Nonlinear Noise-Tightening Drift / results.json

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 1{
 2  "parameters": {
 3    "lambda": 1.0,
 4    "D": 0.5,
 5    "baseline_variance": 0.5
 6  },
 7  "prediction_1_contraction": {
 8    "predicted_min_rate": 1.0,
 9    "observed_min_rate": 1.0000010680284839,
10    "observed_fraction_below_lambda": 0.0,
11    "rate_at_equal_radius_1": 2.5,
12    "predicted_rate_at_equal_radius_1": 2.5
13  },
14  "prediction_2_small_beta_slope": {
15    "prediction": "relative variance slope = -3D/lambda^2 + O(beta)",
16    "predicted_relative_slope": -1.5,
17    "observed_relative_slope": -1.470531280675109,
18    "relative_error": 0.01964581288326069,
19    "betas": [
20      0.0,
21      0.0001,
22      0.0005,
23      0.001,
24      0.002,
25      0.005
26    ],
27    "exact_variances": [
28      0.5,
29      0.49992502998145266,
30      0.49962574768920137,
31      0.4992529815889521,
32      0.4985118538990524,
33      0.49632277069557595
34    ]
35  },
36  "prediction_3_monotonic_variance": {
37    "prediction": "variance strictly decreases as beta increases",
38    "betas": [
39      0.0,
40      0.02,
41      0.05,
42      0.1,
43      0.2,
44      0.5,
45      1.0
46    ],
47    "exact_variances": [
48      0.5,
49      0.4860719266629153,
50      0.4683252835020802,
51      0.44435271185365816,
52      0.4087807019337469,
53      0.34512949814691035,
54      0.28960238631924007
55    ],
56    "strictly_decreasing": true,
57    "relative_gap_at_beta_0.5": 0.3097410037061793
58  },
59  "matched_euler_maruyama": {
60    "linear_beta_0": [
61      0.5045291340885324,
62      0.00045780418770826123
63    ],
64    "cubic_beta_0.5": [
65      0.34651163213824504,
66      0.0002482549727557484
67    ],
68    "simulated_relative_gap": 0.3131979726716023,
69    "dt": 0.005,
70    "burn_steps": 3000,
71    "sample_steps": 7000,
72    "n_parallel": 4000
73  }
74}