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Posterior sampling on Heston model posterior sampling 19
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2,243
Time (s)
NF
1,729.96
5,192.98
8,656
12,119.02
Jun 3, 2026
Time (s)
W2 Score
W^alpha_2 Score
W^beta_2 Score
W^sigma_2 Score
W^mu_2 Score
W^rho_2 Score
Updated 1mo ago
Evaluation Results
Method
Method
Links
Time (s)
W2 Score
W^alpha_2 Score
W^beta_2 Score
W^sigma_2 Score
W^mu_2 Score
W^rho_2 Score
NF
Model=Heston, Number o...
2026.06
2,243
0.066
0.0003
0.057
0.004
0.0046
0.011
Fourier
Model=Heston, Number o...
2026.06
14,560
-
-
-
-
-
-
Itô-Taylor
Model=Heston, Number o...
2026.06
15,069
0.948
0.0071
0.938
0.0918
0.0518
0.066
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