Fitzhugh-Nagumo Bayesian Parameter Estimation Benchmarks

using DiffEqBayes, BenchmarkTools
using OrdinaryDiffEq, RecursiveArrayTools, Distributions, ParameterizedFunctions,
      StanSample, DynamicHMC
using Plots, StaticArrays, Turing, LinearAlgebra
"""Display ESS/s (effective samples per second) from a Turing chain."""
function display_ess_per_sec(chain, elapsed)
    stats = summarystats(chain)
    ess_bulk = stats[:, :ess_bulk]
    println("Elapsed time: $(round(elapsed; digits=2)) seconds\n")
    println("ESS/s (effective samples per second, bulk):")
    for (i, param) in enumerate(stats[:, :parameters])
        println("  $param: $(round(ess_bulk[i] / elapsed; digits=1))")
    end
    println("\nMinimum ESS/s (bulk): $(round(minimum(ess_bulk) / elapsed; digits=1))")
end

"""Extract and display Stan's internal timing from its CSV output files."""
function display_stan_timing(stan_result)
    sample_files = stan_result.model.sample_file
    for (chain_idx, f) in enumerate(sample_files)
        isfile(f) || continue
        lines = readlines(f)
        println("Chain $chain_idx timing (from Stan CSV):")
        for line in lines
            if startswith(line, "#") && occursin("Elapsed Time", line)
                println("  ", strip(line[2:end]))
            elseif startswith(line, "#") && occursin("seconds", line)
                println("  ", strip(line[2:end]))
            end
        end
    end
end
Main.var"##WeaveSandBox#277".display_stan_timing
gr(fmt = :png)
Plots.GRBackend()

Defining the problem.

The FitzHugh-Nagumo model is a simplified version of Hodgkin-Huxley model and is used to describe an excitable system (e.g. neuron).

fitz = @ode_def FitzhughNagumo begin
    dv = v - 0.33*v^3 - w + l
    dw = τinv*(v + a - b*w)
end a b τinv l
Main.var"##WeaveSandBox#277".FitzhughNagumo{Main.var"##WeaveSandBox#277".va
r"###ParameterizedDiffEqFunction#279", Main.var"##WeaveSandBox#277".var"###
ParameterizedTGradFunction#280", Main.var"##WeaveSandBox#277".var"###Parame
terizedJacobianFunction#281", Nothing, Nothing, ModelingToolkit.System}(Mai
n.var"##WeaveSandBox#277".var"##ParameterizedDiffEqFunction#279", LinearAlg
ebra.UniformScaling{Bool}(true), nothing, Main.var"##WeaveSandBox#277".var"
##ParameterizedTGradFunction#280", Main.var"##WeaveSandBox#277".var"##Param
eterizedJacobianFunction#281", nothing, nothing, nothing, nothing, nothing,
 nothing, nothing, [:v, :w], :t, nothing, Model ##Parameterized#278:
Equations (2):
  2 standard: see equations(##Parameterized#278)
Unknowns (2): see unknowns(##Parameterized#278)
  v(t)
  w(t)
Parameters (4): see parameters(##Parameterized#278)
  a
  b
  τinv
  l, nothing, nothing)
prob_ode_fitzhughnagumo = ODEProblem(fitz, [1.0, 1.0], (0.0, 10.0), [0.7, 0.8, 1/12.5, 0.5])
sol = solve(prob_ode_fitzhughnagumo, Tsit5())
retcode: Success
Interpolation: specialized 4th order "free" interpolation
t: 13-element Vector{Float64}:
  0.0
  0.1502916178003539
  0.6611860158920579
  1.4391493908273403
  2.589451591547814
  3.7602377960785525
  5.101014337183989
  6.709997524274457
  7.604553475030161
  8.336547696252527
  9.031279335406245
  9.556400185811816
 10.0
u: 13-element Vector{Vector{Float64}}:
 [1.0, 1.0]
 [1.0247192356111163, 1.0109189409610948]
 [1.0944137341238236, 1.049239334584406]
 [1.1525604472298034, 1.1092965960073389]
 [1.1446577625483758, 1.1952738138449215]
 [1.0557695077719014, 1.2718985818139574]
 [0.8659598744812584, 1.3388184800875969]
 [0.367585402117253, 1.373537601831974]
 [-0.359442795548185, 1.3493319650351676]
 [-1.3772889489189262, 1.2781711184359077]
 [-1.905699839713036, 1.1680023987534751]
 [-1.9707492736430972, 1.0777291565175877]
 [-1.9650453438870348, 1.0031251492628284]
sprob_ode_fitzhughnagumo = ODEProblem{false, SciMLBase.FullSpecialize}(
    fitz, SA[1.0, 1.0], (0.0, 10.0), SA[0.7, 0.8, 1 / 12.5, 0.5])
sol = solve(sprob_ode_fitzhughnagumo, Tsit5())
retcode: Success
Interpolation: specialized 4th order "free" interpolation
t: 13-element Vector{Float64}:
  0.0
  0.1502916178003539
  0.6611860158920579
  1.4391493908273403
  2.589451591547814
  3.7602377960785525
  5.101014337183989
  6.709997524274457
  7.604553475030161
  8.336547696252527
  9.031279335406245
  9.556400185811816
 10.0
u: 13-element Vector{StaticArraysCore.SVector{2, Float64}}:
 [1.0, 1.0]
 [1.0247192356111163, 1.0109189409610948]
 [1.0944137341238236, 1.049239334584406]
 [1.1525604472298034, 1.1092965960073389]
 [1.1446577625483758, 1.1952738138449215]
 [1.0557695077719014, 1.2718985818139574]
 [0.8659598744812584, 1.3388184800875969]
 [0.367585402117253, 1.373537601831974]
 [-0.359442795548185, 1.3493319650351676]
 [-1.3772889489189262, 1.2781711184359077]
 [-1.905699839713036, 1.1680023987534751]
 [-1.9707492736430972, 1.0777291565175877]
 [-1.9650453438870348, 1.0031251492628284]

Data is generated by adding noise to the solution obtained above.

t = collect(range(1, stop = 10, length = 10))
sig = 0.20
data = convert(Array, VectorOfArray([(sol(t[i]) + sig*randn(2)) for i in 1:length(t)]))
2×10 Matrix{Float64}:
 0.986173  1.43124  0.83495  0.912354  …  -0.966216  -1.90734   -2.3265
 1.14278   1.09743  1.1091   1.28319       1.40656    0.995218   0.874711

Plot of the data and the solution.

scatter(t, data[1, :])
scatter!(t, data[2, :])
plot!(sol)

Priors for the parameters which will be passed for the Bayesian Inference

priors = [truncated(Normal(1.0, 0.5), 0, 1.5), truncated(Normal(1.0, 0.5), 0, 1.5),
    truncated(Normal(0.0, 0.5), 0.0, 0.5), truncated(Normal(0.5, 0.5), 0, 1)]
4-element Vector{Distributions.Truncated{Distributions.Normal{Float64}, Dis
tributions.Continuous, Float64, Float64, Float64}}:
 Truncated(Distributions.Normal{Float64}(μ=1.0, σ=0.5); lower=0.0, upper=1.
5)
 Truncated(Distributions.Normal{Float64}(μ=1.0, σ=0.5); lower=0.0, upper=1.
5)
 Truncated(Distributions.Normal{Float64}(μ=0.0, σ=0.5); lower=0.0, upper=0.
5)
 Truncated(Distributions.Normal{Float64}(μ=0.5, σ=0.5); lower=0.0, upper=1.
0)

Benchmarks

Stan.jl backend

We use adapt_delta = 0.85 (Stan's default) consistently across all backends for a fair comparison.

bayesian_result_stan = @time stan_inference(
    prob_ode_fitzhughnagumo, :rk45, t, data, priors;
    print_summary = false,
    sample_kwargs = Dict(:delta => 0.85, :num_samples => 10_000),
    vars = (DiffEqBayes.StanODEData(), InverseGamma(2, 3)))
52.004302 seconds (4.85 M allocations: 237.371 MiB, 0.14% gc time, 7.38% c
ompilation time)
 81.350151 seconds (15.98 M allocations: 808.437 MiB, 0.18% gc time, 13.51%
 compilation time: <1% of which was recompilation)
Chains MCMC chain (10000×6×1 Array{Float64, 3}):

Iterations        = 1:1:10000
Number of chains  = 1
Samples per chain = 10000
parameters        = sigma1.1, sigma1.2, theta_1, theta_2, theta_3, theta_4
internals         = 

Summary Statistics
  parameters      mean       std      mcse    ess_bulk    ess_tail      rha
t   ⋯
      Symbol   Float64   Float64   Float64     Float64     Float64   Float6
4   ⋯

    sigma1.1    0.4463    0.1292    0.0017   6543.6143   5302.6721    1.000
1   ⋯
    sigma1.2    0.3506    0.1056    0.0014   6099.9390   5487.2198    1.000
1   ⋯
     theta_1    0.9173    0.3219    0.0045   4757.7852   4228.7728    1.000
2   ⋯
     theta_2    0.9460    0.2868    0.0041   4652.6520   3984.2736    1.000
2   ⋯
     theta_3    0.0981    0.0452    0.0007   3709.4382   3368.9362    1.000
4   ⋯
     theta_4    0.5275    0.0959    0.0016   4020.7463   3701.4248    1.000
8   ⋯
                                                                1 column om
itted

Quantiles
  parameters      2.5%     25.0%     50.0%     75.0%     97.5%
      Symbol   Float64   Float64   Float64   Float64   Float64

    sigma1.1    0.2675    0.3549    0.4226    0.5104    0.7650
    sigma1.2    0.2001    0.2748    0.3323    0.4067    0.6073
     theta_1    0.2417    0.6968    0.9432    1.1667    1.4432
     theta_2    0.3338    0.7574    0.9684    1.1644    1.4247
     theta_3    0.0284    0.0658    0.0928    0.1234    0.2019
     theta_4    0.3641    0.4611    0.5202    0.5839    0.7432

Stan's internal timing (excluding data serialization and CSV parsing):

display_stan_timing(bayesian_result_stan)
Chain 1 timing (from Stan CSV):
  Elapsed Time: 4.706 seconds (Warm-up)
  43.453 seconds (Sampling)
  48.159 seconds (Total)

Direct Turing.jl

We use per-dimension noise parameters (matching Stan) with InverseGamma(2, 3) priors on each σ.

@model function fitfhn(data, prob)
    # Prior distributions.
    σ ~ filldist(InverseGamma(2, 3), 2)
    a ~ truncated(Normal(1.0, 0.5), 0, 1.5)
    b ~ truncated(Normal(1.0, 0.5), 0, 1.5)
    τinv ~ truncated(Normal(0.0, 0.5), 0.0, 0.5)
    l ~ truncated(Normal(0.5, 0.5), 0, 1)

    # Simulate FitzHugh-Nagumo model.
    p = SA[a, b, τinv, l]
    _prob = remake(prob, p = p)
    predicted = solve(_prob, Tsit5(); saveat = t)

    # Observations.
    for i in 1:length(predicted)
        data[:, i] ~ MvNormal(predicted[i], Diagonal(σ .^ 2))
    end

    return nothing
end

model = fitfhn(data, sprob_ode_fitzhughnagumo)

# Warmup run to compile all code paths before timing
sample(model, Turing.NUTS(0.85), 10; progress = false)

elapsed_turing_direct = @elapsed chain = sample(model, Turing.NUTS(0.85), 10_000; progress = false)
chain
Chains MCMC chain (10000×20×1 Array{Float64, 3}):

Iterations        = 1001:1:11000
Number of chains  = 1
Samples per chain = 10000
Wall duration     = 99.72 seconds
Compute duration  = 99.72 seconds
parameters        = σ[1], σ[2], a, b, τinv, l
internals         = n_steps, is_accept, acceptance_rate, log_density, hamil
tonian_energy, hamiltonian_energy_error, max_hamiltonian_energy_error, tree
_depth, numerical_error, step_size, nom_step_size, logprior, loglikelihood,
 logjoint

Summary Statistics
  parameters      mean       std      mcse    ess_bulk    ess_tail      rha
t   ⋯
      Symbol   Float64   Float64   Float64     Float64     Float64   Float6
4   ⋯

        σ[1]    0.4474    0.1321    0.0020   5280.7854   4955.8395    1.000
3   ⋯
        σ[2]    0.3494    0.1060    0.0014   5975.9299   5634.9272    1.000
3   ⋯
           a    0.9179    0.3247    0.0049   4240.8767   4314.7052    1.000
1   ⋯
           b    0.9434    0.2927    0.0041   4937.1615   4960.3285    1.000
5   ⋯
        τinv    0.0970    0.0458    0.0008   3246.0404   3315.4761    1.000
7   ⋯
           l    0.5257    0.0973    0.0017   3370.5208   3508.6678    1.000
6   ⋯
                                                                1 column om
itted

Quantiles
  parameters      2.5%     25.0%     50.0%     75.0%     97.5%
      Symbol   Float64   Float64   Float64   Float64   Float64

        σ[1]    0.2688    0.3563    0.4220    0.5089    0.7708
        σ[2]    0.1998    0.2744    0.3311    0.4041    0.6023
           a    0.2222    0.6999    0.9483    1.1672    1.4463
           b    0.3092    0.7461    0.9675    1.1653    1.4283
        τinv    0.0252    0.0653    0.0917    0.1224    0.2003
           l    0.3504    0.4606    0.5181    0.5836    0.7464
display_ess_per_sec(chain, elapsed_turing_direct)
Elapsed time: 100.15 seconds

ESS/s (effective samples per second, bulk):
  σ[1]: 52.7
  σ[2]: 59.7
  a: 42.3
  b: 49.3
  τinv: 32.4
  l: 33.7

Minimum ESS/s (bulk): 32.4

Turing.jl backend

@btime bayesian_result_turing = turing_inference(
    prob_ode_fitzhughnagumo, Tsit5(), t, data, priors;
    sample_args = (sampler = Turing.NUTS(0.85), num_samples = 10_000),
    likelihood = (u, p, t, σ) -> MvNormal(u, Diagonal(σ .^ 2)),
    likelihood_dist_priors = [InverseGamma(2, 3), InverseGamma(2, 3)])
84.596 s (328217861 allocations: 21.55 GiB)
Chains MCMC chain (10000×20×1 Array{Float64, 3}):

Iterations        = 1001:1:11000
Number of chains  = 1
Samples per chain = 10000
Wall duration     = 89.37 seconds
Compute duration  = 89.37 seconds
parameters        = theta[1], theta[2], theta[3], theta[4], σ[1], σ[2]
internals         = n_steps, is_accept, acceptance_rate, log_density, hamil
tonian_energy, hamiltonian_energy_error, max_hamiltonian_energy_error, tree
_depth, numerical_error, step_size, nom_step_size, logprior, loglikelihood,
 logjoint

Summary Statistics
  parameters      mean       std      mcse    ess_bulk    ess_tail      rha
t   ⋯
      Symbol   Float64   Float64   Float64     Float64     Float64   Float6
4   ⋯

    theta[1]    0.9240    0.3211    0.0045   4923.7021   4575.9903    1.000
1   ⋯
    theta[2]    0.9490    0.2890    0.0041   4666.8215   3381.5229    1.000
4   ⋯
    theta[3]    0.0970    0.0444    0.0007   4254.9109   4134.7980    1.000
4   ⋯
    theta[4]    0.5251    0.0963    0.0015   4247.9960   4143.7748    1.000
6   ⋯
        σ[1]    0.4460    0.1324    0.0018   5915.7216   5211.3424    1.000
2   ⋯
        σ[2]    0.3502    0.1064    0.0013   6758.2917   5913.3633    1.000
2   ⋯
                                                                1 column om
itted

Quantiles
  parameters      2.5%     25.0%     50.0%     75.0%     97.5%
      Symbol   Float64   Float64   Float64   Float64   Float64

    theta[1]    0.2521    0.7001    0.9444    1.1711    1.4494
    theta[2]    0.3294    0.7571    0.9666    1.1672    1.4358
    theta[3]    0.0256    0.0653    0.0922    0.1232    0.1967
    theta[4]    0.3557    0.4583    0.5179    0.5827    0.7386
        σ[1]    0.2651    0.3546    0.4215    0.5076    0.7690
        σ[2]    0.2008    0.2734    0.3317    0.4055    0.6118

Conclusion

FitzHugh-Ngumo is a standard problem for parameter estimation studies. In the FitzHugh-Nagumo model the parameters to be estimated were [0.7,0.8,0.08,0.5]. dynamichmc_inference has issues with the model and hence was excluded from this benchmark.

Appendix

These benchmarks are a part of the SciMLBenchmarks.jl repository, found at: https://github.com/SciML/SciMLBenchmarks.jl. For more information on high-performance scientific machine learning, check out the SciML Open Source Software Organization https://sciml.ai.

To locally run this benchmark, do the following commands:

using SciMLBenchmarks
SciMLBenchmarks.weave_file("benchmarks/BayesianInference","DiffEqBayesFitzHughNagumo.jmd")

Computer Information:

Julia Version 1.12.7
Commit 6d172b025e4 (2026-08-15 08:05 UTC)
Build Info:
  Official https://julialang.org release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 128 × AMD EPYC 7502 32-Core Processor
  WORD_SIZE: 64
  LLVM: libLLVM-18.1.7 (ORCJIT, znver2)
  GC: Built with stock GC
Threads: 128 default, 1 interactive, 128 GC (on 128 virtual cores)
Environment:
  JULIA_NUM_THREADS = auto

Package Information:

Status `/julia/github-runners/amdci1-1/_work/SciMLBenchmarks.jl/SciMLBenchmarks.jl/benchmarks/BayesianInference/Project.toml`
  [6e4b80f9] BenchmarkTools v1.8.0
⌃ [ebbdde9d] DiffEqBayes v3.13.0
⌃ [459566f4] DiffEqCallbacks v4.19.2
⌃ [31c24e10] Distributions v0.25.127
  [bbc10e6e] DynamicHMC v3.6.1
⌅ [1dea7af3] OrdinaryDiffEq v6.111.0
⌃ [65888b18] ParameterizedFunctions v5.19.0
  [91a5bcdd] Plots v1.41.7
⌅ [731186ca] RecursiveArrayTools v3.54.0
⌃ [31c91b34] SciMLBenchmarks v0.1.3 [loaded: v0.2.0]
  [c1514b29] StanSample v7.10.3
  [90137ffa] StaticArrays v1.9.19
⌅ [fce5fe82] Turing v0.42.9
  [37e2e46d] LinearAlgebra v1.12.0
Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated`

And the full manifest:

Status `/julia/github-runners/amdci1-1/_work/SciMLBenchmarks.jl/SciMLBenchmarks.jl/benchmarks/BayesianInference/Manifest.toml`
  [47edcb42] ADTypes v1.24.0
  [14f7f29c] AMD v0.5.3
  [621f4979] AbstractFFTs v1.5.0
  [80f14c24] AbstractMCMC v5.16.0
⌅ [7a57a42e] AbstractPPL v0.13.6
  [1520ce14] AbstractTrees v0.4.5
  [7d9f7c33] Accessors v0.1.45
  [79e6a3ab] Adapt v4.7.0
  [0bf59076] AdvancedHMC v0.8.6
  [5b7e9947] AdvancedMH v0.8.10
⌅ [576499cb] AdvancedPS v0.7.2
⌅ [b5ca4192] AdvancedVI v0.6.2
  [66dad0bd] AliasTables v1.1.3
  [dce04be8] ArgCheck v2.5.0
  [ec485272] ArnoldiMethod v0.4.0
  [4fba245c] ArrayInterface v7.30.0
  [4c555306] ArrayLayouts v1.12.2
  [13072b0f] AxisAlgorithms v1.1.0
  [39de3d68] AxisArrays v0.4.8
  [198e06fe] BangBang v0.4.9
  [6e4b80f9] BenchmarkTools v1.8.0
  [e2ed5e7c] Bijections v0.2.2
⌅ [76274a88] Bijectors v0.15.16
  [62783981] BitTwiddlingConvenienceFunctions v0.1.6
  [8e7c35d0] BlockArrays v1.10.0
⌃ [70df07ce] BracketingNonlinearSolve v1.12.1
  [2a0fbf3d] CPUSummary v0.2.7
  [336ed68f] CSV v0.10.17
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⌃ [77a26b50] DiffEqNoiseProcess v5.32.0
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⌃ [31c24e10] Distributions v0.25.127
  [ced4e74d] DistributionsAD v0.6.58
  [ffbed154] DocStringExtensions v0.9.5
⌅ [5b8099bc] DomainSets v0.7.18
  [bbc10e6e] DynamicHMC v3.6.1
⌅ [366bfd00] DynamicPPL v0.39.15
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  [4e289a0a] EnumX v1.0.7
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⌃ [d4d017d3] ExponentialUtilities v1.31.0
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  [8e850ede] nghttp2_jll v1.64.0+1
  [3f19e933] p7zip_jll v17.7.0+0
Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m`