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Empirical Coverage Estimation on RiverSwim (T=50, 90% coverage)

91.3Q* (1, 0)Model-based bootstrap
-3.65220.99945.6570.301May 12, 2026

Evaluation results

MethodLinks
Model-based bootstrapn=500, CI type=percentile2026.0591.391.793.591.391.391.791.991.892.2
Model-based bootstrapn=1000, CI type=percentile2026.0587.488.390.787.487.788.389.789.690.2
Episodic bootstrapn=1000, CI type=percentile2026.0584.384.986.584.384.884.98685.285.8
Episodic bootstrapn=500, CI type=percentile2026.0583.584.285.483.583.384.282.781.784.7
Model-based bootstrapn=100, CI type=percentile2026.0564.864.946.664.865.164.965.265.152
Plug-in (CLT) CIn=10002026.0547.883.98847.882.183.98787.588
Plug-in (CLT) CIn=5002026.0546.981.885.346.975.281.883.283.582.3
Model-based bootstrapn=500, CI type=pivot2026.0545.371.880.645.359.969.476.380.380.9
Model-based bootstrapn=1000, CI type=pivot2026.0544.977.784.444.965.576.282.885.586.1
Episodic bootstrapn=100, CI type=percentile2026.0543.443.822.543.443.243.84342.829.3
Episodic bootstrapn=1000, CI type=pivot2026.0542.875.480.342.863.674.28080.681.9
Model-based bootstrapn=50, CI type=percentile2026.0542.141.825.142.141.941.842.141.530.3
Episodic bootstrapn=500, CI type=pivot2026.0541.666.87241.656.265.270.173.673.3
Plug-in (CLT) CIn=1002026.0534.94948.434.9444949.547.746.8
Model-based bootstrapn=100, CI type=pivot2026.0533.347.648.733.342.247.445.346.846.1
Plug-in (CLT) CIn=502026.0523.13029.623.128.829.930.229.529.4
Model-based bootstrapn=50, CI type=pivot2026.052363.329.82353.1653029.527.8
Episodic bootstrapn=100, CI type=pivot2026.0515.925.136.915.922.524.721.322.529
Episodic bootstrapn=50, CI type=pivot2026.05000000000
Episodic bootstrapn=50, CI type=percentile2026.05000000000