$J=26$.]{}\[Effect of censoring and size of the covariate\]](Survival_PE_model_simulation_boxplot)

The EDM increases with both the number of variables and the proportion of censored observations. For models with one covariate, the average EDM is $0.030$, $0.032$ and $0.0850$ when the proportion of censored observations is $10\%$, $25\%$ and $50\%$ respectively. For models with five covariates, they increase to $0.061$, $0.071$ and $0.134$ respectively, and for models with ten covariates they increase even more to $0.181$, $0.172$, and $0.253$ respectively.

Table (\[tab:Average-CPU-time\]) presents the computation time of the PSLiB algorithm for different sample sizes, number of covariates, and number of intervals $J$. The effect of the number of particles is not investigated since @fearnhead2010sequential has shown that the particle smoother used here has a computational cost that increases linearly with the number of particles.

  ------------------ ---------------- ----------------- ----------------- ---------------- ----------------- ----------------- ---------------- ----------------- -----------------
                                                                                                                                                                  
                      $\mathbf{J=6}$   $\mathbf{J=16}$   $\mathbf{J=26}$   $\mathbf{J=6}$   $\mathbf{J=16}$   $\mathbf{J=26}$   $\mathbf{J=6}$   $\mathbf{J=16}$   $\mathbf{J=26}$
   $\mathbf{1000}$        $0.20$           $0.55$            $0.92$            $0.46$           $1.36$            $1.98$            $0.52$           $1.48$            $2.08$
   $\mathbf{5000}$        $0.32$           $0.85$            $1.29$            $1.17$           $2.98$            $4.07$            $1.24$           $3.08$            $4.10$
   $\mathbf{10000}$       $0.47$           $1.26$            $1.69$            $2.25$           $5.45$            $6.72$            $2.36$           $5.54$            $7.01$
  ------------------ ---------------- ----------------- ----------------- ---------------- ----------------- ----------------- ---------------- ----------------- -----------------

  : [CPU time (in minutes) for training models on simulated 