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Parameter sampling for stochastic differential equation system on Ornstein-Uhlenbeck example

0.0009Synthesis Time (10K Samples) (s)Ghigh | y1
-4.76830527.42356359.61543191.807298Apr 2, 2025

Evaluation results

MethodLinks
Ghigh | y1Network architecture=3 layers, 100 neurons each, Training epochs=10,000, N_refine=15002025.040.00093.7914.54
GlowNetwork architecture=3 layers, 100 neurons each, Training epochs=10,000, N_refine=15002025.040.00150.6515.55
MCMC2025.0474.64——
SMC2025.04119.23——