madsjulia / biguq.jl

Bayesian Information Gap Decision Theory

BIGUQ

BIGUQ performs Bayesian Information Gap Decision Theory (BIG-DT) analysis for Uncertainty Quantification, Experimental Design, and Decision Analysis. BIGUQ is a module of MADS.

Example

import Mads

problemdir = Mads.getmadsdir()
md = Mads.loadmadsfile(joinpath(problemdir, "source_termination.mads"))
nsample = 1000
bigdtresults = Mads.dobigdt(md, nsample; maxHorizon=0.8, numlikelihoods=5)
Mads.plotrobustnesscurves(md, bigdtresults; filename=joinpath(problemdir, "source_termination-robustness-$nsample"))
Mads.plotrobustnesscurves(md, bigdtresults; filename=joinpath(problemdir, "source_termination-robustness-zoom-$nsample"), maxhoriz=0.4, maxprob=0.1)

MADS

MADS (Model Analysis & Decision Support) is an integrated open-source high-performance computational (HPC) framework in Julia. MADS can execute a wide range of data- and model-based analyses:

• Sensitivity Analysis
• Parameter Estimation
• Model Inversion and Calibration
• Uncertainty Quantification
• Model Selection and Model Averaging
• Model Reduction and Surrogate Modeling
• Machine Learning and Blind Source Separation
• Risk Assessment
• Decision Analysis and Support

MADS has been tested to perform HPC simulations of a wide range of multi-processor clusters and parallel environments (Moab, Slurm, etc.). MADS utilizes adaptive rules and techniques which allows the analyses to be performed with a minimum user input. The code provides a series of alternative algorithms to execute each type of data- and model-based analysis.

Documentation

All the available MADS modules and functions are described at madsjulia.github.io

Installation

Pkg.add("Mads")

Installation behind a firewall

Julia uses git for package management. To install Julia packages behind a firewall, add the following lines in the .gitconfig file in your home directory:

[url "https://"]
        insteadOf = git://

or execute:

git config --global url."https://".insteadOf git://

Set proxies:

export ftp_proxy=http://proxyout.<your_site>:8080
export rsync_proxy=http://proxyout.<your_site>:8080
export http_proxy=http://proxyout.<your_site>:8080
export https_proxy=http://proxyout.<your_site>:8080
export no_proxy=.<your_site>

For example, if you are doing this at LANL, you will need to execute the following lines in your bash command-line environment:

export ftp_proxy=http://proxyout.lanl.gov:8080
export rsync_proxy=http://proxyout.lanl.gov:8080
export http_proxy=http://proxyout.lanl.gov:8080
export https_proxy=http://proxyout.lanl.gov:8080
export no_proxy=.lanl.gov

MADS examples

In Julia REPL, do the following commands:

import Mads

To explore getting-started instructions, execute:

Mads.help()

There are various examples located in the examples directory of the Mads repository.

For example, execute

include(Mads.madsdir * "/../examples/contamination/contamination.jl")

to perform various example analyses related to groundwater contaminant transport, or execute

include(Mads.madsdir * "/../examples/bigdt/bigdt.jl")

to perform Bayesian Information Gap Decision Theory (BIG-DT) analysis.

Developers

• Velimir (monty) Vesselinov (publications)
• Daniel O'Malley (publications)

Projects:

• MADS
• SmartTensors
• SmartML

Publications, Presentations

• mads.gitlab.io
• madsjulia.github.io
• SmartTensors
• SmartTensors.com
• monty.gitlab.io
• montyv.github.io

biguq.jl's Issues

Info about upcoming removal of packages in the General registry

As described in https://discourse.julialang.org/t/ann-plans-for-removing-packages-that-do-not-yet-support-1-0-from-the-general-registry/ we are planning on removing packages that do not support 1.0 from the General registry. This package has been detected to not support 1.0 and is thus slated to be removed. The removal of packages from the registry will happen approximately a month after this issue is open.

To transition to the new Pkg system using Project.toml, see https://github.com/JuliaRegistries/Registrator.jl#transitioning-from-require-to-projecttoml.
To then tag a new version of the package, see https://github.com/JuliaRegistries/Registrator.jl#via-the-github-app.

If you believe this package has erroneously been detected as not supporting 1.0 or have any other questions, don't hesitate to discuss it here or in the thread linked at the top of this post.

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