Averaged Drift Estimation on Synthetic Multiscale SDE (d=1, N=10)
0.0002MSEFlow-based Variational Inference for Integral-Drift SDEs
Evaluation Results
| Method | Links | |
|---|---|---|
| Flow-based Variational Inference for Integral-Drift SDEsn=150002026.05 | 0.0002 | |
| Flow-based Variational Inference for Integral-Drift SDEsn=10002026.05 | 0.0029 | |
| Unstructured neural network modeln=150002026.05 | 0.008 | |
| Unstructured neural network modeln=10002026.05 | 0.014 | |
| Flow-based Variational Inference for Integral-Drift SDEsn=1002026.05 | 0.02 |