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 0.4.2
Back to | overview for 0.4.2 | all versions |
Test "1d_poisson_5"
Results | |
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Status | good |
CPU time | 67.82 s |
Real time | 67.85 s |
Plots | 1d_poisson_5.ps |
Log | 1d_poisson_5.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. (Flawed) | Tol. (Bad) |
---|---|---|---|---|---|---|---|---|---|
correlation par 0 | off | 0 | 0.1321 | 0.01311 | - | -10.07 | 0.3 | 0.5 | 0.7 |
chi2 | good | 99 | 106.1 | 14.07 | 7.14 | -0.5024 | 42.21 | 70.36 | 98.5 |
KS | good | 1 | 1 | 0.95 | -2.691e-06 | 2.833e-08 | 0.95 | 0.99 | 0.9999 |
mean | good | 6 | 6 | 0.0007713 | 0.003614 | -0.2811 | 0.002314 | 0.003856 | 0.005399 |
mode | good | 5 | 5.031 | 0.1576 | 0.6231 | -0.1976 | 0.4729 | 0.7881 | 1.103 |
variance | good | 5.996 | 6.116 | 1.037 | 1.999 | -0.1155 | 3.112 | 5.187 | 7.262 |
quantile10 | good | 3.151 | 3.151 | 0.1576 | 0.01088 | -0.002174 | 0.4729 | 0.7881 | 1.103 |
quantile20 | good | 3.902 | 3.902 | 0.1576 | 0.006648 | -0.001646 | 0.4729 | 0.7881 | 1.103 |
quantile30 | good | 4.517 | 4.517 | 0.1576 | 0.01289 | -0.003694 | 0.4729 | 0.7881 | 1.103 |
quantile40 | good | 5.091 | 5.092 | 0.1576 | 0.01005 | -0.003248 | 0.4729 | 0.7881 | 1.103 |
quantile50 | good | 5.671 | 5.671 | 0.1576 | 0.007496 | -0.002697 | 0.4729 | 0.7881 | 1.103 |
quantile60 | good | 6.293 | 6.293 | 0.1576 | 0.0004349 | -0.0001736 | 0.4729 | 0.7881 | 1.103 |
quantile70 | good | 7.007 | 7.007 | 0.1576 | -0.005175 | 0.0023 | 0.4729 | 0.7881 | 1.103 |
quantile80 | good | 7.908 | 7.907 | 0.1576 | -0.0106 | 0.005316 | 0.4729 | 0.7881 | 1.103 |
quantile90 | good | 9.277 | 9.278 | 0.1576 | 0.002756 | -0.001622 | 0.4729 | 0.7881 | 1.103 |
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. |