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_7"
Results | |
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Status | good |
CPU time | 21.05 s |
Real time | 21.28 s |
Plots | 1d_poisson_7.ps |
Log | 1d_poisson_7.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 | 0.1269 | 0.01257 | - | -10.09 | 0.3 | 0.5 | 0.7 |
chi2 | good | 98 | 105.7 | 14 | 7.889 | -0.5522 | 42 | 70 | 98 |
KS | good | 1 | 0.3931 | 0.95 | -60.69 | 0.6389 | 0.95 | 0.99 | 0.9999 |
mean | good | 8 | 8.001 | 0.0009004 | 0.01373 | -1.22 | 0.002701 | 0.004502 | 0.006303 |
mode | good | 7 | 7.011 | 0.1715 | 0.1606 | -0.06556 | 0.5144 | 0.8573 | 1.2 |
variance | good | 7.997 | 8.157 | 1.327 | 1.997 | -0.1203 | 3.981 | 6.636 | 9.29 |
quantile10 | good | 4.652 | 4.653 | 0.1715 | 0.03306 | -0.00897 | 0.5144 | 0.8573 | 1.2 |
quantile20 | good | 5.575 | 5.578 | 0.1715 | 0.03914 | -0.01273 | 0.5144 | 0.8573 | 1.2 |
quantile30 | good | 6.312 | 6.314 | 0.1715 | 0.03527 | -0.01298 | 0.5144 | 0.8573 | 1.2 |
quantile40 | good | 6.991 | 6.994 | 0.1715 | 0.03122 | -0.01273 | 0.5144 | 0.8573 | 1.2 |
quantile50 | good | 7.669 | 7.67 | 0.1715 | 0.01521 | -0.006805 | 0.5144 | 0.8573 | 1.2 |
quantile60 | good | 8.391 | 8.392 | 0.1715 | 0.01829 | -0.008949 | 0.5144 | 0.8573 | 1.2 |
quantile70 | good | 9.21 | 9.21 | 0.1715 | 0.0004455 | -0.0002393 | 0.5144 | 0.8573 | 1.2 |
quantile80 | good | 10.23 | 10.24 | 0.1715 | 0.002762 | -0.001649 | 0.5144 | 0.8573 | 1.2 |
quantile90 | good | 11.77 | 11.77 | 0.1715 | -0.002503 | 0.001719 | 0.5144 | 0.8573 | 1.2 |
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. |