Sign Data Derivative Recovery

Table 2

True variance, Var(𝑆₂), versus the variance estimate, Var_𝑁(𝑆₂), for the function 𝑓=sin(𝑣), with the number of iterations 𝑁=1000, 𝑎=1, and 𝑣=3.

Δ𝑣	Var(𝑆2)	Var𝑁(𝑆2)
1.0	2.7695	2.7192
0.5	78.6422	80.2276
0.2	3688.2	3752.3
0.1	59698	59000
0.04	2.3 × 10^6	2.3 × 10^6
0.02	3.69 × 10^7	3.685 × 10^7
0.01	5.89 × 10^8	5.988 × 10^8