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Benchmarks
Density Estimation on Credit (d=24) (test)
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0
NLL
pyvine-param
-0.00048
0.00276
0.006
0.00924
Apr 22, 2026
NLL
PIT-KS
Updated 3mo ago
Evaluation Results
Method
Method
Links
NLL
PIT-KS
pyvine-param
Fit (s)=151.41
2026.04
0
0.012
pyvine-TLL
Fit (s)=17.29
2026.04
0
0.012
Gaussian copula
Fit (s)=0.02
2026.04
0
-
VDC
Fit (s)=3.58
2026.04
0.001
0.012
Flow (RealNVP)
Fit (s)=1.95
2026.04
0.012
-
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