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_8_9"
Results | |
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Status | good |
CPU time | 130.1 s |
Real time | 130.4 s |
Plots | 1d_binomial_8_9.ps |
Log | 1d_binomial_8_9.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 | 0.1682 | 0.01666 | - | -10.09 | 0.3 | 0.5 | 0.7 |
chi2 | good | 82 | 94.55 | 12.81 | 15.3 | -0.98 | 38.42 | 64.03 | 89.64 |
KS | good | 1 | 0.9992 | 0.95 | -0.07745 | 0.0008153 | 0.95 | 0.99 | 0.9999 |
mean | good | 0.8182 | 0.8182 | 3.522e-05 | -0.0004146 | 0.09632 | 0.0001057 | 0.0001761 | 0.0002465 |
mode | good | 0.8889 | 0.895 | 0.03333 | 0.6875 | -0.1833 | 0.1 | 0.1667 | 0.2333 |
variance | good | 0.0124 | 0.01266 | 0.002025 | 2.091 | -0.128 | 0.006075 | 0.01013 | 0.01418 |
quantile10 | good | 0.6631 | 0.663 | 0.03333 | -0.009694 | 0.001928 | 0.1 | 0.1667 | 0.2333 |
quantile20 | good | 0.729 | 0.729 | 0.03333 | 0.001524 | -0.0003332 | 0.1 | 0.1667 | 0.2333 |
quantile30 | good | 0.773 | 0.773 | 0.03333 | -0.002836 | 0.0006577 | 0.1 | 0.1667 | 0.2333 |
quantile40 | good | 0.8078 | 0.8079 | 0.03333 | 0.004807 | -0.001165 | 0.1 | 0.1667 | 0.2333 |
quantile50 | good | 0.8377 | 0.8377 | 0.03333 | 0.0009154 | -0.0002301 | 0.1 | 0.1667 | 0.2333 |
quantile60 | good | 0.8648 | 0.8649 | 0.03333 | 0.001196 | -0.0003104 | 0.1 | 0.1667 | 0.2333 |
quantile70 | good | 0.8907 | 0.8908 | 0.03333 | 0.004593 | -0.001227 | 0.1 | 0.1667 | 0.2333 |
quantile80 | good | 0.9168 | 0.9168 | 0.03333 | 0.003457 | -0.0009509 | 0.1 | 0.1667 | 0.2333 |
quantile90 | good | 0.9456 | 0.9456 | 0.03333 | 0.00126 | -0.0003575 | 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. |