BAT - The Bayesian analysis toolkit

Abstract

The main goals of data analysis are to infer the free parameters of models from data, to draw conclusions on the models' validity, and to compare their predictions allowing to select the most appropriate model. The Bayesian Analysis Toolkit, BAT, is a tool developed to evaluate the posterior probability distribution for models and their parameters. It is centered around Bayes' Theorem and is realized with the use of Markov Chain Monte Carlo giving access to the full posterior probability distribution. This enables straightforward parameter estimation, limit setting and uncertainty propagation. Additional algorithms, such as Simulated Annealing, allow to evaluate the global mode of the posterior. BAT is implemented in C++ and allows for a flexible definition of models. It is interfaced to software packages commonly used in high-energy physics: ROOT, Minuit, RooStats and CUBA. A set of predefined models exists to cover standard statistical problems.