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 0.4.1
Back to | overview for 0.4.1 | all versions |
Test "1d_binomial_0_6"
Results | |
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Status | good |
CPU time | 364.1 s |
Real time | 364.6 s |
Plots | 1d_binomial_0_6.ps |
Log | 1d_binomial_0_6.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. (Flawed) | Tol. (Bad) |
---|---|---|---|---|---|---|---|---|---|
correlation par 0 | off | 0 | 0.2184 | 0.02164 | - | -10.09 | 0.3 | 0.5 | 0.7 |
chi2 | good | 84 | 88.07 | 12.96 | 4.848 | -0.3142 | 38.88 | 64.81 | 90.73 |
KS | good | 1 | 0.9899 | 0.95 | -1.01 | 0.01063 | 0.95 | 0.99 | 0.9999 |
mean | good | 0.125 | 0.125 | 3.515e-05 | 0.02584 | -0.9189 | 0.0001054 | 0.0001757 | 0.000246 |
mode | good | 0 | 0.005 | 0.03333 | - | -0.15 | 0.1 | 0.1667 | 0.2333 |
variance | good | 0.01215 | 0.01241 | 0.00243 | 2.121 | -0.106 | 0.007291 | 0.01215 | 0.01701 |
quantile10 | good | 0.01501 | 0.01502 | 0.03333 | 0.01957 | -8.814e-05 | 0.1 | 0.1667 | 0.2333 |
quantile20 | good | 0.03141 | 0.03142 | 0.03333 | 0.0368 | -0.0003468 | 0.1 | 0.1667 | 0.2333 |
quantile30 | good | 0.04969 | 0.0497 | 0.03333 | 0.01797 | -0.0002678 | 0.1 | 0.1667 | 0.2333 |
quantile40 | good | 0.07039 | 0.07041 | 0.03333 | 0.02936 | -0.00062 | 0.1 | 0.1667 | 0.2333 |
quantile50 | good | 0.09436 | 0.09435 | 0.03333 | -0.008991 | 0.0002545 | 0.1 | 0.1667 | 0.2333 |
quantile60 | good | 0.1228 | 0.1227 | 0.03333 | -0.03196 | 0.001177 | 0.1 | 0.1667 | 0.2333 |
quantile70 | good | 0.1581 | 0.1581 | 0.03333 | 0.001657 | -7.857e-05 | 0.1 | 0.1667 | 0.2333 |
quantile80 | good | 0.2055 | 0.2056 | 0.03333 | 0.04886 | -0.003012 | 0.1 | 0.1667 | 0.2333 |
quantile90 | good | 0.2803 | 0.2805 | 0.03333 | 0.06431 | -0.005409 | 0.1 | 0.1667 | 0.2333 |
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. |