Joint density and information metric estimation on Controlled synthetic settings (stress-test)
-0.406NLL (bits/dim)pyvine_param
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| pyvine_paramFit (s)=43.36 ± 55.192026.04 | -0.406 | 0.019 | 0.069 | |
| pyvine_nonparFit (s)=4.16 ± 4.712026.04 | -0.386 | 0.022 | 0.086 | |
| VDCFit (s)=1.12 ± 1.432026.04 | -0.354 | 0.082 | 1.688 | |
| gaussian_copulaFit (s)=0.00 ± 0.002026.04 | -0.333 | — | 0.062 |