Time complexity of training and evaluation of the approximation methods.
Evaluation is the cost of evaluating one new sample. N = number of Monte Carlo samples used for the estimation, D = dimensionality, G = number of mixture components. The training time gives the number of seconds required to fit a 10-dimensional approximation on 1,000 samples using mvdens. For mixture fitting, the time for fitting a 5-component model is reported; optimizing the number of components will grow linearly with the number of components considered.