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Table 2 Average integrated squared error as the average difference between predicted value and data-generating process

From: Mixture density networks for the indirect estimation of reference intervals

Setting

EM

BFGSα

BFGSα(x)

ADAM

α

n

Random

Custom

Random

Custom

Random

Custom

Average \(\text {ISE}({\hat{\alpha }}_1)\)

Dep.

10000

0.0139

0.0135

0.0137

0.0045

0.0057

0.0067

0.0078

5000

0.0149

0.0145

0.0143

0.0073

0.0099

0.0092

0.0125

Indep.

10000

0.0021

0.0019

0.0019

0.0049

0.0065

0.0049

0.0071

5000

0.0032

0.0042

0.0037

0.0079

0.0109

0.0087

0.0096

Average \(\text {ISE}({\hat{\mu }}_1)\)

Dep.

10000

1.2292

1.4308

1.4921

0.6809

0.8533

1.2838

0.8794

5000

1.6960

1.8426

2.1324

1.3833

1.8223

1.9156

1.7716

Indep.

10000

0.3875

0.4078

0.4649

0.6731

0.9459

1.2989

0.8172

5000

0.8185

0.8941

0.9648

1.3963

1.9779

2.0296

1.5842

Average \(\text {ISE}({\hat{\sigma }}_1)\)

Dep.

10000

0.4588

0.4583

0.5003

0.2780

0.3837

0.2672

0.3645

5000

0.6584

0.6347

0.7312

0.4800

0.7890

0.3657

0.6859

Indep.

10000

0.1992

0.1813

0.2173

0.2741

0.4116

0.2797

0.3574

5000

0.3370

0.3286

0.4086

0.4686

0.7624

0.4462

0.5760

Average \(\text {ISE}({\hat{Q}}_{0.95,1})\)

Dep.

10000

4.4896

4.9129

5.1704

2.4881

3.3152

2.8388

3.0161

5000

6.1319

6.3538

7.2327

4.6173

6.8189

4.0797

6.2077

Indep.

10000

1.5022

1.4790

1.6823

2.4710

3.5811

2.9686

2.8411

5000

2.7713

2.9091

3.2766

4.5883

7.0449

4.9499

5.2115

  1. Bold numbers denote the smallest value comparing EM to \(\text {BFGS}_{\alpha }\) and \(\text {BFGS}_{\alpha (x)}\) to ADAM in each setting. Runs with location crossing or failing to identify two components are excluded for the corresponding algorithms