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Ornstein-Uhlenbeck

Benchmarks

Task NameDataset NameSOTA ResultTrend
Parameter sampling for stochastic differential equation systemOrnstein-Uhlenbeck example
Synthesis Time (10K Samples) (s)0.0009
4
PDF approximation and error bound estimation of SDE statesTime-varying Ornstein-Uhlenbeck (OU) 10D
Time (p̂)803
1
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