BIGUQ.jl
BIGUQ.jl implements Bayesian Information Gap Decision Theory (BIGDT) for Uncertainty Quantification, Experimental Design and Decision Analysis.
Relevant examples:
BIGUQ.jl functions:
BIGUQ.getmcmcchain — MethodGet MCMC chain
BIGUQ.makebigdts — MethodMake BIGDT analyses for each possible decision assuming that the proposed observations proposedobs are observed
BIGUQ.makebigdts — MethodMakes BIGDT analyses for each possible decision assuming that no more observations will be made
BIGUQ.test — MethodTest BIGUQ functions
BIGUQ.BigDT — TypeBigOED type
BIGUQ.BigOED — TypeBigOED type
References:
- O’Malley, D., Vesselinov, V.V., A combined probabilistic/non-probabilistic decision analysis for contaminant remediation, Journal on Uncertainty Quantification, SIAM/ASA, 10.1137/140965132, 2014.
- O’Malley, D., Vesselinov, V.V., Bayesian-Information-Gap decision theory with an application to CO2 sequestration, Water Resources Research, 10.1002/2015WR017413, 2015.
- Grasinger, M., O'Malley, D., Vesselinov, V.V., Karra, S., Decision Analysis for Robust CO2 Injection: Application of Bayesian-Information-Gap Decision Theory, International Journal of Greenhouse Gas Control, 10.1016/j.ijggc.2016.02.017, 2016.