Sign Data Derivative Recovery

Table 1

True variance, Var(𝑆₁), versus the variance estimate, Var_𝑁(𝑆₁), for the function 𝑓=sin(𝑣), with the number of iterations 𝑁=1000, 𝑎=1, and 𝑣=3.

Δ𝑣	Var(𝑆1)	Var𝑁(𝑆1)
1.0	1.4073	1.4513
0.5	7.4281	7.3562
0.2	49.4169	49.3202
0.1	197.8356	199.5195
0.04	1231.1	1283.2
0.02	4913.4	4739.8
0.01	19629	20401