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_poisson_0"
Results | |
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Status | good |
CPU time | 19.01 s |
Real time | 19.23 s |
Plots | 1d_poisson_0.ps |
Log | 1d_poisson_0.log |
Settings | |
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N chains | 10 |
N lag | 10 |
Convergence | true |
N iterations (pre-run) | 4000 |
N iterations (run) | 10000000 |
Subtest | Status | Target | Test | Uncertainty | Deviation [%] | Deviation [sigma] | Tol. (Good) | Tol. (Acceptable) | Tol. (Bad) |
---|---|---|---|---|---|---|---|---|---|
correlation par 0 | off | 0 | 0.2714 | 0.0269 | - | -10.09 | 0.3 | 0.5 | 0.7 |
chi2 | good | 79 | 112.3 | 12.57 | 42.12 | -2.647 | 37.71 | 62.85 | 87.99 |
KS | good | 1 | 0.5821 | 0.95 | -41.79 | 0.4399 | 0.95 | 0.99 | 0.9999 |
mean | good | 1 | 0.9993 | 0.0003164 | -0.06685 | 2.113 | 0.0009493 | 0.001582 | 0.002215 |
mode | good | 0 | 0.075 | 0.1291 | - | -0.5809 | 0.3873 | 0.6455 | 0.9037 |
variance | good | 0.9999 | 1.02 | 0.2829 | 1.964 | -0.0694 | 0.8488 | 1.415 | 1.98 |
quantile10 | good | 0.1077 | 0.1076 | 0.1291 | -0.09678 | 0.0008073 | 0.3873 | 0.6455 | 0.9037 |
quantile20 | good | 0.226 | 0.2257 | 0.1291 | -0.09345 | 0.001636 | 0.3873 | 0.6455 | 0.9037 |
quantile30 | good | 0.3593 | 0.359 | 0.1291 | -0.1048 | 0.002918 | 0.3873 | 0.6455 | 0.9037 |
quantile40 | good | 0.5135 | 0.513 | 0.1291 | -0.1108 | 0.004408 | 0.3873 | 0.6455 | 0.9037 |
quantile50 | good | 0.6958 | 0.6951 | 0.1291 | -0.09389 | 0.00506 | 0.3873 | 0.6455 | 0.9037 |
quantile60 | good | 0.9174 | 0.9165 | 0.1291 | -0.09643 | 0.006852 | 0.3873 | 0.6455 | 0.9037 |
quantile70 | good | 1.204 | 1.204 | 0.1291 | -0.06181 | 0.005766 | 0.3873 | 0.6455 | 0.9037 |
quantile80 | good | 1.612 | 1.61 | 0.1291 | -0.09002 | 0.01124 | 0.3873 | 0.6455 | 0.9037 |
quantile90 | good | 2.305 | 2.304 | 0.1291 | -0.05587 | 0.009977 | 0.3873 | 0.6455 | 0.9037 |
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. |