Posterior Estimation on 2+2D synthetic problem Bimodal posterior
0.45DKL(pT || p*)BACON
Evaluation results
| Method | Links | ||
|---|---|---|---|
| BACONIterations (T)=50, Batch size (B)=4, MCMC samples=4000, Independent runs=102024.05 | 0.45 | 0.4 | |
| VBMCIterations (T)=50, Batch size (B)=4, MCMC samples=4000, Independent runs=102024.05 | 0.49 | — | |
| RandomIterations (T)=50, Batch size (B)=4, MCMC samples=4000, Independent runs=102024.05 | 0.54 | 0.28 | |
| IMSPEIterations (T)=50, Batch size (B)=4, MCMC samples=4000, Independent runs=102024.05 | 0.7 | 0.19 | |
| D-optim.Iterations (T)=50, Batch size (B)=4, MCMC samples=4000, Independent runs=102024.05 | 0.94 | 0.07 |