| i | True | Sparse grid integration | MCMC | ||
Mean | RMSE | Mean | RMSE | |||
γi | 1 | −0.25 | −0.237 | 0.072 | −0.260 | 0.067 |
| 2 | −0.25 | −0.248 | 0.029 | −0.261 | 0.071 |
| 3 | −0.25 | −0.245 | 0.034 | −0.231 | 0.096 |
φi | 1 | 0.95 | 0.947 | 0.024 | 0.956 | 0.069 |
| 2 | 0.95 | 0.952 | 0.016 | 0.959 | 0.065 |
| 3 | 0.95 | 0.946 | 0.026 | 0.961 | 0.071 |
σηi | 1 | 0.2 | 0.209 | 0.045 | 0.206 | 0.040 |
| 2 | 0.2 | 0.191 | 0.042 | 0.207 | 0.054 |
| 3 | 0.2 | 0.205 | 0.037 | 0.214 | 0.067 |
ρij | 12 | 0.6 | 0.605 | 0.053 | 0.592 | 0.059 |
| 13 | 0.6 | 0.594 | 0.041 | 0.590 | 0.073 |
| 23 | 0.6 | 0.606 | 0.039 | 0.592 | 0.058 |