https://github.com/madsjulia/biguq.jl

Bayesian Information Gap Decision Theory

https://github.com/madsjulia/biguq.jl

Science Score: 20.0%

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    Links to: scholar.google
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    1 of 5 committers (20.0%) from academic institutions
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    Low similarity (13.8%) to scientific vocabulary

Keywords

bayesian bayesian-data-analysis data-driven data-science decision-analysis decision-making decision-model decision-support decision-theory experimental-design high-performance-computing information-gap information-theory julia mads model-analysis model-driven predictive-analysis uncertainty-quantification

Keywords from Contributors

parallel parallel-computing parallel-processing parallel-programming pmap-calls pmap-checking parameter-estimation stochastic-process
Last synced: 6 months ago · JSON representation

Repository

Bayesian Information Gap Decision Theory

Basic Info
  • Host: GitHub
  • Owner: madsjulia
  • License: gpl-3.0
  • Language: Julia
  • Default Branch: master
  • Homepage: http://mads.gitlab.io
  • Size: 99.6 KB
Statistics
  • Stars: 18
  • Watchers: 10
  • Forks: 4
  • Open Issues: 3
  • Releases: 6
Topics
bayesian bayesian-data-analysis data-driven data-science decision-analysis decision-making decision-model decision-support decision-theory experimental-design high-performance-computing information-gap information-theory julia mads model-analysis model-driven predictive-analysis uncertainty-quantification
Created about 10 years ago · Last pushed about 2 years ago
Metadata Files
Readme License

Readme.md

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

```julia import Mads

problemdir = Mads.getmadsdir() md = Mads.loadmadsfile(joinpath(problemdir, "sourcetermination.mads")) nsample = 1000 bigdtresults = Mads.dobigdt(md, nsample; maxHorizon=0.8, numlikelihoods=5) Mads.plotrobustnesscurves(md, bigdtresults; filename=joinpath(problemdir, "sourcetermination-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

julia 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:

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

or execute:

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

Set proxies:

bash 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:

bash 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:

julia import Mads

To explore getting-started instructions, execute:

julia Mads.help()

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

For example, execute

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

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

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

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

Developers

Projects:

Publications, Presentations

Owner

  • Name: MADS: Model Analysis & Decision Support
  • Login: madsjulia
  • Kind: organization
  • Email: velimir.vesselinov@gmail.com
  • Location: USA

High-performance computational framework for data analytics, model diagnostics, machine learning & decision support

GitHub Events

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Last synced: about 2 years ago

All Time
  • Total Commits: 106
  • Total Committers: 5
  • Avg Commits per committer: 21.2
  • Development Distribution Score (DDS): 0.434
Past Year
  • Commits: 3
  • Committers: 1
  • Avg Commits per committer: 3.0
  • Development Distribution Score (DDS): 0.0
Top Committers
Name Email Commits
monty v****v@g****m 60
Daniel O'Malley o****d@l****v 38
Matthew Grasinger g****m@g****m 5
sevar s****v@g****m 2
Tony Kelman t****y@k****t 1
Committer Domains (Top 20 + Academic)

Issues and Pull Requests

Last synced: 6 months ago

All Time
  • Total issues: 2
  • Total pull requests: 4
  • Average time to close issues: 17 days
  • Average time to close pull requests: about 21 hours
  • Total issue authors: 2
  • Total pull request authors: 3
  • Average comments per issue: 6.0
  • Average comments per pull request: 1.0
  • Merged pull requests: 1
  • Bot issues: 0
  • Bot pull requests: 2
Past Year
  • Issues: 0
  • Pull requests: 0
  • Average time to close issues: N/A
  • Average time to close pull requests: N/A
  • Issue authors: 0
  • Pull request authors: 0
  • Average comments per issue: 0
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
Top Authors
Issue Authors
  • KristofferC (1)
  • JuliaTagBot (1)
Pull Request Authors
  • github-actions[bot] (2)
  • tkelman (1)
  • JuliaTagBot (1)
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Packages

  • Total packages: 1
  • Total downloads:
    • julia 6 total
  • Total dependent packages: 1
  • Total dependent repositories: 0
  • Total versions: 7
juliahub.com: BIGUQ

Bayesian Information Gap Decision Theory

  • Versions: 7
  • Dependent Packages: 1
  • Dependent Repositories: 0
  • Downloads: 6 Total
Rankings
Dependent repos count: 9.9%
Average: 21.0%
Dependent packages count: 23.0%
Forks count: 24.5%
Stargazers count: 26.7%
Last synced: 6 months ago

Dependencies

REQUIRE julia
  • AffineInvariantMCMC *
  • BlackBoxOptim *
  • DataFrames *
  • Distributions *
  • ForwardDiff *
  • RobustPmap *
  • julia 1.0
.github/workflows/CompatHelper.yml actions
  • julia-actions/setup-julia latest composite
.github/workflows/TagBot.yml actions
  • JuliaRegistries/TagBot v1 composite
.github/workflows/dockerimage.yml actions
  • actions/checkout v2 composite