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_2_9"
Results | |
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Status | good |
CPU time | 330 s |
Real time | 330.3 s |
Plots | 1d_binomial_2_9.ps |
Log | 1d_binomial_2_9.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 | 0.09992 | 0.009949 | - | -10.04 | 0.3 | 0.5 | 0.7 |
chi2 | good | 88 | 102.8 | 13.27 | 16.83 | -1.116 | 39.8 | 66.33 | 92.87 |
KS | good | 1 | 0.9666 | 0.95 | -3.338 | 0.03513 | 0.95 | 0.99 | 0.9999 |
mean | good | 0.2727 | 0.2728 | 4.083e-05 | 0.01323 | -0.8834 | 0.0001225 | 0.0002042 | 0.0002858 |
mode | good | 0.2222 | 0.215 | 0.03333 | -3.25 | 0.2167 | 0.1 | 0.1667 | 0.2333 |
variance | good | 0.01653 | 0.01687 | 0.00234 | 2.073 | -0.1464 | 0.007019 | 0.0117 | 0.01638 |
quantile10 | good | 0.1157 | 0.1157 | 0.03333 | 0.01205 | -0.0004181 | 0.1 | 0.1667 | 0.2333 |
quantile20 | good | 0.1576 | 0.1576 | 0.03333 | -0.006288 | 0.0002973 | 0.1 | 0.1667 | 0.2333 |
quantile30 | good | 0.1926 | 0.1926 | 0.03333 | 0.0054 | -0.000312 | 0.1 | 0.1667 | 0.2333 |
quantile40 | good | 0.2255 | 0.2255 | 0.03333 | 0.01102 | -0.0007457 | 0.1 | 0.1667 | 0.2333 |
quantile50 | good | 0.2586 | 0.2586 | 0.03333 | 0.0196 | -0.00152 | 0.1 | 0.1667 | 0.2333 |
quantile60 | good | 0.2937 | 0.2937 | 0.03333 | 0.02661 | -0.002344 | 0.1 | 0.1667 | 0.2333 |
quantile70 | good | 0.333 | 0.333 | 0.03333 | -0.00232 | 0.0002318 | 0.1 | 0.1667 | 0.2333 |
quantile80 | good | 0.381 | 0.381 | 0.03333 | 0.02076 | -0.002373 | 0.1 | 0.1667 | 0.2333 |
quantile90 | good | 0.4496 | 0.4497 | 0.03333 | 0.009707 | -0.001309 | 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. |