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

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 (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.

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

Pkg.add("Mads")

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

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.

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

• MADS
• SmartTensors
• SmartML

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