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. 2009 Nov 1;238(21):2089–2118. doi: 10.1016/j.physd.2009.08.002

Table 3.

Monte Carlo average log-SEL for the VB-Laplace, EKF1 and EKF2 approaches for three different stochastic systems.

Double-Well Lorenz van der Pol
VB-Laplace 3.32 4.24 4.02
EKF1 8.80 a 8.58 a 13.9 a
EKF2 3.35 4.19 a 4.39 a
a

Indicates a significant difference relative to the corresponding VB-Laplace SEL score (one-sample paired t-test, 5% confidence level, df=49). The grey cells of the table indicate which of the three approaches (VB-Laplace, EKF1 or EKF2) were best, in terms of efficiency.