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Simulation-Based Inference on Ornstein-Uhlenbeck process (OUP) ε = 10% (test)

0.62RMSENPE-RS
0.59440.76720.941.1128May 25, 2023

Evaluation results

MethodLinks
NPE-RS2023.050.620.09
ABC-RS2023.050.620.26
RNPE2023.050.870.22
ABC2023.051.20.88
NPE2023.051.260.34