Bayesian Information Gap Decision Theory
Author madsjulia
12 Stars
Updated Last
11 Months Ago
Started In
January 2016


BIGUQ BIGUQ BIGUQ Build Status Coverage Status

BIGUQ pefroms 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
  • Decision Analysis and Support

MADS has been tested to perform HPC simulations on a wide-range 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 analyses.


All the available MADS modules and functions are described at



Installation behind a firewall

Julia uses git for the 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=
export rsync_proxy=
export http_proxy=
export https_proxy=

MADS examples

In Julia REPL, do the following commands:

import Mads

To explore getting-started instructions, execute:

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.


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