This C++ version of BAT is still being maintained, but addition of new features is unlikely. Check out our new incarnation, BAT.jl, the Bayesian analysis toolkit in Julia. In addition to Metropolis-Hastings sampling, BAT.jl supports Hamiltonian Monte Carlo (HMC) with automatic differentiation, automatic prior-based parameter space transformations, and much more. See the BAT.jl documentation.
Results of performance testing for BAT version 0.4.2
Back to | overview for 0.4.2 | all versions |
Test "1d_binomial_1_8"
Results | |
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Status | good |
CPU time | 316.9 s |
Real time | 317.2 s |
Plots | 1d_binomial_1_8.ps |
Log | 1d_binomial_1_8.log |
Settings | |
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N chains | 10 |
N lag | 10 |
Convergence | true |
N iterations (pre-run) | 1000 |
N iterations (run) | 10000000 |
Plots
Subtest | Status | Target | Test | Uncertainty | Deviation [%] | Deviation [sigma] | Tol. (Good) | Tol. (Flawed) | Tol. (Bad) |
---|---|---|---|---|---|---|---|---|---|
correlation par 0 | off | 0 | 0.1489 | 0.01473 | - | -10.11 | 0.3 | 0.5 | 0.7 |
chi2 | good | 85 | 84.42 | 13.04 | -0.6798 | 0.04432 | 39.12 | 65.19 | 91.27 |
KS | good | 1 | 0.4408 | 0.95 | -55.92 | 0.5886 | 0.95 | 0.99 | 0.9999 |
mean | good | 0.2 | 0.2 | 3.784e-05 | -0.0236 | 1.248 | 0.0001135 | 0.0001892 | 0.0002649 |
mode | good | 0.125 | 0.125 | 0.03333 | -1.349e-08 | 5.06e-10 | 0.1 | 0.1667 | 0.2333 |
variance | good | 0.01455 | 0.01484 | 0.002305 | 2.023 | -0.1277 | 0.006914 | 0.01152 | 0.01613 |
quantile10 | good | 0.06074 | 0.06075 | 0.03333 | 0.0227 | -0.0004136 | 0.1 | 0.1667 | 0.2333 |
quantile20 | good | 0.0926 | 0.09259 | 0.03333 | -0.01085 | 0.0003013 | 0.1 | 0.1667 | 0.2333 |
quantile30 | good | 0.1214 | 0.1213 | 0.03333 | -0.05758 | 0.002097 | 0.1 | 0.1667 | 0.2333 |
quantile40 | good | 0.1499 | 0.1497 | 0.03333 | -0.0737 | 0.003313 | 0.1 | 0.1667 | 0.2333 |
quantile50 | good | 0.1796 | 0.1796 | 0.03333 | -0.03751 | 0.002021 | 0.1 | 0.1667 | 0.2333 |
quantile60 | good | 0.2123 | 0.2122 | 0.03333 | -0.03194 | 0.002034 | 0.1 | 0.1667 | 0.2333 |
quantile70 | good | 0.2501 | 0.2501 | 0.03333 | -0.0274 | 0.002056 | 0.1 | 0.1667 | 0.2333 |
quantile80 | good | 0.2978 | 0.2978 | 0.03333 | -0.02133 | 0.001906 | 0.1 | 0.1667 | 0.2333 |
quantile90 | good | 0.3684 | 0.3684 | 0.03333 | -0.008606 | 0.0009511 | 0.1 | 0.1667 | 0.2333 |
Subtest | Description |
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correlation par 0 | Calculate the auto-correlation among the points. |
chi2 | Calculate χ2 and compare with prediction for dof=number of bins with an expectation >= 10. Tolerance good: |χ2-E[χ2]| < 3 · (2 dof)1/2, Tolerance acceptable: |χ2-E[χ2]| < 5 · (2 dof)1/2, Tolerance bad: |χ2-E[χ2]| < 7 · (2 dof)1/2. |
KS | Calculate the Kolmogorov-Smirnov probability based on the ROOT implemention. Tolerance good: KS prob > 0.05, Tolerance acceptable: KS prob > 0.01 Tolerance bad: KS prob > 0.0001. |
mean | Compare sample mean, <x>, with expectation value of function, E[x]. Tolerance good: |<x> -E[x]| < 3 · (V[x]/n)1/2, Tolerance acceptable: |<x> -E[x]| < 5 · (V[x]/n)1/2, Tolerance bad: |<x> -E[x]| < 7 · (V[x]/n)1/2. |
mode | Compare mode of distribution with mode of the analytic function. Tolerance good: |x*-mode| < 3 · V[mode]1/2, Tolerance acceptable: |x*-mode| < 5 · V[mode]1/2 bin widths, Tolerance bad: |x*-mode| < 7 · V[mode]1/2. |
variance | Compare sample variance s2 of distribution with variance of function. Tolerance good: 3 · V[s2]1/2, Tolerance acceptable: 5 · V[s2]1/2, Tolerance bad: 7 · V[s2]1/2. |
quantile10 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile20 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile30 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile40 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile50 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile60 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile70 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile80 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile90 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |