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_1"
Results | |
---|---|
Status | good |
CPU time | 23.11 s |
Real time | 23.34 s |
Plots | 1d_poisson_1.ps |
Log | 1d_poisson_1.log |
Settings | |
---|---|
N chains | 10 |
N lag | 10 |
Convergence | true |
N iterations (pre-run) | 5000 |
N iterations (run) | 10000000 |
Subtest | Status | Target | Test | Uncertainty | Deviation [%] | Deviation [sigma] | Tol. (Good) | Tol. (Acceptable) | Tol. (Bad) |
---|---|---|---|---|---|---|---|---|---|
correlation par 0 | off | 0 | 0.1483 | 0.01472 | - | -10.07 | 0.3 | 0.5 | 0.7 |
chi2 | good | 97 | 96.71 | 13.93 | -0.3031 | 0.02111 | 41.79 | 69.64 | 97.5 |
KS | good | 1 | 0.08704 | 0.95 | -91.3 | 0.961 | 0.95 | 0.99 | 0.9999 |
mean | good | 2 | 1.999 | 0.0004445 | -0.05626 | 2.531 | 0.001334 | 0.002223 | 0.003112 |
mode | good | 1 | 0.975 | 0.1291 | -2.5 | 0.1936 | 0.3873 | 0.6455 | 0.9037 |
variance | good | 1.999 | 2.039 | 0.446 | 2.02 | -0.09055 | 1.338 | 2.23 | 3.122 |
quantile10 | good | 0.5293 | 0.5284 | 0.1291 | -0.1606 | 0.006584 | 0.3873 | 0.6455 | 0.9037 |
quantile20 | good | 0.8238 | 0.8227 | 0.1291 | -0.1348 | 0.008604 | 0.3873 | 0.6455 | 0.9037 |
quantile30 | good | 1.098 | 1.097 | 0.1291 | -0.08684 | 0.007383 | 0.3873 | 0.6455 | 0.9037 |
quantile40 | good | 1.377 | 1.376 | 0.1291 | -0.08415 | 0.008975 | 0.3873 | 0.6455 | 0.9037 |
quantile50 | good | 1.679 | 1.677 | 0.1291 | -0.1011 | 0.01315 | 0.3873 | 0.6455 | 0.9037 |
quantile60 | good | 2.024 | 2.022 | 0.1291 | -0.08797 | 0.01379 | 0.3873 | 0.6455 | 0.9037 |
quantile70 | good | 2.44 | 2.439 | 0.1291 | -0.0605 | 0.01144 | 0.3873 | 0.6455 | 0.9037 |
quantile80 | good | 2.995 | 2.994 | 0.1291 | -0.02967 | 0.006881 | 0.3873 | 0.6455 | 0.9037 |
quantile90 | good | 3.89 | 3.889 | 0.1291 | -0.02617 | 0.007886 | 0.3873 | 0.6455 | 0.9037 |
Subtest | Description |
---|---|
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. |