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 0.9
Back to | overview for 0.9 | all versions |
Test "1d_binomial_4_8"
Results | |
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Status | good |
CPU time | 143.3 s |
Real time | 143.6 s |
Plots | 1d_binomial_4_8.ps |
Log | 1d_binomial_4_8.log |
Settings | |
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N chains | 10 |
N lag | 10 |
Convergence | true |
N iterations (pre-run) | 1000 |
N iterations (run) | 10000000 |
Subtest | Status | Target | Test | Uncertainty | Deviation [%] | Deviation [sigma] | Tol. (Good) | Tol. (Acceptable) | Tol. (Bad) |
---|---|---|---|---|---|---|---|---|---|
correlation par 0 | off | 0 | 0.05977 | 0.00593 | - | -10.08 | 0.3 | 0.5 | 0.7 |
chi2 | good | 96 | 87.08 | 13.86 | -9.291 | 0.6437 | 41.57 | 69.28 | 96.99 |
KS | good | 1 | 0.9828 | 0.95 | -1.72 | 0.0181 | 0.95 | 0.99 | 0.9999 |
mean | good | 0.5 | 0.5 | 4.795e-05 | -0.0005159 | 0.0538 | 0.0001438 | 0.0002397 | 0.0003356 |
mode | good | 0.5 | 0.495 | 0.03333 | -1 | 0.15 | 0.1 | 0.1667 | 0.2333 |
variance | good | 0.02273 | 0.02317 | 0.002837 | 1.937 | -0.1551 | 0.008512 | 0.01419 | 0.01986 |
quantile10 | good | 0.3009 | 0.301 | 0.03333 | 0.03293 | -0.002973 | 0.1 | 0.1667 | 0.2333 |
quantile20 | good | 0.366 | 0.3661 | 0.03333 | 0.01287 | -0.001413 | 0.1 | 0.1667 | 0.2333 |
quantile30 | good | 0.4156 | 0.4156 | 0.03333 | 0.01515 | -0.001889 | 0.1 | 0.1667 | 0.2333 |
quantile40 | good | 0.459 | 0.459 | 0.03333 | 0.006057 | -0.0008341 | 0.1 | 0.1667 | 0.2333 |
quantile50 | good | 0.5 | 0.5 | 0.03333 | -0.006505 | 0.0009758 | 0.1 | 0.1667 | 0.2333 |
quantile60 | good | 0.541 | 0.541 | 0.03333 | -0.002993 | 0.0004857 | 0.1 | 0.1667 | 0.2333 |
quantile70 | good | 0.5844 | 0.5844 | 0.03333 | -0.01243 | 0.00218 | 0.1 | 0.1667 | 0.2333 |
quantile80 | good | 0.634 | 0.6339 | 0.03333 | -0.00707 | 0.001345 | 0.1 | 0.1667 | 0.2333 |
quantile90 | good | 0.6991 | 0.699 | 0.03333 | -0.01189 | 0.002494 | 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. |