Mean approximation of |$Y_{0}$|, its mean relative MSE from DBDP, OSM and DLBDP schemes and their average runtimes in Example 2 for |$d=50$| and |$N \in \{2, 8, 32, 64\}$|. The STD of the approximations of |$Y_{0}$| and its relative MSE values are given in the brackets
. | |$N = 2$| . | |$N = 8$| . | |$N = 32$| . | |$N = 64$| . |
---|---|---|---|---|
. | DBDP . | DBDP . | DBDP . | DBDP . |
. | OSM . | OSM . | OSM . | OSM . |
Metric . | DLBDP . | DLBDP . | DLBDP . | DLBDP . |
|$Y_{0}$| (E et al., 2019) | |$17.9743$| | |||
|$\overline{Y}_{0}^{\varDelta , \hat{\theta }}$| | |$17.5602$| |$({4.11\text{e}\!-\!01})$| | |$17.7981$| |$({4.50\text{e}\!-\!01})$| | |$17.9276$| |$({5.15\text{e}\!-\!01})$| | |$17.9112$| |$({4.91\text{e}\!-\!01})$| |
|$17.6537$| |$({2.57\text{e}\!-\!01})$| | |$17.5056$| |$({7.75\text{e}\!-\!01})$| | |$17.8351$| |$({3.88\text{e}\!-\!01})$| | |$17.8865$| |$({8.77\text{e}\!-\!02})$| | |
|$17.8329$| |$({1.83\text{e}\!-\!01})$| | |$17.4669$| |$({6.58\text{e}\!-\!01})$| | |$17.9714$| |$({1.63\text{e}\!-\!01})$| | |$17.9117$| |$({9.41\text{e}\!-\!02})$| | |
|$\overline{{\tilde{\varepsilon }}}^{y, r}_{0}$| | |${1.05\text{e}\!-\!03}$| |$({1.48\text{e}\!-\!03})$| | |${7.24\text{e}\!-\!04}$| |$({1.79\text{e}\!-\!03})$| | |${8.29\text{e}\!-\!04}$| |$({1.40\text{e}\!-\!03})$| | |${7.58\text{e}\!-\!04}$| |$({8.88\text{e}\!-\!04})$| |
|${5.23\text{e}\!-\!04}$| |$({5.25\text{e}\!-\!04})$| | |${2.54\text{e}\!-\!03}$| |$({5.66\text{e}\!-\!03})$| | |${5.27\text{e}\!-\!04}$| |$({1.08\text{e}\!-\!03})$| | |${4.77\text{e}\!-\!05}$| |$({9.41\text{e}\!-\!05})$| | |
|${1.65\text{e}\!-\!04}$| |$({2.77\text{e}\!-\!04})$| | |${2.14\text{e}\!-\!03}$| |$({3.50\text{e}\!-\!03})$| | |${8.22\text{e}\!-\!05}$| |$({7.96\text{e}\!-\!05})$| | |${3.95\text{e}\!-\!05}$| |$({4.65\text{e}\!-\!05})$| | |
|$\overline{\tau }$| | |${5.54\text{e}\!+\!02}$| | |${2.82\text{e}\!+\!03}$| | |${2.87\text{e}\!+\!04}$| | |${1.12\text{e}\!+\!05}$| |
|${2.60\text{e}\!+\!03}$| | |${9.74\text{e}\!+\!03}$| | |${7.30\text{e}\!+\!04}$| | |${2.55\text{e}\!+\!05}$| | |
|${2.36\text{e}\!+\!03}$| | |${7.67\text{e}\!+\!03}$| | |${4.67\text{e}\!+\!04}$| | |${1.47\text{e}\!+\!05}$| |
. | |$N = 2$| . | |$N = 8$| . | |$N = 32$| . | |$N = 64$| . |
---|---|---|---|---|
. | DBDP . | DBDP . | DBDP . | DBDP . |
. | OSM . | OSM . | OSM . | OSM . |
Metric . | DLBDP . | DLBDP . | DLBDP . | DLBDP . |
|$Y_{0}$| (E et al., 2019) | |$17.9743$| | |||
|$\overline{Y}_{0}^{\varDelta , \hat{\theta }}$| | |$17.5602$| |$({4.11\text{e}\!-\!01})$| | |$17.7981$| |$({4.50\text{e}\!-\!01})$| | |$17.9276$| |$({5.15\text{e}\!-\!01})$| | |$17.9112$| |$({4.91\text{e}\!-\!01})$| |
|$17.6537$| |$({2.57\text{e}\!-\!01})$| | |$17.5056$| |$({7.75\text{e}\!-\!01})$| | |$17.8351$| |$({3.88\text{e}\!-\!01})$| | |$17.8865$| |$({8.77\text{e}\!-\!02})$| | |
|$17.8329$| |$({1.83\text{e}\!-\!01})$| | |$17.4669$| |$({6.58\text{e}\!-\!01})$| | |$17.9714$| |$({1.63\text{e}\!-\!01})$| | |$17.9117$| |$({9.41\text{e}\!-\!02})$| | |
|$\overline{{\tilde{\varepsilon }}}^{y, r}_{0}$| | |${1.05\text{e}\!-\!03}$| |$({1.48\text{e}\!-\!03})$| | |${7.24\text{e}\!-\!04}$| |$({1.79\text{e}\!-\!03})$| | |${8.29\text{e}\!-\!04}$| |$({1.40\text{e}\!-\!03})$| | |${7.58\text{e}\!-\!04}$| |$({8.88\text{e}\!-\!04})$| |
|${5.23\text{e}\!-\!04}$| |$({5.25\text{e}\!-\!04})$| | |${2.54\text{e}\!-\!03}$| |$({5.66\text{e}\!-\!03})$| | |${5.27\text{e}\!-\!04}$| |$({1.08\text{e}\!-\!03})$| | |${4.77\text{e}\!-\!05}$| |$({9.41\text{e}\!-\!05})$| | |
|${1.65\text{e}\!-\!04}$| |$({2.77\text{e}\!-\!04})$| | |${2.14\text{e}\!-\!03}$| |$({3.50\text{e}\!-\!03})$| | |${8.22\text{e}\!-\!05}$| |$({7.96\text{e}\!-\!05})$| | |${3.95\text{e}\!-\!05}$| |$({4.65\text{e}\!-\!05})$| | |
|$\overline{\tau }$| | |${5.54\text{e}\!+\!02}$| | |${2.82\text{e}\!+\!03}$| | |${2.87\text{e}\!+\!04}$| | |${1.12\text{e}\!+\!05}$| |
|${2.60\text{e}\!+\!03}$| | |${9.74\text{e}\!+\!03}$| | |${7.30\text{e}\!+\!04}$| | |${2.55\text{e}\!+\!05}$| | |
|${2.36\text{e}\!+\!03}$| | |${7.67\text{e}\!+\!03}$| | |${4.67\text{e}\!+\!04}$| | |${1.47\text{e}\!+\!05}$| |
Mean approximation of |$Y_{0}$|, its mean relative MSE from DBDP, OSM and DLBDP schemes and their average runtimes in Example 2 for |$d=50$| and |$N \in \{2, 8, 32, 64\}$|. The STD of the approximations of |$Y_{0}$| and its relative MSE values are given in the brackets
. | |$N = 2$| . | |$N = 8$| . | |$N = 32$| . | |$N = 64$| . |
---|---|---|---|---|
. | DBDP . | DBDP . | DBDP . | DBDP . |
. | OSM . | OSM . | OSM . | OSM . |
Metric . | DLBDP . | DLBDP . | DLBDP . | DLBDP . |
|$Y_{0}$| (E et al., 2019) | |$17.9743$| | |||
|$\overline{Y}_{0}^{\varDelta , \hat{\theta }}$| | |$17.5602$| |$({4.11\text{e}\!-\!01})$| | |$17.7981$| |$({4.50\text{e}\!-\!01})$| | |$17.9276$| |$({5.15\text{e}\!-\!01})$| | |$17.9112$| |$({4.91\text{e}\!-\!01})$| |
|$17.6537$| |$({2.57\text{e}\!-\!01})$| | |$17.5056$| |$({7.75\text{e}\!-\!01})$| | |$17.8351$| |$({3.88\text{e}\!-\!01})$| | |$17.8865$| |$({8.77\text{e}\!-\!02})$| | |
|$17.8329$| |$({1.83\text{e}\!-\!01})$| | |$17.4669$| |$({6.58\text{e}\!-\!01})$| | |$17.9714$| |$({1.63\text{e}\!-\!01})$| | |$17.9117$| |$({9.41\text{e}\!-\!02})$| | |
|$\overline{{\tilde{\varepsilon }}}^{y, r}_{0}$| | |${1.05\text{e}\!-\!03}$| |$({1.48\text{e}\!-\!03})$| | |${7.24\text{e}\!-\!04}$| |$({1.79\text{e}\!-\!03})$| | |${8.29\text{e}\!-\!04}$| |$({1.40\text{e}\!-\!03})$| | |${7.58\text{e}\!-\!04}$| |$({8.88\text{e}\!-\!04})$| |
|${5.23\text{e}\!-\!04}$| |$({5.25\text{e}\!-\!04})$| | |${2.54\text{e}\!-\!03}$| |$({5.66\text{e}\!-\!03})$| | |${5.27\text{e}\!-\!04}$| |$({1.08\text{e}\!-\!03})$| | |${4.77\text{e}\!-\!05}$| |$({9.41\text{e}\!-\!05})$| | |
|${1.65\text{e}\!-\!04}$| |$({2.77\text{e}\!-\!04})$| | |${2.14\text{e}\!-\!03}$| |$({3.50\text{e}\!-\!03})$| | |${8.22\text{e}\!-\!05}$| |$({7.96\text{e}\!-\!05})$| | |${3.95\text{e}\!-\!05}$| |$({4.65\text{e}\!-\!05})$| | |
|$\overline{\tau }$| | |${5.54\text{e}\!+\!02}$| | |${2.82\text{e}\!+\!03}$| | |${2.87\text{e}\!+\!04}$| | |${1.12\text{e}\!+\!05}$| |
|${2.60\text{e}\!+\!03}$| | |${9.74\text{e}\!+\!03}$| | |${7.30\text{e}\!+\!04}$| | |${2.55\text{e}\!+\!05}$| | |
|${2.36\text{e}\!+\!03}$| | |${7.67\text{e}\!+\!03}$| | |${4.67\text{e}\!+\!04}$| | |${1.47\text{e}\!+\!05}$| |
. | |$N = 2$| . | |$N = 8$| . | |$N = 32$| . | |$N = 64$| . |
---|---|---|---|---|
. | DBDP . | DBDP . | DBDP . | DBDP . |
. | OSM . | OSM . | OSM . | OSM . |
Metric . | DLBDP . | DLBDP . | DLBDP . | DLBDP . |
|$Y_{0}$| (E et al., 2019) | |$17.9743$| | |||
|$\overline{Y}_{0}^{\varDelta , \hat{\theta }}$| | |$17.5602$| |$({4.11\text{e}\!-\!01})$| | |$17.7981$| |$({4.50\text{e}\!-\!01})$| | |$17.9276$| |$({5.15\text{e}\!-\!01})$| | |$17.9112$| |$({4.91\text{e}\!-\!01})$| |
|$17.6537$| |$({2.57\text{e}\!-\!01})$| | |$17.5056$| |$({7.75\text{e}\!-\!01})$| | |$17.8351$| |$({3.88\text{e}\!-\!01})$| | |$17.8865$| |$({8.77\text{e}\!-\!02})$| | |
|$17.8329$| |$({1.83\text{e}\!-\!01})$| | |$17.4669$| |$({6.58\text{e}\!-\!01})$| | |$17.9714$| |$({1.63\text{e}\!-\!01})$| | |$17.9117$| |$({9.41\text{e}\!-\!02})$| | |
|$\overline{{\tilde{\varepsilon }}}^{y, r}_{0}$| | |${1.05\text{e}\!-\!03}$| |$({1.48\text{e}\!-\!03})$| | |${7.24\text{e}\!-\!04}$| |$({1.79\text{e}\!-\!03})$| | |${8.29\text{e}\!-\!04}$| |$({1.40\text{e}\!-\!03})$| | |${7.58\text{e}\!-\!04}$| |$({8.88\text{e}\!-\!04})$| |
|${5.23\text{e}\!-\!04}$| |$({5.25\text{e}\!-\!04})$| | |${2.54\text{e}\!-\!03}$| |$({5.66\text{e}\!-\!03})$| | |${5.27\text{e}\!-\!04}$| |$({1.08\text{e}\!-\!03})$| | |${4.77\text{e}\!-\!05}$| |$({9.41\text{e}\!-\!05})$| | |
|${1.65\text{e}\!-\!04}$| |$({2.77\text{e}\!-\!04})$| | |${2.14\text{e}\!-\!03}$| |$({3.50\text{e}\!-\!03})$| | |${8.22\text{e}\!-\!05}$| |$({7.96\text{e}\!-\!05})$| | |${3.95\text{e}\!-\!05}$| |$({4.65\text{e}\!-\!05})$| | |
|$\overline{\tau }$| | |${5.54\text{e}\!+\!02}$| | |${2.82\text{e}\!+\!03}$| | |${2.87\text{e}\!+\!04}$| | |${1.12\text{e}\!+\!05}$| |
|${2.60\text{e}\!+\!03}$| | |${9.74\text{e}\!+\!03}$| | |${7.30\text{e}\!+\!04}$| | |${2.55\text{e}\!+\!05}$| | |
|${2.36\text{e}\!+\!03}$| | |${7.67\text{e}\!+\!03}$| | |${4.67\text{e}\!+\!04}$| | |${1.47\text{e}\!+\!05}$| |
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