Mar 20, 2007:

Figure 1
Figure 2
Figure 3
Figure 4

Mar 27, 2007:

Figure 1
Figure 2
Figure 3
Figure 4
Figure 5
Figure 6
Figure 7
Figure 8
Figure 8_1

Element wise norm.

ensemble size	fitted	5%	25%	50%	75%	95%	average
2	0.18	0.45	0.83	1.36	2.44	5.58	324.03
5	0.18	0.25	0.33	0.42	0.57	1.10	0.53
10	0.18	0.15	0.18	0.21	0.27	0.40	0.46
50	0.18	0.04	0.05	0.05	0.06	0.09	4.83
100	0.18	0.03	0.03	0.03	0.04	0.05	1.34
500	0.18	0.02	0.02	0.02	0.02	4.73	0.29
1000	0.18	0.01	0.01	0.02	0.02	1.07	0.12

Note: a few ensembles are far away from the rest, resulting in very unstable sample covariance matrices

Apr 4, 2007: with the new data

Figure 1
Figure 2
Figure 3
Figure 4
Figure 5

Element wise norm & diagonal only

ensemble size	25%	50%	75%	average	25%	50%	75%	average
5	537493.5	604862.2	646574.6	603483.2	14162.3	16414.0	18470.3	17017.3
10	172123.7	183881.3	197676.5	185586.0	4031.5	4620.1	5197.7	4699.9
20	72498.9	75587.5	79952.7	76262.9	1340.8	1493.2	1637.5	1500.3
30	45269.9	46273.9	47520.6	46580.6	960.8	1050.6	1120.2	1055.3
50	24238.1	24589.8	25051.0	24689.0	494.5	513.0	536.4	518.6
100	10949.3	11066.4	11205.9	11087.1	195.4	202.8	209.0	201.6
500	2179.6	2187.0	2192.9	2187.1	41.4	41.9	42.5	41.9
1000	1011.8	1014.3	1016.2	1014.1	25.3	25.5	25.6	25.5

Note: with 2 ensemble members and sin(x)/x model with nugget (3 covariance parameters and 1 mean parameter), fitted covaraince gives 4912.59 and 7.12 respectively.

Sep 5, 2007:

Figure 1
Figure 2

Apr 23, 2008:

Figure 1


Figure 2