256 responses, 392 parameters;  E[R] = 0.2535;  |g*| = 0.0937

   G |      none bias    G*var |    oracle bias    G*var |      mean bias    G*var |       loo bias    G*var |  std-norm bias    G*var
   2 |          0.031   0.5210 |          0.017   0.2328 |          0.504   0.1280 |          0.042   0.5128 |          1.469   3.6524
   4 |          0.036   0.5163 |          0.025   0.2327 |          0.256   0.1801 |          0.020   0.3249 |          2.690   5.0668
   8 |          0.018   0.5175 |          0.009   0.2322 |          0.123   0.2086 |          0.018   0.2699 |          3.123   4.9615
  16 |          0.022   0.5097 |          0.005   0.2322 |          0.067   0.2186 |          0.015   0.2499 |          3.347   4.8335
  64 |          0.011   0.5086 |          0.003   0.2326 |          0.014   0.2290 |          0.005   0.2359 |          3.497   4.6181

cosine between the mean of each estimator and the exact gradient
   G |      none    oracle      mean       loo  std-norm
   2 |     1.000     1.000     1.000     0.999     0.998
   4 |     1.000     1.000     1.000     1.000     0.998
   8 |     1.000     1.000     1.000     1.000     0.999
  16 |     1.000     1.000     1.000     1.000     1.000
  64 |     1.000     1.000     1.000     1.000     1.000

excess variance of leave-one-out over the oracle baseline:  measured G*(var_loo - var_oracle)  vs  (sigma^2 E|psi|^2 + |g*|^2) / (G-1)   [sigma^2 = 0.0484, E|psi|^2 = 5.569]
   2 | measured   0.2800   predicted   0.2784
   4 | measured   0.0922   predicted   0.0928
   8 | measured   0.0376   predicted   0.0398
  16 | measured   0.0177   predicted   0.0186
  64 | measured   0.0033   predicted   0.0044
