BIGUQ.jl
Module BIGUQ provides advanced techniques for Uncertainty Quantification, Experimental Design and Decision Analysis based on Bayesian Information Gap Decision Theory (BIGDT).
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.
Relevant examples:
BIGUQ.jl module functions:
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BIGUQ.getmcmcchain
— Method.
Get MCMC chain
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BIGUQ.makebigdts
— Method.
Make BIGDT analyses for each possible decision assuming that the proposed observations proposedobs
are observed
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BIGUQ.makebigdts
— Method.
Makes BIGDT analyses for each possible decision assuming that no more observations will be made
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BIGUQ.test
— Method.
Test BIGUQ functions
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BIGUQ.BigDT
— Type.
BigOED type
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BIGUQ.BigOED
— Type.
BigOED type