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Simulation-Based Inference on Ornstein-Uhlenbeck process (OUP) ε = 20% (test)

0.63RMSENPE-RS
0.44881.67192.8954.1181May 25, 2023

Evaluation results

MethodLinks
NPE-RS2023.050.630.21
ABC-RS2023.050.880.5
RNPE2023.050.980.49
NPE2023.052.590.63
ABC2023.055.160.92