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SDE Drift Estimation on Randomly generated linear additive noise SDEs
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0.237
MAE
APPEX
0.172
0.61075
1.0495
1.48825
Oct 30, 2024
MAE
Updated 17d ago
Evaluation Results
Method
Method
Links
MAE
APPEX
Dimension=3
2024.10
0.237
APPEX
Dimension=4
2024.10
0.328
WOT
Dimension=3
2024.10
0.351
APPEX
Dimension=6
2024.10
0.358
APPEX
Dimension=7
2024.10
0.36
APPEX
Dimension=10
2024.10
0.439
APPEX
Dimension=8
2024.10
0.46
APPEX
Dimension=9
2024.10
0.487
APPEX
Dimension=5
2024.10
0.602
WOT
Dimension=4
2024.10
0.73
WOT
Dimension=5
2024.10
0.912
WOT
Dimension=6
2024.10
1.43
WOT
Dimension=7
2024.10
1.48
WOT
Dimension=10
2024.10
1.67
WOT
Dimension=9
2024.10
1.803
WOT
Dimension=8
2024.10
1.862
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