Monte Carlo Integration on Example 2
0Error (E)GMM-based stratified sampling
Evaluation results
| Method | Links | ||
|---|---|---|---|
| GMM-based stratified samplingf=j_{2.0}^+, R=2^{12}, components=102026.02 | 0 | 0 | |
| GMM-based stratified samplingf=j_{2.0}^+, R=2^{12}, components=202026.02 | 0 | 0.388 | |
| GMM-based stratified samplingf=j_{2.0}^+, R=2^{12}, components=502026.02 | 0 | 0.388 | |
| GMM-based stratified samplingf=j_{2.0}^+, R=2^{15}, components=102026.02 | 0 | 0.13 | |
| GMM-based stratified samplingf=j_{2.0}^+, R=2^{15}, components=202026.02 | 0 | 0.284 | |
| GMM-based stratified samplingf=j_{2.0}^+, R=2^{15}, components=502026.02 | 0 | 0.089 | |
| GMM-based stratified samplingf=j_{2.0}^+, R=2^{15}, components=1002026.02 | 0 | 0.109 | |
| Flow-based stratified samplingf=j_{2.0}^+, R=2^{12}, training_observations=10002026.02 | 0.001 | 0.613 | |
| Flow-based stratified samplingf=j_{2.0}^+, R=2^{12}, training_observations=50002026.02 | 0.001 | 0.945 | |
| Flow-based stratified samplingf=j_{2.0}^+, R=2^{15}, training_observations=10002026.02 | 0.001 | 0.668 | |
| Flow-based stratified samplingf=j_{2.0}^+, R=2^{15}, training_observations=50002026.02 | 0.001 | 1 | |
| GMM-based stratified samplingf=j_{2.0}^+, R=2^{12}, components=42026.02 | 0.002 | -0.134 | |
| GMM-based stratified samplingf=j_{2.0}^+, R=2^{12}, components=1002026.02 | 0.002 | 0.152 | |
| GMM-based stratified samplingf=j_{2.0}^+, R=2^{15}, components=42026.02 | 0.02 | -0.13 | |
| GMM-based stratified samplingf=j_{1.2}^+, R=2^{15}, components=502026.02 | 0.022 | 0.504 | |
| GMM-based stratified samplingf=j_{1.2}^+, R=2^{12}, components=502026.02 | 0.023 | 0.557 | |
| GMM-based stratified samplingf=j_{1.2}^+, R=2^{12}, components=1002026.02 | 0.024 | 0.569 | |
| GMM-based stratified samplingf=j_{1.2}^+, R=2^{15}, components=1002026.02 | 0.024 | 0.602 | |
| Flow-based stratified samplingf=j_{1.2}^+, R=2^{12}, training_observations=50002026.02 | 0.025 | 1.68 | |
| GMM-based stratified samplingf=h_1, R=2^{15}, components=502026.02 | 0.028 | 0.776 | |
| Flow-based stratified samplingf=j_{1.2}^+, R=2^{15}, training_observations=50002026.02 | 0.029 | 0.882 | |
| Flow-based stratified samplingf=h_2, R=2^{15}, training_observations=50002026.02 | 0.029 | 0.998 | |
| Flow-based stratified samplingf=h_2, R=2^{12}, training_observations=10002026.02 | 0.03 | 1.35 | |
| Flow-based stratified samplingf=j_{1.2}^+, R=2^{12}, training_observations=10002026.02 | 0.031 | 1.25 | |
| Flow-based stratified samplingf=h_1, R=2^{12}, training_observations=10002026.02 | 0.031 | 1.4 | |
| Flow-based stratified samplingf=h_2, R=2^{12}, training_observations=50002026.02 | 0.031 | 1.71 | |
| Flow-based stratified samplingf=h_2, R=2^{15}, training_observations=10002026.02 | 0.031 | 1.5 | |
| Flow-based stratified samplingf=j_{1.2}^+, R=2^{15}, training_observations=10002026.02 | 0.032 | 1.81 | |
| Flow-based stratified samplingf=h_1, R=2^{15}, training_observations=10002026.02 | 0.032 | 1.51 | |
| Flow-based stratified samplingf=h_1, R=2^{15}, training_observations=50002026.02 | 0.032 | 1.51 | |
| Flow-based stratified samplingf=h_1, R=2^{12}, training_observations=50002026.02 | 0.033 | 1.71 | |
| GMM-based stratified samplingf=h_1, R=2^{15}, components=1002026.02 | 0.034 | 1.33 | |
| GMM-based stratified samplingf=h_2, R=2^{12}, components=202026.02 | 0.034 | 1.14 | |
| GMM-based stratified samplingf=h_2, R=2^{12}, components=502026.02 | 0.034 | 1.07 | |
| GMM-based stratified samplingf=h_2, R=2^{15}, components=202026.02 | 0.034 | 1.22 | |
| GMM-based stratified samplingf=h_2, R=2^{15}, components=502026.02 | 0.034 | 1.21 | |
| GMM-based stratified samplingf=h_2, R=2^{15}, components=1002026.02 | 0.035 | 0.957 | |
| GMM-based stratified samplingf=h_1, R=2^{12}, components=502026.02 | 0.037 | 0.966 | |
| GMM-based stratified samplingf=j_{1.2}^+, R=2^{15}, components=202026.02 | 0.038 | 0.796 | |
| GMM-based stratified samplingf=h_1, R=2^{12}, components=1002026.02 | 0.038 | 0.855 | |
| GMM-based stratified samplingf=j_{1.2}^+, R=2^{12}, components=202026.02 | 0.039 | 0.644 | |
| GMM-based stratified samplingf=j_{1.2}^+, R=2^{12}, components=102026.02 | 0.04 | 0.06 | |
| GMM-based stratified samplingf=j_{1.2}^+, R=2^{15}, components=102026.02 | 0.04 | 0.06 | |
| GMM-based stratified samplingf=h_1, R=2^{15}, components=202026.02 | 0.04 | 0.723 | |
| GMM-based stratified samplingf=h_2, R=2^{12}, components=102026.02 | 0.04 | 0.588 | |
| GMM-based stratified samplingf=h_2, R=2^{12}, components=1002026.02 | 0.04 | 0.064 | |
| GMM-based stratified samplingf=h_1, R=2^{12}, components=202026.02 | 0.042 | 0.577 | |
| GMM-based stratified samplingf=h_1, R=2^{12}, components=102026.02 | 0.05 | 0.303 | |
| GMM-based stratified samplingf=h_2, R=2^{12}, components=42026.02 | 0.051 | 0.272 | |
| GMM-based stratified samplingf=h_1, R=2^{12}, components=42026.02 | 0.052 | 0.261 | |
| GMM-based stratified samplingf=h_1, R=2^{15}, components=102026.02 | 0.052 | 0.251 | |
| GMM-based stratified samplingf=h_2, R=2^{15}, components=102026.02 | 0.052 | 0.251 | |
| GMM-based stratified samplingf=h_2, R=2^{15}, components=42026.02 | 0.054 | 0.154 | |
| GMM-based stratified samplingf=h_1, R=2^{15}, components=42026.02 | 0.058 | 0.131 | |
| GMM-based stratified samplingf=j_{1.2}^+, R=2^{12}, components=42026.02 | 0.063 | 0.019 | |
| GMM-based stratified samplingf=j_{1.2}^+, R=2^{15}, components=42026.02 | 0.068 | -0.035 | |
| Flow-based stratified samplingf=h_3, R=2^{12}, training_observations=10002026.02 | 0.112 | 1.08 | |
| GMM-based stratified samplingf=h_3, R=2^{12}, components=202026.02 | 0.112 | 1.05 | |
| Flow-based stratified samplingf=h_3, R=2^{15}, training_observations=50002026.02 | 0.116 | 1.41 | |
| Flow-based stratified samplingf=h_3, R=2^{12}, training_observations=50002026.02 | 0.118 | 1.14 | |
| Flow-based stratified samplingf=h_3, R=2^{15}, training_observations=10002026.02 | 0.122 | 1.53 | |
| GMM-based stratified samplingf=h_3, R=2^{15}, components=202026.02 | 0.132 | 1.14 | |
| GMM-based stratified samplingf=h_3, R=2^{15}, components=502026.02 | 0.132 | 1.12 | |
| GMM-based stratified samplingf=h_3, R=2^{12}, components=102026.02 | 0.139 | 0.894 | |
| GMM-based stratified samplingf=h_3, R=2^{15}, components=1002026.02 | 0.139 | 0.882 | |
| GMM-based stratified samplingf=h_3, R=2^{12}, components=502026.02 | 0.148 | 0.698 | |
| GMM-based stratified samplingf=h_3, R=2^{12}, components=1002026.02 | 0.158 | 0.551 | |
| GMM-based stratified samplingf=h_3, R=2^{15}, components=102026.02 | 0.16 | 0.525 | |
| GMM-based stratified samplingf=h_3, R=2^{12}, components=42026.02 | 0.185 | 0.296 | |
| GMM-based stratified samplingf=h_3, R=2^{15}, components=42026.02 | 0.185 | 0.296 | |
| Flow-based stratified samplingf=j_{0.5}^+, R=2^{12}, training_observations=10002026.02 | 0.304 | 1.68 | |
| GMM-based stratified samplingf=j_{0.5}^+, R=2^{12}, components=102026.02 | 0.305 | 1.54 | |
| GMM-based stratified samplingf=j_{0.5}^+, R=2^{12}, components=202026.02 | 0.306 | 1.22 | |
| Flow-based stratified samplingf=j_{0.5}^+, R=2^{15}, training_observations=50002026.02 | 0.306 | 1.54 | |
| Flow-based stratified samplingf=j_{0.5}^+, R=2^{15}, training_observations=10002026.02 | 0.307 | 1.63 | |
| GMM-based stratified samplingf=j_{0.5}^+, R=2^{15}, components=102026.02 | 0.319 | 1.52 | |
| Flow-based stratified samplingf=j_{0.5}^+, R=2^{12}, training_observations=50002026.02 | 0.321 | 1.72 | |
| GMM-based stratified samplingf=j_{0.5}^+, R=2^{15}, components=202026.02 | 0.321 | 1.43 | |
| GMM-based stratified samplingf=j_{0.5}^+, R=2^{12}, components=502026.02 | 0.323 | 1.52 | |
| GMM-based stratified samplingf=j_{0.5}^+, R=2^{15}, components=502026.02 | 0.327 | 1.41 | |
| GMM-based stratified samplingf=j_{0.5}^+, R=2^{15}, components=1002026.02 | 0.327 | 1.4 | |
| GMM-based stratified samplingf=j_{0.5}^+, R=2^{12}, components=1002026.02 | 0.335 | 1.2 | |
| GMM-based stratified samplingf=j_{0.5}^+, R=2^{15}, components=42026.02 | 0.355 | 0.898 | |
| GMM-based stratified samplingf=j_{0.5}^+, R=2^{12}, components=42026.02 | 0.359 | 0.857 |