimators by cross-validation}
The plot depicts the the validation losses (eq.~\ref{eq:vloss}) of estimators $C_{\sf sample}$, $C_{\sf diag}$, $C_{\sf factor}$, and $C_{\sf sparse}$ minus the validation loss of $C_{\sf sparse+latent}$ indicated by the dashed vertical line.
The difference is consistently positive ($p<0.01$ in each comparison, Wilcoxon signed rank test, $n=27$ sites in 14 mice), indicating that $C_{\sf sparse+latent}$ consistently outperforms the other estimators in these neural data.
The box plots indicate the $25^{th}$, $50^{th}$, and $75^{th}$ percentiles with the whiskers extending to the minimum and maximum values after excluding the outliers marked with `+'.