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_15"
Results | |
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Status | good |
CPU time | 21.66 s |
Real time | 21.89 s |
Plots | 1d_poisson_15.ps |
Log | 1d_poisson_15.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 | 0.1161 | 0.01154 | - | -10.06 | 0.3 | 0.5 | 0.7 |
chi2 | good | 91 | 106.4 | 13.49 | 16.88 | -1.138 | 40.47 | 67.45 | 94.44 |
KS | good | 1 | 0.7223 | 0.95 | -27.77 | 0.2923 | 0.95 | 0.99 | 0.9999 |
mean | good | 16 | 16 | 0.001262 | -0.004379 | 0.5549 | 0.003787 | 0.006312 | 0.008837 |
mode | good | 15 | 15.3 | 0.2074 | 1.989 | -1.438 | 0.6223 | 1.037 | 1.452 |
variance | good | 15.99 | 16.33 | 2.468 | 2.09 | -0.1354 | 7.404 | 12.34 | 17.28 |
quantile10 | good | 11.13 | 11.13 | 0.2074 | -2.972e-05 | 1.595e-05 | 0.6223 | 1.037 | 1.452 |
quantile20 | good | 12.57 | 12.57 | 0.2074 | -0.007707 | 0.00467 | 0.6223 | 1.037 | 1.452 |
quantile30 | good | 13.68 | 13.68 | 0.2074 | 0.001423 | -0.000939 | 0.6223 | 1.037 | 1.452 |
quantile40 | good | 14.69 | 14.69 | 0.2074 | -0.01626 | 0.01151 | 0.6223 | 1.037 | 1.452 |
quantile50 | good | 15.67 | 15.67 | 0.2074 | -0.01939 | 0.01464 | 0.6223 | 1.037 | 1.452 |
quantile60 | good | 16.69 | 16.69 | 0.2074 | -0.008696 | 0.006996 | 0.6223 | 1.037 | 1.452 |
quantile70 | good | 17.83 | 17.83 | 0.2074 | -0.0005352 | 0.0004601 | 0.6223 | 1.037 | 1.452 |
quantile80 | good | 19.24 | 19.24 | 0.2074 | 0.003661 | -0.003394 | 0.6223 | 1.037 | 1.452 |
quantile90 | good | 21.29 | 21.29 | 0.2074 | -0.007979 | 0.00819 | 0.6223 | 1.037 | 1.452 |
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. |