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Posterior Estimation on 2+2D synthetic problem Unimodal posterior

0.53DKL(pT || p*)VBMC
0.5040.67950.8551.0305May 23, 2024

Evaluation results

MethodLinks
VBMCIterations (T)=50, Batch size (B)=4, MCMC samples=4000, Independent runs=102024.050.53—
BACONIterations (T)=50, Batch size (B)=4, MCMC samples=4000, Independent runs=102024.050.761
IMSPEIterations (T)=50, Batch size (B)=4, MCMC samples=4000, Independent runs=102024.051.050.89
D-optim.Iterations (T)=50, Batch size (B)=4, MCMC samples=4000, Independent runs=102024.051.090.42
RandomIterations (T)=50, Batch size (B)=4, MCMC samples=4000, Independent runs=102024.051.180.62