Latent State Recovery on Simulated Latent State Recovery Dataset (test)
0.016BiasState-Coupled
Evaluation results
| Method | Links | ||
|---|---|---|---|
| State-Coupledphi (latent persistence)=0.3, gamma (coupling strength)=0.02026.06 | 0.016 | 0.666 | |
| Heteroskedastic Proxyphi (latent persistence)=0.3, gamma (coupling strength)=0.02026.06 | 0.041 | 0.314 | |
| State-Coupledphi (latent persistence)=0.3, gamma (coupling strength)=0.62026.06 | 0.042 | 0.727 | |
| State-Coupledphi (latent persistence)=0.3, gamma (coupling strength)=0.82026.06 | 0.047 | 0.747 | |
| State-Coupledphi (latent persistence)=0.3, gamma (coupling strength)=0.32026.06 | 0.064 | 0.644 | |
| State-Coupledphi (latent persistence)=0.3, gamma (coupling strength)=1.02026.06 | 0.073 | 0.729 | |
| Heteroskedastic Proxyphi (latent persistence)=0.3, gamma (coupling strength)=0.32026.06 | 0.163 | 0.33 | |
| Heteroskedastic Proxyphi (latent persistence)=0.3, gamma (coupling strength)=0.62026.06 | 0.304 | 0.432 | |
| Heteroskedastic Proxyphi (latent persistence)=0.3, gamma (coupling strength)=0.82026.06 | 0.403 | 0.528 | |
| Heteroskedastic Proxyphi (latent persistence)=0.3, gamma (coupling strength)=1.02026.06 | 0.504 | 0.621 |