8.3. Experiment 3: the Dirichlet operator layer
Use Example 7.9 with Gaussian activation and observable \varphi=1.
For the Dirichlet Green's function g, the output weight is
w(y)=\int_0^1g(y,t)\,\mathrm dt=1-\cosh(y-1/2)/\cosh(1/2)>0 and
V=\int_0^1w(y)\,\mathrm dy=1-2\tanh(1/2)\approx0.0758.
Use d=64,512,4096 midpoint nodes and 100 test inputs with 30 sine modes.
Appendix E gives the input and parameter distributions.
For sampling, compare
f_N(x)=(V/N)\sum_j e^{-\langle g(y_j,\cdot),x\rangle^2/2}, with
y_j\sim w/V, against the integral layer over 20 trials. At resolutions 512 and
4096 the error follows N^{-1/2}. At resolution 64 it levels off near 10^{-5},
the quadrature error of that reference discretization.
For an independent transform check, use the filter from Experiment 2,
a(t)=\sqrt2\sin(\pi t)+(\sqrt2/2)\sin(3\pi t), and biases
b=0,-1/2,-1. A Monte Carlo estimate with 200000 Gaussian inputs and
Karhunen–Loève truncations d'=8,64,512 agrees with the closed-form values within
about three standard errors:
Method | Bias 0 | Bias −1/2 | Bias −1 |
|---|---|---|---|
Closed form | 0.18119 | 0.09062 | −0.06298 |
Monte Carlo, 8 modes | 0.18111 | 0.09107 | −0.06258 |
Monte Carlo, 64 modes | 0.18106 | 0.09041 | −0.06303 |
Monte Carlo, 512 modes | 0.18077 | 0.09072 | −0.06258 |
Standard error | 0.00013 | 0.00023 | 0.00018 |