Phylogenetic analysis using parsimony and likelihood methods.

Science.gov (United States)

Yang, Z

1996-02-01

The assumptions underlying the maximum-parsimony (MP) method of phylogenetic tree reconstruction were intuitively examined by studying the way the method works. Computer simulations were performed to corroborate the intuitive examination. Parsimony appears to involve very stringent assumptions concerning the process of sequence evolution, such as constancy of substitution rates between nucleotides, constancy of rates across nucleotide sites, and equal branch lengths in the tree. For practical data analysis, the requirement of equal branch lengths means similar substitution rates among lineages (the existence of an approximate molecular clock), relatively long interior branches, and also few species in the data. However, a small amount of evolution is neither a necessary nor a sufficient requirement of the method. The difficulties involved in the application of current statistical estimation theory to tree reconstruction were discussed, and it was suggested that the approach proposed by Felsenstein (1981, J. Mol. Evol. 17: 368-376) for topology estimation, as well as its many variations and extensions, differs fundamentally from the maximum likelihood estimation of a conventional statistical parameter. Evidence was presented showing that the Felsenstein approach does not share the asymptotic efficiency of the maximum likelihood estimator of a statistical parameter. Computer simulations were performed to study the probability that MP recovers the true tree under a hierarchy of models of nucleotide substitution; its performance relative to the likelihood method was especially noted. The results appeared to support the intuitive examination of the assumptions underlying MP. When a simple model of nucleotide substitution was assumed to generate data, the probability that MP recovers the true topology could be as high as, or even higher than, that for the likelihood method. When the assumed model became more complex and realistic, e.g., when substitution rates were

THESEUS: maximum likelihood superpositioning and analysis of macromolecular structures.

Science.gov (United States)

Theobald, Douglas L; Wuttke, Deborah S

2006-09-01

THESEUS is a command line program for performing maximum likelihood (ML) superpositions and analysis of macromolecular structures. While conventional superpositioning methods use ordinary least-squares (LS) as the optimization criterion, ML superpositions provide substantially improved accuracy by down-weighting variable structural regions and by correcting for correlations among atoms. ML superpositioning is robust and insensitive to the specific atoms included in the analysis, and thus it does not require subjective pruning of selected variable atomic coordinates. Output includes both likelihood-based and frequentist statistics for accurate evaluation of the adequacy of a superposition and for reliable analysis of structural similarities and differences. THESEUS performs principal components analysis for analyzing the complex correlations found among atoms within a structural ensemble. ANSI C source code and selected binaries for various computing platforms are available under the GNU open source license from http://monkshood.colorado.edu/theseus/ or http://www.theseus3d.org.

MLE [Maximum Likelihood Estimator] reconstruction of a brain phantom using a Monte Carlo transition matrix and a statistical stopping rule

International Nuclear Information System (INIS)

Veklerov, E.; Llacer, J.; Hoffman, E.J.

1987-10-01

In order to study properties of the Maximum Likelihood Estimator (MLE) algorithm for image reconstruction in Positron Emission Tomographyy (PET), the algorithm is applied to data obtained by the ECAT-III tomograph from a brain phantom. The procedure for subtracting accidental coincidences from the data stream generated by this physical phantom is such that he resultant data are not Poisson distributed. This makes the present investigation different from other investigations based on computer-simulated phantoms. It is shown that the MLE algorithm is robust enough to yield comparatively good images, especially when the phantom is in the periphery of the field of view, even though the underlying assumption of the algorithm is violated. Two transition matrices are utilized. The first uses geometric considerations only. The second is derived by a Monte Carlo simulation which takes into account Compton scattering in the detectors, positron range, etc. in the detectors. It is demonstrated that the images obtained from the Monte Carlo matrix are superior in some specific ways. A stopping rule derived earlier and allowing the user to stop the iterative process before the images begin to deteriorate is tested. Since the rule is based on the Poisson assumption, it does not work well with the presently available data, although it is successful wit computer-simulated Poisson data

Bayesian phylogeny analysis via stochastic approximation Monte Carlo

KAUST Repository

Cheon, Sooyoung; Liang, Faming

2009-01-01

in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method

Constraint likelihood analysis for a network of gravitational wave detectors

International Nuclear Information System (INIS)

Klimenko, S.; Rakhmanov, M.; Mitselmakher, G.; Mohanty, S.

2005-01-01

We propose a coherent method for detection and reconstruction of gravitational wave signals with a network of interferometric detectors. The method is derived by using the likelihood ratio functional for unknown signal waveforms. In the likelihood analysis, the global maximum of the likelihood ratio over the space of waveforms is used as the detection statistic. We identify a problem with this approach. In the case of an aligned pair of detectors, the detection statistic depends on the cross correlation between the detectors as expected, but this dependence disappears even for infinitesimally small misalignments. We solve the problem by applying constraints on the likelihood functional and obtain a new class of statistics. The resulting method can be applied to data from a network consisting of any number of detectors with arbitrary detector orientations. The method allows us reconstruction of the source coordinates and the waveforms of two polarization components of a gravitational wave. We study the performance of the method with numerical simulations and find the reconstruction of the source coordinates to be more accurate than in the standard likelihood method

Determination of point of maximum likelihood in failure domain using genetic algorithms

International Nuclear Information System (INIS)

Obadage, A.S.; Harnpornchai, N.

2006-01-01

The point of maximum likelihood in a failure domain yields the highest value of the probability density function in the failure domain. The maximum-likelihood point thus represents the worst combination of random variables that contribute in the failure event. In this work Genetic Algorithms (GAs) with an adaptive penalty scheme have been proposed as a tool for the determination of the maximum likelihood point. The utilization of only numerical values in the GAs operation makes the algorithms applicable to cases of non-linear and implicit single and multiple limit state function(s). The algorithmic simplicity readily extends its application to higher dimensional problems. When combined with Monte Carlo Simulation, the proposed methodology will reduce the computational complexity and at the same time will enhance the possibility in rare-event analysis under limited computational resources. Since, there is no approximation done in the procedure, the solution obtained is considered accurate. Consequently, GAs can be used as a tool for increasing the computational efficiency in the element and system reliability analyses

Maximum likelihood estimation of phase-type distributions

DEFF Research Database (Denmark)

Esparza, Luz Judith R

for both univariate and multivariate cases. Methods like the EM algorithm and Markov chain Monte Carlo are applied for this purpose. Furthermore, this thesis provides explicit formulae for computing the Fisher information matrix for discrete and continuous phase-type distributions, which is needed to find......This work is concerned with the statistical inference of phase-type distributions and the analysis of distributions with rational Laplace transform, known as matrix-exponential distributions. The thesis is focused on the estimation of the maximum likelihood parameters of phase-type distributions...... confidence regions for their estimated parameters. Finally, a new general class of distributions, called bilateral matrix-exponential distributions, is defined. These distributions have the entire real line as domain and can be used, for instance, for modelling. In addition, this class of distributions...

Bayesian phylogeny analysis via stochastic approximation Monte Carlo

KAUST Repository

Cheon, Sooyoung

2009-11-01

Monte Carlo methods have received much attention in the recent literature of phylogeny analysis. However, the conventional Markov chain Monte Carlo algorithms, such as the Metropolis-Hastings algorithm, tend to get trapped in a local mode in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method is compared with two popular Bayesian phylogeny software, BAMBE and MrBayes, on simulated and real datasets. The numerical results indicate that our method outperforms BAMBE and MrBayes. Among the three methods, SAMC produces the consensus trees which have the highest similarity to the true trees, and the model parameter estimates which have the smallest mean square errors, but costs the least CPU time. © 2009 Elsevier Inc. All rights reserved.

Monte Carlo criticality analysis for dissolvers with neutron poison

International Nuclear Information System (INIS)

Yu, Deshun; Dong, Xiufang; Pu, Fuxiang.

1987-01-01

Criticality analysis for dissolvers with neutron poison is given on the basis of Monte Carlo method. In Monte Carlo calculations of thermal neutron group parameters for fuel pieces, neutron transport length is determined in terms of maximum cross section approach. A set of related effective multiplication factors (K eff ) are calculated by Monte Carlo method for the three cases. Related numerical results are quite useful for the design and operation of this kind of dissolver in the criticality safety analysis. (author)

Secondary Analysis under Cohort Sampling Designs Using Conditional Likelihood

Directory of Open Access Journals (Sweden)

Olli Saarela

2012-01-01

Full Text Available Under cohort sampling designs, additional covariate data are collected on cases of a specific type and a randomly selected subset of noncases, primarily for the purpose of studying associations with a time-to-event response of interest. With such data available, an interest may arise to reuse them for studying associations between the additional covariate data and a secondary non-time-to-event response variable, usually collected for the whole study cohort at the outset of the study. Following earlier literature, we refer to such a situation as secondary analysis. We outline a general conditional likelihood approach for secondary analysis under cohort sampling designs and discuss the specific situations of case-cohort and nested case-control designs. We also review alternative methods based on full likelihood and inverse probability weighting. We compare the alternative methods for secondary analysis in two simulated settings and apply them in a real-data example.

Risk analysis of gravity dam instability using credibility theory Monte Carlo simulation model.

Science.gov (United States)

Xin, Cao; Chongshi, Gu

2016-01-01

Risk analysis of gravity dam stability involves complicated uncertainty in many design parameters and measured data. Stability failure risk ratio described jointly by probability and possibility has deficiency in characterization of influence of fuzzy factors and representation of the likelihood of risk occurrence in practical engineering. In this article, credibility theory is applied into stability failure risk analysis of gravity dam. Stability of gravity dam is viewed as a hybrid event considering both fuzziness and randomness of failure criterion, design parameters and measured data. Credibility distribution function is conducted as a novel way to represent uncertainty of influence factors of gravity dam stability. And combining with Monte Carlo simulation, corresponding calculation method and procedure are proposed. Based on a dam section, a detailed application of the modeling approach on risk calculation of both dam foundation and double sliding surfaces is provided. The results show that, the present method is feasible to be applied on analysis of stability failure risk for gravity dams. The risk assessment obtained can reflect influence of both sorts of uncertainty, and is suitable as an index value.

Likelihood functions for the analysis of single-molecule binned photon sequences

Energy Technology Data Exchange (ETDEWEB)

Gopich, Irina V., E-mail: irinag@niddk.nih.gov [Laboratory of Chemical Physics, National Institute of Diabetes and Digestive and Kidney Diseases, National Institutes of Health, Bethesda, MD 20892 (United States)

2012-03-02

Graphical abstract: Folding of a protein with attached fluorescent dyes, the underlying conformational trajectory of interest, and the observed binned photon trajectory. Highlights: Black-Right-Pointing-Pointer A sequence of photon counts can be analyzed using a likelihood function. Black-Right-Pointing-Pointer The exact likelihood function for a two-state kinetic model is provided. Black-Right-Pointing-Pointer Several approximations are considered for an arbitrary kinetic model. Black-Right-Pointing-Pointer Improved likelihood functions are obtained to treat sequences of FRET efficiencies. - Abstract: We consider the analysis of a class of experiments in which the number of photons in consecutive time intervals is recorded. Sequence of photon counts or, alternatively, of FRET efficiencies can be studied using likelihood-based methods. For a kinetic model of the conformational dynamics and state-dependent Poisson photon statistics, the formalism to calculate the exact likelihood that this model describes such sequences of photons or FRET efficiencies is developed. Explicit analytic expressions for the likelihood function for a two-state kinetic model are provided. The important special case when conformational dynamics are so slow that at most a single transition occurs in a time bin is considered. By making a series of approximations, we eventually recover the likelihood function used in hidden Markov models. In this way, not only is insight gained into the range of validity of this procedure, but also an improved likelihood function can be obtained.

Sustainability likelihood of remediation options for metal-contaminated soil/sediment.

Science.gov (United States)

Chen, Season S; Taylor, Jessica S; Baek, Kitae; Khan, Eakalak; Tsang, Daniel C W; Ok, Yong Sik

2017-05-01

Multi-criteria analysis and detailed impact analysis were carried out to assess the sustainability of four remedial alternatives for metal-contaminated soil/sediment at former timber treatment sites and harbour sediment with different scales. The sustainability was evaluated in the aspects of human health and safety, environment, stakeholder concern, and land use, under four different scenarios with varying weighting factors. The Monte Carlo simulation was performed to reveal the likelihood of accomplishing sustainable remediation with different treatment options at different sites. The results showed that in-situ remedial technologies were more sustainable than ex-situ ones, where in-situ containment demonstrated both the most sustainable result and the highest probability to achieve sustainability amongst the four remedial alternatives in this study, reflecting the lesser extent of off-site and on-site impacts. Concerns associated with ex-situ options were adverse impacts tied to all four aspects and caused by excavation, extraction, and off-site disposal. The results of this study suggested the importance of considering the uncertainties resulting from the remedial options (i.e., stochastic analysis) in addition to the overall sustainability scores (i.e., deterministic analysis). The developed framework and model simulation could serve as an assessment for the sustainability likelihood of remedial options to ensure sustainable remediation of contaminated sites. Copyright © 2017 Elsevier Ltd. All rights reserved.

Likelihood-based Dynamic Factor Analysis for Measurement and Forecasting

NARCIS (Netherlands)

Jungbacker, B.M.J.P.; Koopman, S.J.

2015-01-01

We present new results for the likelihood-based analysis of the dynamic factor model. The latent factors are modelled by linear dynamic stochastic processes. The idiosyncratic disturbance series are specified as autoregressive processes with mutually correlated innovations. The new results lead to

Profile-likelihood Confidence Intervals in Item Response Theory Models.

Science.gov (United States)

Chalmers, R Philip; Pek, Jolynn; Liu, Yang

2017-01-01

Confidence intervals (CIs) are fundamental inferential devices which quantify the sampling variability of parameter estimates. In item response theory, CIs have been primarily obtained from large-sample Wald-type approaches based on standard error estimates, derived from the observed or expected information matrix, after parameters have been estimated via maximum likelihood. An alternative approach to constructing CIs is to quantify sampling variability directly from the likelihood function with a technique known as profile-likelihood confidence intervals (PL CIs). In this article, we introduce PL CIs for item response theory models, compare PL CIs to classical large-sample Wald-type CIs, and demonstrate important distinctions among these CIs. CIs are then constructed for parameters directly estimated in the specified model and for transformed parameters which are often obtained post-estimation. Monte Carlo simulation results suggest that PL CIs perform consistently better than Wald-type CIs for both non-transformed and transformed parameters.

Maximal information analysis: I - various Wayne State plots and the most common likelihood principle

International Nuclear Information System (INIS)

Bonvicini, G.

2005-01-01

Statistical analysis using all moments of the likelihood L(y vertical bar α) (y being the data and α being the fit parameters) is presented. The relevant plots for various data fitting situations are presented. The goodness of fit (GOF) parameter (currently the χ 2 ) is redefined as the isoprobability level in a multidimensional space. Many useful properties of statistical analysis are summarized in a new statistical principle which states that the most common likelihood, and not the tallest, is the best possible likelihood, when comparing experiments or hypotheses

Modified Moment, Maximum Likelihood and Percentile Estimators for the Parameters of the Power Function Distribution

Directory of Open Access Journals (Sweden)

Azam Zaka

2014-10-01

Full Text Available This paper is concerned with the modifications of maximum likelihood, moments and percentile estimators of the two parameter Power function distribution. Sampling behavior of the estimators is indicated by Monte Carlo simulation. For some combinations of parameter values, some of the modified estimators appear better than the traditional maximum likelihood, moments and percentile estimators with respect to bias, mean square error and total deviation.

Analytic confidence level calculations using the likelihood ratio and fourier transform

International Nuclear Information System (INIS)

Hu Hongbo; Nielsen, J.

2000-01-01

The interpretation of new particle search results involves a confidence level calculation on either the discovery hypothesis or the background-only ('null') hypothesis. A typical approach uses toy Monte Carlo experiments to build an expected experiment estimator distribution against which an observed experiment's estimator may be compared. In this note, a new approach is presented which calculates analytically the experiment estimator distribution via a Fourier transform, using the likelihood ratio as an ordering estimator. The analytic approach enjoys an enormous speed advantage over the toy Monte Carlo method, making it possible to quickly and precisely calculate confidence level results

The Monte Carlo Simulation Method for System Reliability and Risk Analysis

CERN Document Server

Zio, Enrico

2013-01-01

Monte Carlo simulation is one of the best tools for performing realistic analysis of complex systems as it allows most of the limiting assumptions on system behavior to be relaxed. The Monte Carlo Simulation Method for System Reliability and Risk Analysis comprehensively illustrates the Monte Carlo simulation method and its application to reliability and system engineering. Readers are given a sound understanding of the fundamentals of Monte Carlo sampling and simulation and its application for realistic system modeling.   Whilst many of the topics rely on a high-level understanding of calculus, probability and statistics, simple academic examples will be provided in support to the explanation of the theoretical foundations to facilitate comprehension of the subject matter. Case studies will be introduced to provide the practical value of the most advanced techniques.   This detailed approach makes The Monte Carlo Simulation Method for System Reliability and Risk Analysis a key reference for senior undergra...

Gaussian likelihood inference on data from trans-Gaussian random fields with Matérn covariance function

KAUST Repository

Yan, Yuan; Genton, Marc G.

2017-01-01

Gaussian likelihood inference has been studied and used extensively in both statistical theory and applications due to its simplicity. However, in practice, the assumption of Gaussianity is rarely met in the analysis of spatial data. In this paper, we study the effect of non-Gaussianity on Gaussian likelihood inference for the parameters of the Matérn covariance model. By using Monte Carlo simulations, we generate spatial data from a Tukey g-and-h random field, a flexible trans-Gaussian random field, with the Matérn covariance function, where g controls skewness and h controls tail heaviness. We use maximum likelihood based on the multivariate Gaussian distribution to estimate the parameters of the Matérn covariance function. We illustrate the effects of non-Gaussianity of the data on the estimated covariance function by means of functional boxplots. Thanks to our tailored simulation design, a comparison of the maximum likelihood estimator under both the increasing and fixed domain asymptotics for spatial data is performed. We find that the maximum likelihood estimator based on Gaussian likelihood is overall satisfying and preferable than the non-distribution-based weighted least squares estimator for data from the Tukey g-and-h random field. We also present the result for Gaussian kriging based on Matérn covariance estimates with data from the Tukey g-and-h random field and observe an overall satisfactory performance.

Gaussian likelihood inference on data from trans-Gaussian random fields with Matérn covariance function

KAUST Repository

Yan, Yuan

2017-07-13

Gaussian likelihood inference has been studied and used extensively in both statistical theory and applications due to its simplicity. However, in practice, the assumption of Gaussianity is rarely met in the analysis of spatial data. In this paper, we study the effect of non-Gaussianity on Gaussian likelihood inference for the parameters of the Matérn covariance model. By using Monte Carlo simulations, we generate spatial data from a Tukey g-and-h random field, a flexible trans-Gaussian random field, with the Matérn covariance function, where g controls skewness and h controls tail heaviness. We use maximum likelihood based on the multivariate Gaussian distribution to estimate the parameters of the Matérn covariance function. We illustrate the effects of non-Gaussianity of the data on the estimated covariance function by means of functional boxplots. Thanks to our tailored simulation design, a comparison of the maximum likelihood estimator under both the increasing and fixed domain asymptotics for spatial data is performed. We find that the maximum likelihood estimator based on Gaussian likelihood is overall satisfying and preferable than the non-distribution-based weighted least squares estimator for data from the Tukey g-and-h random field. We also present the result for Gaussian kriging based on Matérn covariance estimates with data from the Tukey g-and-h random field and observe an overall satisfactory performance.

Improved Monte Carlo Method for PSA Uncertainty Analysis

International Nuclear Information System (INIS)

Choi, Jongsoo

2016-01-01

The treatment of uncertainty is an important issue for regulatory decisions. Uncertainties exist from knowledge limitations. A probabilistic approach has exposed some of these limitations and provided a framework to assess their significance and assist in developing a strategy to accommodate them in the regulatory process. The uncertainty analysis (UA) is usually based on the Monte Carlo method. This paper proposes a Monte Carlo UA approach to calculate the mean risk metrics accounting for the SOKC between basic events (including CCFs) using efficient random number generators and to meet Capability Category III of the ASME/ANS PRA standard. Audit calculation is needed in PSA regulatory reviews of uncertainty analysis results submitted for licensing. The proposed Monte Carlo UA approach provides a high degree of confidence in PSA reviews. All PSA needs accounting for the SOKC between event probabilities to meet the ASME/ANS PRA standard

Improved Monte Carlo Method for PSA Uncertainty Analysis

Energy Technology Data Exchange (ETDEWEB)

Choi, Jongsoo [Korea Institute of Nuclear Safety, Daejeon (Korea, Republic of)

2016-10-15

The treatment of uncertainty is an important issue for regulatory decisions. Uncertainties exist from knowledge limitations. A probabilistic approach has exposed some of these limitations and provided a framework to assess their significance and assist in developing a strategy to accommodate them in the regulatory process. The uncertainty analysis (UA) is usually based on the Monte Carlo method. This paper proposes a Monte Carlo UA approach to calculate the mean risk metrics accounting for the SOKC between basic events (including CCFs) using efficient random number generators and to meet Capability Category III of the ASME/ANS PRA standard. Audit calculation is needed in PSA regulatory reviews of uncertainty analysis results submitted for licensing. The proposed Monte Carlo UA approach provides a high degree of confidence in PSA reviews. All PSA needs accounting for the SOKC between event probabilities to meet the ASME/ANS PRA standard.

Generalized Likelihood Uncertainty Estimation (GLUE) Using Multi-Optimization Algorithm as Sampling Method

Science.gov (United States)

Wang, Z.

2015-12-01

For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.

Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models

NARCIS (Netherlands)

Mesters, G.; Koopman, S.J.; Ooms, M.

2016-01-01

An exact maximum likelihood method is developed for the estimation of parameters in a non-Gaussian nonlinear density function that depends on a latent Gaussian dynamic process with long-memory properties. Our method relies on the method of importance sampling and on a linear Gaussian approximating

Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

Science.gov (United States)

Sharma, Sanjib

2017-08-01

Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New, efficient Monte Carlo based methods are continuously being developed and explored. In this review, we first explain the basics of Bayesian theory and discuss how to set up data analysis problems within this framework. Next, we provide an overview of various Monte Carlo based methods for performing Bayesian data analysis. Finally, we discuss advanced ideas that enable us to tackle complex problems and thus hold great promise for the future. We also distribute downloadable computer software (available at https://github.com/sanjibs/bmcmc/ ) that implements some of the algorithms and examples discussed here.

Image properties of list mode likelihood reconstruction for a rectangular positron emission mammography with DOI measurements

International Nuclear Information System (INIS)

Qi, Jinyi; Klein, Gregory J.; Huesman, Ronald H.

2000-01-01

A positron emission mammography scanner is under development at our Laboratory. The tomograph has a rectangular geometry consisting of four banks of detector modules. For each detector, the system can measure the depth of interaction information inside the crystal. The rectangular geometry leads to irregular radial and angular sampling and spatially variant sensitivity that are different from conventional PET systems. Therefore, it is of importance to study the image properties of the reconstructions. We adapted the theoretical analysis that we had developed for conventional PET systems to the list mode likelihood reconstruction for this tomograph. The local impulse response and covariance of the reconstruction can be easily computed using FFT. These theoretical results are also used with computer observer models to compute the signal-to-noise ratio for lesion detection. The analysis reveals the spatially variant resolution and noise properties of the list mode likelihood reconstruction. The theoretical predictions are in good agreement with Monte Carlo results

Comparison of IRT Likelihood Ratio Test and Logistic Regression DIF Detection Procedures

Science.gov (United States)

Atar, Burcu; Kamata, Akihito

2011-01-01

The Type I error rates and the power of IRT likelihood ratio test and cumulative logit ordinal logistic regression procedures in detecting differential item functioning (DIF) for polytomously scored items were investigated in this Monte Carlo simulation study. For this purpose, 54 simulation conditions (combinations of 3 sample sizes, 2 sample…

Monte Carlo simulation of expert judgments on human errors in chemical analysis--a case study of ICP-MS.

Science.gov (United States)

Kuselman, Ilya; Pennecchi, Francesca; Epstein, Malka; Fajgelj, Ales; Ellison, Stephen L R

2014-12-01

Monte Carlo simulation of expert judgments on human errors in a chemical analysis was used for determination of distributions of the error quantification scores (scores of likelihood and severity, and scores of effectiveness of a laboratory quality system in prevention of the errors). The simulation was based on modeling of an expert behavior: confident, reasonably doubting and irresolute expert judgments were taken into account by means of different probability mass functions (pmfs). As a case study, 36 scenarios of human errors which may occur in elemental analysis of geological samples by ICP-MS were examined. Characteristics of the score distributions for three pmfs of an expert behavior were compared. Variability of the scores, as standard deviation of the simulated score values from the distribution mean, was used for assessment of the score robustness. A range of the score values, calculated directly from elicited data and simulated by a Monte Carlo method for different pmfs, was also discussed from the robustness point of view. It was shown that robustness of the scores, obtained in the case study, can be assessed as satisfactory for the quality risk management and improvement of a laboratory quality system against human errors. Copyright © 2014 Elsevier B.V. All rights reserved.

Simulation and the Monte Carlo method

CERN Document Server

Rubinstein, Reuven Y

2016-01-01

Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo, variance reduction techniques such as the transform likelihood ratio...

A Monte Carlo study of Weibull reliability analysis for space shuttle main engine components

Science.gov (United States)

Abernethy, K.

1986-01-01

The incorporation of a number of additional capabilities into an existing Weibull analysis computer program and the results of Monte Carlo computer simulation study to evaluate the usefulness of the Weibull methods using samples with a very small number of failures and extensive censoring are discussed. Since the censoring mechanism inherent in the Space Shuttle Main Engine (SSME) data is hard to analyze, it was decided to use a random censoring model, generating censoring times from a uniform probability distribution. Some of the statistical techniques and computer programs that are used in the SSME Weibull analysis are described. The methods documented in were supplemented by adding computer calculations of approximate (using iteractive methods) confidence intervals for several parameters of interest. These calculations are based on a likelihood ratio statistic which is asymptotically a chisquared statistic with one degree of freedom. The assumptions built into the computer simulations are described. The simulation program and the techniques used in it are described there also. Simulation results are tabulated for various combinations of Weibull shape parameters and the numbers of failures in the samples.

Modern analysis of ion channeling data by Monte Carlo simulations

Energy Technology Data Exchange (ETDEWEB)

Nowicki, Lech [Andrzej SoItan Institute for Nuclear Studies, ul. Hoza 69, 00-681 Warsaw (Poland)]. E-mail: lech.nowicki@fuw.edu.pl; Turos, Andrzej [Institute of Electronic Materials Technology, Wolczynska 133, 01-919 Warsaw (Poland); Ratajczak, Renata [Andrzej SoItan Institute for Nuclear Studies, ul. Hoza 69, 00-681 Warsaw (Poland); Stonert, Anna [Andrzej SoItan Institute for Nuclear Studies, ul. Hoza 69, 00-681 Warsaw (Poland); Garrido, Frederico [Centre de Spectrometrie Nucleaire et Spectrometrie de Masse, CNRS-IN2P3-Universite Paris-Sud, 91405 Orsay (France)

2005-10-15

Basic scheme of ion channeling spectra Monte Carlo simulation is reformulated in terms of statistical sampling. The McChasy simulation code is described and two examples of the code applications are presented. These are: calculation of projectile flux in uranium dioxide crystal and defect analysis for ion implanted InGaAsP/InP superlattice. Virtues and pitfalls of defect analysis using Monte Carlo simulations are discussed.

Comparison of likelihood testing procedures for parallel systems with covariances

International Nuclear Information System (INIS)

Ayman Baklizi; Isa Daud; Noor Akma Ibrahim

1998-01-01

In this paper we considered investigating and comparing the behavior of the likelihood ratio, the Rao's and the Wald's statistics for testing hypotheses on the parameters of the simple linear regression model based on parallel systems with covariances. These statistics are asymptotically equivalent (Barndorff-Nielsen and Cox, 1994). However, their relative performances in finite samples are generally known. A Monte Carlo experiment is conducted to stimulate the sizes and the powers of these statistics for complete samples and in the presence of time censoring. Comparisons of the statistics are made according to the attainment of assumed size of the test and their powers at various points in the parameter space. The results show that the likelihood ratio statistics appears to have the best performance in terms of the attainment of the assumed size of the test. Power comparisons show that the Rao statistic has some advantage over the Wald statistic in almost all of the space of alternatives while likelihood ratio statistic occupies either the first or the last position in term of power. Overall, the likelihood ratio statistic appears to be more appropriate to the model under study, especially for small sample sizes

Estimation of stochastic frontier models with fixed-effects through Monte Carlo Maximum Likelihood

NARCIS (Netherlands)

Emvalomatis, G.; Stefanou, S.E.; Oude Lansink, A.G.J.M.

2011-01-01

Estimation of nonlinear fixed-effects models is plagued by the incidental parameters problem. This paper proposes a procedure for choosing appropriate densities for integrating the incidental parameters from the likelihood function in a general context. The densities are based on priors that are

Statistical analysis of COMPTEL maximum likelihood-ratio distributions: evidence for a signal from previously undetected AGN

International Nuclear Information System (INIS)

Williams, O. R.; Bennett, K.; Much, R.; Schoenfelder, V.; Blom, J. J.; Ryan, J.

1997-01-01

The maximum likelihood-ratio method is frequently used in COMPTEL analysis to determine the significance of a point source at a given location. In this paper we do not consider whether the likelihood-ratio at a particular location indicates a detection, but rather whether distributions of likelihood-ratios derived from many locations depart from that expected for source free data. We have constructed distributions of likelihood-ratios by reading values from standard COMPTEL maximum-likelihood ratio maps at positions corresponding to the locations of different categories of AGN. Distributions derived from the locations of Seyfert galaxies are indistinguishable, according to a Kolmogorov-Smirnov test, from those obtained from ''random'' locations, but differ slightly from those obtained from the locations of flat spectrum radio loud quasars, OVVs, and BL Lac objects. This difference is not due to known COMPTEL sources, since regions near these sources are excluded from the analysis. We suggest that it might arise from a number of sources with fluxes below the COMPTEL detection threshold

The impact of Monte Carlo simulation: a scientometric analysis of scholarly literature

CERN Document Server

Pia, Maria Grazia; Bell, Zane W; Dressendorfer, Paul V

2010-01-01

A scientometric analysis of Monte Carlo simulation and Monte Carlo codes has been performed over a set of representative scholarly journals related to radiation physics. The results of this study are reported and discussed. They document and quantitatively appraise the role of Monte Carlo methods and codes in scientific research and engineering applications.

Studying stellar binary systems with the Laser Interferometer Space Antenna using delayed rejection Markov chain Monte Carlo methods

International Nuclear Information System (INIS)

Trias, Miquel; Vecchio, Alberto; Veitch, John

2009-01-01

Bayesian analysis of Laser Interferometer Space Antenna (LISA) data sets based on Markov chain Monte Carlo methods has been shown to be a challenging problem, in part due to the complicated structure of the likelihood function consisting of several isolated local maxima that dramatically reduces the efficiency of the sampling techniques. Here we introduce a new fully Markovian algorithm, a delayed rejection Metropolis-Hastings Markov chain Monte Carlo method, to efficiently explore these kind of structures and we demonstrate its performance on selected LISA data sets containing a known number of stellar-mass binary signals embedded in Gaussian stationary noise.

Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo

Science.gov (United States)

Cheong, R. Y.; Gabda, D.

2017-09-01

Analysis of flood trends is vital since flooding threatens human living in terms of financial, environment and security. The data of annual maximum river flows in Sabah were fitted into generalized extreme value (GEV) distribution. Maximum likelihood estimator (MLE) raised naturally when working with GEV distribution. However, previous researches showed that MLE provide unstable results especially in small sample size. In this study, we used different Bayesian Markov Chain Monte Carlo (MCMC) based on Metropolis-Hastings algorithm to estimate GEV parameters. Bayesian MCMC method is a statistical inference which studies the parameter estimation by using posterior distribution based on Bayes’ theorem. Metropolis-Hastings algorithm is used to overcome the high dimensional state space faced in Monte Carlo method. This approach also considers more uncertainty in parameter estimation which then presents a better prediction on maximum river flow in Sabah.

Advanced Mesh-Enabled Monte carlo capability for Multi-Physics Reactor Analysis

Energy Technology Data Exchange (ETDEWEB)

Wilson, Paul; Evans, Thomas; Tautges, Tim

2012-12-24

This project will accumulate high-precision fluxes throughout reactor geometry on a non- orthogonal grid of cells to support multi-physics coupling, in order to more accurately calculate parameters such as reactivity coefficients and to generate multi-group cross sections. This work will be based upon recent developments to incorporate advanced geometry and mesh capability in a modular Monte Carlo toolkit with computational science technology that is in use in related reactor simulation software development. Coupling this capability with production-scale Monte Carlo radiation transport codes can provide advanced and extensible test-beds for these developments. Continuous energy Monte Carlo methods are generally considered to be the most accurate computational tool for simulating radiation transport in complex geometries, particularly neutron transport in reactors. Nevertheless, there are several limitations for their use in reactor analysis. Most significantly, there is a trade-off between the fidelity of results in phase space, statistical accuracy, and the amount of computer time required for simulation. Consequently, to achieve an acceptable level of statistical convergence in high-fidelity results required for modern coupled multi-physics analysis, the required computer time makes Monte Carlo methods prohibitive for design iterations and detailed whole-core analysis. More subtly, the statistical uncertainty is typically not uniform throughout the domain, and the simulation quality is limited by the regions with the largest statistical uncertainty. In addition, the formulation of neutron scattering laws in continuous energy Monte Carlo methods makes it difficult to calculate adjoint neutron fluxes required to properly determine important reactivity parameters. Finally, most Monte Carlo codes available for reactor analysis have relied on orthogonal hexahedral grids for tallies that do not conform to the geometric boundaries and are thus generally not well

Design and analysis of Monte Carlo experiments

NARCIS (Netherlands)

Kleijnen, Jack P.C.; Gentle, J.E.; Haerdle, W.; Mori, Y.

2012-01-01

By definition, computer simulation or Monte Carlo models are not solved by mathematical analysis (such as differential calculus), but are used for numerical experimentation. The goal of these experiments is to answer questions about the real world; i.e., the experimenters may use their models to

Evaluation of tomographic image quality of extended and conventional parallel hole collimators using maximum likelihood expectation maximization algorithm by Monte Carlo simulations.

Science.gov (United States)

Moslemi, Vahid; Ashoor, Mansour

2017-10-01

One of the major problems associated with parallel hole collimators (PCs) is the trade-off between their resolution and sensitivity. To solve this problem, a novel PC - namely, extended parallel hole collimator (EPC) - was proposed, in which particular trapezoidal denticles were increased upon septa on the side of the detector. In this study, an EPC was designed and its performance was compared with that of two PCs, PC35 and PC41, with a hole size of 1.5 mm and hole lengths of 35 and 41 mm, respectively. The Monte Carlo method was used to calculate the important parameters such as resolution, sensitivity, scattering, and penetration ratio. A Jaszczak phantom was also simulated to evaluate the resolution and contrast of tomographic images, which were produced by the EPC6, PC35, and PC41 using the Monte Carlo N-particle version 5 code, and tomographic images were reconstructed by using maximum likelihood expectation maximization algorithm. Sensitivity of the EPC6 was increased by 20.3% in comparison with that of the PC41 at the identical spatial resolution and full-width at tenth of maximum here. Moreover, the penetration and scattering ratio of the EPC6 was 1.2% less than that of the PC41. The simulated phantom images show that the EPC6 increases contrast-resolution and contrast-to-noise ratio compared with those of PC41 and PC35. When compared with PC41 and PC35, EPC6 improved trade-off between resolution and sensitivity, reduced penetrating and scattering ratios, and produced images with higher quality. EPC6 can be used to increase detectability of more details in nuclear medicine images.

Monte-Carlo error analysis in x-ray spectral deconvolution

International Nuclear Information System (INIS)

Shirk, D.G.; Hoffman, N.M.

1985-01-01

The deconvolution of spectral information from sparse x-ray data is a widely encountered problem in data analysis. An often-neglected aspect of this problem is the propagation of random error in the deconvolution process. We have developed a Monte-Carlo approach that enables us to attach error bars to unfolded x-ray spectra. Our Monte-Carlo error analysis has been incorporated into two specific deconvolution techniques: the first is an iterative convergent weight method; the second is a singular-value-decomposition (SVD) method. These two methods were applied to an x-ray spectral deconvolution problem having m channels of observations with n points in energy space. When m is less than n, this problem has no unique solution. We discuss the systematics of nonunique solutions and energy-dependent error bars for both methods. The Monte-Carlo approach has a particular benefit in relation to the SVD method: It allows us to apply the constraint of spectral nonnegativity after the SVD deconvolution rather than before. Consequently, we can identify inconsistencies between different detector channels

Monte Carlo methods for the reliability analysis of Markov systems

International Nuclear Information System (INIS)

Buslik, A.J.

1985-01-01

This paper presents Monte Carlo methods for the reliability analysis of Markov systems. Markov models are useful in treating dependencies between components. The present paper shows how the adjoint Monte Carlo method for the continuous time Markov process can be derived from the method for the discrete-time Markov process by a limiting process. The straightforward extensions to the treatment of mean unavailability (over a time interval) are given. System unavailabilities can also be estimated; this is done by making the system failed states absorbing, and not permitting repair from them. A forward Monte Carlo method is presented in which the weighting functions are related to the adjoint function. In particular, if the exact adjoint function is known then weighting factors can be constructed such that the exact answer can be obtained with a single Monte Carlo trial. Of course, if the exact adjoint function is known, there is no need to perform the Monte Carlo calculation. However, the formulation is useful since it gives insight into choices of the weight factors which will reduce the variance of the estimator

Research on reactor physics analysis method based on Monte Carlo homogenization

International Nuclear Information System (INIS)

Ye Zhimin; Zhang Peng

2014-01-01

In order to meet the demand of nuclear energy market in the future, many new concepts of nuclear energy systems has been put forward. The traditional deterministic neutronics analysis method has been challenged in two aspects: one is the ability of generic geometry processing; the other is the multi-spectrum applicability of the multigroup cross section libraries. Due to its strong geometry modeling capability and the application of continuous energy cross section libraries, the Monte Carlo method has been widely used in reactor physics calculations, and more and more researches on Monte Carlo method has been carried out. Neutronics-thermal hydraulics coupling analysis based on Monte Carlo method has been realized. However, it still faces the problems of long computation time and slow convergence which make it not applicable to the reactor core fuel management simulations. Drawn from the deterministic core analysis method, a new two-step core analysis scheme is proposed in this work. Firstly, Monte Carlo simulations are performed for assembly, and the assembly homogenized multi-group cross sections are tallied at the same time. Secondly, the core diffusion calculations can be done with these multigroup cross sections. The new scheme can achieve high efficiency while maintain acceptable precision, so it can be used as an effective tool for the design and analysis of innovative nuclear energy systems. Numeric tests have been done in this work to verify the new scheme. (authors)

Developing and investigating a pure Monte-Carlo module for transient neutron transport analysis

International Nuclear Information System (INIS)

Mylonakis, Antonios G.; Varvayanni, M.; Grigoriadis, D.G.E.; Catsaros, N.

2017-01-01

Highlights: • Development and investigation of a Monte-Carlo module for transient neutronic analysis. • A transient module developed on the open-source Monte-Carlo static code OpenMC. • Treatment of delayed neutrons is inserted. • Simulation of precursors’ decay process is performed. • Transient analysis of simplified test-cases. - Abstract: In the field of computational reactor physics, Monte-Carlo methodology is extensively used in the analysis of static problems while the transient behavior of the reactor core is mostly analyzed using deterministic algorithms. However, deterministic algorithms make use of various approximations mainly in the geometric and energetic domain that may induce inaccuracy. Therefore, Monte-Carlo methodology which generally does not require significant approximations seems to be an attractive candidate tool for the analysis of transient phenomena. One of the most important constraints towards this direction is the significant computational cost; however since nowadays the available computational resources are continuously increasing, the potential use of the Monte-Carlo methodology in the field of reactor core transient analysis seems feasible. So far, very few attempts to employ Monte-Carlo methodology to transient analysis have been reported. Even more, most of those few attempts make use of several approximations, showing the existence of an “open” research field of great interest. It is obvious that comparing to static Monte-Carlo, a straight-forward physical treatment of a transient problem requires the temporal evolution of the simulated neutrons; but this is not adequate. In order to be able to properly analyze transient reactor core phenomena, the proper simulation of delayed neutrons together with other essential extensions and modifications is necessary. This work is actually the first step towards the development of a tool that could serve as a platform for research and development on this interesting but also

General purpose dynamic Monte Carlo with continuous energy for transient analysis

Energy Technology Data Exchange (ETDEWEB)

Sjenitzer, B. L.; Hoogenboom, J. E. [Delft Univ. of Technology, Dept. of Radiation, Radionuclide and Reactors, Mekelweg 15, 2629JB Delft (Netherlands)

2012-07-01

For safety assessments transient analysis is an important tool. It can predict maximum temperatures during regular reactor operation or during an accident scenario. Despite the fact that this kind of analysis is very important, the state of the art still uses rather crude methods, like diffusion theory and point-kinetics. For reference calculations it is preferable to use the Monte Carlo method. In this paper the dynamic Monte Carlo method is implemented in the general purpose Monte Carlo code Tripoli4. Also, the method is extended for use with continuous energy. The first results of Dynamic Tripoli demonstrate that this kind of calculation is indeed accurate and the results are achieved in a reasonable amount of time. With the method implemented in Tripoli it is now possible to do an exact transient calculation in arbitrary geometry. (authors)

A Hamiltonian Monte–Carlo method for Bayesian inference of supermassive black hole binaries

International Nuclear Information System (INIS)

Porter, Edward K; Carré, Jérôme

2014-01-01

We investigate the use of a Hamiltonian Monte–Carlo to map out the posterior density function for supermassive black hole binaries. While previous Markov Chain Monte–Carlo (MCMC) methods, such as Metropolis–Hastings MCMC, have been successfully employed for a number of different gravitational wave sources, these methods are essentially random walk algorithms. The Hamiltonian Monte–Carlo treats the inverse likelihood surface as a ‘gravitational potential’ and by introducing canonical positions and momenta, dynamically evolves the Markov chain by solving Hamilton's equations of motion. This method is not as widely used as other MCMC algorithms due to the necessity of calculating gradients of the log-likelihood, which for most applications results in a bottleneck that makes the algorithm computationally prohibitive. We circumvent this problem by using accepted initial phase-space trajectory points to analytically fit for each of the individual gradients. Eliminating the waveform generation needed for the numerical derivatives reduces the total number of required templates for a 10 6 iteration chain from ∼10 9 to ∼10 6 . The result is in an implementation of the Hamiltonian Monte–Carlo that is faster, and more efficient by a factor of approximately the dimension of the parameter space, than a Hessian MCMC. (paper)

Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation

OpenAIRE

Rajiv D. Banker

1993-01-01

This paper provides a formal statistical basis for the efficiency evaluation techniques of data envelopment analysis (DEA). DEA estimators of the best practice monotone increasing and concave production function are shown to be also maximum likelihood estimators if the deviation of actual output from the efficient output is regarded as a stochastic variable with a monotone decreasing probability density function. While the best practice frontier estimator is biased below the theoretical front...

Use of Monte Carlo modeling approach for evaluating risk and environmental compliance

International Nuclear Information System (INIS)

Higley, K.A.; Strenge, D.L.

1988-09-01

Evaluating compliance with environmental regulations, specifically those regulations that pertain to human exposure, can be a difficult task. Historically, maximum individual or worst-case exposures have been calculated as a basis for evaluating risk or compliance with such regulations. However, these calculations may significantly overestimate exposure and may not provide a clear understanding of the uncertainty in the analysis. The use of Monte Carlo modeling techniques can provide a better understanding of the potential range of exposures and the likelihood of high (worst-case) exposures. This paper compares the results of standard exposure estimation techniques with the Monte Carlo modeling approach. The authors discuss the potential application of this approach for demonstrating regulatory compliance, along with the strengths and weaknesses of the approach. Suggestions on implementing this method as a routine tool in exposure and risk analyses are also presented. 16 refs., 5 tabs

APPLICATION OF BAYESIAN MONTE CARLO ANALYSIS TO A LAGRANGIAN PHOTOCHEMICAL AIR QUALITY MODEL. (R824792)

Science.gov (United States)

Uncertainties in ozone concentrations predicted with a Lagrangian photochemical air quality model have been estimated using Bayesian Monte Carlo (BMC) analysis. Bayesian Monte Carlo analysis provides a means of combining subjective "prior" uncertainty estimates developed ...

Tapered composite likelihood for spatial max-stable models

KAUST Repository

Sang, Huiyan

2014-05-01

Spatial extreme value analysis is useful to environmental studies, in which extreme value phenomena are of interest and meaningful spatial patterns can be discerned. Max-stable process models are able to describe such phenomena. This class of models is asymptotically justified to characterize the spatial dependence among extremes. However, likelihood inference is challenging for such models because their corresponding joint likelihood is unavailable and only bivariate or trivariate distributions are known. In this paper, we propose a tapered composite likelihood approach by utilizing lower dimensional marginal likelihoods for inference on parameters of various max-stable process models. We consider a weighting strategy based on a "taper range" to exclude distant pairs or triples. The "optimal taper range" is selected to maximize various measures of the Godambe information associated with the tapered composite likelihood function. This method substantially reduces the computational cost and improves the efficiency over equally weighted composite likelihood estimators. We illustrate its utility with simulation experiments and an analysis of rainfall data in Switzerland.

Tapered composite likelihood for spatial max-stable models

KAUST Repository

Sang, Huiyan; Genton, Marc G.

2014-01-01

Spatial extreme value analysis is useful to environmental studies, in which extreme value phenomena are of interest and meaningful spatial patterns can be discerned. Max-stable process models are able to describe such phenomena. This class of models is asymptotically justified to characterize the spatial dependence among extremes. However, likelihood inference is challenging for such models because their corresponding joint likelihood is unavailable and only bivariate or trivariate distributions are known. In this paper, we propose a tapered composite likelihood approach by utilizing lower dimensional marginal likelihoods for inference on parameters of various max-stable process models. We consider a weighting strategy based on a "taper range" to exclude distant pairs or triples. The "optimal taper range" is selected to maximize various measures of the Godambe information associated with the tapered composite likelihood function. This method substantially reduces the computational cost and improves the efficiency over equally weighted composite likelihood estimators. We illustrate its utility with simulation experiments and an analysis of rainfall data in Switzerland.

Coded aperture optimization using Monte Carlo simulations

International Nuclear Information System (INIS)

Martineau, A.; Rocchisani, J.M.; Moretti, J.L.

2010-01-01

Coded apertures using Uniformly Redundant Arrays (URA) have been unsuccessfully evaluated for two-dimensional and three-dimensional imaging in Nuclear Medicine. The images reconstructed from coded projections contain artifacts and suffer from poor spatial resolution in the longitudinal direction. We introduce a Maximum-Likelihood Expectation-Maximization (MLEM) algorithm for three-dimensional coded aperture imaging which uses a projection matrix calculated by Monte Carlo simulations. The aim of the algorithm is to reduce artifacts and improve the three-dimensional spatial resolution in the reconstructed images. Firstly, we present the validation of GATE (Geant4 Application for Emission Tomography) for Monte Carlo simulations of a coded mask installed on a clinical gamma camera. The coded mask modelling was validated by comparison between experimental and simulated data in terms of energy spectra, sensitivity and spatial resolution. In the second part of the study, we use the validated model to calculate the projection matrix with Monte Carlo simulations. A three-dimensional thyroid phantom study was performed to compare the performance of the three-dimensional MLEM reconstruction with conventional correlation method. The results indicate that the artifacts are reduced and three-dimensional spatial resolution is improved with the Monte Carlo-based MLEM reconstruction.

An Advanced Neutronic Analysis Toolkit with Inline Monte Carlo capability for BHTR Analysis

Energy Technology Data Exchange (ETDEWEB)

William R. Martin; John C. Lee

2009-12-30

Monte Carlo capability has been combined with a production LWR lattice physics code to allow analysis of high temperature gas reactor configurations, accounting for the double heterogeneity due to the TRISO fuel. The Monte Carlo code MCNP5 has been used in conjunction with CPM3, which was the testbench lattice physics code for this project. MCNP5 is used to perform two calculations for the geometry of interest, one with homogenized fuel compacts and the other with heterogeneous fuel compacts, where the TRISO fuel kernels are resolved by MCNP5.

An Advanced Neutronic Analysis Toolkit with Inline Monte Carlo capability for VHTR Analysis

International Nuclear Information System (INIS)

Martin, William R.; Lee, John C.

2009-01-01

Monte Carlo capability has been combined with a production LWR lattice physics code to allow analysis of high temperature gas reactor configurations, accounting for the double heterogeneity due to the TRISO fuel. The Monte Carlo code MCNP5 has been used in conjunction with CPM3, which was the testbench lattice physics code for this project. MCNP5 is used to perform two calculations for the geometry of interest, one with homogenized fuel compacts and the other with heterogeneous fuel compacts, where the TRISO fuel kernels are resolved by MCNP5.

Employing a Monte Carlo algorithm in Newton-type methods for restricted maximum likelihood estimation of genetic parameters.

Directory of Open Access Journals (Sweden)

Kaarina Matilainen

Full Text Available Estimation of variance components by Monte Carlo (MC expectation maximization (EM restricted maximum likelihood (REML is computationally efficient for large data sets and complex linear mixed effects models. However, efficiency may be lost due to the need for a large number of iterations of the EM algorithm. To decrease the computing time we explored the use of faster converging Newton-type algorithms within MC REML implementations. The implemented algorithms were: MC Newton-Raphson (NR, where the information matrix was generated via sampling; MC average information(AI, where the information was computed as an average of observed and expected information; and MC Broyden's method, where the zero of the gradient was searched using a quasi-Newton-type algorithm. Performance of these algorithms was evaluated using simulated data. The final estimates were in good agreement with corresponding analytical ones. MC NR REML and MC AI REML enhanced convergence compared to MC EM REML and gave standard errors for the estimates as a by-product. MC NR REML required a larger number of MC samples, while each MC AI REML iteration demanded extra solving of mixed model equations by the number of parameters to be estimated. MC Broyden's method required the largest number of MC samples with our small data and did not give standard errors for the parameters directly. We studied the performance of three different convergence criteria for the MC AI REML algorithm. Our results indicate the importance of defining a suitable convergence criterion and critical value in order to obtain an efficient Newton-type method utilizing a MC algorithm. Overall, use of a MC algorithm with Newton-type methods proved feasible and the results encourage testing of these methods with different kinds of large-scale problem settings.

Use of SAMC for Bayesian analysis of statistical models with intractable normalizing constants

KAUST Repository

Jin, Ick Hoon

2014-03-01

Statistical inference for the models with intractable normalizing constants has attracted much attention. During the past two decades, various approximation- or simulation-based methods have been proposed for the problem, such as the Monte Carlo maximum likelihood method and the auxiliary variable Markov chain Monte Carlo methods. The Bayesian stochastic approximation Monte Carlo algorithm specifically addresses this problem: It works by sampling from a sequence of approximate distributions with their average converging to the target posterior distribution, where the approximate distributions can be achieved using the stochastic approximation Monte Carlo algorithm. A strong law of large numbers is established for the Bayesian stochastic approximation Monte Carlo estimator under mild conditions. Compared to the Monte Carlo maximum likelihood method, the Bayesian stochastic approximation Monte Carlo algorithm is more robust to the initial guess of model parameters. Compared to the auxiliary variable MCMC methods, the Bayesian stochastic approximation Monte Carlo algorithm avoids the requirement for perfect samples, and thus can be applied to many models for which perfect sampling is not available or very expensive. The Bayesian stochastic approximation Monte Carlo algorithm also provides a general framework for approximate Bayesian analysis. © 2012 Elsevier B.V. All rights reserved.

Optimized Large-scale CMB Likelihood and Quadratic Maximum Likelihood Power Spectrum Estimation

Science.gov (United States)

Gjerløw, E.; Colombo, L. P. L.; Eriksen, H. K.; Górski, K. M.; Gruppuso, A.; Jewell, J. B.; Plaszczynski, S.; Wehus, I. K.

2015-11-01

We revisit the problem of exact cosmic microwave background (CMB) likelihood and power spectrum estimation with the goal of minimizing computational costs through linear compression. This idea was originally proposed for CMB purposes by Tegmark et al., and here we develop it into a fully functioning computational framework for large-scale polarization analysis, adopting WMAP as a working example. We compare five different linear bases (pixel space, harmonic space, noise covariance eigenvectors, signal-to-noise covariance eigenvectors, and signal-plus-noise covariance eigenvectors) in terms of compression efficiency, and find that the computationally most efficient basis is the signal-to-noise eigenvector basis, which is closely related to the Karhunen-Loeve and Principal Component transforms, in agreement with previous suggestions. For this basis, the information in 6836 unmasked WMAP sky map pixels can be compressed into a smaller set of 3102 modes, with a maximum error increase of any single multipole of 3.8% at ℓ ≤ 32 and a maximum shift in the mean values of a joint distribution of an amplitude-tilt model of 0.006σ. This compression reduces the computational cost of a single likelihood evaluation by a factor of 5, from 38 to 7.5 CPU seconds, and it also results in a more robust likelihood by implicitly regularizing nearly degenerate modes. Finally, we use the same compression framework to formulate a numerically stable and computationally efficient variation of the Quadratic Maximum Likelihood implementation, which requires less than 3 GB of memory and 2 CPU minutes per iteration for ℓ ≤ 32, rendering low-ℓ QML CMB power spectrum analysis fully tractable on a standard laptop.

Comparative Criticality Analysis of Two Monte Carlo Codes on Centrifugal Atomizer: MCNPS and SCALE

International Nuclear Information System (INIS)

Kang, H-S; Jang, M-S; Kim, S-R; Park, J-M; Kim, K-N

2015-01-01

There are two well-known Monte Carlo codes for criticality analysis, MCNP5 and SCALE. MCNP5 is a general-purpose Monte Carlo N-Particle code that can be used for neutron, photon, electron or coupled neutron / photon / electron transport, including the capability to calculate eigenvalues for critical system as a main analysis code. SCALE provides a comprehensive, verified and validated, user-friendly tool set for criticality safety, reactor physics, radiation shielding, radioactive source term characterization, and sensitivity and uncertainty analysis. SCALE was conceived and funded by US NRC to perform standardized computer analysis for licensing evaluation and is used widely in the world. We performed a validation test of MCNP5 and a comparative analysis of Monte Carlo codes, MCNP5 and SCALE, in terms of the critical analysis of centrifugal atomizer. In the criticality analysis using MCNP5 code, we obtained the statistically reliable results by using a large number of source histories per cycle and performing of uncertainty analysis

Comparative Criticality Analysis of Two Monte Carlo Codes on Centrifugal Atomizer: MCNPS and SCALE

Energy Technology Data Exchange (ETDEWEB)

Kang, H-S; Jang, M-S; Kim, S-R [NESS, Daejeon (Korea, Republic of); Park, J-M; Kim, K-N [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

2015-10-15

There are two well-known Monte Carlo codes for criticality analysis, MCNP5 and SCALE. MCNP5 is a general-purpose Monte Carlo N-Particle code that can be used for neutron, photon, electron or coupled neutron / photon / electron transport, including the capability to calculate eigenvalues for critical system as a main analysis code. SCALE provides a comprehensive, verified and validated, user-friendly tool set for criticality safety, reactor physics, radiation shielding, radioactive source term characterization, and sensitivity and uncertainty analysis. SCALE was conceived and funded by US NRC to perform standardized computer analysis for licensing evaluation and is used widely in the world. We performed a validation test of MCNP5 and a comparative analysis of Monte Carlo codes, MCNP5 and SCALE, in terms of the critical analysis of centrifugal atomizer. In the criticality analysis using MCNP5 code, we obtained the statistically reliable results by using a large number of source histories per cycle and performing of uncertainty analysis.

Maximum Likelihood and Restricted Likelihood Solutions in Multiple-Method Studies.

Science.gov (United States)

Rukhin, Andrew L

2011-01-01

A formulation of the problem of combining data from several sources is discussed in terms of random effects models. The unknown measurement precision is assumed not to be the same for all methods. We investigate maximum likelihood solutions in this model. By representing the likelihood equations as simultaneous polynomial equations, the exact form of the Groebner basis for their stationary points is derived when there are two methods. A parametrization of these solutions which allows their comparison is suggested. A numerical method for solving likelihood equations is outlined, and an alternative to the maximum likelihood method, the restricted maximum likelihood, is studied. In the situation when methods variances are considered to be known an upper bound on the between-method variance is obtained. The relationship between likelihood equations and moment-type equations is also discussed.

Fitting experimental data by using weighted Monte Carlo events

International Nuclear Information System (INIS)

Stojnev, S.

2003-01-01

A method for fitting experimental data using modified Monte Carlo (MC) sample is developed. It is intended to help when a single finite MC source has to fit experimental data looking for parameters in a certain underlying theory. The extraction of the searched parameters, the errors estimation and the goodness-of-fit testing is based on the binned maximum likelihood method

Likelihood Analysis of Supersymmetric SU(5) GUTs

CERN Document Server

Bagnaschi, E.

2017-01-01

We perform a likelihood analysis of the constraints from accelerator experiments and astrophysical observations on supersymmetric (SUSY) models with SU(5) boundary conditions on soft SUSY-breaking parameters at the GUT scale. The parameter space of the models studied has 7 parameters: a universal gaugino mass $m_{1/2}$, distinct masses for the scalar partners of matter fermions in five- and ten-dimensional representations of SU(5), $m_5$ and $m_{10}$, and for the $\\mathbf{5}$ and $\\mathbf{\\bar 5}$ Higgs representations $m_{H_u}$ and $m_{H_d}$, a universal trilinear soft SUSY-breaking parameter $A_0$, and the ratio of Higgs vevs $\\tan \\beta$. In addition to previous constraints from direct sparticle searches, low-energy and flavour observables, we incorporate constraints based on preliminary results from 13 TeV LHC searches for jets + MET events and long-lived particles, as well as the latest PandaX-II and LUX searches for direct Dark Matter detection. In addition to previously-identified mechanisms for bringi...

Comparison of nonstationary generalized logistic models based on Monte Carlo simulation

Directory of Open Access Journals (Sweden)

S. Kim

2015-06-01

Full Text Available Recently, the evidences of climate change have been observed in hydrologic data such as rainfall and flow data. The time-dependent characteristics of statistics in hydrologic data are widely defined as nonstationarity. Therefore, various nonstationary GEV and generalized Pareto models have been suggested for frequency analysis of nonstationary annual maximum and POT (peak-over-threshold data, respectively. However, the alternative models are required for nonstatinoary frequency analysis because of analyzing the complex characteristics of nonstationary data based on climate change. This study proposed the nonstationary generalized logistic model including time-dependent parameters. The parameters of proposed model are estimated using the method of maximum likelihood based on the Newton-Raphson method. In addition, the proposed model is compared by Monte Carlo simulation to investigate the characteristics of models and applicability.

On the use of Bayesian Monte-Carlo in evaluation of nuclear data

Science.gov (United States)

De Saint Jean, Cyrille; Archier, Pascal; Privas, Edwin; Noguere, Gilles

2017-09-01

As model parameters, necessary ingredients of theoretical models, are not always predicted by theory, a formal mathematical framework associated to the evaluation work is needed to obtain the best set of parameters (resonance parameters, optical models, fission barrier, average width, multigroup cross sections) with Bayesian statistical inference by comparing theory to experiment. The formal rule related to this methodology is to estimate the posterior density probability function of a set of parameters by solving an equation of the following type: pdf(posterior) ˜ pdf(prior) × a likelihood function. A fitting procedure can be seen as an estimation of the posterior density probability of a set of parameters (referred as x→?) knowing a prior information on these parameters and a likelihood which gives the probability density function of observing a data set knowing x→?. To solve this problem, two major paths could be taken: add approximations and hypothesis and obtain an equation to be solved numerically (minimum of a cost function or Generalized least Square method, referred as GLS) or use Monte-Carlo sampling of all prior distributions and estimate the final posterior distribution. Monte Carlo methods are natural solution for Bayesian inference problems. They avoid approximations (existing in traditional adjustment procedure based on chi-square minimization) and propose alternative in the choice of probability density distribution for priors and likelihoods. This paper will propose the use of what we are calling Bayesian Monte Carlo (referred as BMC in the rest of the manuscript) in the whole energy range from thermal, resonance and continuum range for all nuclear reaction models at these energies. Algorithms will be presented based on Monte-Carlo sampling and Markov chain. The objectives of BMC are to propose a reference calculation for validating the GLS calculations and approximations, to test probability density distributions effects and to provide the

On the use of Bayesian Monte-Carlo in evaluation of nuclear data

Directory of Open Access Journals (Sweden)

De Saint Jean Cyrille

2017-01-01

Full Text Available As model parameters, necessary ingredients of theoretical models, are not always predicted by theory, a formal mathematical framework associated to the evaluation work is needed to obtain the best set of parameters (resonance parameters, optical models, fission barrier, average width, multigroup cross sections with Bayesian statistical inference by comparing theory to experiment. The formal rule related to this methodology is to estimate the posterior density probability function of a set of parameters by solving an equation of the following type: pdf(posterior ∼ pdf(prior × a likelihood function. A fitting procedure can be seen as an estimation of the posterior density probability of a set of parameters (referred as x→ knowing a prior information on these parameters and a likelihood which gives the probability density function of observing a data set knowing x→. To solve this problem, two major paths could be taken: add approximations and hypothesis and obtain an equation to be solved numerically (minimum of a cost function or Generalized least Square method, referred as GLS or use Monte-Carlo sampling of all prior distributions and estimate the final posterior distribution. Monte Carlo methods are natural solution for Bayesian inference problems. They avoid approximations (existing in traditional adjustment procedure based on chi-square minimization and propose alternative in the choice of probability density distribution for priors and likelihoods. This paper will propose the use of what we are calling Bayesian Monte Carlo (referred as BMC in the rest of the manuscript in the whole energy range from thermal, resonance and continuum range for all nuclear reaction models at these energies. Algorithms will be presented based on Monte-Carlo sampling and Markov chain. The objectives of BMC are to propose a reference calculation for validating the GLS calculations and approximations, to test probability density distributions effects and to

Parameterizing Spatial Models of Infectious Disease Transmission that Incorporate Infection Time Uncertainty Using Sampling-Based Likelihood Approximations.

Directory of Open Access Journals (Sweden)

Rajat Malik

Full Text Available A class of discrete-time models of infectious disease spread, referred to as individual-level models (ILMs, are typically fitted in a Bayesian Markov chain Monte Carlo (MCMC framework. These models quantify probabilistic outcomes regarding the risk of infection of susceptible individuals due to various susceptibility and transmissibility factors, including their spatial distance from infectious individuals. The infectious pressure from infected individuals exerted on susceptible individuals is intrinsic to these ILMs. Unfortunately, quantifying this infectious pressure for data sets containing many individuals can be computationally burdensome, leading to a time-consuming likelihood calculation and, thus, computationally prohibitive MCMC-based analysis. This problem worsens when using data augmentation to allow for uncertainty in infection times. In this paper, we develop sampling methods that can be used to calculate a fast, approximate likelihood when fitting such disease models. A simple random sampling approach is initially considered followed by various spatially-stratified schemes. We test and compare the performance of our methods with both simulated data and data from the 2001 foot-and-mouth disease (FMD epidemic in the U.K. Our results indicate that substantial computation savings can be obtained--albeit, of course, with some information loss--suggesting that such techniques may be of use in the analysis of very large epidemic data sets.

Neandertal admixture in Eurasia confirmed by maximum-likelihood analysis of three genomes.

Science.gov (United States)

Lohse, Konrad; Frantz, Laurent A F

2014-04-01

Although there has been much interest in estimating histories of divergence and admixture from genomic data, it has proved difficult to distinguish recent admixture from long-term structure in the ancestral population. Thus, recent genome-wide analyses based on summary statistics have sparked controversy about the possibility of interbreeding between Neandertals and modern humans in Eurasia. Here we derive the probability of full mutational configurations in nonrecombining sequence blocks under both admixture and ancestral structure scenarios. Dividing the genome into short blocks gives an efficient way to compute maximum-likelihood estimates of parameters. We apply this likelihood scheme to triplets of human and Neandertal genomes and compare the relative support for a model of admixture from Neandertals into Eurasian populations after their expansion out of Africa against a history of persistent structure in their common ancestral population in Africa. Our analysis allows us to conclusively reject a model of ancestral structure in Africa and instead reveals strong support for Neandertal admixture in Eurasia at a higher rate (3.4-7.3%) than suggested previously. Using analysis and simulations we show that our inference is more powerful than previous summary statistics and robust to realistic levels of recombination.

Maximum likelihood-based analysis of photon arrival trajectories in single-molecule FRET

Energy Technology Data Exchange (ETDEWEB)

Waligorska, Marta [Adam Mickiewicz University, Faculty of Chemistry, Grunwaldzka 6, 60-780 Poznan (Poland); Molski, Andrzej, E-mail: amolski@amu.edu.pl [Adam Mickiewicz University, Faculty of Chemistry, Grunwaldzka 6, 60-780 Poznan (Poland)

2012-07-25

Highlights: Black-Right-Pointing-Pointer We study model selection and parameter recovery from single-molecule FRET experiments. Black-Right-Pointing-Pointer We examine the maximum likelihood-based analysis of two-color photon trajectories. Black-Right-Pointing-Pointer The number of observed photons determines the performance of the method. Black-Right-Pointing-Pointer For long trajectories, one can extract mean dwell times that are comparable to inter-photon times. -- Abstract: When two fluorophores (donor and acceptor) are attached to an immobilized biomolecule, anti-correlated fluctuations of the donor and acceptor fluorescence caused by Foerster resonance energy transfer (FRET) report on the conformational kinetics of the molecule. Here we assess the maximum likelihood-based analysis of donor and acceptor photon arrival trajectories as a method for extracting the conformational kinetics. Using computer generated data we quantify the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) in selecting the true kinetic model. We find that the number of observed photons is the key parameter determining parameter estimation and model selection. For long trajectories, one can extract mean dwell times that are comparable to inter-photon times.

Monte Carlo sensitivity analysis of an Eulerian large-scale air pollution model

International Nuclear Information System (INIS)

Dimov, I.; Georgieva, R.; Ostromsky, Tz.

2012-01-01

Variance-based approaches for global sensitivity analysis have been applied and analyzed to study the sensitivity of air pollutant concentrations according to variations of rates of chemical reactions. The Unified Danish Eulerian Model has been used as a mathematical model simulating a remote transport of air pollutants. Various Monte Carlo algorithms for numerical integration have been applied to compute Sobol's global sensitivity indices. A newly developed Monte Carlo algorithm based on Sobol's quasi-random points MCA-MSS has been applied for numerical integration. It has been compared with some existing approaches, namely Sobol's ΛΠ τ sequences, an adaptive Monte Carlo algorithm, the plain Monte Carlo algorithm, as well as, eFAST and Sobol's sensitivity approaches both implemented in SIMLAB software. The analysis and numerical results show advantages of MCA-MSS for relatively small sensitivity indices in terms of accuracy and efficiency. Practical guidelines on the estimation of Sobol's global sensitivity indices in the presence of computational difficulties have been provided. - Highlights: ► Variance-based global sensitivity analysis is performed for the air pollution model UNI-DEM. ► The main effect of input parameters dominates over higher-order interactions. ► Ozone concentrations are influenced mostly by variability of three chemical reactions rates. ► The newly developed MCA-MSS for multidimensional integration is compared with other approaches. ► More precise approaches like MCA-MSS should be applied when the needed accuracy has not been achieved.

Likelihood ratio meta-analysis: New motivation and approach for an old method.

Science.gov (United States)

Dormuth, Colin R; Filion, Kristian B; Platt, Robert W

2016-03-01

A 95% confidence interval (CI) in an updated meta-analysis may not have the expected 95% coverage. If a meta-analysis is simply updated with additional data, then the resulting 95% CI will be wrong because it will not have accounted for the fact that the earlier meta-analysis failed or succeeded to exclude the null. This situation can be avoided by using the likelihood ratio (LR) as a measure of evidence that does not depend on type-1 error. We show how an LR-based approach, first advanced by Goodman, can be used in a meta-analysis to pool data from separate studies to quantitatively assess where the total evidence points. The method works by estimating the log-likelihood ratio (LogLR) function from each study. Those functions are then summed to obtain a combined function, which is then used to retrieve the total effect estimate, and a corresponding 'intrinsic' confidence interval. Using as illustrations the CAPRIE trial of clopidogrel versus aspirin in the prevention of ischemic events, and our own meta-analysis of higher potency statins and the risk of acute kidney injury, we show that the LR-based method yields the same point estimate as the traditional analysis, but with an intrinsic confidence interval that is appropriately wider than the traditional 95% CI. The LR-based method can be used to conduct both fixed effect and random effects meta-analyses, it can be applied to old and new meta-analyses alike, and results can be presented in a format that is familiar to a meta-analytic audience. Copyright © 2016 Elsevier Inc. All rights reserved.

Maximum Likelihood and Bayes Estimation in Randomly Censored Geometric Distribution

Directory of Open Access Journals (Sweden)

Hare Krishna

2017-01-01

Full Text Available In this article, we study the geometric distribution under randomly censored data. Maximum likelihood estimators and confidence intervals based on Fisher information matrix are derived for the unknown parameters with randomly censored data. Bayes estimators are also developed using beta priors under generalized entropy and LINEX loss functions. Also, Bayesian credible and highest posterior density (HPD credible intervals are obtained for the parameters. Expected time on test and reliability characteristics are also analyzed in this article. To compare various estimates developed in the article, a Monte Carlo simulation study is carried out. Finally, for illustration purpose, a randomly censored real data set is discussed.

The metabolic network of Clostridium acetobutylicum: Comparison of the approximate Bayesian computation via sequential Monte Carlo (ABC-SMC) and profile likelihood estimation (PLE) methods for determinability analysis.

Science.gov (United States)

Thorn, Graeme J; King, John R

2016-01-01

The Gram-positive bacterium Clostridium acetobutylicum is an anaerobic endospore-forming species which produces acetone, butanol and ethanol via the acetone-butanol (AB) fermentation process, leading to biofuels including butanol. In previous work we looked to estimate the parameters in an ordinary differential equation model of the glucose metabolism network using data from pH-controlled continuous culture experiments. Here we combine two approaches, namely the approximate Bayesian computation via an existing sequential Monte Carlo (ABC-SMC) method (to compute credible intervals for the parameters), and the profile likelihood estimation (PLE) (to improve the calculation of confidence intervals for the same parameters), the parameters in both cases being derived from experimental data from forward shift experiments. We also apply the ABC-SMC method to investigate which of the models introduced previously (one non-sporulation and four sporulation models) have the greatest strength of evidence. We find that the joint approximate posterior distribution of the parameters determines the same parameters as previously, including all of the basal and increased enzyme production rates and enzyme reaction activity parameters, as well as the Michaelis-Menten kinetic parameters for glucose ingestion, while other parameters are not as well-determined, particularly those connected with the internal metabolites acetyl-CoA, acetoacetyl-CoA and butyryl-CoA. We also find that the approximate posterior is strongly non-Gaussian, indicating that our previous assumption of elliptical contours of the distribution is not valid, which has the effect of reducing the numbers of pairs of parameters that are (linearly) correlated with each other. Calculations of confidence intervals using the PLE method back this up. Finally, we find that all five of our models are equally likely, given the data available at present. Copyright © 2015 Elsevier Inc. All rights reserved.

Monte Carlo based diffusion coefficients for LMFBR analysis

International Nuclear Information System (INIS)

Van Rooijen, Willem F.G.; Takeda, Toshikazu; Hazama, Taira

2010-01-01

A method based on Monte Carlo calculations is developed to estimate the diffusion coefficient of unit cells. The method uses a geometrical model similar to that used in lattice theory, but does not use the assumption of a separable fundamental mode used in lattice theory. The method uses standard Monte Carlo flux and current tallies, and the continuous energy Monte Carlo code MVP was used without modifications. Four models are presented to derive the diffusion coefficient from tally results of flux and partial currents. In this paper the method is applied to the calculation of a plate cell of the fast-spectrum critical facility ZEBRA. Conventional calculations of the diffusion coefficient diverge in the presence of planar voids in the lattice, but our Monte Carlo method can treat this situation without any problem. The Monte Carlo method was used to investigate the influence of geometrical modeling as well as the directional dependence of the diffusion coefficient. The method can be used to estimate the diffusion coefficient of complicated unit cells, the limitation being the capabilities of the Monte Carlo code. The method will be used in the future to confirm results for the diffusion coefficient obtained of the Monte Carlo code. The method will be used in the future to confirm results for the diffusion coefficient obtained with deterministic codes. (author)

pyNSMC: A Python Module for Null-Space Monte Carlo Uncertainty Analysis

Science.gov (United States)

White, J.; Brakefield, L. K.

2015-12-01

The null-space monte carlo technique is a non-linear uncertainty analyses technique that is well-suited to high-dimensional inverse problems. While the technique is powerful, the existing workflow for completing null-space monte carlo is cumbersome, requiring the use of multiple commandline utilities, several sets of intermediate files and even a text editor. pyNSMC is an open-source python module that automates the workflow of null-space monte carlo uncertainty analyses. The module is fully compatible with the PEST and PEST++ software suites and leverages existing functionality of pyEMU, a python framework for linear-based uncertainty analyses. pyNSMC greatly simplifies the existing workflow for null-space monte carlo by taking advantage of object oriented design facilities in python. The core of pyNSMC is the ensemble class, which draws and stores realized random vectors and also provides functionality for exporting and visualizing results. By relieving users of the tedium associated with file handling and command line utility execution, pyNSMC instead focuses the user on the important steps and assumptions of null-space monte carlo analysis. Furthermore, pyNSMC facilitates learning through flow charts and results visualization, which are available at many points in the algorithm. The ease-of-use of the pyNSMC workflow is compared to the existing workflow for null-space monte carlo for a synthetic groundwater model with hundreds of estimable parameters.

San Carlos Apache Tribe - Energy Organizational Analysis

Energy Technology Data Exchange (ETDEWEB)

Rapp, James; Albert, Steve

2012-04-01

The San Carlos Apache Tribe (SCAT) was awarded $164,000 in late-2011 by the U.S. Department of Energy (U.S. DOE) Tribal Energy Program's "First Steps Toward Developing Renewable Energy and Energy Efficiency on Tribal Lands" Grant Program. This grant funded:  The analysis and selection of preferred form(s) of tribal energy organization (this Energy Organization Analysis, hereinafter referred to as "EOA").  Start-up staffing and other costs associated with the Phase 1 SCAT energy organization.  An intern program.  Staff training.  Tribal outreach and workshops regarding the new organization and SCAT energy programs and projects, including two annual tribal energy summits (2011 and 2012). This report documents the analysis and selection of preferred form(s) of a tribal energy organization.

Maximum likelihood unit rooting test in the presence GARCH: A new test with increased power

OpenAIRE

Cook , Steve

2008-01-01

Abstract The literature on testing the unit root hypothesis in the presence of GARCH errors is extended. A new test based upon the combination of local-to-unity detrending and joint maximum likelihood estimation of the autoregressive parameter and GARCH process is presented. The finite sample distribution of the test is derived under alternative decisions regarding the deterministic terms employed. Using Monte Carlo simulation, the newly proposed ML t-test is shown to exhibit incre...

Quasi-random Monte Carlo application in CGE systematic sensitivity analysis

NARCIS (Netherlands)

Chatzivasileiadis, T.

2017-01-01

The uncertainty and robustness of Computable General Equilibrium models can be assessed by conducting a Systematic Sensitivity Analysis. Different methods have been used in the literature for SSA of CGE models such as Gaussian Quadrature and Monte Carlo methods. This paper explores the use of

Sensitivity analysis for oblique incidence reflectometry using Monte Carlo simulations

DEFF Research Database (Denmark)

Kamran, Faisal; Andersen, Peter E.

2015-01-01

profiles. This article presents a sensitivity analysis of the technique in turbid media. Monte Carlo simulations are used to investigate the technique and its potential to distinguish the small changes between different levels of scattering. We present various regions of the dynamic range of optical...

Asymptotic equilibrium diffusion analysis of time-dependent Monte Carlo methods for grey radiative transfer

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Larsen, Edward W.

2004-01-01

The equations of nonlinear, time-dependent radiative transfer are known to yield the equilibrium diffusion equation as the leading-order solution of an asymptotic analysis when the mean-free path and mean-free time of a photon become small. We apply this same analysis to the Fleck-Cummings, Carter-Forest, and N'kaoua Monte Carlo approximations for grey (frequency-independent) radiative transfer. Although Monte Carlo simulation usually does not require the discretizations found in deterministic transport techniques, Monte Carlo methods for radiative transfer require a time discretization due to the nonlinearities of the problem. If an asymptotic analysis of the equations used by a particular Monte Carlo method yields an accurate time-discretized version of the equilibrium diffusion equation, the method should generate accurate solutions if a time discretization is chosen that resolves temperature changes, even if the time steps are much larger than the mean-free time of a photon. This analysis is of interest because in many radiative transfer problems, it is a practical necessity to use time steps that are large compared to a mean-free time. Our asymptotic analysis shows that: (i) the N'kaoua method has the equilibrium diffusion limit, (ii) the Carter-Forest method has the equilibrium diffusion limit if the material temperature change during a time step is small, and (iii) the Fleck-Cummings method does not have the equilibrium diffusion limit. We include numerical results that verify our theoretical predictions

Empirical likelihood

CERN Document Server

Owen, Art B

2001-01-01

Empirical likelihood provides inferences whose validity does not depend on specifying a parametric model for the data. Because it uses a likelihood, the method has certain inherent advantages over resampling methods: it uses the data to determine the shape of the confidence regions, and it makes it easy to combined data from multiple sources. It also facilitates incorporating side information, and it simplifies accounting for censored, truncated, or biased sampling.One of the first books published on the subject, Empirical Likelihood offers an in-depth treatment of this method for constructing confidence regions and testing hypotheses. The author applies empirical likelihood to a range of problems, from those as simple as setting a confidence region for a univariate mean under IID sampling, to problems defined through smooth functions of means, regression models, generalized linear models, estimating equations, or kernel smooths, and to sampling with non-identically distributed data. Abundant figures offer vi...

Approximate Likelihood

CERN Multimedia

CERN. Geneva

2015-01-01

Most physics results at the LHC end in a likelihood ratio test. This includes discovery and exclusion for searches as well as mass, cross-section, and coupling measurements. The use of Machine Learning (multivariate) algorithms in HEP is mainly restricted to searches, which can be reduced to classification between two fixed distributions: signal vs. background. I will show how we can extend the use of ML classifiers to distributions parameterized by physical quantities like masses and couplings as well as nuisance parameters associated to systematic uncertainties. This allows for one to approximate the likelihood ratio while still using a high dimensional feature vector for the data. Both the MEM and ABC approaches mentioned above aim to provide inference on model parameters (like cross-sections, masses, couplings, etc.). ABC is fundamentally tied Bayesian inference and focuses on the “likelihood free” setting where only a simulator is available and one cannot directly compute the likelihood for the dat...

Self-consistent Bayesian analysis of space-time symmetry studies

International Nuclear Information System (INIS)

Davis, E.D.

1996-01-01

We introduce a Bayesian method for the analysis of epithermal neutron transmission data on space-time symmetries in which unique assignment of the prior is achieved by maximisation of the cross entropy and the imposition of a self-consistency criterion. Unlike the maximum likelihood method used in previous analyses of parity-violation data, our method is freed of an ad hoc cutoff parameter. Monte Carlo studies indicate that our self-consistent Bayesian analysis is superior to the maximum likelihood method when applied to the small data samples typical of symmetry studies. (orig.)

PERBANDINGAN ESTIMASI KEMAMPUAN LATEN ANTARA METODE MAKSIMUM LIKELIHOOD DAN METODE BAYES

Directory of Open Access Journals (Sweden)

Heri Retnawati

2015-10-01

Full Text Available Studi ini bertujuan untuk membandingkan ketepatan estimasi kemampuan laten (latent trait pada model logistik dengan metode maksimum likelihood (ML gabungan dan bayes. Studi ini menggunakan metode simulasi Monte Carlo, dengan model data ujian nasional matematika SMP. Variabel simulasi adalah panjang tes dan banyaknya peserta.  Data dibangkitkan dengan menggunakan SAS/IML dengan replikasi 40 kali, dan tiap data diestimasi dengan ML dan Bayes. Hasil estimasi kemudian dibandingkan dengan kemampuan yang sebenarnya, dengan menghitung mean square of error (MSE dan korelasi antara kemampuan laten yang sebenarnya dan hasil estimasi. Metode yang memiliki MSE lebih kecil dikatakan sebagai metode estimasi yang lebih baik. Hasil studi menunjukkan bahwa pada estimasi kemampuan laten dengan 15, 20, 25, dan 30 butir dengan 500 dan 1.000 peserta, hasil MSE belum stabil, namun ketika peserta menjadi 1.500 orang, diperoleh akurasi estimasi kemampuan yang hampir sama baik estimasi antara metode ML dan metode Bayes. Pada estimasi dengan 15 dan 20 butir dan peserta 500, 1.000, dan 1.500, hasil MSE belum stabil, dan ketika estimasi melibatkan 25 dan 30 butir, baik dengan peserta 500, 1.000, maupun 1.500 akan diperoleh hasil yang lebih akurat dengan metode ML. Kata kunci: estimasi kemampuan, metode maksimum likelihood, metode Bayes     THE COMPARISON OF ESTIMATION OF LATENT TRAITS USING MAXIMUM LIKELIHOOD AND BAYES METHODS Abstract This study aimed to compare the accuracy of the estimation of latent ability (latent trait in the logistic model using maximum likelihood (ML and Bayes methods. This study uses a quantitative approach that is the Monte Carlo simulation method using students responses to national examination as data model, and variables are the length of the test and the number of participants. The data were generated using SAS/IML with replication 40 times, and each datum is then estimated by ML and Bayes. The estimation results are then compared with the

Time Series Analysis of Monte Carlo Fission Sources - I: Dominance Ratio Computation

International Nuclear Information System (INIS)

Ueki, Taro; Brown, Forrest B.; Parsons, D. Kent; Warsa, James S.

2004-01-01

In the nuclear engineering community, the error propagation of the Monte Carlo fission source distribution through cycles is known to be a linear Markov process when the number of histories per cycle is sufficiently large. In the statistics community, linear Markov processes with linear observation functions are known to have an autoregressive moving average (ARMA) representation of orders p and p - 1. Therefore, one can perform ARMA fitting of the binned Monte Carlo fission source in order to compute physical and statistical quantities relevant to nuclear criticality analysis. In this work, the ARMA fitting of a binary Monte Carlo fission source has been successfully developed as a method to compute the dominance ratio, i.e., the ratio of the second-largest to the largest eigenvalues. The method is free of binning mesh refinement and does not require the alteration of the basic source iteration cycle algorithm. Numerical results are presented for problems with one-group isotropic, two-group linearly anisotropic, and continuous-energy cross sections. Also, a strategy for the analysis of eigenmodes higher than the second-largest eigenvalue is demonstrated numerically

Subtracting and Fitting Histograms using Profile Likelihood

CERN Document Server

D'Almeida, F M L

2008-01-01

It is known that many interesting signals expected at LHC are of unknown shape and strongly contaminated by background events. These signals will be dif cult to detect during the rst years of LHC operation due to the initial low luminosity. In this work, one presents a method of subtracting histograms based on the pro le likelihood function when the background is previously estimated by Monte Carlo events and one has low statistics. Estimators for the signal in each bin of the histogram difference are calculated so as limits for the signals with 68.3% of Con dence Level in a low statistics case when one has a exponential background and a Gaussian signal. The method can also be used to t histograms when the signal shape is known. Our results show a good performance and avoid the problem of negative values when subtracting histograms.

A Markov Chain Monte Carlo Approach to Confirmatory Item Factor Analysis

Science.gov (United States)

Edwards, Michael C.

2010-01-01

Item factor analysis has a rich tradition in both the structural equation modeling and item response theory frameworks. The goal of this paper is to demonstrate a novel combination of various Markov chain Monte Carlo (MCMC) estimation routines to estimate parameters of a wide variety of confirmatory item factor analysis models. Further, I show…

Likelihood analysis of the minimal AMSB model

Energy Technology Data Exchange (ETDEWEB)

Bagnaschi, E.; Weiglein, G. [DESY, Hamburg (Germany); Borsato, M.; Chobanova, V.; Lucio, M.; Santos, D.M. [Universidade de Santiago de Compostela, Santiago de Compostela (Spain); Sakurai, K. [Institute for Particle Physics Phenomenology, University of Durham, Science Laboratories, Department of Physics, Durham (United Kingdom); University of Warsaw, Faculty of Physics, Institute of Theoretical Physics, Warsaw (Poland); Buchmueller, O.; Citron, M.; Costa, J.C.; Richards, A. [Imperial College, High Energy Physics Group, Blackett Laboratory, London (United Kingdom); Cavanaugh, R. [Fermi National Accelerator Laboratory, Batavia, IL (United States); University of Illinois at Chicago, Physics Department, Chicago, IL (United States); De Roeck, A. [Experimental Physics Department, CERN, Geneva (Switzerland); Antwerp University, Wilrijk (Belgium); Dolan, M.J. [School of Physics, University of Melbourne, ARC Centre of Excellence for Particle Physics at the Terascale, Melbourne (Australia); Ellis, J.R. [King' s College London, Theoretical Particle Physics and Cosmology Group, Department of Physics, London (United Kingdom); CERN, Theoretical Physics Department, Geneva (Switzerland); Flaecher, H. [University of Bristol, H.H. Wills Physics Laboratory, Bristol (United Kingdom); Heinemeyer, S. [Campus of International Excellence UAM+CSIC, Madrid (Spain); Instituto de Fisica Teorica UAM-CSIC, Madrid (Spain); Instituto de Fisica de Cantabria (CSIC-UC), Cantabria (Spain); Isidori, G. [Physik-Institut, Universitaet Zuerich, Zurich (Switzerland); Luo, F. [Kavli IPMU (WPI), UTIAS, The University of Tokyo, Kashiwa, Chiba (Japan); Olive, K.A. [School of Physics and Astronomy, University of Minnesota, William I. Fine Theoretical Physics Institute, Minneapolis, MN (United States)

2017-04-15

We perform a likelihood analysis of the minimal anomaly-mediated supersymmetry-breaking (mAMSB) model using constraints from cosmology and accelerator experiments. We find that either a wino-like or a Higgsino-like neutralino LSP, χ{sup 0}{sub 1}, may provide the cold dark matter (DM), both with similar likelihoods. The upper limit on the DM density from Planck and other experiments enforces m{sub χ{sup 0}{sub 1}} 0) but the scalar mass m{sub 0} is poorly constrained. In the wino-LSP case, m{sub 3/2} is constrained to about 900 TeV and m{sub χ{sup 0}{sub 1}} to 2.9 ± 0.1 TeV, whereas in the Higgsino-LSP case m{sub 3/2} has just a lower limit >or similar 650 TeV (>or similar 480 TeV) and m{sub χ{sup 0}{sub 1}} is constrained to 1.12 (1.13) ± 0.02 TeV in the μ > 0 (μ < 0) scenario. In neither case can the anomalous magnetic moment of the muon, (g-2){sub μ}, be improved significantly relative to its Standard Model (SM) value, nor do flavour measurements constrain the model significantly, and there are poor prospects for discovering supersymmetric particles at the LHC, though there are some prospects for direct DM detection. On the other hand, if the χ{sup 0}{sub 1} contributes only a fraction of the cold DM density, future LHC E{sub T}-based searches for gluinos, squarks and heavier chargino and neutralino states as well as disappearing track searches in the wino-like LSP region will be relevant, and interference effects enable BR(B{sub s,d} → μ{sup +}μ{sup -}) to agree with the data better than in the SM in the case of wino-like DM with μ > 0. (orig.)

astroABC : An Approximate Bayesian Computation Sequential Monte Carlo sampler for cosmological parameter estimation

Energy Technology Data Exchange (ETDEWEB)

Jennings, E.; Madigan, M.

2017-04-01

Given the complexity of modern cosmological parameter inference where we arefaced with non-Gaussian data and noise, correlated systematics and multi-probecorrelated data sets, the Approximate Bayesian Computation (ABC) method is apromising alternative to traditional Markov Chain Monte Carlo approaches in thecase where the Likelihood is intractable or unknown. The ABC method is called"Likelihood free" as it avoids explicit evaluation of the Likelihood by using aforward model simulation of the data which can include systematics. Weintroduce astroABC, an open source ABC Sequential Monte Carlo (SMC) sampler forparameter estimation. A key challenge in astrophysics is the efficient use oflarge multi-probe datasets to constrain high dimensional, possibly correlatedparameter spaces. With this in mind astroABC allows for massive parallelizationusing MPI, a framework that handles spawning of jobs across multiple nodes. Akey new feature of astroABC is the ability to create MPI groups with differentcommunicators, one for the sampler and several others for the forward modelsimulation, which speeds up sampling time considerably. For smaller jobs thePython multiprocessing option is also available. Other key features include: aSequential Monte Carlo sampler, a method for iteratively adapting tolerancelevels, local covariance estimate using scikit-learn's KDTree, modules forspecifying optimal covariance matrix for a component-wise or multivariatenormal perturbation kernel, output and restart files are backed up everyiteration, user defined metric and simulation methods, a module for specifyingheterogeneous parameter priors including non-standard prior PDFs, a module forspecifying a constant, linear, log or exponential tolerance level,well-documented examples and sample scripts. This code is hosted online athttps://github.com/EliseJ/astroABC

Affective mapping: An activation likelihood estimation (ALE) meta-analysis.

Science.gov (United States)

Kirby, Lauren A J; Robinson, Jennifer L

2017-11-01

Functional neuroimaging has the spatial resolution to explain the neural basis of emotions. Activation likelihood estimation (ALE), as opposed to traditional qualitative meta-analysis, quantifies convergence of activation across studies within affective categories. Others have used ALE to investigate a broad range of emotions, but without the convenience of the BrainMap database. We used the BrainMap database and analysis resources to run separate meta-analyses on coordinates reported for anger, anxiety, disgust, fear, happiness, humor, and sadness. Resultant ALE maps were compared to determine areas of convergence between emotions, as well as to identify affect-specific networks. Five out of the seven emotions demonstrated consistent activation within the amygdala, whereas all emotions consistently activated the right inferior frontal gyrus, which has been implicated as an integration hub for affective and cognitive processes. These data provide the framework for models of affect-specific networks, as well as emotional processing hubs, which can be used for future studies of functional or effective connectivity. Copyright © 2015 Elsevier Inc. All rights reserved.

Posterior distributions for likelihood ratios in forensic science.

Science.gov (United States)

van den Hout, Ardo; Alberink, Ivo

2016-09-01

Evaluation of evidence in forensic science is discussed using posterior distributions for likelihood ratios. Instead of eliminating the uncertainty by integrating (Bayes factor) or by conditioning on parameter values, uncertainty in the likelihood ratio is retained by parameter uncertainty derived from posterior distributions. A posterior distribution for a likelihood ratio can be summarised by the median and credible intervals. Using the posterior mean of the distribution is not recommended. An analysis of forensic data for body height estimation is undertaken. The posterior likelihood approach has been criticised both theoretically and with respect to applicability. This paper addresses the latter and illustrates an interesting application area. Copyright © 2016 The Chartered Society of Forensic Sciences. Published by Elsevier Ireland Ltd. All rights reserved.

Recent Developments in Real and Harmonic Analysis In Honor of Carlos Segovia

CERN Document Server

Cabrelli, Carlos A

2008-01-01

Featuring a collection of invited chapters dedicated to Carlos Segovia, this volume examines the developments in real and harmonic analysis. It includes topics such as: Vector-valued singular integral equations; Harmonic analysis related to Hermite expansions; Gas flow in porous media; and, Global well-posedness of the KPI Equation

Asymptotic analysis of spatial discretizations in implicit Monte Carlo

International Nuclear Information System (INIS)

Densmore, Jeffery D.

2009-01-01

We perform an asymptotic analysis of spatial discretizations in Implicit Monte Carlo (IMC). We consider two asymptotic scalings: one that represents a time step that resolves the mean-free time, and one that corresponds to a fixed, optically large time step. We show that only the latter scaling results in a valid spatial discretization of the proper diffusion equation, and thus we conclude that IMC only yields accurate solutions when using optically large spatial cells if time steps are also optically large. We demonstrate the validity of our analysis with a set of numerical examples.

Accelerated maximum likelihood parameter estimation for stochastic biochemical systems

Directory of Open Access Journals (Sweden)

Daigle Bernie J

2012-05-01

Full Text Available Abstract Background A prerequisite for the mechanistic simulation of a biochemical system is detailed knowledge of its kinetic parameters. Despite recent experimental advances, the estimation of unknown parameter values from observed data is still a bottleneck for obtaining accurate simulation results. Many methods exist for parameter estimation in deterministic biochemical systems; methods for discrete stochastic systems are less well developed. Given the probabilistic nature of stochastic biochemical models, a natural approach is to choose parameter values that maximize the probability of the observed data with respect to the unknown parameters, a.k.a. the maximum likelihood parameter estimates (MLEs. MLE computation for all but the simplest models requires the simulation of many system trajectories that are consistent with experimental data. For models with unknown parameters, this presents a computational challenge, as the generation of consistent trajectories can be an extremely rare occurrence. Results We have developed Monte Carlo Expectation-Maximization with Modified Cross-Entropy Method (MCEM2: an accelerated method for calculating MLEs that combines advances in rare event simulation with a computationally efficient version of the Monte Carlo expectation-maximization (MCEM algorithm. Our method requires no prior knowledge regarding parameter values, and it automatically provides a multivariate parameter uncertainty estimate. We applied the method to five stochastic systems of increasing complexity, progressing from an analytically tractable pure-birth model to a computationally demanding model of yeast-polarization. Our results demonstrate that MCEM2 substantially accelerates MLE computation on all tested models when compared to a stand-alone version of MCEM. Additionally, we show how our method identifies parameter values for certain classes of models more accurately than two recently proposed computationally efficient methods

Collinear Latent Variables in Multilevel Confirmatory Factor Analysis : A Comparison of Maximum Likelihood and Bayesian Estimation

NARCIS (Netherlands)

Can, Seda; van de Schoot, Rens|info:eu-repo/dai/nl/304833207; Hox, Joop|info:eu-repo/dai/nl/073351431

2015-01-01

Because variables may be correlated in the social and behavioral sciences, multicollinearity might be problematic. This study investigates the effect of collinearity manipulated in within and between levels of a two-level confirmatory factor analysis by Monte Carlo simulation. Furthermore, the

Stratified source-sampling techniques for Monte Carlo eigenvalue analysis

International Nuclear Information System (INIS)

Mohamed, A.

1998-01-01

In 1995, at a conference on criticality safety, a special session was devoted to the Monte Carlo ''Eigenvalue of the World'' problem. Argonne presented a paper, at that session, in which the anomalies originally observed in that problem were reproduced in a much simplified model-problem configuration, and removed by a version of stratified source-sampling. In this paper, stratified source-sampling techniques are generalized and applied to three different Eigenvalue of the World configurations which take into account real-world statistical noise sources not included in the model problem, but which differ in the amount of neutronic coupling among the constituents of each configuration. It is concluded that, in Monte Carlo eigenvalue analysis of loosely-coupled arrays, the use of stratified source-sampling reduces the probability of encountering an anomalous result over that if conventional source-sampling methods are used. However, this gain in reliability is substantially less than that observed in the model-problem results

The behavior of the likelihood ratio test for testing missingness

OpenAIRE

Hens, Niel; Aerts, Marc; Molenberghs, Geert; Thijs, Herbert

2003-01-01

To asses the sensitivity of conclusions to model choices in the context of selection models for non-random dropout, one can oppose the different missing mechanisms to each other; e.g. by the likelihood ratio tests. The finite sample behavior of the null distribution and the power of the likelihood ratio test is studied under a variety of missingness mechanisms. missing data; sensitivity analysis; likelihood ratio test; missing mechanisms

Bias correction in the hierarchical likelihood approach to the analysis of multivariate survival data.

Science.gov (United States)

Jeon, Jihyoun; Hsu, Li; Gorfine, Malka

2012-07-01

Frailty models are useful for measuring unobserved heterogeneity in risk of failures across clusters, providing cluster-specific risk prediction. In a frailty model, the latent frailties shared by members within a cluster are assumed to act multiplicatively on the hazard function. In order to obtain parameter and frailty variate estimates, we consider the hierarchical likelihood (H-likelihood) approach (Ha, Lee and Song, 2001. Hierarchical-likelihood approach for frailty models. Biometrika 88, 233-243) in which the latent frailties are treated as "parameters" and estimated jointly with other parameters of interest. We find that the H-likelihood estimators perform well when the censoring rate is low, however, they are substantially biased when the censoring rate is moderate to high. In this paper, we propose a simple and easy-to-implement bias correction method for the H-likelihood estimators under a shared frailty model. We also extend the method to a multivariate frailty model, which incorporates complex dependence structure within clusters. We conduct an extensive simulation study and show that the proposed approach performs very well for censoring rates as high as 80%. We also illustrate the method with a breast cancer data set. Since the H-likelihood is the same as the penalized likelihood function, the proposed bias correction method is also applicable to the penalized likelihood estimators.

Vectorized Monte Carlo

International Nuclear Information System (INIS)

Brown, F.B.

1981-01-01

Examination of the global algorithms and local kernels of conventional general-purpose Monte Carlo codes shows that multigroup Monte Carlo methods have sufficient structure to permit efficient vectorization. A structured multigroup Monte Carlo algorithm for vector computers is developed in which many particle events are treated at once on a cell-by-cell basis. Vectorization of kernels for tracking and variance reduction is described, and a new method for discrete sampling is developed to facilitate the vectorization of collision analysis. To demonstrate the potential of the new method, a vectorized Monte Carlo code for multigroup radiation transport analysis was developed. This code incorporates many features of conventional general-purpose production codes, including general geometry, splitting and Russian roulette, survival biasing, variance estimation via batching, a number of cutoffs, and generalized tallies of collision, tracklength, and surface crossing estimators with response functions. Predictions of vectorized performance characteristics for the CYBER-205 were made using emulated coding and a dynamic model of vector instruction timing. Computation rates were examined for a variety of test problems to determine sensitivities to batch size and vector lengths. Significant speedups are predicted for even a few hundred particles per batch, and asymptotic speedups by about 40 over equivalent Amdahl 470V/8 scalar codes arepredicted for a few thousand particles per batch. The principal conclusion is that vectorization of a general-purpose multigroup Monte Carlo code is well worth the significant effort required for stylized coding and major algorithmic changes

Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.

Science.gov (United States)

Xie, Yanmei; Zhang, Biao

2017-04-20

Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. We study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Bartlett et al. (Improving upon the efficiency of complete case analysis when covariates are MNAR. Biostatistics 2014;15:719-30) on regression analyses with nonignorable missing covariates, in which they have introduced the use of two working models, the working probability model of missingness and the working conditional score model. In this paper, we study an empirical likelihood approach to nonignorable covariate-missing data problems with the objective of effectively utilizing the two working models in the analysis of covariate-missing data. We propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. One useful feature of these unbiased estimating equations is that they naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. We apply the general methodology of empirical likelihood to optimally combine these unbiased estimating equations. We propose three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. We present a simulation study to compare the finite-sample performance of various methods with respect to bias, efficiency, and robustness to model misspecification. The proposed empirical likelihood method is also illustrated by an analysis of a data set from the US National Health and

Progress on RMC: a Monte Carlo neutron transport code for reactor analysis

International Nuclear Information System (INIS)

Wang, Kan; Li, Zeguang; She, Ding; Liu, Yuxuan; Xu, Qi; Shen, Huayun; Yu, Ganglin

2011-01-01

This paper presents a new 3-D Monte Carlo neutron transport code named RMC (Reactor Monte Carlo code), specifically intended for reactor physics analysis. This code is being developed by Department of Engineering Physics in Tsinghua University and written in C++ and Fortran 90 language with the latest version of RMC 2.5.0. The RMC code uses the method known as the delta-tracking method to simulate neutron transport, the advantages of which include fast simulation in complex geometries and relatively simple handling of complicated geometrical objects. Some other techniques such as computational-expense oriented method and hash-table method have been developed and implemented in RMC to speedup the calculation. To meet the requirements of reactor analysis, the RMC code has the calculational functions including criticality calculation, burnup calculation and also kinetics simulation. In this paper, comparison calculations of criticality problems, burnup problems and transient problems are carried out using RMC code and other Monte Carlo codes, and the results show that RMC performs quite well in these kinds of problems. Based on MPI, RMC succeeds in parallel computation and represents a high speed-up. This code is still under intensive development and the further work directions are mentioned at the end of this paper. (author)

Uncertainty Analysis of Power Grid Investment Capacity Based on Monte Carlo

Science.gov (United States)

Qin, Junsong; Liu, Bingyi; Niu, Dongxiao

By analyzing the influence factors of the investment capacity of power grid, to depreciation cost, sales price and sales quantity, net profit, financing and GDP of the second industry as the dependent variable to build the investment capacity analysis model. After carrying out Kolmogorov-Smirnov test, get the probability distribution of each influence factor. Finally, obtained the grid investment capacity uncertainty of analysis results by Monte Carlo simulation.

Neural Networks Involved in Adolescent Reward Processing: An Activation Likelihood Estimation Meta-Analysis of Functional Neuroimaging Studies

Science.gov (United States)

Silverman, Merav H.; Jedd, Kelly; Luciana, Monica

2015-01-01

Behavioral responses to, and the neural processing of, rewards change dramatically during adolescence and may contribute to observed increases in risk-taking during this developmental period. Functional MRI (fMRI) studies suggest differences between adolescents and adults in neural activation during reward processing, but findings are contradictory, and effects have been found in non-predicted directions. The current study uses an activation likelihood estimation (ALE) approach for quantitative meta-analysis of functional neuroimaging studies to: 1) confirm the network of brain regions involved in adolescents’ reward processing, 2) identify regions involved in specific stages (anticipation, outcome) and valence (positive, negative) of reward processing, and 3) identify differences in activation likelihood between adolescent and adult reward-related brain activation. Results reveal a subcortical network of brain regions involved in adolescent reward processing similar to that found in adults with major hubs including the ventral and dorsal striatum, insula, and posterior cingulate cortex (PCC). Contrast analyses find that adolescents exhibit greater likelihood of activation in the insula while processing anticipation relative to outcome and greater likelihood of activation in the putamen and amygdala during outcome relative to anticipation. While processing positive compared to negative valence, adolescents show increased likelihood for activation in the posterior cingulate cortex (PCC) and ventral striatum. Contrasting adolescent reward processing with the existing ALE of adult reward processing (Liu et al., 2011) reveals increased likelihood for activation in limbic, frontolimbic, and striatal regions in adolescents compared with adults. Unlike adolescents, adults also activate executive control regions of the frontal and parietal lobes. These findings support hypothesized elevations in motivated activity during adolescence. PMID:26254587

Monte carlo depletion analysis of SMART core by MCNAP code

International Nuclear Information System (INIS)

Jung, Jong Sung; Sim, Hyung Jin; Kim, Chang Hyo; Lee, Jung Chan; Ji, Sung Kyun

2001-01-01

Depletion an analysis of SMART, a small-sized advanced integral PWR under development by KAERI, is conducted using the Monte Carlo (MC) depletion analysis program, MCNAP. The results are compared with those of the CASMO-3/ MASTER nuclear analysis. The difference between MASTER and MCNAP on k eff prediction is observed about 600pcm at BOC, and becomes smaller as the core burnup increases. The maximum difference bet ween two predict ions on fuel assembly (FA) normalized power distribution is about 6.6% radially , and 14.5% axially but the differences are observed to lie within standard deviation of MC estimations

Dimension-independent likelihood-informed MCMC

KAUST Repository

Cui, Tiangang

2015-10-08

Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. Two distinct lines of research intersect in the methods developed here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian information and any associated low-dimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent and likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Two nonlinear inverse problems are used to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.

Dimension-independent likelihood-informed MCMC

KAUST Repository

Cui, Tiangang; Law, Kody; Marzouk, Youssef M.

2015-01-01

Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. Two distinct lines of research intersect in the methods developed here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian information and any associated low-dimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent and likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Two nonlinear inverse problems are used to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.

Many-body optimization using an ab initio monte carlo method.

Science.gov (United States)

Haubein, Ned C; McMillan, Scott A; Broadbelt, Linda J

2003-01-01

Advances in computing power have made it possible to study solvated molecules using ab initio quantum chemistry. Inclusion of discrete solvent molecules is required to determine geometric information about solute/solvent clusters. Monte Carlo methods are well suited to finding minima in many-body systems, and ab initio methods are applicable to the widest range of systems. A first principles Monte Carlo (FPMC) method was developed to find minima in many-body systems, and emphasis was placed on implementing moves that increase the likelihood of finding minimum energy structures. Partial optimization and molecular interchange moves aid in finding minima and overcome the incomplete sampling that is unavoidable when using ab initio methods. FPMC was validated by studying the boron trifluoride-water system, and then the method was used to examine the methyl carbenium ion in water to demonstrate its application to solvation problems.

The likelihood ratio as a random variable for linked markers in kinship analysis.

Science.gov (United States)

Egeland, Thore; Slooten, Klaas

2016-11-01

The likelihood ratio is the fundamental quantity that summarizes the evidence in forensic cases. Therefore, it is important to understand the theoretical properties of this statistic. This paper is the last in a series of three, and the first to study linked markers. We show that for all non-inbred pairwise kinship comparisons, the expected likelihood ratio in favor of a type of relatedness depends on the allele frequencies only via the number of alleles, also for linked markers, and also if the true relationship is another one than is tested for by the likelihood ratio. Exact expressions for the expectation and variance are derived for all these cases. Furthermore, we show that the expected likelihood ratio is a non-increasing function if the recombination rate increases between 0 and 0.5 when the actual relationship is the one investigated by the LR. Besides being of theoretical interest, exact expressions such as obtained here can be used for software validation as they allow to verify the correctness up to arbitrary precision. The paper also presents results and advice of practical importance. For example, we argue that the logarithm of the likelihood ratio behaves in a fundamentally different way than the likelihood ratio itself in terms of expectation and variance, in agreement with its interpretation as weight of evidence. Equipped with the results presented and freely available software, one may check calculations and software and also do power calculations.

Statistical implications in Monte Carlo depletions - 051

International Nuclear Information System (INIS)

Zhiwen, Xu; Rhodes, J.; Smith, K.

2010-01-01

As a result of steady advances of computer power, continuous-energy Monte Carlo depletion analysis is attracting considerable attention for reactor burnup calculations. The typical Monte Carlo analysis is set up as a combination of a Monte Carlo neutron transport solver and a fuel burnup solver. Note that the burnup solver is a deterministic module. The statistical errors in Monte Carlo solutions are introduced into nuclide number densities and propagated along fuel burnup. This paper is towards the understanding of the statistical implications in Monte Carlo depletions, including both statistical bias and statistical variations in depleted fuel number densities. The deterministic Studsvik lattice physics code, CASMO-5, is modified to model the Monte Carlo depletion. The statistical bias in depleted number densities is found to be negligible compared to its statistical variations, which, in turn, demonstrates the correctness of the Monte Carlo depletion method. Meanwhile, the statistical variation in number densities generally increases with burnup. Several possible ways of reducing the statistical errors are discussed: 1) to increase the number of individual Monte Carlo histories; 2) to increase the number of time steps; 3) to run additional independent Monte Carlo depletion cases. Finally, a new Monte Carlo depletion methodology, called the batch depletion method, is proposed, which consists of performing a set of independent Monte Carlo depletions and is thus capable of estimating the overall statistical errors including both the local statistical error and the propagated statistical error. (authors)

Use of deterministic sampling for exploring likelihoods in linkage analysis for quantitative traits.

NARCIS (Netherlands)

Mackinnon, M.J.; Beek, van der S.; Kinghorn, B.P.

1996-01-01

Deterministic sampling was used to numerically evaluate the expected log-likelihood surfaces of QTL-marker linkage models in large pedigrees with simple structures. By calculating the expected values of likelihoods, questions of power of experimental designs, bias in parameter estimates, approximate

The phylogenetic likelihood library.

Science.gov (United States)

Flouri, T; Izquierdo-Carrasco, F; Darriba, D; Aberer, A J; Nguyen, L-T; Minh, B Q; Von Haeseler, A; Stamatakis, A

2015-03-01

We introduce the Phylogenetic Likelihood Library (PLL), a highly optimized application programming interface for developing likelihood-based phylogenetic inference and postanalysis software. The PLL implements appropriate data structures and functions that allow users to quickly implement common, error-prone, and labor-intensive tasks, such as likelihood calculations, model parameter as well as branch length optimization, and tree space exploration. The highly optimized and parallelized implementation of the phylogenetic likelihood function and a thorough documentation provide a framework for rapid development of scalable parallel phylogenetic software. By example of two likelihood-based phylogenetic codes we show that the PLL improves the sequential performance of current software by a factor of 2-10 while requiring only 1 month of programming time for integration. We show that, when numerical scaling for preventing floating point underflow is enabled, the double precision likelihood calculations in the PLL are up to 1.9 times faster than those in BEAGLE. On an empirical DNA dataset with 2000 taxa the AVX version of PLL is 4 times faster than BEAGLE (scaling enabled and required). The PLL is available at http://www.libpll.org under the GNU General Public License (GPL). © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

WE-H-BRA-08: A Monte Carlo Cell Nucleus Model for Assessing Cell Survival Probability Based On Particle Track Structure Analysis

Energy Technology Data Exchange (ETDEWEB)

Lee, B [Northwestern Memorial Hospital, Chicago, IL (United States); Georgia Institute of Technology, Atlanta, GA (Georgia); Wang, C [Georgia Institute of Technology, Atlanta, GA (Georgia)

2016-06-15

Purpose: To correlate the damage produced by particles of different types and qualities to cell survival on the basis of nanodosimetric analysis and advanced DNA structures in the cell nucleus. Methods: A Monte Carlo code was developed to simulate subnuclear DNA chromatin fibers (CFs) of 30nm utilizing a mean-free-path approach common to radiation transport. The cell nucleus was modeled as a spherical region containing 6000 chromatin-dense domains (CDs) of 400nm diameter, with additional CFs modeled in a sparser interchromatin region. The Geant4-DNA code was utilized to produce a particle track database representing various particles at different energies and dose quantities. These tracks were used to stochastically position the DNA structures based on their mean free path to interaction with CFs. Excitation and ionization events intersecting CFs were analyzed using the DBSCAN clustering algorithm for assessment of the likelihood of producing DSBs. Simulated DSBs were then assessed based on their proximity to one another for a probability of inducing cell death. Results: Variations in energy deposition to chromatin fibers match expectations based on differences in particle track structure. The quality of damage to CFs based on different particle types indicate more severe damage by high-LET radiation than low-LET radiation of identical particles. In addition, the model indicates more severe damage by protons than of alpha particles of same LET, which is consistent with differences in their track structure. Cell survival curves have been produced showing the L-Q behavior of sparsely ionizing radiation. Conclusion: Initial results indicate the feasibility of producing cell survival curves based on the Monte Carlo cell nucleus method. Accurate correlation between simulated DNA damage to cell survival on the basis of nanodosimetric analysis can provide insight into the biological responses to various radiation types. Current efforts are directed at producing cell

Monte Carlo simulations to advance characterisation of landmines by pulsed fast/thermal neutron analysis

NARCIS (Netherlands)

Maucec, M.; Rigollet, C.

The performance of a detection system based on the pulsed fast/thermal neutron analysis technique was assessed using Monte Carlo simulations. The aim was to develop and implement simulation methods, to support and advance the data analysis techniques of the characteristic gamma-ray spectra,

Monte Carlo codes and Monte Carlo simulator program

International Nuclear Information System (INIS)

Higuchi, Kenji; Asai, Kiyoshi; Suganuma, Masayuki.

1990-03-01

Four typical Monte Carlo codes KENO-IV, MORSE, MCNP and VIM have been vectorized on VP-100 at Computing Center, JAERI. The problems in vector processing of Monte Carlo codes on vector processors have become clear through the work. As the result, it is recognized that these are difficulties to obtain good performance in vector processing of Monte Carlo codes. A Monte Carlo computing machine, which processes the Monte Carlo codes with high performances is being developed at our Computing Center since 1987. The concept of Monte Carlo computing machine and its performance have been investigated and estimated by using a software simulator. In this report the problems in vectorization of Monte Carlo codes, Monte Carlo pipelines proposed to mitigate these difficulties and the results of the performance estimation of the Monte Carlo computing machine by the simulator are described. (author)

Analysis of error in Monte Carlo transport calculations

International Nuclear Information System (INIS)

Booth, T.E.

1979-01-01

The Monte Carlo method for neutron transport calculations suffers, in part, because of the inherent statistical errors associated with the method. Without an estimate of these errors in advance of the calculation, it is difficult to decide what estimator and biasing scheme to use. Recently, integral equations have been derived that, when solved, predicted errors in Monte Carlo calculations in nonmultiplying media. The present work allows error prediction in nonanalog Monte Carlo calculations of multiplying systems, even when supercritical. Nonanalog techniques such as biased kernels, particle splitting, and Russian Roulette are incorporated. Equations derived here allow prediction of how much a specific variance reduction technique reduces the number of histories required, to be weighed against the change in time required for calculation of each history. 1 figure, 1 table

Likelihood Approximation With Hierarchical Matrices For Large Spatial Datasets

KAUST Repository

Litvinenko, Alexander

2017-09-03

We use available measurements to estimate the unknown parameters (variance, smoothness parameter, and covariance length) of a covariance function by maximizing the joint Gaussian log-likelihood function. To overcome cubic complexity in the linear algebra, we approximate the discretized covariance function in the hierarchical (H-) matrix format. The H-matrix format has a log-linear computational cost and storage O(kn log n), where the rank k is a small integer and n is the number of locations. The H-matrix technique allows us to work with general covariance matrices in an efficient way, since H-matrices can approximate inhomogeneous covariance functions, with a fairly general mesh that is not necessarily axes-parallel, and neither the covariance matrix itself nor its inverse have to be sparse. We demonstrate our method with Monte Carlo simulations and an application to soil moisture data. The C, C++ codes and data are freely available.

Likelihood analysis of supersymmetric SU(5) GUTs

Energy Technology Data Exchange (ETDEWEB)

Bagnaschi, E.; Weiglein, G. [DESY, Hamburg (Germany); Costa, J.C.; Buchmueller, O.; Citron, M.; Richards, A.; De Vries, K.J. [Imperial College, High Energy Physics Group, Blackett Laboratory, London (United Kingdom); Sakurai, K. [University of Durham, Science Laboratories, Department of Physics, Institute for Particle Physics Phenomenology, Durham (United Kingdom); University of Warsaw, Faculty of Physics, Institute of Theoretical Physics, Warsaw (Poland); Borsato, M.; Chobanova, V.; Lucio, M.; Martinez Santos, D. [Universidade de Santiago de Compostela, Santiago de Compostela (Spain); Cavanaugh, R. [Fermi National Accelerator Laboratory, Batavia, IL (United States); University of Illinois at Chicago, Physics Department, Chicago, IL (United States); Roeck, A. de [CERN, Experimental Physics Department, Geneva (Switzerland); Antwerp University, Wilrijk (Belgium); Dolan, M.J. [University of Melbourne, ARC Centre of Excellence for Particle Physics at the Terascale, School of Physics, Parkville (Australia); Ellis, J.R. [King' s College London, Theoretical Particle Physics and Cosmology Group, Department of Physics, London (United Kingdom); Theoretical Physics Department, CERN, Geneva 23 (Switzerland); Flaecher, H. [University of Bristol, H.H. Wills Physics Laboratory, Bristol (United Kingdom); Heinemeyer, S. [Campus of International Excellence UAM+CSIC, Cantoblanco, Madrid (Spain); Instituto de Fisica Teorica UAM-CSIC, Madrid (Spain); Instituto de Fisica de Cantabria (CSIC-UC), Santander (Spain); Isidori, G. [Universitaet Zuerich, Physik-Institut, Zurich (Switzerland); Olive, K.A. [University of Minnesota, William I. Fine Theoretical Physics Institute, School of Physics and Astronomy, Minneapolis, MN (United States)

2017-02-15

We perform a likelihood analysis of the constraints from accelerator experiments and astrophysical observations on supersymmetric (SUSY) models with SU(5) boundary conditions on soft SUSY-breaking parameters at the GUT scale. The parameter space of the models studied has seven parameters: a universal gaugino mass m{sub 1/2}, distinct masses for the scalar partners of matter fermions in five- and ten-dimensional representations of SU(5), m{sub 5} and m{sub 10}, and for the 5 and anti 5 Higgs representations m{sub H{sub u}} and m{sub H{sub d}}, a universal trilinear soft SUSY-breaking parameter A{sub 0}, and the ratio of Higgs vevs tan β. In addition to previous constraints from direct sparticle searches, low-energy and flavour observables, we incorporate constraints based on preliminary results from 13 TeV LHC searches for jets + E{sub T} events and long-lived particles, as well as the latest PandaX-II and LUX searches for direct Dark Matter detection. In addition to previously identified mechanisms for bringing the supersymmetric relic density into the range allowed by cosmology, we identify a novel u{sub R}/c{sub R} - χ{sup 0}{sub 1} coannihilation mechanism that appears in the supersymmetric SU(5) GUT model and discuss the role of ν{sub τ} coannihilation. We find complementarity between the prospects for direct Dark Matter detection and SUSY searches at the LHC. (orig.)

Likelihood analysis of supersymmetric SU(5) GUTs

Energy Technology Data Exchange (ETDEWEB)

Bagnaschi, E. [DESY, Hamburg (Germany); Costa, J.C. [Imperial College, London (United Kingdom). Blackett Lab.; Sakurai, K. [Durham Univ. (United Kingdom). Inst. for Particle Physics Phenomonology; Warsaw Univ. (Poland). Inst. of Theoretical Physics; Collaboration: MasterCode Collaboration; and others

2016-10-15

We perform a likelihood analysis of the constraints from accelerator experiments and astrophysical observations on supersymmetric (SUSY) models with SU(5) boundary conditions on soft SUSY-breaking parameters at the GUT scale. The parameter space of the models studied has 7 parameters: a universal gaugino mass m{sub 1/2}, distinct masses for the scalar partners of matter fermions in five- and ten-dimensional representations of SU(5), m{sub 5} and m{sub 10}, and for the 5 and anti 5 Higgs representations m{sub H{sub u}} and m{sub H{sub d}}, a universal trilinear soft SUSY-breaking parameter A{sub 0}, and the ratio of Higgs vevs tan β. In addition to previous constraints from direct sparticle searches, low-energy and avour observables, we incorporate constraints based on preliminary results from 13 TeV LHC searches for jets+E{sub T} events and long-lived particles, as well as the latest PandaX-II and LUX searches for direct Dark Matter detection. In addition to previously-identified mechanisms for bringing the supersymmetric relic density into the range allowed by cosmology, we identify a novel u{sub R}/c{sub R}-χ{sup 0}{sub 1} coannihilation mechanism that appears in the supersymmetric SU(5) GUT model and discuss the role of ν{sub T} coannihilation. We find complementarity between the prospects for direct Dark Matter detection and SUSY searches at the LHC.

Inverse Monte Carlo: a unified reconstruction algorithm for SPECT

International Nuclear Information System (INIS)

Floyd, C.E.; Coleman, R.E.; Jaszczak, R.J.

1985-01-01

Inverse Monte Carlo (IMOC) is presented as a unified reconstruction algorithm for Emission Computed Tomography (ECT) providing simultaneous compensation for scatter, attenuation, and the variation of collimator resolution with depth. The technique of inverse Monte Carlo is used to find an inverse solution to the photon transport equation (an integral equation for photon flux from a specified source) for a parameterized source and specific boundary conditions. The system of linear equations so formed is solved to yield the source activity distribution for a set of acquired projections. For the studies presented here, the equations are solved using the EM (Maximum Likelihood) algorithm although other solution algorithms, such as Least Squares, could be employed. While the present results specifically consider the reconstruction of camera-based Single Photon Emission Computed Tomographic (SPECT) images, the technique is equally valid for Positron Emission Tomography (PET) if a Monte Carlo model of such a system is used. As a preliminary evaluation, experimentally acquired SPECT phantom studies for imaging Tc-99m (140 keV) are presented which demonstrate the quantitative compensation for scatter and attenuation for a two dimensional (single slice) reconstruction. The algorithm may be expanded in a straight forward manner to full three dimensional reconstruction including compensation for out of plane scatter

Characterization of decommissioned reactor internals: Monte Carlo analysis technique

International Nuclear Information System (INIS)

Reid, B.D.; Love, E.F.; Luksic, A.T.

1993-03-01

This study discusses computer analysis techniques for determining activation levels of irradiated reactor component hardware to yield data for the Department of Energy's Greater-Than-Class C Low-Level Radioactive Waste Program. The study recommends the Monte Carlo Neutron/Photon (MCNP) computer code as the best analysis tool for this application and compares the technique to direct sampling methodology. To implement the MCNP analysis, a computer model would be developed to reflect the geometry, material composition, and power history of an existing shutdown reactor. MCNP analysis would then be performed using the computer model, and the results would be validated by comparison to laboratory analysis results from samples taken from the shutdown reactor. The report estimates uncertainties for each step of the computational and laboratory analyses; the overall uncertainty of the MCNP results is projected to be ±35%. The primary source of uncertainty is identified as the material composition of the components, and research is suggested to address that uncertainty

Monte Carlo Analysis as a Trajectory Design Driver for the TESS Mission

Science.gov (United States)

Nickel, Craig; Lebois, Ryan; Lutz, Stephen; Dichmann, Donald; Parker, Joel

2016-01-01

The Transiting Exoplanet Survey Satellite (TESS) will be injected into a highly eccentric Earth orbit and fly 3.5 phasing loops followed by a lunar flyby to enter a mission orbit with lunar 2:1 resonance. Through the phasing loops and mission orbit, the trajectory is significantly affected by lunar and solar gravity. We have developed a trajectory design to achieve the mission orbit and meet mission constraints, including eclipse avoidance and a 30-year geostationary orbit avoidance requirement. A parallelized Monte Carlo simulation was performed to validate the trajectory after injecting common perturbations, including launch dispersions, orbit determination errors, and maneuver execution errors. The Monte Carlo analysis helped identify mission risks and is used in the trajectory selection process.

Logic of likelihood

International Nuclear Information System (INIS)

Wall, M.J.W.

1992-01-01

The notion of open-quotes probabilityclose quotes is generalized to that of open-quotes likelihood,close quotes and a natural logical structure is shown to exist for any physical theory which predicts likelihoods. Two physically based axioms are given for this logical structure to form an orthomodular poset, with an order-determining set of states. The results strengthen the basis of the quantum logic approach to axiomatic quantum theory. 25 refs

Targeted search for continuous gravitational waves: Bayesian versus maximum-likelihood statistics

International Nuclear Information System (INIS)

Prix, Reinhard; Krishnan, Badri

2009-01-01

We investigate the Bayesian framework for detection of continuous gravitational waves (GWs) in the context of targeted searches, where the phase evolution of the GW signal is assumed to be known, while the four amplitude parameters are unknown. We show that the orthodox maximum-likelihood statistic (known as F-statistic) can be rediscovered as a Bayes factor with an unphysical prior in amplitude parameter space. We introduce an alternative detection statistic ('B-statistic') using the Bayes factor with a more natural amplitude prior, namely an isotropic probability distribution for the orientation of GW sources. Monte Carlo simulations of targeted searches show that the resulting Bayesian B-statistic is more powerful in the Neyman-Pearson sense (i.e., has a higher expected detection probability at equal false-alarm probability) than the frequentist F-statistic.

Adjoint electron Monte Carlo calculations

International Nuclear Information System (INIS)

Jordan, T.M.

1986-01-01

Adjoint Monte Carlo is the most efficient method for accurate analysis of space systems exposed to natural and artificially enhanced electron environments. Recent adjoint calculations for isotropic electron environments include: comparative data for experimental measurements on electronics boxes; benchmark problem solutions for comparing total dose prediction methodologies; preliminary assessment of sectoring methods used during space system design; and total dose predictions on an electronics package. Adjoint Monte Carlo, forward Monte Carlo, and experiment are in excellent agreement for electron sources that simulate space environments. For electron space environments, adjoint Monte Carlo is clearly superior to forward Monte Carlo, requiring one to two orders of magnitude less computer time for relatively simple geometries. The solid-angle sectoring approximations used for routine design calculations can err by more than a factor of 2 on dose in simple shield geometries. For critical space systems exposed to severe electron environments, these potential sectoring errors demand the establishment of large design margins and/or verification of shield design by adjoint Monte Carlo/experiment

A maximum likelihood framework for protein design

Directory of Open Access Journals (Sweden)

Philippe Hervé

2006-06-01

Full Text Available Abstract Background The aim of protein design is to predict amino-acid sequences compatible with a given target structure. Traditionally envisioned as a purely thermodynamic question, this problem can also be understood in a wider context, where additional constraints are captured by learning the sequence patterns displayed by natural proteins of known conformation. In this latter perspective, however, we still need a theoretical formalization of the question, leading to general and efficient learning methods, and allowing for the selection of fast and accurate objective functions quantifying sequence/structure compatibility. Results We propose a formulation of the protein design problem in terms of model-based statistical inference. Our framework uses the maximum likelihood principle to optimize the unknown parameters of a statistical potential, which we call an inverse potential to contrast with classical potentials used for structure prediction. We propose an implementation based on Markov chain Monte Carlo, in which the likelihood is maximized by gradient descent and is numerically estimated by thermodynamic integration. The fit of the models is evaluated by cross-validation. We apply this to a simple pairwise contact potential, supplemented with a solvent-accessibility term, and show that the resulting models have a better predictive power than currently available pairwise potentials. Furthermore, the model comparison method presented here allows one to measure the relative contribution of each component of the potential, and to choose the optimal number of accessibility classes, which turns out to be much higher than classically considered. Conclusion Altogether, this reformulation makes it possible to test a wide diversity of models, using different forms of potentials, or accounting for other factors than just the constraint of thermodynamic stability. Ultimately, such model-based statistical analyses may help to understand the forces

Monte Carlo and Quasi-Monte Carlo Sampling

CERN Document Server

Lemieux, Christiane

2009-01-01

Presents essential tools for using quasi-Monte Carlo sampling in practice. This book focuses on issues related to Monte Carlo methods - uniform and non-uniform random number generation, variance reduction techniques. It covers several aspects of quasi-Monte Carlo methods.

Statistical analysis and Monte Carlo simulation of growing self-avoiding walks on percolation

Energy Technology Data Exchange (ETDEWEB)

Zhang Yuxia [Department of Physics, Wuhan University, Wuhan 430072 (China); Sang Jianping [Department of Physics, Wuhan University, Wuhan 430072 (China); Department of Physics, Jianghan University, Wuhan 430056 (China); Zou Xianwu [Department of Physics, Wuhan University, Wuhan 430072 (China)]. E-mail: xwzou@whu.edu.cn; Jin Zhunzhi [Department of Physics, Wuhan University, Wuhan 430072 (China)

2005-09-26

The two-dimensional growing self-avoiding walk on percolation was investigated by statistical analysis and Monte Carlo simulation. We obtained the expression of the mean square displacement and effective exponent as functions of time and percolation probability by statistical analysis and made a comparison with simulations. We got a reduced time to scale the motion of walkers in growing self-avoiding walks on regular and percolation lattices.

A Monte Carlo error simulation applied to calibration-free X-ray diffraction phase analysis

International Nuclear Information System (INIS)

Braun, G.E.

1986-01-01

Quantitative phase analysis of a system of n phases can be effected without the need for calibration standards provided at least n different mixtures of these phases are available. A series of linear equations relating diffracted X-ray intensities, weight fractions and quantitation factors coupled with mass balance relationships can be solved for the unknown weight fractions and factors. Uncertainties associated with the measured X-ray intensities, owing to counting of random X-ray quanta, are used to estimate the errors in the calculated parameters utilizing a Monte Carlo simulation. The Monte Carlo approach can be generalized and applied to any quantitative X-ray diffraction phase analysis method. Two examples utilizing mixtures of CaCO 3 , Fe 2 O 3 and CaF 2 with an α-SiO 2 (quartz) internal standard illustrate the quantitative method and corresponding error analysis. One example is well conditioned; the other is poorly conditioned and, therefore, very sensitive to errors in the measured intensities. (orig.)

Proton therapy analysis using the Monte Carlo method

Energy Technology Data Exchange (ETDEWEB)

Noshad, Houshyar [Center for Theoretical Physics and Mathematics, AEOI, P.O. Box 14155-1339, Tehran (Iran, Islamic Republic of)]. E-mail: hnoshad@aeoi.org.ir; Givechi, Nasim [Islamic Azad University, Science and Research Branch, Tehran (Iran, Islamic Republic of)

2005-10-01

The range and straggling data obtained from the transport of ions in matter (TRIM) computer program were used to determine the trajectories of monoenergetic 60 MeV protons in muscle tissue by using the Monte Carlo technique. The appropriate profile for the shape of a proton pencil beam in proton therapy as well as the dose deposited in the tissue were computed. The good agreements between our results as compared with the corresponding experimental values are presented here to show the reliability of our Monte Carlo method.

Analysis of subgrid scale mixing using a hybrid LES-Monte-Carlo PDF method

International Nuclear Information System (INIS)

Olbricht, C.; Hahn, F.; Sadiki, A.; Janicka, J.

2007-01-01

This contribution introduces a hybrid LES-Monte-Carlo method for a coupled solution of the flow and the multi-dimensional scalar joint pdf in two complex mixing devices. For this purpose an Eulerian Monte-Carlo method is used. First, a complex mixing device (jet-in-crossflow, JIC) is presented in which the stochastic convergence and the coherency between the scalar field solution obtained via finite-volume methods and that from the stochastic solution of the pdf for the hybrid method are evaluated. Results are compared to experimental data. Secondly, an extensive investigation of the micromixing on the basis of assumed shape and transported SGS-pdfs in a configuration with practical relevance is carried out. This consists of a mixing chamber with two opposite rows of jets penetrating a crossflow (multi-jet-in-crossflow, MJIC). Some numerical results are compared to available experimental data and to RANS based results. It turns out that the hybrid LES-Monte-Carlo method could achieve a detailed analysis of the mixing at the subgrid level

An empirical likelihood ratio test robust to individual heterogeneity for differential expression analysis of RNA-seq.

Science.gov (United States)

Xu, Maoqi; Chen, Liang

2018-01-01

The individual sample heterogeneity is one of the biggest obstacles in biomarker identification for complex diseases such as cancers. Current statistical models to identify differentially expressed genes between disease and control groups often overlook the substantial human sample heterogeneity. Meanwhile, traditional nonparametric tests lose detailed data information and sacrifice the analysis power, although they are distribution free and robust to heterogeneity. Here, we propose an empirical likelihood ratio test with a mean-variance relationship constraint (ELTSeq) for the differential expression analysis of RNA sequencing (RNA-seq). As a distribution-free nonparametric model, ELTSeq handles individual heterogeneity by estimating an empirical probability for each observation without making any assumption about read-count distribution. It also incorporates a constraint for the read-count overdispersion, which is widely observed in RNA-seq data. ELTSeq demonstrates a significant improvement over existing methods such as edgeR, DESeq, t-tests, Wilcoxon tests and the classic empirical likelihood-ratio test when handling heterogeneous groups. It will significantly advance the transcriptomics studies of cancers and other complex disease. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Extended likelihood inference in reliability

International Nuclear Information System (INIS)

Martz, H.F. Jr.; Beckman, R.J.; Waller, R.A.

1978-10-01

Extended likelihood methods of inference are developed in which subjective information in the form of a prior distribution is combined with sampling results by means of an extended likelihood function. The extended likelihood function is standardized for use in obtaining extended likelihood intervals. Extended likelihood intervals are derived for the mean of a normal distribution with known variance, the failure-rate of an exponential distribution, and the parameter of a binomial distribution. Extended second-order likelihood methods are developed and used to solve several prediction problems associated with the exponential and binomial distributions. In particular, such quantities as the next failure-time, the number of failures in a given time period, and the time required to observe a given number of failures are predicted for the exponential model with a gamma prior distribution on the failure-rate. In addition, six types of life testing experiments are considered. For the binomial model with a beta prior distribution on the probability of nonsurvival, methods are obtained for predicting the number of nonsurvivors in a given sample size and for predicting the required sample size for observing a specified number of nonsurvivors. Examples illustrate each of the methods developed. Finally, comparisons are made with Bayesian intervals in those cases where these are known to exist

Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations

International Nuclear Information System (INIS)

Arampatzis, Georgios; Katsoulakis, Markos A.

2014-01-01

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo (KMC). Sensitivity analysis for stochastic systems is typically based on approximating continuous derivatives with respect to model parameters by the mean value of samples from a finite difference scheme. Instead of using independent samples the proposed algorithm reduces the variance of the estimator by developing a strongly correlated-“coupled”- stochastic process for both the perturbed and unperturbed stochastic processes, defined in a common state space. The novelty of our construction is that the new coupled process depends on the targeted observables, e.g., coverage, Hamiltonian, spatial correlations, surface roughness, etc., hence we refer to the proposed method as goal-oriented sensitivity analysis. In particular, the rates of the coupled Continuous Time Markov Chain are obtained as solutions to a goal-oriented optimization problem, depending on the observable of interest, by considering the minimization functional of the corresponding variance. We show that this functional can be used as a diagnostic tool for the design and evaluation of different classes of couplings. Furthermore, the resulting KMC sensitivity algorithm has an easy implementation that is based on the Bortz–Kalos–Lebowitz algorithm's philosophy, where events are divided in classes depending on level sets of the observable of interest. Finally, we demonstrate in several examples including adsorption, desorption, and diffusion Kinetic Monte Carlo that for the same confidence interval and observable, the proposed goal-oriented algorithm can be two orders of magnitude faster than existing coupling algorithms for spatial KMC such as the Common Random Number approach. We also provide a complete implementation of the proposed sensitivity analysis algorithms, including various spatial KMC examples, in a supplementary

Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations.

Science.gov (United States)

Arampatzis, Georgios; Katsoulakis, Markos A

2014-03-28

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo (KMC). Sensitivity analysis for stochastic systems is typically based on approximating continuous derivatives with respect to model parameters by the mean value of samples from a finite difference scheme. Instead of using independent samples the proposed algorithm reduces the variance of the estimator by developing a strongly correlated-"coupled"- stochastic process for both the perturbed and unperturbed stochastic processes, defined in a common state space. The novelty of our construction is that the new coupled process depends on the targeted observables, e.g., coverage, Hamiltonian, spatial correlations, surface roughness, etc., hence we refer to the proposed method as goal-oriented sensitivity analysis. In particular, the rates of the coupled Continuous Time Markov Chain are obtained as solutions to a goal-oriented optimization problem, depending on the observable of interest, by considering the minimization functional of the corresponding variance. We show that this functional can be used as a diagnostic tool for the design and evaluation of different classes of couplings. Furthermore, the resulting KMC sensitivity algorithm has an easy implementation that is based on the Bortz-Kalos-Lebowitz algorithm's philosophy, where events are divided in classes depending on level sets of the observable of interest. Finally, we demonstrate in several examples including adsorption, desorption, and diffusion Kinetic Monte Carlo that for the same confidence interval and observable, the proposed goal-oriented algorithm can be two orders of magnitude faster than existing coupling algorithms for spatial KMC such as the Common Random Number approach. We also provide a complete implementation of the proposed sensitivity analysis algorithms, including various spatial KMC examples, in a supplementary MATLAB

Monte carlo simulation for soot dynamics

KAUST Repository

Zhou, Kun

2012-01-01

A new Monte Carlo method termed Comb-like frame Monte Carlo is developed to simulate the soot dynamics. Detailed stochastic error analysis is provided. Comb-like frame Monte Carlo is coupled with the gas phase solver Chemkin II to simulate soot formation in a 1-D premixed burner stabilized flame. The simulated soot number density, volume fraction, and particle size distribution all agree well with the measurement available in literature. The origin of the bimodal distribution of particle size distribution is revealed with quantitative proof.

Image-Based Multi-Target Tracking through Multi-Bernoulli Filtering with Interactive Likelihoods.

Science.gov (United States)

Hoak, Anthony; Medeiros, Henry; Povinelli, Richard J

2017-03-03

We develop an interactive likelihood (ILH) for sequential Monte Carlo (SMC) methods for image-based multiple target tracking applications. The purpose of the ILH is to improve tracking accuracy by reducing the need for data association. In addition, we integrate a recently developed deep neural network for pedestrian detection along with the ILH with a multi-Bernoulli filter. We evaluate the performance of the multi-Bernoulli filter with the ILH and the pedestrian detector in a number of publicly available datasets (2003 PETS INMOVE, Australian Rules Football League (AFL) and TUD-Stadtmitte) using standard, well-known multi-target tracking metrics (optimal sub-pattern assignment (OSPA) and classification of events, activities and relationships for multi-object trackers (CLEAR MOT)). In all datasets, the ILH term increases the tracking accuracy of the multi-Bernoulli filter.

DarkBit. A GAMBIT module for computing dark matter observables and likelihoods

Energy Technology Data Exchange (ETDEWEB)

Bringmann, Torsten; Dal, Lars A. [University of Oslo, Department of Physics, Oslo (Norway); Conrad, Jan; Edsjoe, Joakim; Farmer, Ben [AlbaNova University Centre, Oskar Klein Centre for Cosmoparticle Physics, Stockholm (Sweden); Stockholm University, Department of Physics, Stockholm (Sweden); Cornell, Jonathan M. [McGill University, Department of Physics, Montreal, QC (Canada); Kahlhoefer, Felix; Wild, Sebastian [DESY, Hamburg (Germany); Kvellestad, Anders; Savage, Christopher [NORDITA, Stockholm (Sweden); Putze, Antje [LAPTh, Universite de Savoie, CNRS, Annecy-le-Vieux (France); Scott, Pat [Blackett Laboratory, Imperial College London, Department of Physics, London (United Kingdom); Weniger, Christoph [University of Amsterdam, GRAPPA, Institute of Physics, Amsterdam (Netherlands); White, Martin [University of Adelaide, Department of Physics, Adelaide, SA (Australia); Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale, Parkville (Australia); Collaboration: The GAMBIT Dark Matter Workgroup

2017-12-15

We introduce DarkBit, an advanced software code for computing dark matter constraints on various extensions to the Standard Model of particle physics, comprising both new native code and interfaces to external packages. This release includes a dedicated signal yield calculator for gamma-ray observations, which significantly extends current tools by implementing a cascade-decay Monte Carlo, as well as a dedicated likelihood calculator for current and future experiments (gamLike). This provides a general solution for studying complex particle physics models that predict dark matter annihilation to a multitude of final states. We also supply a direct detection package that models a large range of direct detection experiments (DDCalc), and that provides the corresponding likelihoods for arbitrary combinations of spin-independent and spin-dependent scattering processes. Finally, we provide custom relic density routines along with interfaces to DarkSUSY, micrOMEGAs, and the neutrino telescope likelihood package nulike. DarkBit is written in the framework of the Global And Modular Beyond the Standard Model Inference Tool (GAMBIT), providing seamless integration into a comprehensive statistical fitting framework that allows users to explore new models with both particle and astrophysics constraints, and a consistent treatment of systematic uncertainties. In this paper we describe its main functionality, provide a guide to getting started quickly, and show illustrative examples for results obtained with DarkBit (both as a stand-alone tool and as a GAMBIT module). This includes a quantitative comparison between two of the main dark matter codes (DarkSUSY and micrOMEGAs), and application of DarkBit's advanced direct and indirect detection routines to a simple effective dark matter model. (orig.)

Stability analysis and time-step limits for a Monte Carlo Compton-scattering method

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Warsa, James S.; Lowrie, Robert B.

2010-01-01

A Monte Carlo method for simulating Compton scattering in high energy density applications has been presented that models the photon-electron collision kinematics exactly [E. Canfield, W.M. Howard, E.P. Liang, Inverse Comptonization by one-dimensional relativistic electrons, Astrophys. J. 323 (1987) 565]. However, implementing this technique typically requires an explicit evaluation of the material temperature, which can lead to unstable and oscillatory solutions. In this paper, we perform a stability analysis of this Monte Carlo method and develop two time-step limits that avoid undesirable behavior. The first time-step limit prevents instabilities, while the second, more restrictive time-step limit avoids both instabilities and nonphysical oscillations. With a set of numerical examples, we demonstrate the efficacy of these time-step limits.

Statistical modelling of survival data with random effects h-likelihood approach

CERN Document Server

Ha, Il Do; Lee, Youngjo

2017-01-01

This book provides a groundbreaking introduction to the likelihood inference for correlated survival data via the hierarchical (or h-) likelihood in order to obtain the (marginal) likelihood and to address the computational difficulties in inferences and extensions. The approach presented in the book overcomes shortcomings in the traditional likelihood-based methods for clustered survival data such as intractable integration. The text includes technical materials such as derivations and proofs in each chapter, as well as recently developed software programs in R (“frailtyHL”), while the real-world data examples together with an R package, “frailtyHL” in CRAN, provide readers with useful hands-on tools. Reviewing new developments since the introduction of the h-likelihood to survival analysis (methods for interval estimation of the individual frailty and for variable selection of the fixed effects in the general class of frailty models) and guiding future directions, the book is of interest to research...

An Activation Likelihood Estimation Meta-Analysis Study of Simple Motor Movements in Older and Young Adults

Science.gov (United States)

Turesky, Ted K.; Turkeltaub, Peter E.; Eden, Guinevere F.

2016-01-01

The functional neuroanatomy of finger movements has been characterized with neuroimaging in young adults. However, less is known about the aging motor system. Several studies have contrasted movement-related activity in older versus young adults, but there is inconsistency among their findings. To address this, we conducted an activation likelihood estimation (ALE) meta-analysis on within-group data from older adults and young adults performing regularly paced right-hand finger movement tasks in response to external stimuli. We hypothesized that older adults would show a greater likelihood of activation in right cortical motor areas (i.e., ipsilateral to the side of movement) compared to young adults. ALE maps were examined for conjunction and between-group differences. Older adults showed overlapping likelihoods of activation with young adults in left primary sensorimotor cortex (SM1), bilateral supplementary motor area, bilateral insula, left thalamus, and right anterior cerebellum. Their ALE map differed from that of the young adults in right SM1 (extending into dorsal premotor cortex), right supramarginal gyrus, medial premotor cortex, and right posterior cerebellum. The finding that older adults uniquely use ipsilateral regions for right-hand finger movements and show age-dependent modulations in regions recruited by both age groups provides a foundation by which to understand age-related motor decline and motor disorders. PMID:27799910

Crop canopy BRDF simulation and analysis using Monte Carlo method

NARCIS (Netherlands)

Huang, J.; Wu, B.; Tian, Y.; Zeng, Y.

2006-01-01

This author designs the random process between photons and crop canopy. A Monte Carlo model has been developed to simulate the Bi-directional Reflectance Distribution Function (BRDF) of crop canopy. Comparing Monte Carlo model to MCRM model, this paper analyzes the variations of different LAD and

PROCOV: maximum likelihood estimation of protein phylogeny under covarion models and site-specific covarion pattern analysis

Directory of Open Access Journals (Sweden)

Wang Huai-Chun

2009-09-01

Full Text Available Abstract Background The covarion hypothesis of molecular evolution holds that selective pressures on a given amino acid or nucleotide site are dependent on the identity of other sites in the molecule that change throughout time, resulting in changes of evolutionary rates of sites along the branches of a phylogenetic tree. At the sequence level, covarion-like evolution at a site manifests as conservation of nucleotide or amino acid states among some homologs where the states are not conserved in other homologs (or groups of homologs. Covarion-like evolution has been shown to relate to changes in functions at sites in different clades, and, if ignored, can adversely affect the accuracy of phylogenetic inference. Results PROCOV (protein covarion analysis is a software tool that implements a number of previously proposed covarion models of protein evolution for phylogenetic inference in a maximum likelihood framework. Several algorithmic and implementation improvements in this tool over previous versions make computationally expensive tree searches with covarion models more efficient and analyses of large phylogenomic data sets tractable. PROCOV can be used to identify covarion sites by comparing the site likelihoods under the covarion process to the corresponding site likelihoods under a rates-across-sites (RAS process. Those sites with the greatest log-likelihood difference between a 'covarion' and an RAS process were found to be of functional or structural significance in a dataset of bacterial and eukaryotic elongation factors. Conclusion Covarion models implemented in PROCOV may be especially useful for phylogenetic estimation when ancient divergences between sequences have occurred and rates of evolution at sites are likely to have changed over the tree. It can also be used to study lineage-specific functional shifts in protein families that result in changes in the patterns of site variability among subtrees.

Implementation and analysis of an adaptive multilevel Monte Carlo algorithm

KAUST Repository

Hoel, Hakon; Von Schwerin, Erik; Szepessy, Anders; Tempone, Raul

2014-01-01

We present an adaptive multilevel Monte Carlo (MLMC) method for weak approximations of solutions to Itô stochastic dierential equations (SDE). The work [11] proposed and analyzed an MLMC method based on a hierarchy of uniform time discretizations and control variates to reduce the computational effort required by a single level Euler-Maruyama Monte Carlo method from O(TOL-3) to O(TOL-2 log(TOL-1)2) for a mean square error of O(TOL2). Later, the work [17] presented an MLMC method using a hierarchy of adaptively re ned, non-uniform time discretizations, and, as such, it may be considered a generalization of the uniform time discretizationMLMC method. This work improves the adaptiveMLMC algorithms presented in [17] and it also provides mathematical analysis of the improved algorithms. In particular, we show that under some assumptions our adaptive MLMC algorithms are asymptotically accurate and essentially have the correct complexity but with improved control of the complexity constant factor in the asymptotic analysis. Numerical tests include one case with singular drift and one with stopped diusion, where the complexity of a uniform single level method is O(TOL-4). For both these cases the results con rm the theory, exhibiting savings in the computational cost for achieving the accuracy O(TOL) from O(TOL-3) for the adaptive single level algorithm to essentially O(TOL-2 log(TOL-1)2) for the adaptive MLMC algorithm. © 2014 by Walter de Gruyter Berlin/Boston 2014.

Reliability analysis of neutron transport simulation using Monte Carlo method

International Nuclear Information System (INIS)

Souza, Bismarck A. de; Borges, Jose C.

1995-01-01

This work presents a statistical and reliability analysis covering data obtained by computer simulation of neutron transport process, using the Monte Carlo method. A general description of the method and its applications is presented. Several simulations, corresponding to slowing down and shielding problems have been accomplished. The influence of the physical dimensions of the materials and of the sample size on the reliability level of results was investigated. The objective was to optimize the sample size, in order to obtain reliable results, optimizing computation time. (author). 5 refs, 8 figs

Monte Carlo analysis of Musashi TRIGA mark II reactor core

International Nuclear Information System (INIS)

Matsumoto, Tetsuo

1999-01-01

The analysis of the TRIGA-II core at the Musashi Institute of Technology Research Reactor (Musashi reactor, 100 kW) was performed by the three-dimensional continuous-energy Monte Carlo code (MCNP4A). Effective multiplication factors (k eff ) for the several fuel-loading patterns including the initial core criticality experiment, the fuel element and control rod reactivity worth as well as the neutron flux measurements were used in the validation process of the physical model and neutron cross section data from the ENDF/B-V evaluation. The calculated k eff overestimated the experimental data by about 1.0%Δk/k for both the initial core and the several fuel-loading arrangements. The calculated reactivity worths of control rod and fuel element agree well the measured ones within the uncertainties. The comparison of neutron flux distribution was consistent with the experimental ones which were measured by activation methods at the sample irradiation tubes. All in all, the agreement between the MCNP predictions and the experimentally determined values is good, which indicated that the Monte Carlo model is enough to simulate the Musashi TRIGA-II reactor core. (author)

Status of software for PGNAA bulk analysis by the Monte Carlo - Library Least-Squares (MCLLS) approach

International Nuclear Information System (INIS)

Gardner, R.P.; Zhang, W.; Metwally, W.A.

2005-01-01

The Center for Engineering Applications of Radioisotopes (CEAR) has been working for about ten years on the Monte Carlo - Library Least-Squares (MCLLS) approach for treating the nonlinear inverse analysis problem for PGNAA bulk analysis. This approach consists essentially of using Monte Carlo simulation to generate the libraries of all the elements to be analyzed plus any other required libraries. These libraries are then used in the linear Library Least-Squares (LLS) approach with unknown sample spectra to analyze for all elements in the sample. The other libraries include all sources of background which includes: (1) gamma-rays emitted by the neutron source, (2) prompt gamma-rays produced in the analyzer construction materials, (3) natural gamma-rays from K-40 and the uranium and thorium decay chains, and (4) prompt and decay gamma-rays produced in the NaI detector by neutron activation. A number of unforeseen problems have arisen in pursuing this approach including: (1) the neutron activation of the most common detector (NaI) used in bulk analysis PGNAA systems, (2) the nonlinearity of this detector, and (3) difficulties in obtaining detector response functions for this (and other) detectors. These problems have been addressed by CEAR recently and have either been solved or are almost solved at the present time. Development of Monte Carlo simulation for all of the libraries has been finished except the prompt gamma-ray library from the activation of the NaI detector. Treatment for the coincidence schemes for Na and particularly I must be first determined to complete the Monte Carlo simulation of this last library. (author)

Estimating Model Probabilities using Thermodynamic Markov Chain Monte Carlo Methods

Science.gov (United States)

Ye, M.; Liu, P.; Beerli, P.; Lu, D.; Hill, M. C.

2014-12-01

Markov chain Monte Carlo (MCMC) methods are widely used to evaluate model probability for quantifying model uncertainty. In a general procedure, MCMC simulations are first conducted for each individual model, and MCMC parameter samples are then used to approximate marginal likelihood of the model by calculating the geometric mean of the joint likelihood of the model and its parameters. It has been found the method of evaluating geometric mean suffers from the numerical problem of low convergence rate. A simple test case shows that even millions of MCMC samples are insufficient to yield accurate estimation of the marginal likelihood. To resolve this problem, a thermodynamic method is used to have multiple MCMC runs with different values of a heating coefficient between zero and one. When the heating coefficient is zero, the MCMC run is equivalent to a random walk MC in the prior parameter space; when the heating coefficient is one, the MCMC run is the conventional one. For a simple case with analytical form of the marginal likelihood, the thermodynamic method yields more accurate estimate than the method of using geometric mean. This is also demonstrated for a case of groundwater modeling with consideration of four alternative models postulated based on different conceptualization of a confining layer. This groundwater example shows that model probabilities estimated using the thermodynamic method are more reasonable than those obtained using the geometric method. The thermodynamic method is general, and can be used for a wide range of environmental problem for model uncertainty quantification.

Maximum likelihood-based analysis of single-molecule photon arrival trajectories

Science.gov (United States)

Hajdziona, Marta; Molski, Andrzej

2011-02-01

In this work we explore the statistical properties of the maximum likelihood-based analysis of one-color photon arrival trajectories. This approach does not involve binning and, therefore, all of the information contained in an observed photon strajectory is used. We study the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion and the Bayesian information criterion (BIC) in selecting the true kinetic model. We focus on the low excitation regime where photon trajectories can be modeled as realizations of Markov modulated Poisson processes. The number of observed photons is the key parameter in determining model selection and parameter estimation. For example, the BIC can select the true three-state model from competing two-, three-, and four-state kinetic models even for relatively short trajectories made up of 2 × 103 photons. When the intensity levels are well-separated and 104 photons are observed, the two-state model parameters can be estimated with about 10% precision and those for a three-state model with about 20% precision.

Maximum likelihood-based analysis of single-molecule photon arrival trajectories.

Science.gov (United States)

Hajdziona, Marta; Molski, Andrzej

2011-02-07

In this work we explore the statistical properties of the maximum likelihood-based analysis of one-color photon arrival trajectories. This approach does not involve binning and, therefore, all of the information contained in an observed photon strajectory is used. We study the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion and the Bayesian information criterion (BIC) in selecting the true kinetic model. We focus on the low excitation regime where photon trajectories can be modeled as realizations of Markov modulated Poisson processes. The number of observed photons is the key parameter in determining model selection and parameter estimation. For example, the BIC can select the true three-state model from competing two-, three-, and four-state kinetic models even for relatively short trajectories made up of 2 × 10(3) photons. When the intensity levels are well-separated and 10(4) photons are observed, the two-state model parameters can be estimated with about 10% precision and those for a three-state model with about 20% precision.

Present status of Monte Carlo seminar for sub-criticality safety analysis in Japan

International Nuclear Information System (INIS)

Sakurai, Kiyoshi

2003-01-01

This paper provides overview of the methods and results of a series of sub-criticality safety analysis seminars for nuclear fuel cycle facility with the Monte Carlo method held in Japan from July 2000 to July 2003. In these seminars, MCNP-4C2 system (MS-DOS version) was installed in note-type personal computers for participants. Fundamental theory of reactor physics and Monte Carlo simulation as well as the contents of the MCNP manual were lectured. Effective neutron multiplication factors and neutron spectra were calculated for some examples such as JCO deposit tank, JNC uranium solution storage tank, JNC plutonium solution storage tank and JAERI TCA core. Management for safety of nuclear fuel cycle facilities was discussed in order to prevent criticality accidents in some of the seminars. (author)

Likelihood inference for a nonstationary fractional autoregressive model

DEFF Research Database (Denmark)

Johansen, Søren; Ørregård Nielsen, Morten

2010-01-01

This paper discusses model-based inference in an autoregressive model for fractional processes which allows the process to be fractional of order d or d-b. Fractional differencing involves infinitely many past values and because we are interested in nonstationary processes we model the data X1......,...,X_{T} given the initial values X_{-n}, n=0,1,..., as is usually done. The initial values are not modeled but assumed to be bounded. This represents a considerable generalization relative to all previous work where it is assumed that initial values are zero. For the statistical analysis we assume...... the conditional Gaussian likelihood and for the probability analysis we also condition on initial values but assume that the errors in the autoregressive model are i.i.d. with suitable moment conditions. We analyze the conditional likelihood and its derivatives as stochastic processes in the parameters, including...

The MC21 Monte Carlo Transport Code

International Nuclear Information System (INIS)

Sutton TM; Donovan TJ; Trumbull TH; Dobreff PS; Caro E; Griesheimer DP; Tyburski LJ; Carpenter DC; Joo H

2007-01-01

MC21 is a new Monte Carlo neutron and photon transport code currently under joint development at the Knolls Atomic Power Laboratory and the Bettis Atomic Power Laboratory. MC21 is the Monte Carlo transport kernel of the broader Common Monte Carlo Design Tool (CMCDT), which is also currently under development. The vision for CMCDT is to provide an automated, computer-aided modeling and post-processing environment integrated with a Monte Carlo solver that is optimized for reactor analysis. CMCDT represents a strategy to push the Monte Carlo method beyond its traditional role as a benchmarking tool or ''tool of last resort'' and into a dominant design role. This paper describes various aspects of the code, including the neutron physics and nuclear data treatments, the geometry representation, and the tally and depletion capabilities

A Monte Carlo approach to combating delayed completion of ...

African Journals Online (AJOL)

The objective of this paper is to unveil the relevance of Monte Carlo critical path analysis in resolving problem of delays in scheduled completion of development projects. Commencing with deterministic network scheduling, Monte Carlo critical path analysis was advanced by assigning probability distributions to task times.

Monte Carlo method in neutron activation analysis

International Nuclear Information System (INIS)

Majerle, M.; Krasa, A.; Svoboda, O.; Wagner, V.; Adam, J.; Peetermans, S.; Slama, O.; Stegajlov, V.I.; Tsupko-Sitnikov, V.M.

2009-01-01

Neutron activation detectors are a useful technique for the neutron flux measurements in spallation experiments. The study of the usefulness and the accuracy of this method at similar experiments was performed with the help of Monte Carlo codes MCNPX and FLUKA

MXLKID: a maximum likelihood parameter identifier

International Nuclear Information System (INIS)

Gavel, D.T.

1980-07-01

MXLKID (MaXimum LiKelihood IDentifier) is a computer program designed to identify unknown parameters in a nonlinear dynamic system. Using noisy measurement data from the system, the maximum likelihood identifier computes a likelihood function (LF). Identification of system parameters is accomplished by maximizing the LF with respect to the parameters. The main body of this report briefly summarizes the maximum likelihood technique and gives instructions and examples for running the MXLKID program. MXLKID is implemented LRLTRAN on the CDC7600 computer at LLNL. A detailed mathematical description of the algorithm is given in the appendices. 24 figures, 6 tables

Attitude towards, and likelihood of, complaining in the banking ...

African Journals Online (AJOL)

aims to determine customers' attitudes towards complaining as well as their likelihood of voicing a .... is particularly powerful and impacts greatly on customer satisfaction and retention. ...... 'Cross-national analysis of hotel customers' attitudes ...

Image-Based Multi-Target Tracking through Multi-Bernoulli Filtering with Interactive Likelihoods

Directory of Open Access Journals (Sweden)

Anthony Hoak

2017-03-01

Full Text Available We develop an interactive likelihood (ILH for sequential Monte Carlo (SMC methods for image-based multiple target tracking applications. The purpose of the ILH is to improve tracking accuracy by reducing the need for data association. In addition, we integrate a recently developed deep neural network for pedestrian detection along with the ILH with a multi-Bernoulli filter. We evaluate the performance of the multi-Bernoulli filter with the ILH and the pedestrian detector in a number of publicly available datasets (2003 PETS INMOVE, Australian Rules Football League (AFL and TUD-Stadtmitte using standard, well-known multi-target tracking metrics (optimal sub-pattern assignment (OSPA and classification of events, activities and relationships for multi-object trackers (CLEAR MOT. In all datasets, the ILH term increases the tracking accuracy of the multi-Bernoulli filter.

A real-time, dynamic early-warning model based on uncertainty analysis and risk assessment for sudden water pollution accidents.

Science.gov (United States)

Hou, Dibo; Ge, Xiaofan; Huang, Pingjie; Zhang, Guangxin; Loáiciga, Hugo

2014-01-01

A real-time, dynamic, early-warning model (EP-risk model) is proposed to cope with sudden water quality pollution accidents affecting downstream areas with raw-water intakes (denoted as EPs). The EP-risk model outputs the risk level of water pollution at the EP by calculating the likelihood of pollution and evaluating the impact of pollution. A generalized form of the EP-risk model for river pollution accidents based on Monte Carlo simulation, the analytic hierarchy process (AHP) method, and the risk matrix method is proposed. The likelihood of water pollution at the EP is calculated by the Monte Carlo method, which is used for uncertainty analysis of pollutants' transport in rivers. The impact of water pollution at the EP is evaluated by expert knowledge and the results of Monte Carlo simulation based on the analytic hierarchy process. The final risk level of water pollution at the EP is determined by the risk matrix method. A case study of the proposed method is illustrated with a phenol spill accident in China.

Likelihood devices in spatial statistics

NARCIS (Netherlands)

Zwet, E.W. van

1999-01-01

One of the main themes of this thesis is the application to spatial data of modern semi- and nonparametric methods. Another, closely related theme is maximum likelihood estimation from spatial data. Maximum likelihood estimation is not common practice in spatial statistics. The method of moments

Analysis of communication costs for domain decomposed Monte Carlo methods in nuclear reactor analysis

International Nuclear Information System (INIS)

Siegel, A.; Smith, K.; Fischer, P.; Mahadevan, V.

2012-01-01

A domain decomposed Monte Carlo communication kernel is used to carry out performance tests to establish the feasibility of using Monte Carlo techniques for practical Light Water Reactor (LWR) core analyses. The results of the prototype code are interpreted in the context of simplified performance models which elucidate key scaling regimes of the parallel algorithm.

Massive optimal data compression and density estimation for scalable, likelihood-free inference in cosmology

Science.gov (United States)

Alsing, Justin; Wandelt, Benjamin; Feeney, Stephen

2018-03-01

Many statistical models in cosmology can be simulated forwards but have intractable likelihood functions. Likelihood-free inference methods allow us to perform Bayesian inference from these models using only forward simulations, free from any likelihood assumptions or approximations. Likelihood-free inference generically involves simulating mock data and comparing to the observed data; this comparison in data-space suffers from the curse of dimensionality and requires compression of the data to a small number of summary statistics to be tractable. In this paper we use massive asymptotically-optimal data compression to reduce the dimensionality of the data-space to just one number per parameter, providing a natural and optimal framework for summary statistic choice for likelihood-free inference. Secondly, we present the first cosmological application of Density Estimation Likelihood-Free Inference (DELFI), which learns a parameterized model for joint distribution of data and parameters, yielding both the parameter posterior and the model evidence. This approach is conceptually simple, requires less tuning than traditional Approximate Bayesian Computation approaches to likelihood-free inference and can give high-fidelity posteriors from orders of magnitude fewer forward simulations. As an additional bonus, it enables parameter inference and Bayesian model comparison simultaneously. We demonstrate Density Estimation Likelihood-Free Inference with massive data compression on an analysis of the joint light-curve analysis supernova data, as a simple validation case study. We show that high-fidelity posterior inference is possible for full-scale cosmological data analyses with as few as ˜104 simulations, with substantial scope for further improvement, demonstrating the scalability of likelihood-free inference to large and complex cosmological datasets.

Monte Carlo simulation for slip rate sensitivity analysis in Cimandiri fault area

Energy Technology Data Exchange (ETDEWEB)

Pratama, Cecep, E-mail: great.pratama@gmail.com [Graduate Program of Earth Science, Faculty of Earth Science and Technology, ITB, JalanGanesa no. 10, Bandung 40132 (Indonesia); Meilano, Irwan [Geodesy Research Division, Faculty of Earth Science and Technology, ITB, JalanGanesa no. 10, Bandung 40132 (Indonesia); Nugraha, Andri Dian [Global Geophysical Group, Faculty of Mining and Petroleum Engineering, ITB, JalanGanesa no. 10, Bandung 40132 (Indonesia)

2015-04-24

Slip rate is used to estimate earthquake recurrence relationship which is the most influence for hazard level. We examine slip rate contribution of Peak Ground Acceleration (PGA), in probabilistic seismic hazard maps (10% probability of exceedance in 50 years or 500 years return period). Hazard curve of PGA have been investigated for Sukabumi using a PSHA (Probabilistic Seismic Hazard Analysis). We observe that the most influence in the hazard estimate is crustal fault. Monte Carlo approach has been developed to assess the sensitivity. Then, Monte Carlo simulations properties have been assessed. Uncertainty and coefficient of variation from slip rate for Cimandiri Fault area has been calculated. We observe that seismic hazard estimates is sensitive to fault slip rate with seismic hazard uncertainty result about 0.25 g. For specific site, we found seismic hazard estimate for Sukabumi is between 0.4904 – 0.8465 g with uncertainty between 0.0847 – 0.2389 g and COV between 17.7% – 29.8%.

Approximation of the Monte Carlo Sampling Method for Reliability Analysis of Structures

Directory of Open Access Journals (Sweden)

Mahdi Shadab Far

2016-01-01

Full Text Available Structural load types, on the one hand, and structural capacity to withstand these loads, on the other hand, are of a probabilistic nature as they cannot be calculated and presented in a fully deterministic way. As such, the past few decades have witnessed the development of numerous probabilistic approaches towards the analysis and design of structures. Among the conventional methods used to assess structural reliability, the Monte Carlo sampling method has proved to be very convenient and efficient. However, it does suffer from certain disadvantages, the biggest one being the requirement of a very large number of samples to handle small probabilities, leading to a high computational cost. In this paper, a simple algorithm was proposed to estimate low failure probabilities using a small number of samples in conjunction with the Monte Carlo method. This revised approach was then presented in a step-by-step flowchart, for the purpose of easy programming and implementation.

Study of the applicability of Markov chain Monte Carlo methods to the statistical separation of electron sources via the impact parameter for ALICE

Energy Technology Data Exchange (ETDEWEB)

Wittner, Manuel [Physikalisches Institut, Universitaet Heidelberg, Heidelberg (Germany); Collaboration: ALICE-Collaboration

2015-07-01

One particularly interesting measurement detected by the ALICE set-up at the LHC are electrons from charm and beauty hadron decays. Heavy quarks originate from initial hard scattering processes and thus experience the whole history of a heavy ion collision. Therefore, they are valuable probes to study the mechanisms of energy loss and hadronization in the hot and dense state of matter, that is expected to be formed in a heavy-ion collision at LHC. One important task is the distinction of the different electron sources, for which a method was developed. Hereby, the impact parameter distribution of the measurement data is compared with impact parameter distributions for the individual sources, which are created through Monte Carlo simulations. Afterwards, a maximum likelihood fit is applied. However, creating a posterior distribution of the likelihood according to Bayes' theorem and sampling it with Markov Chain Monte Carlo algorithms provides several advantages, e.g. a mathematically correct estimation of the uncertainties or the usage of prior knowledge. Hence for the first time in this particular problem, a Markov Chain Monte Carlo algorithm, namely the Metropolis algorithm, was implemented and investigated for its applicability in heavy flavor physics. First studies indicate its great usefulness in this field of physics.

Parameter estimation in astronomy through application of the likelihood ratio. [satellite data analysis techniques

Science.gov (United States)

Cash, W.

1979-01-01

Many problems in the experimental estimation of parameters for models can be solved through use of the likelihood ratio test. Applications of the likelihood ratio, with particular attention to photon counting experiments, are discussed. The procedures presented solve a greater range of problems than those currently in use, yet are no more difficult to apply. The procedures are proved analytically, and examples from current problems in astronomy are discussed.

Simulation of quantum systems by the tomography Monte Carlo method

International Nuclear Information System (INIS)

Bogdanov, Yu I

2007-01-01

A new method of statistical simulation of quantum systems is presented which is based on the generation of data by the Monte Carlo method and their purposeful tomography with the energy minimisation. The numerical solution of the problem is based on the optimisation of the target functional providing a compromise between the maximisation of the statistical likelihood function and the energy minimisation. The method does not involve complicated and ill-posed multidimensional computational procedures and can be used to calculate the wave functions and energies of the ground and excited stationary sates of complex quantum systems. The applications of the method are illustrated. (fifth seminar in memory of d.n. klyshko)

The fine-tuning cost of the likelihood in SUSY models

International Nuclear Information System (INIS)

Ghilencea, D.M.; Ross, G.G.

2013-01-01

In SUSY models, the fine-tuning of the electroweak (EW) scale with respect to their parameters γ i ={m 0 ,m 1/2 ,μ 0 ,A 0 ,B 0 ,…} and the maximal likelihood L to fit the experimental data are usually regarded as two different problems. We show that, if one regards the EW minimum conditions as constraints that fix the EW scale, this commonly held view is not correct and that the likelihood contains all the information about fine-tuning. In this case we show that the corrected likelihood is equal to the ratio L/Δ of the usual likelihood L and the traditional fine-tuning measure Δ of the EW scale. A similar result is obtained for the integrated likelihood over the set {γ i }, that can be written as a surface integral of the ratio L/Δ, with the surface in γ i space determined by the EW minimum constraints. As a result, a large likelihood actually demands a large ratio L/Δ or equivalently, a small χ new 2 =χ old 2 +2lnΔ. This shows the fine-tuning cost to the likelihood (χ new 2 ) of the EW scale stability enforced by SUSY, that is ignored in data fits. A good χ new 2 /d.o.f.≈1 thus demands SUSY models have a fine-tuning amount Δ≪exp(d.o.f./2), which provides a model-independent criterion for acceptable fine-tuning. If this criterion is not met, one can thus rule out SUSY models without a further χ 2 /d.o.f. analysis. Numerical methods to fit the data can easily be adapted to account for this effect.

A Newton-based Jacobian-free approach for neutronic-Monte Carlo/thermal-hydraulic static coupled analysis

International Nuclear Information System (INIS)

Mylonakis, Antonios G.; Varvayanni, M.; Catsaros, N.

2017-01-01

Highlights: •A Newton-based Jacobian-free Monte Carlo/thermal-hydraulic coupling approach is introduced. •OpenMC is coupled with COBRA-EN with a Newton-based approach. •The introduced coupling approach is tested in numerical experiments. •The performance of the new approach is compared with the traditional “serial” coupling approach. -- Abstract: In the field of nuclear reactor analysis, multi-physics calculations that account for the bonded nature of the neutronic and thermal-hydraulic phenomena are of major importance for both reactor safety and design. So far in the context of Monte-Carlo neutronic analysis a kind of “serial” algorithm has been mainly used for coupling with thermal-hydraulics. The main motivation of this work is the interest for an algorithm that could maintain the distinct treatment of the involved fields within a tight coupling context that could be translated into higher convergence rates and more stable behaviour. This work investigates the possibility of replacing the usually used “serial” iteration with an approximate Newton algorithm. The selected algorithm, called Approximate Block Newton, is actually a version of the Jacobian-free Newton Krylov method suitably modified for coupling mono-disciplinary solvers. Within this Newton scheme the linearised system is solved with a Krylov solver in order to avoid the creation of the Jacobian matrix. A coupling algorithm between Monte-Carlo neutronics and thermal-hydraulics based on the above-mentioned methodology is developed and its performance is analysed. More specifically, OpenMC, a Monte-Carlo neutronics code and COBRA-EN, a thermal-hydraulics code for sub-channel and core analysis, are merged in a coupling scheme using the Approximate Block Newton method aiming to examine the performance of this scheme and compare with that of the “traditional” serial iterative scheme. First results show a clear improvement of the convergence especially in problems where significant

Canonical Least-Squares Monte Carlo Valuation of American Options: Convergence and Empirical Pricing Analysis

Directory of Open Access Journals (Sweden)

Xisheng Yu

2014-01-01

Full Text Available The paper by Liu (2010 introduces a method termed the canonical least-squares Monte Carlo (CLM which combines a martingale-constrained entropy model and a least-squares Monte Carlo algorithm to price American options. In this paper, we first provide the convergence results of CLM and numerically examine the convergence properties. Then, the comparative analysis is empirically conducted using a large sample of the S&P 100 Index (OEX puts and IBM puts. The results on the convergence show that choosing the shifted Legendre polynomials with four regressors is more appropriate considering the pricing accuracy and the computational cost. With this choice, CLM method is empirically demonstrated to be superior to the benchmark methods of binominal tree and finite difference with historical volatilities.

Uncertainty Propagation in Monte Carlo Depletion Analysis

International Nuclear Information System (INIS)

Shim, Hyung Jin; Kim, Yeong-il; Park, Ho Jin; Joo, Han Gyu; Kim, Chang Hyo

2008-01-01

A new formulation aimed at quantifying uncertainties of Monte Carlo (MC) tallies such as k eff and the microscopic reaction rates of nuclides and nuclide number densities in MC depletion analysis and examining their propagation behaviour as a function of depletion time step (DTS) is presented. It is shown that the variance of a given MC tally used as a measure of its uncertainty in this formulation arises from four sources; the statistical uncertainty of the MC tally, uncertainties of microscopic cross sections and nuclide number densities, and the cross correlations between them and the contribution of the latter three sources can be determined by computing the correlation coefficients between the uncertain variables. It is also shown that the variance of any given nuclide number density at the end of each DTS stems from uncertainties of the nuclide number densities (NND) and microscopic reaction rates (MRR) of nuclides at the beginning of each DTS and they are determined by computing correlation coefficients between these two uncertain variables. To test the viability of the formulation, we conducted MC depletion analysis for two sample depletion problems involving a simplified 7x7 fuel assembly (FA) and a 17x17 PWR FA, determined number densities of uranium and plutonium isotopes and their variances as well as k ∞ and its variance as a function of DTS, and demonstrated the applicability of the new formulation for uncertainty propagation analysis that need be followed in MC depletion computations. (authors)

Biomechanical analysis of effects of neuromusculoskeletal training for older adults on the likelihood of slip-induced falls.

OpenAIRE

Kim, Sukwon

2006-01-01

Overview of the Study Title Biomechanical Analysis for Effects of Neuromusculoskeletal Training for Older Adults on Outcomes of Slip-induced Falls. Research Objectives The objective of this study was to evaluate if neuromusculoskeletal training (i.e., weight and balance training) for older adults could reduce the likelihood of slip-induced fall accidents. The study focused on evaluating biomechanics among the elderly at pre- and post-training stages during processes associated w...

Modeling gene expression measurement error: a quasi-likelihood approach

Directory of Open Access Journals (Sweden)

Strimmer Korbinian

2003-03-01

Full Text Available Abstract Background Using suitable error models for gene expression measurements is essential in the statistical analysis of microarray data. However, the true probabilistic model underlying gene expression intensity readings is generally not known. Instead, in currently used approaches some simple parametric model is assumed (usually a transformed normal distribution or the empirical distribution is estimated. However, both these strategies may not be optimal for gene expression data, as the non-parametric approach ignores known structural information whereas the fully parametric models run the risk of misspecification. A further related problem is the choice of a suitable scale for the model (e.g. observed vs. log-scale. Results Here a simple semi-parametric model for gene expression measurement error is presented. In this approach inference is based an approximate likelihood function (the extended quasi-likelihood. Only partial knowledge about the unknown true distribution is required to construct this function. In case of gene expression this information is available in the form of the postulated (e.g. quadratic variance structure of the data. As the quasi-likelihood behaves (almost like a proper likelihood, it allows for the estimation of calibration and variance parameters, and it is also straightforward to obtain corresponding approximate confidence intervals. Unlike most other frameworks, it also allows analysis on any preferred scale, i.e. both on the original linear scale as well as on a transformed scale. It can also be employed in regression approaches to model systematic (e.g. array or dye effects. Conclusions The quasi-likelihood framework provides a simple and versatile approach to analyze gene expression data that does not make any strong distributional assumptions about the underlying error model. For several simulated as well as real data sets it provides a better fit to the data than competing models. In an example it also

Monte Carlo uncertainty analysis of dose estimates in radiochromic film dosimetry with single-channel and multichannel algorithms.

Science.gov (United States)

Vera-Sánchez, Juan Antonio; Ruiz-Morales, Carmen; González-López, Antonio

2018-03-01

To provide a multi-stage model to calculate uncertainty in radiochromic film dosimetry with Monte-Carlo techniques. This new approach is applied to single-channel and multichannel algorithms. Two lots of Gafchromic EBT3 are exposed in two different Varian linacs. They are read with an EPSON V800 flatbed scanner. The Monte-Carlo techniques in uncertainty analysis provide a numerical representation of the probability density functions of the output magnitudes. From this numerical representation, traditional parameters of uncertainty analysis as the standard deviations and bias are calculated. Moreover, these numerical representations are used to investigate the shape of the probability density functions of the output magnitudes. Also, another calibration film is read in four EPSON scanners (two V800 and two 10000XL) and the uncertainty analysis is carried out with the four images. The dose estimates of single-channel and multichannel algorithms show a Gaussian behavior and low bias. The multichannel algorithms lead to less uncertainty in the final dose estimates when the EPSON V800 is employed as reading device. In the case of the EPSON 10000XL, the single-channel algorithms provide less uncertainty in the dose estimates for doses higher than four Gy. A multi-stage model has been presented. With the aid of this model and the use of the Monte-Carlo techniques, the uncertainty of dose estimates for single-channel and multichannel algorithms are estimated. The application of the model together with Monte-Carlo techniques leads to a complete characterization of the uncertainties in radiochromic film dosimetry. Copyright © 2018 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Comparison of least-squares vs. maximum likelihood estimation for standard spectrum technique of β−γ coincidence spectrum analysis

International Nuclear Information System (INIS)

Lowrey, Justin D.; Biegalski, Steven R.F.

2012-01-01

The spectrum deconvolution analysis tool (SDAT) software code was written and tested at The University of Texas at Austin utilizing the standard spectrum technique to determine activity levels of Xe-131m, Xe-133m, Xe-133, and Xe-135 in β–γ coincidence spectra. SDAT was originally written to utilize the method of least-squares to calculate the activity of each radionuclide component in the spectrum. Recently, maximum likelihood estimation was also incorporated into the SDAT tool. This is a robust statistical technique to determine the parameters that maximize the Poisson distribution likelihood function of the sample data. In this case it is used to parameterize the activity level of each of the radioxenon components in the spectra. A new test dataset was constructed utilizing Xe-131m placed on a Xe-133 background to compare the robustness of the least-squares and maximum likelihood estimation methods for low counting statistics data. The Xe-131m spectra were collected independently from the Xe-133 spectra and added to generate the spectra in the test dataset. The true independent counts of Xe-131m and Xe-133 are known, as they were calculated before the spectra were added together. Spectra with both high and low counting statistics are analyzed. Studies are also performed by analyzing only the 30 keV X-ray region of the β–γ coincidence spectra. Results show that maximum likelihood estimation slightly outperforms least-squares for low counting statistics data.

Maximum likelihood versus likelihood-free quantum system identification in the atom maser

International Nuclear Information System (INIS)

Catana, Catalin; Kypraios, Theodore; Guţă, Mădălin

2014-01-01

We consider the problem of estimating a dynamical parameter of a Markovian quantum open system (the atom maser), by performing continuous time measurements in the system's output (outgoing atoms). Two estimation methods are investigated and compared. Firstly, the maximum likelihood estimator (MLE) takes into account the full measurement data and is asymptotically optimal in terms of its mean square error. Secondly, the ‘likelihood-free’ method of approximate Bayesian computation (ABC) produces an approximation of the posterior distribution for a given set of summary statistics, by sampling trajectories at different parameter values and comparing them with the measurement data via chosen statistics. Building on previous results which showed that atom counts are poor statistics for certain values of the Rabi angle, we apply MLE to the full measurement data and estimate its Fisher information. We then select several correlation statistics such as waiting times, distribution of successive identical detections, and use them as input of the ABC algorithm. The resulting posterior distribution follows closely the data likelihood, showing that the selected statistics capture ‘most’ statistical information about the Rabi angle. (paper)

MC21 Monte Carlo analysis of the Hoogenboom-Martin full-core PWR benchmark problem - 301

International Nuclear Information System (INIS)

Kelly, D.J.; Sutton, Th.M.; Trumbull, T.H.; Dobreff, P.S.

2010-01-01

At the 2009 American Nuclear Society Mathematics and Computation conference, Hoogenboom and Martin proposed a full-core PWR model to monitor the improvement of Monte Carlo codes to compute detailed power density distributions. This paper describes the application of the MC21 Monte Carlo code to the analysis of this benchmark model. With the MC21 code, we obtained detailed power distributions over the entire core. The model consisted of 214 assemblies, each made up of a 17x17 array of pins. Each pin was subdivided into 100 axial nodes, thus resulting in over seven million tally regions. Various cases were run to assess the statistical convergence of the model. This included runs of 10 billion and 40 billion neutron histories, as well as ten independent runs of 4 billion neutron histories each. The 40 billion neutron-history calculation resulted in 43% of all regions having a 95% confidence level of 2% or less implying a relative standard deviation of 1%. Furthermore, 99.7% of regions having a relative power density of 1.0 or greater have a similar confidence level. We present timing results that assess the MC21 performance relative to the number of tallies requested. Source convergence was monitored by analyzing plots of the Shannon entropy and eigenvalue versus active cycle. We also obtained an estimate of the dominance ratio. Additionally, we performed an analysis of the error in an attempt to ascertain the validity of the confidence intervals predicted by MC21. Finally, we look forward to the prospect of full core 3-D Monte Carlo depletion by scoping out the required problem size. This study provides an initial data point for the Hoogenboom-Martin benchmark model using a state-of-the-art Monte Carlo code. (authors)

Obtaining reliable Likelihood Ratio tests from simulated likelihood functions

DEFF Research Database (Denmark)

Andersen, Laura Mørch

It is standard practice by researchers and the default option in many statistical programs to base test statistics for mixed models on simulations using asymmetric draws (e.g. Halton draws). This paper shows that when the estimated likelihood functions depend on standard deviations of mixed param...

Factors Associated with Young Adults’ Pregnancy Likelihood

Science.gov (United States)

Kitsantas, Panagiota; Lindley, Lisa L.; Wu, Huichuan

2014-01-01

OBJECTIVES While progress has been made to reduce adolescent pregnancies in the United States, rates of unplanned pregnancy among young adults (18–29 years) remain high. In this study, we assessed factors associated with perceived likelihood of pregnancy (likelihood of getting pregnant/getting partner pregnant in the next year) among sexually experienced young adults who were not trying to get pregnant and had ever used contraceptives. METHODS We conducted a secondary analysis of 660 young adults, 18–29 years old in the United States, from the cross-sectional National Survey of Reproductive and Contraceptive Knowledge. Logistic regression and classification tree analyses were conducted to generate profiles of young adults most likely to report anticipating a pregnancy in the next year. RESULTS Nearly one-third (32%) of young adults indicated they believed they had at least some likelihood of becoming pregnant in the next year. Young adults who believed that avoiding pregnancy was not very important were most likely to report pregnancy likelihood (odds ratio [OR], 5.21; 95% CI, 2.80–9.69), as were young adults for whom avoiding a pregnancy was important but not satisfied with their current contraceptive method (OR, 3.93; 95% CI, 1.67–9.24), attended religious services frequently (OR, 3.0; 95% CI, 1.52–5.94), were uninsured (OR, 2.63; 95% CI, 1.31–5.26), and were likely to have unprotected sex in the next three months (OR, 1.77; 95% CI, 1.04–3.01). DISCUSSION These results may help guide future research and the development of pregnancy prevention interventions targeting sexually experienced young adults. PMID:25782849

An Overview of the Monte Carlo Application ToolKit (MCATK)

Energy Technology Data Exchange (ETDEWEB)

Trahan, Travis John [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2016-01-07

MCATK is a C++ component-based Monte Carlo neutron-gamma transport software library designed to build specialized applications and designed to provide new functionality in existing general-purpose Monte Carlo codes like MCNP; it was developed with Agile software engineering methodologies under the motivation to reduce costs. The characteristics of MCATK can be summarized as follows: MCATK physics – continuous energy neutron-gamma transport with multi-temperature treatment, static eigenvalue (k and α) algorithms, time-dependent algorithm, fission chain algorithms; MCATK geometry – mesh geometries, solid body geometries. MCATK provides verified, unit-tested Monte Carlo components, flexibility in Monte Carlo applications development, and numerous tools such as geometry and cross section plotters. Recent work has involved deterministic and Monte Carlo analysis of stochastic systems. Static and dynamic analysis is discussed, and the results of a dynamic test problem are given.

A Monte Carlo evaluation of analytical multiple scattering corrections for unpolarised neutron scattering and polarisation analysis data

International Nuclear Information System (INIS)

Mayers, J.; Cywinski, R.

1985-03-01

Some of the approximations commonly used for the analytical estimation of multiple scattering corrections to thermal neutron elastic scattering data from cylindrical and plane slab samples have been tested using a Monte Carlo program. It is shown that the approximations are accurate for a wide range of sample geometries and scattering cross-sections. Neutron polarisation analysis provides the most stringent test of multiple scattering calculations as multiply scattered neutrons may be redistributed not only geometrically but also between the spin flip and non spin flip scattering channels. A very simple analytical technique for correcting for multiple scattering in neutron polarisation analysis has been tested using the Monte Carlo program and has been shown to work remarkably well in most circumstances. (author)

Maximum likelihood fitting of FROC curves under an initial-detection-and-candidate-analysis model

International Nuclear Information System (INIS)

Edwards, Darrin C.; Kupinski, Matthew A.; Metz, Charles E.; Nishikawa, Robert M.

2002-01-01

We have developed a model for FROC curve fitting that relates the observer's FROC performance not to the ROC performance that would be obtained if the observer's responses were scored on a per image basis, but rather to a hypothesized ROC performance that the observer would obtain in the task of classifying a set of 'candidate detections' as positive or negative. We adopt the assumptions of the Bunch FROC model, namely that the observer's detections are all mutually independent, as well as assumptions qualitatively similar to, but different in nature from, those made by Chakraborty in his AFROC scoring methodology. Under the assumptions of our model, we show that the observer's FROC performance is a linearly scaled version of the candidate analysis ROC curve, where the scaling factors are just given by the FROC operating point coordinates for detecting initial candidates. Further, we show that the likelihood function of the model parameters given observational data takes on a simple form, and we develop a maximum likelihood method for fitting a FROC curve to this data. FROC and AFROC curves are produced for computer vision observer datasets and compared with the results of the AFROC scoring method. Although developed primarily with computer vision schemes in mind, we hope that the methodology presented here will prove worthy of further study in other applications as well

A Multivariate Time Series Method for Monte Carlo Reactor Analysis

International Nuclear Information System (INIS)

Taro Ueki

2008-01-01

A robust multivariate time series method has been established for the Monte Carlo calculation of neutron multiplication problems. The method is termed Coarse Mesh Projection Method (CMPM) and can be implemented using the coarse statistical bins for acquisition of nuclear fission source data. A novel aspect of CMPM is the combination of the general technical principle of projection pursuit in the signal processing discipline and the neutron multiplication eigenvalue problem in the nuclear engineering discipline. CMPM enables reactor physicists to accurately evaluate major eigenvalue separations of nuclear reactors with continuous energy Monte Carlo calculation. CMPM was incorporated in the MCNP Monte Carlo particle transport code of Los Alamos National Laboratory. The great advantage of CMPM over the traditional Fission Matrix method is demonstrated for the three space-dimensional modeling of the initial core of a pressurized water reactor

On Monte Carlo Simulation and Analysis of Electricity Markets

International Nuclear Information System (INIS)

Amelin, Mikael

2004-07-01

This dissertation is about how Monte Carlo simulation can be used to analyse electricity markets. There are a wide range of applications for simulation; for example, players in the electricity market can use simulation to decide whether or not an investment can be expected to be profitable, and authorities can by means of simulation find out which consequences a certain market design can be expected to have on electricity prices, environmental impact, etc. In the first part of the dissertation, the focus is which electricity market models are suitable for Monte Carlo simulation. The starting point is a definition of an ideal electricity market. Such an electricity market is partly practical from a mathematical point of view (it is simple to formulate and does not require too complex calculations) and partly it is a representation of the best possible resource utilisation. The definition of the ideal electricity market is followed by analysis how the reality differs from the ideal model, what consequences the differences have on the rules of the electricity market and the strategies of the players, as well as how non-ideal properties can be included in a mathematical model. Particularly, questions about environmental impact, forecast uncertainty and grid costs are studied. The second part of the dissertation treats the Monte Carlo technique itself. To reduce the number of samples necessary to obtain accurate results, variance reduction techniques can be used. Here, six different variance reduction techniques are studied and possible applications are pointed out. The conclusions of these studies are turned into a method for efficient simulation of basic electricity markets. The method is applied to some test systems and the results show that the chosen variance reduction techniques can produce equal or better results using 99% fewer samples compared to when the same system is simulated without any variance reduction technique. More complex electricity market models

Climate reconstruction analysis using coexistence likelihood estimation (CRACLE): a method for the estimation of climate using vegetation.

Science.gov (United States)

Harbert, Robert S; Nixon, Kevin C

2015-08-01

• Plant distributions have long been understood to be correlated with the environmental conditions to which species are adapted. Climate is one of the major components driving species distributions. Therefore, it is expected that the plants coexisting in a community are reflective of the local environment, particularly climate.• Presented here is a method for the estimation of climate from local plant species coexistence data. The method, Climate Reconstruction Analysis using Coexistence Likelihood Estimation (CRACLE), is a likelihood-based method that employs specimen collection data at a global scale for the inference of species climate tolerance. CRACLE calculates the maximum joint likelihood of coexistence given individual species climate tolerance characterization to estimate the expected climate.• Plant distribution data for more than 4000 species were used to show that this method accurately infers expected climate profiles for 165 sites with diverse climatic conditions. Estimates differ from the WorldClim global climate model by less than 1.5°C on average for mean annual temperature and less than ∼250 mm for mean annual precipitation. This is a significant improvement upon other plant-based climate-proxy methods.• CRACLE validates long hypothesized interactions between climate and local associations of plant species. Furthermore, CRACLE successfully estimates climate that is consistent with the widely used WorldClim model and therefore may be applied to the quantitative estimation of paleoclimate in future studies. © 2015 Botanical Society of America, Inc.

The Cherenkov Telescope Array production system for Monte Carlo simulations and analysis

Science.gov (United States)

Arrabito, L.; Bernloehr, K.; Bregeon, J.; Cumani, P.; Hassan, T.; Haupt, A.; Maier, G.; Moralejo, A.; Neyroud, N.; pre="for the"> CTA Consortium, DIRAC Consortium,

2017-10-01

The Cherenkov Telescope Array (CTA), an array of many tens of Imaging Atmospheric Cherenkov Telescopes deployed on an unprecedented scale, is the next-generation instrument in the field of very high energy gamma-ray astronomy. An average data stream of about 0.9 GB/s for about 1300 hours of observation per year is expected, therefore resulting in 4 PB of raw data per year and a total of 27 PB/year, including archive and data processing. The start of CTA operation is foreseen in 2018 and it will last about 30 years. The installation of the first telescopes in the two selected locations (Paranal, Chile and La Palma, Spain) will start in 2017. In order to select the best site candidate to host CTA telescopes (in the Northern and in the Southern hemispheres), massive Monte Carlo simulations have been performed since 2012. Once the two sites have been selected, we have started new Monte Carlo simulations to determine the optimal array layout with respect to the obtained sensitivity. Taking into account that CTA may be finally composed of 7 different telescope types coming in 3 different sizes, many different combinations of telescope position and multiplicity as a function of the telescope type have been proposed. This last Monte Carlo campaign represented a huge computational effort, since several hundreds of telescope positions have been simulated, while for future instrument response function simulations, only the operating telescopes will be considered. In particular, during the last 18 months, about 2 PB of Monte Carlo data have been produced and processed with different analysis chains, with a corresponding overall CPU consumption of about 125 M HS06 hours. In these proceedings, we describe the employed computing model, based on the use of grid resources, as well as the production system setup, which relies on the DIRAC interware. Finally, we present the envisaged evolutions of the CTA production system for the off-line data processing during CTA operations and

A bottom collider vertex detector design, Monte-Carlo simulation and analysis package

International Nuclear Information System (INIS)

Lebrun, P.

1990-01-01

A detailed simulation of the BCD vertex detector is underway. Specifications and global design issues are briefly reviewed. The BCD design based on double sided strip detector is described in more detail. The GEANT3-based Monte-Carlo program and the analysis package used to estimate detector performance are discussed in detail. The current status of the expected resolution and signal to noise ratio for the ''golden'' CP violating mode B d → π + π - is presented. These calculations have been done at FNAL energy (√s = 2.0 TeV). Emphasis is placed on design issues, analysis techniques and related software rather than physics potentials. 20 refs., 46 figs

Quantifying uncertainty, variability and likelihood for ordinary differential equation models

LENUS (Irish Health Repository)

Weisse, Andrea Y

2010-10-28

Abstract Background In many applications, ordinary differential equation (ODE) models are subject to uncertainty or variability in initial conditions and parameters. Both, uncertainty and variability can be quantified in terms of a probability density function on the state and parameter space. Results The partial differential equation that describes the evolution of this probability density function has a form that is particularly amenable to application of the well-known method of characteristics. The value of the density at some point in time is directly accessible by the solution of the original ODE extended by a single extra dimension (for the value of the density). This leads to simple methods for studying uncertainty, variability and likelihood, with significant advantages over more traditional Monte Carlo and related approaches especially when studying regions with low probability. Conclusions While such approaches based on the method of characteristics are common practice in other disciplines, their advantages for the study of biological systems have so far remained unrecognized. Several examples illustrate performance and accuracy of the approach and its limitations.

An Application of Monte-Carlo-Based Sensitivity Analysis on the Overlap in Discriminant Analysis

Directory of Open Access Journals (Sweden)

S. Razmyan

2012-01-01

Full Text Available Discriminant analysis (DA is used for the measurement of estimates of a discriminant function by minimizing their group misclassifications to predict group membership of newly sampled data. A major source of misclassification in DA is due to the overlapping of groups. The uncertainty in the input variables and model parameters needs to be properly characterized in decision making. This study combines DEA-DA with a sensitivity analysis approach to an assessment of the influence of banks’ variables on the overall variance in overlap in a DA in order to determine which variables are most significant. A Monte-Carlo-based sensitivity analysis is considered for computing the set of first-order sensitivity indices of the variables to estimate the contribution of each uncertain variable. The results show that the uncertainties in the loans granted and different deposit variables are more significant than uncertainties in other banks’ variables in decision making.

Efficiency and accuracy of Monte Carlo (importance) sampling

NARCIS (Netherlands)

Waarts, P.H.

2003-01-01

Monte Carlo Analysis is often regarded as the most simple and accurate reliability method. Be-sides it is the most transparent method. The only problem is the accuracy in correlation with the efficiency. Monte Carlo gets less efficient or less accurate when very low probabilities are to be computed

EGS4, Electron Photon Shower Simulation by Monte-Carlo

International Nuclear Information System (INIS)

1998-01-01

1 - Description of program or function: The EGS code system is one of a chain of three codes designed to solve the electromagnetic shower problem by Monte Carlo simulation. This chain makes possible simulation of almost any electron-photon transport problem conceivable. The structure of the system, with its global features, modular form, and structured programming, is readily adaptable to virtually any interfacing scheme that is desired on the part of the user. EGS4 is a package of subroutines plus block data with a flexible user interface. This allows for greater flexibility without requiring the user to be overly familiar with the internal details of the code. Combining this with the macro facility capabilities of the Mortran3 language, this reduces the likelihood that user edits will introduce bugs into the code. EGS4 uses material cross section and branching ratio data created and fit by the companion code, PEGS4. EGS4 allows for the implementation of importance sampling and other variance reduction techniques such as leading particle biasing, splitting, path length biasing, Russian roulette, etc. 2 - Method of solution: EGS employs the Monte Carlo method of solution. It allows all of the fundamental processes to be included and arbitrary geometries can be treated, also. Other minor processes, such as photoneutron production, can be added as a further generalization. Since showers develop randomly according to the quantum laws of probability, each shower is different. We again are led to the Monte Carlo method. 3 - Restrictions on the complexity of the problem: None noted

Pain anticipation: an activation likelihood estimation meta-analysis of brain imaging studies.

Science.gov (United States)

Palermo, Sara; Benedetti, Fabrizio; Costa, Tommaso; Amanzio, Martina

2015-05-01

The anticipation of pain has been investigated in a variety of brain imaging studies. Importantly, today there is no clear overall picture of the areas that are involved in different studies and the exact role of these regions in pain expectation remains especially unexploited. To address this issue, we used activation likelihood estimation meta-analysis to analyze pain anticipation in several neuroimaging studies. A total of 19 functional magnetic resonance imaging were included in the analysis to search for the cortical areas involved in pain anticipation in human experimental models. During anticipation, activated foci were found in the dorsolateral prefrontal, midcingulate and anterior insula cortices, medial and inferior frontal gyri, inferior parietal lobule, middle and superior temporal gyrus, thalamus, and caudate. Deactivated foci were found in the anterior cingulate, superior frontal gyrus, parahippocampal gyrus and in the claustrum. The results of the meta-analytic connectivity analysis provide an overall view of the brain responses triggered by the anticipation of a noxious stimulus. Such a highly distributed perceptual set of self-regulation may prime brain regions to process information where emotion, action and perception as well as their related subcategories play a central role. Not only do these findings provide important information on the neural events when anticipating pain, but also they may give a perspective into nocebo responses, whereby negative expectations may lead to pain worsening. © 2014 Wiley Periodicals, Inc.

Maximum Likelihood Blind Channel Estimation for Space-Time Coding Systems

Directory of Open Access Journals (Sweden)

Hakan A. Çırpan

2002-05-01

Full Text Available Sophisticated signal processing techniques have to be developed for capacity enhancement of future wireless communication systems. In recent years, space-time coding is proposed to provide significant capacity gains over the traditional communication systems in fading wireless channels. Space-time codes are obtained by combining channel coding, modulation, transmit diversity, and optional receive diversity in order to provide diversity at the receiver and coding gain without sacrificing the bandwidth. In this paper, we consider the problem of blind estimation of space-time coded signals along with the channel parameters. Both conditional and unconditional maximum likelihood approaches are developed and iterative solutions are proposed. The conditional maximum likelihood algorithm is based on iterative least squares with projection whereas the unconditional maximum likelihood approach is developed by means of finite state Markov process modelling. The performance analysis issues of the proposed methods are studied. Finally, some simulation results are presented.

Design of simplified maximum-likelihood receivers for multiuser CPM systems.

Science.gov (United States)

Bing, Li; Bai, Baoming

2014-01-01

A class of simplified maximum-likelihood receivers designed for continuous phase modulation based multiuser systems is proposed. The presented receiver is built upon a front end employing mismatched filters and a maximum-likelihood detector defined in a low-dimensional signal space. The performance of the proposed receivers is analyzed and compared to some existing receivers. Some schemes are designed to implement the proposed receivers and to reveal the roles of different system parameters. Analysis and numerical results show that the proposed receivers can approach the optimum multiuser receivers with significantly (even exponentially in some cases) reduced complexity and marginal performance degradation.

Accelerated Monte Carlo system reliability analysis through machine-learning-based surrogate models of network connectivity

International Nuclear Information System (INIS)

Stern, R.E.; Song, J.; Work, D.B.

2017-01-01

The two-terminal reliability problem in system reliability analysis is known to be computationally intractable for large infrastructure graphs. Monte Carlo techniques can estimate the probability of a disconnection between two points in a network by selecting a representative sample of network component failure realizations and determining the source-terminal connectivity of each realization. To reduce the runtime required for the Monte Carlo approximation, this article proposes an approximate framework in which the connectivity check of each sample is estimated using a machine-learning-based classifier. The framework is implemented using both a support vector machine (SVM) and a logistic regression based surrogate model. Numerical experiments are performed on the California gas distribution network using the epicenter and magnitude of the 1989 Loma Prieta earthquake as well as randomly-generated earthquakes. It is shown that the SVM and logistic regression surrogate models are able to predict network connectivity with accuracies of 99% for both methods, and are 1–2 orders of magnitude faster than using a Monte Carlo method with an exact connectivity check. - Highlights: • Surrogate models of network connectivity are developed by machine-learning algorithms. • Developed surrogate models can reduce the runtime required for Monte Carlo simulations. • Support vector machine and logistic regressions are employed to develop surrogate models. • Numerical example of California gas distribution network demonstrate the proposed approach. • The developed models have accuracies 99%, and are 1–2 orders of magnitude faster than MCS.

Density-based Monte Carlo filter and its applications in nonlinear stochastic differential equation models.

Science.gov (United States)

Huang, Guanghui; Wan, Jianping; Chen, Hui

2013-02-01

Nonlinear stochastic differential equation models with unobservable state variables are now widely used in analysis of PK/PD data. Unobservable state variables are usually estimated with extended Kalman filter (EKF), and the unknown pharmacokinetic parameters are usually estimated by maximum likelihood estimator. However, EKF is inadequate for nonlinear PK/PD models, and MLE is known to be biased downwards. A density-based Monte Carlo filter (DMF) is proposed to estimate the unobservable state variables, and a simulation-based M estimator is proposed to estimate the unknown parameters in this paper, where a genetic algorithm is designed to search the optimal values of pharmacokinetic parameters. The performances of EKF and DMF are compared through simulations for discrete time and continuous time systems respectively, and it is found that the results based on DMF are more accurate than those given by EKF with respect to mean absolute error. Copyright © 2012 Elsevier Ltd. All rights reserved.

Essays on empirical likelihood in economics

NARCIS (Netherlands)

Gao, Z.

2012-01-01

This thesis intends to exploit the roots of empirical likelihood and its related methods in mathematical programming and computation. The roots will be connected and the connections will induce new solutions for the problems of estimation, computation, and generalization of empirical likelihood.

FTREE. Single-history Monte Carlo analysis for radiation detection and measurement

International Nuclear Information System (INIS)

Chin, M.P.W.

2015-01-01

This work introduces FTREE, which describes radiation cascades following impingement of a source particle on matter. The ensuing radiation field is characterised interaction by interaction, accounting for each generation of secondaries recursively. Each progeny is uniquely differentiated and catalogued into a family tree; the kinship is identified without ambiguity. This mode of observation, analysis and presentation goes beyond present-day detector technologies, beyond conventional Monte Carlo simulations and beyond standard pedagogy. It is able to observe rare events far out in the Gaussian tail which would have been lost in averaging-events less probable, but no less correct in physics. (author)

Monte Carlo based statistical power analysis for mediation models: methods and software.

Science.gov (United States)

Zhang, Zhiyong

2014-12-01

The existing literature on statistical power analysis for mediation models often assumes data normality and is based on a less powerful Sobel test instead of the more powerful bootstrap test. This study proposes to estimate statistical power to detect mediation effects on the basis of the bootstrap method through Monte Carlo simulation. Nonnormal data with excessive skewness and kurtosis are allowed in the proposed method. A free R package called bmem is developed to conduct the power analysis discussed in this study. Four examples, including a simple mediation model, a multiple-mediator model with a latent mediator, a multiple-group mediation model, and a longitudinal mediation model, are provided to illustrate the proposed method.

Application of Monte Carlo filtering method in regional sensitivity analysis of AASHTOWare Pavement ME design

Directory of Open Access Journals (Sweden)

Zhong Wu

2017-04-01

Full Text Available Since AASHTO released the Mechanistic-Empirical Pavement Design Guide (MEPDG for public review in 2004, many highway research agencies have performed sensitivity analyses using the prototype MEPDG design software. The information provided by the sensitivity analysis is essential for design engineers to better understand the MEPDG design models and to identify important input parameters for pavement design. In literature, different studies have been carried out based on either local or global sensitivity analysis methods, and sensitivity indices have been proposed for ranking the importance of the input parameters. In this paper, a regional sensitivity analysis method, Monte Carlo filtering (MCF, is presented. The MCF method maintains many advantages of the global sensitivity analysis, while focusing on the regional sensitivity of the MEPDG model near the design criteria rather than the entire problem domain. It is shown that the information obtained from the MCF method is more helpful and accurate in guiding design engineers in pavement design practices. To demonstrate the proposed regional sensitivity method, a typical three-layer flexible pavement structure was analyzed at input level 3. A detailed procedure to generate Monte Carlo runs using the AASHTOWare Pavement ME Design software was provided. The results in the example show that the sensitivity ranking of the input parameters in this study reasonably matches with that in a previous study under a global sensitivity analysis. Based on the analysis results, the strengths, practical issues, and applications of the MCF method were further discussed.

ColliderBit. A GAMBIT module for the calculation of high-energy collider observables and likelihoods

Energy Technology Data Exchange (ETDEWEB)

Balazs, Csaba [Monash University, School of Physics and Astronomy, Melbourne, VIC (Australia); Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale (Australia); Buckley, Andy [University of Glasgow, SUPA, School of Physics and Astronomy, Glasgow (United Kingdom); Dal, Lars A.; Krislock, Abram; Raklev, Are [University of Oslo, Department of Physics, Oslo (Norway); Farmer, Ben [AlbaNova University Centre, Oskar Klein Centre for Cosmoparticle Physics, Stockholm (Sweden); Jackson, Paul; Murnane, Daniel; White, Martin [Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale (Australia); University of Adelaide, Department of Physics, Adelaide, SA (Australia); Kvellestad, Anders [NORDITA, Stockholm (Sweden); Putze, Antje [Universite de Savoie, LAPTh, Annecy-le-Vieux (France); Rogan, Christopher [Harvard University, Department of Physics, Cambridge, MA (United States); Saavedra, Aldo [Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale (Australia); The University of Sydney, Faculty of Engineering and Information Technologies, Centre for Translational Data Science, School of Physics, Sydney, NSW (Australia); Scott, Pat [Imperial College London, Blackett Laboratory, Department of Physics, London (United Kingdom); Weniger, Christoph [University of Amsterdam, GRAPPA, Institute of Physics, Amsterdam (Netherlands); Collaboration: The GAMBIT Scanner Workgroup

2017-11-15

We describe ColliderBit, a new code for the calculation of high energy collider observables in theories of physics beyond the Standard Model (BSM). ColliderBit features a generic interface to BSM models, a unique parallelised Monte Carlo event generation scheme suitable for large-scale supercomputer applications, and a number of LHC analyses, covering a reasonable range of the BSM signatures currently sought by ATLAS and CMS. ColliderBit also calculates likelihoods for Higgs sector observables, and LEP searches for BSM particles. These features are provided by a combination of new code unique toColliderBit, and interfaces to existing state-of-the-art public codes. ColliderBit is both an important part of the GAMBIT framework for BSM inference, and a standalone tool for efficiently applying collider constraints to theories of new physics. (orig.)

Applications of the Monte Carlo method in radiation protection

International Nuclear Information System (INIS)

Kulkarni, R.N.; Prasad, M.A.

1999-01-01

This paper gives a brief introduction to the application of the Monte Carlo method in radiation protection. It may be noted that an exhaustive review has not been attempted. The special advantage of the Monte Carlo method has been first brought out. The fundamentals of the Monte Carlo method have next been explained in brief, with special reference to two applications in radiation protection. Some sample current applications have been reported in the end in brief as examples. They are, medical radiation physics, microdosimetry, calculations of thermoluminescence intensity and probabilistic safety analysis. The limitations of the Monte Carlo method have also been mentioned in passing. (author)

Design of Simplified Maximum-Likelihood Receivers for Multiuser CPM Systems

Directory of Open Access Journals (Sweden)

Li Bing

2014-01-01

Full Text Available A class of simplified maximum-likelihood receivers designed for continuous phase modulation based multiuser systems is proposed. The presented receiver is built upon a front end employing mismatched filters and a maximum-likelihood detector defined in a low-dimensional signal space. The performance of the proposed receivers is analyzed and compared to some existing receivers. Some schemes are designed to implement the proposed receivers and to reveal the roles of different system parameters. Analysis and numerical results show that the proposed receivers can approach the optimum multiuser receivers with significantly (even exponentially in some cases reduced complexity and marginal performance degradation.

MCMC multilocus lod scores: application of a new approach.

Science.gov (United States)

George, Andrew W; Wijsman, Ellen M; Thompson, Elizabeth A

2005-01-01

On extended pedigrees with extensive missing data, the calculation of multilocus likelihoods for linkage analysis is often beyond the computational bounds of exact methods. Growing interest therefore surrounds the implementation of Monte Carlo estimation methods. In this paper, we demonstrate the speed and accuracy of a new Markov chain Monte Carlo method for the estimation of linkage likelihoods through an analysis of real data from a study of early-onset Alzheimer's disease. For those data sets where comparison with exact analysis is possible, we achieved up to a 100-fold increase in speed. Our approach is implemented in the program lm_bayes within the framework of the freely available MORGAN 2.6 package for Monte Carlo genetic analysis (http://www.stat.washington.edu/thompson/Genepi/MORGAN/Morgan.shtml).

Computer system for Monte Carlo experimentation

International Nuclear Information System (INIS)

Grier, D.A.

1986-01-01

A new computer system for Monte Carlo Experimentation is presented. The new system speeds and simplifies the process of coding and preparing a Monte Carlo Experiment; it also encourages the proper design of Monte Carlo Experiments, and the careful analysis of the experimental results. A new functional language is the core of this system. Monte Carlo Experiments, and their experimental designs, are programmed in this new language; those programs are compiled into Fortran output. The Fortran output is then compiled and executed. The experimental results are analyzed with a standard statistics package such as Si, Isp, or Minitab or with a user-supplied program. Both the experimental results and the experimental design may be directly loaded into the workspace of those packages. The new functional language frees programmers from many of the details of programming an experiment. Experimental designs such as factorial, fractional factorial, or latin square are easily described by the control structures and expressions of the language. Specific mathematical modes are generated by the routines of the language

Extensions of the MCNP5 and TRIPOLI4 Monte Carlo Codes for Transient Reactor Analysis

Science.gov (United States)

Hoogenboom, J. Eduard; Sjenitzer, Bart L.

2014-06-01

To simulate reactor transients for safety analysis with the Monte Carlo method the generation and decay of delayed neutron precursors is implemented in the MCNP5 and TRIPOLI4 general purpose Monte Carlo codes. Important new variance reduction techniques like forced decay of precursors in each time interval and the branchless collision method are included to obtain reasonable statistics for the power production per time interval. For simulation of practical reactor transients also the feedback effect from the thermal-hydraulics must be included. This requires coupling of the Monte Carlo code with a thermal-hydraulics (TH) code, providing the temperature distribution in the reactor, which affects the neutron transport via the cross section data. The TH code also provides the coolant density distribution in the reactor, directly influencing the neutron transport. Different techniques for this coupling are discussed. As a demonstration a 3x3 mini fuel assembly with a moving control rod is considered for MCNP5 and a mini core existing of 3x3 PWR fuel assemblies with control rods and burnable poisons for TRIPOLI4. Results are shown for reactor transients due to control rod movement or withdrawal. The TRIPOLI4 transient calculation is started at low power and includes thermal-hydraulic feedback. The power rises about 10 decades and finally stabilises the reactor power at a much higher level than initial. The examples demonstrate that the modified Monte Carlo codes are capable of performing correct transient calculations, taking into account all geometrical and cross section detail.

Extensions of the MCNP5 and TRIPOLI4 Monte Carlo codes for transient reactor analysis

International Nuclear Information System (INIS)

Hoogenboom, J.E.

2013-01-01

To simulate reactor transients for safety analysis with the Monte Carlo method the generation and decay of delayed neutron precursors is implemented in the MCNP5 and TRIPOLI4 general purpose Monte Carlo codes. Important new variance reduction techniques like forced decay of precursors in each time interval and the branch-less collision method are included to obtain reasonable statistics for the power production per time interval. For simulation of practical reactor transients also the feedback effect from the thermal-hydraulics must be included. This requires the coupling of the Monte Carlo code with a thermal-hydraulics (TH) code, providing the temperature distribution in the reactor, which affects the neutron transport via the cross section data. The TH code also provides the coolant density distribution in the reactor, directly influencing the neutron transport. Different techniques for this coupling are discussed. As a demonstration a 3*3 mini fuel assembly with a moving control rod is considered for MCNP5 and a mini core existing of 3*3 PWR fuel assemblies with control rods and burnable poisons for TRIPOLI4. Results are shown for reactor transients due to control rod movement or withdrawal. The TRIPOLI4 transient calculation is started at low power and includes thermal-hydraulic feedback. The power rises about 10 decades and finally stabilises the reactor power at a much higher level than initial. The examples demonstrate that the modified Monte Carlo codes are capable of performing correct transient calculations, taking into account all geometrical and cross section detail. (authors)

Monte Carlo - Advances and Challenges

International Nuclear Information System (INIS)

Brown, Forrest B.; Mosteller, Russell D.; Martin, William R.

2008-01-01

Abstract only, full text follows: With ever-faster computers and mature Monte Carlo production codes, there has been tremendous growth in the application of Monte Carlo methods to the analysis of reactor physics and reactor systems. In the past, Monte Carlo methods were used primarily for calculating k eff of a critical system. More recently, Monte Carlo methods have been increasingly used for determining reactor power distributions and many design parameters, such as β eff , l eff , τ, reactivity coefficients, Doppler defect, dominance ratio, etc. These advanced applications of Monte Carlo methods are now becoming common, not just feasible, but bring new challenges to both developers and users: Convergence of 3D power distributions must be assured; confidence interval bias must be eliminated; iterated fission probabilities are required, rather than single-generation probabilities; temperature effects including Doppler and feedback must be represented; isotopic depletion and fission product buildup must be modeled. This workshop focuses on recent advances in Monte Carlo methods and their application to reactor physics problems, and on the resulting challenges faced by code developers and users. The workshop is partly tutorial, partly a review of the current state-of-the-art, and partly a discussion of future work that is needed. It should benefit both novice and expert Monte Carlo developers and users. In each of the topic areas, we provide an overview of needs, perspective on past and current methods, a review of recent work, and discussion of further research and capabilities that are required. Electronic copies of all workshop presentations and material will be available. The workshop is structured as 2 morning and 2 afternoon segments: - Criticality Calculations I - convergence diagnostics, acceleration methods, confidence intervals, and the iterated fission probability, - Criticality Calculations II - reactor kinetics parameters, dominance ratio, temperature

Stand-alone core sensitivity and uncertainty analysis of ALFRED from Monte Carlo simulations

International Nuclear Information System (INIS)

Pérez-Valseca, A.-D.; Espinosa-Paredes, G.; François, J.L.; Vázquez Rodríguez, A.; Martín-del-Campo, C.

2017-01-01

Highlights: • Methodology based on Monte Carlo simulation. • Sensitivity analysis of Lead Fast Reactor (LFR). • Uncertainty and regression analysis of LFR. • 10% change in the core inlet flow, the response in thermal power change is 0.58%. • 2.5% change in the inlet lead temperature the response is 1.87% in power. - Abstract: The aim of this paper is the sensitivity and uncertainty analysis of a Lead-Cooled Fast Reactor (LFR) based on Monte Carlo simulation of sizes up to 2000. The methodology developed in this work considers the uncertainty of sensitivities and uncertainty of output variables due to a single-input-variable variation. The Advanced Lead fast Reactor European Demonstrator (ALFRED) is analyzed to determine the behavior of the essential parameters due to effects of mass flow and temperature of liquid lead. The ALFRED core mathematical model developed in this work is fully transient, which takes into account the heat transfer in an annular fuel pellet design, the thermo-fluid in the core, and the neutronic processes, which are modeled with point kinetic with feedback fuel temperature and expansion effects. The sensitivity evaluated in terms of the relative standard deviation (RSD) showed that for 10% change in the core inlet flow, the response in thermal power change is 0.58%, and for 2.5% change in the inlet lead temperature is 1.87%. The regression analysis with mass flow rate as the predictor variable showed statistically valid cubic correlations for neutron flux and linear relationship neutron flux as a function of the lead temperature. No statistically valid correlation was observed for the reactivity as a function of the mass flow rate and for the lead temperature. These correlations are useful for the study, analysis, and design of any LFR.

A Walk on the Wild Side: The Impact of Music on Risk-Taking Likelihood.

Science.gov (United States)

Enström, Rickard; Schmaltz, Rodney

2017-01-01

From a marketing perspective, there has been substantial interest in on the role of risk-perception on consumer behavior. Specific 'problem music' like rap and heavy metal has long been associated with delinquent behavior, including violence, drug use, and promiscuous sex. Although individuals' risk preferences have been investigated across a range of decision-making situations, there has been little empirical work demonstrating the direct role music may have on the likelihood of engaging in risky activities. In the exploratory study reported here, we assessed the impact of listening to different styles of music while assessing risk-taking likelihood through a psychometric scale. Risk-taking likelihood was measured across ethical, financial, health and safety, recreational and social domains. Through the means of a canonical correlation analysis, the multivariate relationship between different music styles and individual risk-taking likelihood across the different domains is discussed. Our results indicate that listening to different types of music does influence risk-taking likelihood, though not in areas of health and safety.

An automated land-use mapping comparison of the Bayesian maximum likelihood and linear discriminant analysis algorithms

Science.gov (United States)

Tom, C. H.; Miller, L. D.

1984-01-01

The Bayesian maximum likelihood parametric classifier has been tested against the data-based formulation designated 'linear discrimination analysis', using the 'GLIKE' decision and "CLASSIFY' classification algorithms in the Landsat Mapping System. Identical supervised training sets, USGS land use/land cover classes, and various combinations of Landsat image and ancilliary geodata variables, were used to compare the algorithms' thematic mapping accuracy on a single-date summer subscene, with a cellularized USGS land use map of the same time frame furnishing the ground truth reference. CLASSIFY, which accepts a priori class probabilities, is found to be more accurate than GLIKE, which assumes equal class occurrences, for all three mapping variable sets and both levels of detail. These results may be generalized to direct accuracy, time, cost, and flexibility advantages of linear discriminant analysis over Bayesian methods.

Monte Carlo Analysis as a Trajectory Design Driver for the Transiting Exoplanet Survey Satellite (TESS) Mission

Science.gov (United States)

Nickel, Craig; Parker, Joel; Dichmann, Don; Lebois, Ryan; Lutz, Stephen

2016-01-01

The Transiting Exoplanet Survey Satellite (TESS) will be injected into a highly eccentric Earth orbit and fly 3.5 phasing loops followed by a lunar flyby to enter a mission orbit with lunar 2:1 resonance. Through the phasing loops and mission orbit, the trajectory is significantly affected by lunar and solar gravity. We have developed a trajectory design to achieve the mission orbit and meet mission constraints, including eclipse avoidance and a 30-year geostationary orbit avoidance requirement. A parallelized Monte Carlo simulation was performed to validate the trajectory after injecting common perturbations, including launch dispersions, orbit determination errors, and maneuver execution errors. The Monte Carlo analysis helped identify mission risks and is used in the trajectory selection process.

Estimate of the melanin content in human hairs by the inverse Monte-Carlo method using a system for digital image analysis

International Nuclear Information System (INIS)

Bashkatov, A N; Genina, Elina A; Kochubei, V I; Tuchin, Valerii V

2006-01-01

Based on the digital image analysis and inverse Monte-Carlo method, the proximate analysis method is deve-loped and the optical properties of hairs of different types are estimated in three spectral ranges corresponding to three colour components. The scattering and absorption properties of hairs are separated for the first time by using the inverse Monte-Carlo method. The content of different types of melanin in hairs is estimated from the absorption coefficient. It is shown that the dominating type of melanin in dark hairs is eumelanin, whereas in light hairs pheomelanin dominates. (special issue devoted to multiple radiation scattering in random media)

Alternative implementations of the Monte Carlo power method

International Nuclear Information System (INIS)

Blomquist, R.N.; Gelbard, E.M.

2002-01-01

We compare nominal efficiencies, i.e. variances in power shapes for equal running time, of different versions of the Monte Carlo eigenvalue computation, as applied to criticality safety analysis calculations. The two main methods considered here are ''conventional'' Monte Carlo and the superhistory method, and both are used in criticality safety codes. Within each of these major methods, different variants are available for the main steps of the basic Monte Carlo algorithm. Thus, for example, different treatments of the fission process may vary in the extent to which they follow, in analog fashion, the details of real-world fission, or may vary in details of the methods by which they choose next-generation source sites. In general the same options are available in both the superhistory method and conventional Monte Carlo, but there seems not to have been much examination of the special properties of the two major methods and their minor variants. We find, first, that the superhistory method is just as efficient as conventional Monte Carlo and, secondly, that use of different variants of the basic algorithms may, in special cases, have a surprisingly large effect on Monte Carlo computational efficiency

The Laplace Likelihood Ratio Test for Heteroscedasticity

Directory of Open Access Journals (Sweden)

J. Martin van Zyl

2011-01-01

Full Text Available It is shown that the likelihood ratio test for heteroscedasticity, assuming the Laplace distribution, gives good results for Gaussian and fat-tailed data. The likelihood ratio test, assuming normality, is very sensitive to any deviation from normality, especially when the observations are from a distribution with fat tails. Such a likelihood test can also be used as a robust test for a constant variance in residuals or a time series if the data is partitioned into groups.

ldr: An R Software Package for Likelihood-Based Su?cient Dimension Reduction

Directory of Open Access Journals (Sweden)

Kofi Placid Adragni

2014-11-01

Full Text Available In regression settings, a su?cient dimension reduction (SDR method seeks the core information in a p-vector predictor that completely captures its relationship with a response. The reduced predictor may reside in a lower dimension d < p, improving ability to visualize data and predict future observations, and mitigating dimensionality issues when carrying out further analysis. We introduce ldr, a new R software package that implements three recently proposed likelihood-based methods for SDR: covariance reduction, likelihood acquired directions, and principal fitted components. All three methods reduce the dimensionality of the data by pro jection into lower dimensional subspaces. The package also implements a variable screening method built upon principal ?tted components which makes use of ?exible basis functions to capture the dependencies between the predictors and the response. Examples are given to demonstrate likelihood-based SDR analyses using ldr, including estimation of the dimension of reduction subspaces and selection of basis functions. The ldr package provides a framework that we hope to grow into a comprehensive library of likelihood-based SDR methodologies.

Physical constraints on the likelihood of life on exoplanets

Science.gov (United States)

Lingam, Manasvi; Loeb, Abraham

2018-04-01

One of the most fundamental questions in exoplanetology is to determine whether a given planet is habitable. We estimate the relative likelihood of a planet's propensity towards habitability by considering key physical characteristics such as the role of temperature on ecological and evolutionary processes, and atmospheric losses via hydrodynamic escape and stellar wind erosion. From our analysis, we demonstrate that Earth-sized exoplanets in the habitable zone around M-dwarfs seemingly display much lower prospects of being habitable relative to Earth, owing to the higher incident ultraviolet fluxes and closer distances to the host star. We illustrate our results by specifically computing the likelihood (of supporting life) for the recently discovered exoplanets, Proxima b and TRAPPIST-1e, which we find to be several orders of magnitude smaller than that of Earth.

Monte Carlo methods

Directory of Open Access Journals (Sweden)

Bardenet Rémi

2013-07-01

Full Text Available Bayesian inference often requires integrating some function with respect to a posterior distribution. Monte Carlo methods are sampling algorithms that allow to compute these integrals numerically when they are not analytically tractable. We review here the basic principles and the most common Monte Carlo algorithms, among which rejection sampling, importance sampling and Monte Carlo Markov chain (MCMC methods. We give intuition on the theoretical justification of the algorithms as well as practical advice, trying to relate both. We discuss the application of Monte Carlo in experimental physics, and point to landmarks in the literature for the curious reader.

Uncertainty Analysis Based on Sparse Grid Collocation and Quasi-Monte Carlo Sampling with Application in Groundwater Modeling

Science.gov (United States)

Zhang, G.; Lu, D.; Ye, M.; Gunzburger, M.

2011-12-01

Markov Chain Monte Carlo (MCMC) methods have been widely used in many fields of uncertainty analysis to estimate the posterior distributions of parameters and credible intervals of predictions in the Bayesian framework. However, in practice, MCMC may be computationally unaffordable due to slow convergence and the excessive number of forward model executions required, especially when the forward model is expensive to compute. Both disadvantages arise from the curse of dimensionality, i.e., the posterior distribution is usually a multivariate function of parameters. Recently, sparse grid method has been demonstrated to be an effective technique for coping with high-dimensional interpolation or integration problems. Thus, in order to accelerate the forward model and avoid the slow convergence of MCMC, we propose a new method for uncertainty analysis based on sparse grid interpolation and quasi-Monte Carlo sampling. First, we construct a polynomial approximation of the forward model in the parameter space by using the sparse grid interpolation. This approximation then defines an accurate surrogate posterior distribution that can be evaluated repeatedly at minimal computational cost. Second, instead of using MCMC, a quasi-Monte Carlo method is applied to draw samples in the parameter space. Then, the desired probability density function of each prediction is approximated by accumulating the posterior density values of all the samples according to the prediction values. Our method has the following advantages: (1) the polynomial approximation of the forward model on the sparse grid provides a very efficient evaluation of the surrogate posterior distribution; (2) the quasi-Monte Carlo method retains the same accuracy in approximating the PDF of predictions but avoids all disadvantages of MCMC. The proposed method is applied to a controlled numerical experiment of groundwater flow modeling. The results show that our method attains the same accuracy much more efficiently

Data analytics using canonical correlation analysis and Monte Carlo simulation

Science.gov (United States)

Rickman, Jeffrey M.; Wang, Yan; Rollett, Anthony D.; Harmer, Martin P.; Compson, Charles

2017-07-01

A canonical correlation analysis is a generic parametric model used in the statistical analysis of data involving interrelated or interdependent input and output variables. It is especially useful in data analytics as a dimensional reduction strategy that simplifies a complex, multidimensional parameter space by identifying a relatively few combinations of variables that are maximally correlated. One shortcoming of the canonical correlation analysis, however, is that it provides only a linear combination of variables that maximizes these correlations. With this in mind, we describe here a versatile, Monte-Carlo based methodology that is useful in identifying non-linear functions of the variables that lead to strong input/output correlations. We demonstrate that our approach leads to a substantial enhancement of correlations, as illustrated by two experimental applications of substantial interest to the materials science community, namely: (1) determining the interdependence of processing and microstructural variables associated with doped polycrystalline aluminas, and (2) relating microstructural decriptors to the electrical and optoelectronic properties of thin-film solar cells based on CuInSe2 absorbers. Finally, we describe how this approach facilitates experimental planning and process control.

Scale invariant for one-sided multivariate likelihood ratio tests

Directory of Open Access Journals (Sweden)

Samruam Chongcharoen

2010-07-01

Full Text Available Suppose 1 2 , ,..., n X X X is a random sample from Np ( ,V distribution. Consider 0 1 2 : ... 0 p H      and1 : 0 for 1, 2,..., i H   i  p , let 1 0 H  H denote the hypothesis that 1 H holds but 0 H does not, and let ~ 0 H denote thehypothesis that 0 H does not hold. Because the likelihood ratio test (LRT of 0 H versus 1 0 H  H is complicated, severalad hoc tests have been proposed. Tang, Gnecco and Geller (1989 proposed an approximate LRT, Follmann (1996 suggestedrejecting 0 H if the usual test of 0 H versus ~ 0 H rejects 0 H with significance level 2 and a weighted sum of the samplemeans is positive, and Chongcharoen, Singh and Wright (2002 modified Follmann’s test to include information about thecorrelation structure in the sum of the sample means. Chongcharoen and Wright (2007, 2006 give versions of the Tang-Gnecco-Geller tests and Follmann-type tests, respectively, with invariance properties. With LRT’s scale invariant desiredproperty, we investigate its powers by using Monte Carlo techniques and compare them with the tests which we recommendin Chongcharoen and Wright (2007, 2006.

Monte-Carlo Analysis of the Flavour Changing Neutral Current B \\to Gamma at Babar

Energy Technology Data Exchange (ETDEWEB)

Smith, D. [Imperial College, London (United Kingdom)

2001-09-01

The main theme of this thesis is a Monte-Carlo analysis of the rare Flavour Changing Neutral Current (FCNC) decay b→sγ. The analysis develops techniques that could be applied to real data, to discriminate between signal and background events in order to make a measurement of the branching ratio of this rare decay using the BaBar detector. Also included in this thesis is a description of the BaBar detector and the work I have undertaken in the development of the electronic data acquisition system for the Electromagnetic calorimeter (EMC), a subsystem of the BaBar detector.

An Assessment of the Effectiveness of Air Force Risk Management Practices in Program Acquisition Using Survey Instrument Analysis

Science.gov (United States)

2015-06-18

Engineering Effectiveness Survey. CMU/SEI-2012-SR-009. Carnegie Mellon University. November 2012. Field, Andy. Discovering Statistics Using SPSS , 3rd...enough into the survey to begin answering questions on risk practices. All of the data statistical analysis will be performed using SPSS . Prior to...probabilistically using distributions for likelihood and impact. Statistical methods like Monte Carlo can more comprehensively evaluate the cost and

Likelihood inference for COM-Poisson cure rate model with interval-censored data and Weibull lifetimes.

Science.gov (United States)

Pal, Suvra; Balakrishnan, N

2017-10-01

In this paper, we consider a competing cause scenario and assume the number of competing causes to follow a Conway-Maxwell Poisson distribution which can capture both over and under dispersion that is usually encountered in discrete data. Assuming the population of interest having a component cure and the form of the data to be interval censored, as opposed to the usually considered right-censored data, the main contribution is in developing the steps of the expectation maximization algorithm for the determination of the maximum likelihood estimates of the model parameters of the flexible Conway-Maxwell Poisson cure rate model with Weibull lifetimes. An extensive Monte Carlo simulation study is carried out to demonstrate the performance of the proposed estimation method. Model discrimination within the Conway-Maxwell Poisson distribution is addressed using the likelihood ratio test and information-based criteria to select a suitable competing cause distribution that provides the best fit to the data. A simulation study is also carried out to demonstrate the loss in efficiency when selecting an improper competing cause distribution which justifies the use of a flexible family of distributions for the number of competing causes. Finally, the proposed methodology and the flexibility of the Conway-Maxwell Poisson distribution are illustrated with two known data sets from the literature: smoking cessation data and breast cosmesis data.

Biases in Monte Carlo eigenvalue calculations

Energy Technology Data Exchange (ETDEWEB)

Gelbard, E.M.

1992-12-01

The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the ``fixed-source`` case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated (``replicated``) over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here.

Biases in Monte Carlo eigenvalue calculations

Energy Technology Data Exchange (ETDEWEB)

Gelbard, E.M.

1992-01-01

The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the fixed-source'' case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated ( replicated'') over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here.

Biases in Monte Carlo eigenvalue calculations

International Nuclear Information System (INIS)

Gelbard, E.M.

1992-01-01

The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the ''fixed-source'' case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated (''replicated'') over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here

Usefulness of the Monte Carlo method in reliability calculations

International Nuclear Information System (INIS)

Lanore, J.M.; Kalli, H.

1977-01-01

Three examples of reliability Monte Carlo programs developed in the LEP (Laboratory for Radiation Shielding Studies in the Nuclear Research Center at Saclay) are presented. First, an uncertainty analysis is given for a simplified spray system; a Monte Carlo program PATREC-MC has been written to solve the problem with the system components given in the fault tree representation. The second program MONARC 2 has been written to solve the problem of complex systems reliability by the Monte Carlo simulation, here again the system (a residual heat removal system) is in the fault tree representation. Third, the Monte Carlo program MONARC was used instead of the Markov diagram to solve the simulation problem of an electric power supply including two nets and two stand-by diesels

A Walk on the Wild Side: The Impact of Music on Risk-Taking Likelihood

Science.gov (United States)

Enström, Rickard; Schmaltz, Rodney

2017-01-01

From a marketing perspective, there has been substantial interest in on the role of risk-perception on consumer behavior. Specific ‘problem music’ like rap and heavy metal has long been associated with delinquent behavior, including violence, drug use, and promiscuous sex. Although individuals’ risk preferences have been investigated across a range of decision-making situations, there has been little empirical work demonstrating the direct role music may have on the likelihood of engaging in risky activities. In the exploratory study reported here, we assessed the impact of listening to different styles of music while assessing risk-taking likelihood through a psychometric scale. Risk-taking likelihood was measured across ethical, financial, health and safety, recreational and social domains. Through the means of a canonical correlation analysis, the multivariate relationship between different music styles and individual risk-taking likelihood across the different domains is discussed. Our results indicate that listening to different types of music does influence risk-taking likelihood, though not in areas of health and safety. PMID:28539908

A Walk on the Wild Side: The Impact of Music on Risk-Taking Likelihood

Directory of Open Access Journals (Sweden)

Rickard Enström

2017-05-01

Full Text Available From a marketing perspective, there has been substantial interest in on the role of risk-perception on consumer behavior. Specific ‘problem music’ like rap and heavy metal has long been associated with delinquent behavior, including violence, drug use, and promiscuous sex. Although individuals’ risk preferences have been investigated across a range of decision-making situations, there has been little empirical work demonstrating the direct role music may have on the likelihood of engaging in risky activities. In the exploratory study reported here, we assessed the impact of listening to different styles of music while assessing risk-taking likelihood through a psychometric scale. Risk-taking likelihood was measured across ethical, financial, health and safety, recreational and social domains. Through the means of a canonical correlation analysis, the multivariate relationship between different music styles and individual risk-taking likelihood across the different domains is discussed. Our results indicate that listening to different types of music does influence risk-taking likelihood, though not in areas of health and safety.

Neutronic Analysis of the 3 MW TRIGA MARK II Research Reactor, Part I: Monte Carlo Simulation

International Nuclear Information System (INIS)

Huda, M.Q.; Chakrobortty, T.K.; Rahman, M.; Sarker, M.M.; Mahmood, M.S.

2003-05-01

This study deals with the neutronic analysis of the current core configuration of a 3 MW TRIGA MARK II research reactor at Atomic Energy Research Establishment (AERE), Savar, Dhaka, Bangladesh and validation of the results by benchmarking with the experimental, operational and available Final Safety Analysis Report (FSAR) values. The three-dimensional continuous-energy Monte Carlo code MCNP4C was used to develop a versatile and accurate full-core model of the TRIGA core. The model represents in detail all components of the core with literally no physical approximation. All fresh fuel and control elements as well as the vicinity of the core were precisely described. Continuous energy cross-section data from ENDF/B-VI and S(α, β) scattering functions from the ENDF/B-V library were used. The validation of the model against benchmark experimental results is presented. The MCNP predictions and the experimentally determined values are found to be in very good agreement, which indicates that the Monte Carlo model is correctly simulating the TRIGA reactor. (author)

Monte-Carlo Application for Nondestructive Nuclear Waste Analysis

Science.gov (United States)

Carasco, C.; Engels, R.; Frank, M.; Furletov, S.; Furletova, J.; Genreith, C.; Havenith, A.; Kemmerling, G.; Kettler, J.; Krings, T.; Ma, J.-L.; Mauerhofer, E.; Neike, D.; Payan, E.; Perot, B.; Rossbach, M.; Schitthelm, O.; Schumann, M.; Vasquez, R.

2014-06-01

Radioactive waste has to undergo a process of quality checking in order to check its conformance with national regulations prior to its transport, intermediate storage and final disposal. Within the quality checking of radioactive waste packages non-destructive assays are required to characterize their radio-toxic and chemo-toxic contents. The Institute of Energy and Climate Research - Nuclear Waste Management and Reactor Safety of the Forschungszentrum Jülich develops in the framework of cooperation nondestructive analytical techniques for the routine characterization of radioactive waste packages at industrial-scale. During the phase of research and development Monte Carlo techniques are used to simulate the transport of particle, especially photons, electrons and neutrons, through matter and to obtain the response of detection systems. The radiological characterization of low and intermediate level radioactive waste drums is performed by segmented γ-scanning (SGS). To precisely and accurately reconstruct the isotope specific activity content in waste drums by SGS measurement, an innovative method called SGSreco was developed. The Geant4 code was used to simulate the response of the collimated detection system for waste drums with different activity and matrix configurations. These simulations allow a far more detailed optimization, validation and benchmark of SGSreco, since the construction of test drums covering a broad range of activity and matrix properties is time consuming and cost intensive. The MEDINA (Multi Element Detection based on Instrumental Neutron Activation) test facility was developed to identify and quantify non-radioactive elements and substances in radioactive waste drums. MEDINA is based on prompt and delayed gamma neutron activation analysis (P&DGNAA) using a 14 MeV neutron generator. MCNP simulations were carried out to study the response of the MEDINA facility in terms of gamma spectra, time dependence of the neutron energy spectrum

Research on perturbation based Monte Carlo reactor criticality search

International Nuclear Information System (INIS)

Li Zeguang; Wang Kan; Li Yangliu; Deng Jingkang

2013-01-01

Criticality search is a very important aspect in reactor physics analysis. Due to the advantages of Monte Carlo method and the development of computer technologies, Monte Carlo criticality search is becoming more and more necessary and feasible. Traditional Monte Carlo criticality search method is suffered from large amount of individual criticality runs and uncertainty and fluctuation of Monte Carlo results. A new Monte Carlo criticality search method based on perturbation calculation is put forward in this paper to overcome the disadvantages of traditional method. By using only one criticality run to get initial k_e_f_f and differential coefficients of concerned parameter, the polynomial estimator of k_e_f_f changing function is solved to get the critical value of concerned parameter. The feasibility of this method was tested. The results show that the accuracy and efficiency of perturbation based criticality search method are quite inspiring and the method overcomes the disadvantages of traditional one. (authors)

Multiple Improvements of Multiple Imputation Likelihood Ratio Tests

OpenAIRE

Chan, Kin Wai; Meng, Xiao-Li

2017-01-01

Multiple imputation (MI) inference handles missing data by first properly imputing the missing values $m$ times, and then combining the $m$ analysis results from applying a complete-data procedure to each of the completed datasets. However, the existing method for combining likelihood ratio tests has multiple defects: (i) the combined test statistic can be negative in practice when the reference null distribution is a standard $F$ distribution; (ii) it is not invariant to re-parametrization; ...

Should I Text or Call Here? A Situation-Based Analysis of Drivers' Perceived Likelihood of Engaging in Mobile Phone Multitasking.

Science.gov (United States)

Oviedo-Trespalacios, Oscar; Haque, Md Mazharul; King, Mark; Washington, Simon

2018-05-29

This study investigated how situational characteristics typically encountered in the transport system influence drivers' perceived likelihood of engaging in mobile phone multitasking. The impacts of mobile phone tasks, perceived environmental complexity/risk, and drivers' individual differences were evaluated as relevant individual predictors within the behavioral adaptation framework. An innovative questionnaire, which includes randomized textual and visual scenarios, was administered to collect data from a sample of 447 drivers in South East Queensland-Australia (66% females; n = 296). The likelihood of engaging in a mobile phone task across various scenarios was modeled by a random parameters ordered probit model. Results indicated that drivers who are female, are frequent users of phones for texting/answering calls, have less favorable attitudes towards safety, and are highly disinhibited were more likely to report stronger intentions of engaging in mobile phone multitasking. However, more years with a valid driving license, self-efficacy toward self-regulation in demanding traffic conditions and police enforcement, texting tasks, and demanding traffic conditions were negatively related to self-reported likelihood of mobile phone multitasking. The unobserved heterogeneity warned of riskier groups among female drivers and participants who need a lot of convincing to believe that multitasking while driving is dangerous. This research concludes that behavioral adaptation theory is a robust framework explaining self-regulation of distracted drivers. © 2018 Society for Risk Analysis.

Fast maximum likelihood estimation of mutation rates using a birth-death process.

Science.gov (United States)

Wu, Xiaowei; Zhu, Hongxiao

2015-02-07

Since fluctuation analysis was first introduced by Luria and Delbrück in 1943, it has been widely used to make inference about spontaneous mutation rates in cultured cells. Under certain model assumptions, the probability distribution of the number of mutants that appear in a fluctuation experiment can be derived explicitly, which provides the basis of mutation rate estimation. It has been shown that, among various existing estimators, the maximum likelihood estimator usually demonstrates some desirable properties such as consistency and lower mean squared error. However, its application in real experimental data is often hindered by slow computation of likelihood due to the recursive form of the mutant-count distribution. We propose a fast maximum likelihood estimator of mutation rates, MLE-BD, based on a birth-death process model with non-differential growth assumption. Simulation studies demonstrate that, compared with the conventional maximum likelihood estimator derived from the Luria-Delbrück distribution, MLE-BD achieves substantial improvement on computational speed and is applicable to arbitrarily large number of mutants. In addition, it still retains good accuracy on point estimation. Published by Elsevier Ltd.

Comparison of Monte Carlo method and deterministic method for neutron transport calculation

International Nuclear Information System (INIS)

Mori, Takamasa; Nakagawa, Masayuki

1987-01-01

The report outlines major features of the Monte Carlo method by citing various applications of the method and techniques used for Monte Carlo codes. Major areas of its application include analysis of measurements on fast critical assemblies, nuclear fusion reactor neutronics analysis, criticality safety analysis, evaluation by VIM code, and calculation for shielding. Major techniques used for Monte Carlo codes include the random walk method, geometric expression method (combinatorial geometry, 1, 2, 4-th degree surface and lattice geometry), nuclear data expression, evaluation method (track length, collision, analog (absorption), surface crossing, point), and dispersion reduction (Russian roulette, splitting, exponential transform, importance sampling, corrected sampling). Major features of the Monte Carlo method are as follows: 1) neutron source distribution and systems of complex geometry can be simulated accurately, 2) physical quantities such as neutron flux in a place, on a surface or at a point can be evaluated, and 3) calculation requires less time. (Nogami, K.)

Likelihood analysis of the chalcone synthase genes suggests the role of positive selection in morning glories (Ipomoea).

Science.gov (United States)

Yang, Ji; Gu, Hongya; Yang, Ziheng

2004-01-01

Chalcone synthase (CHS) is a key enzyme in the biosynthesis of flavonoides, which are important for the pigmentation of flowers and act as attractants to pollinators. Genes encoding CHS constitute a multigene family in which the copy number varies among plant species and functional divergence appears to have occurred repeatedly. In morning glories (Ipomoea), five functional CHS genes (A-E) have been described. Phylogenetic analysis of the Ipomoea CHS gene family revealed that CHS A, B, and C experienced accelerated rates of amino acid substitution relative to CHS D and E. To examine whether the CHS genes of the morning glories underwent adaptive evolution, maximum-likelihood models of codon substitution were used to analyze the functional sequences in the Ipomoea CHS gene family. These models used the nonsynonymous/synonymous rate ratio (omega = d(N)/ d(S)) as an indicator of selective pressure and allowed the ratio to vary among lineages or sites. Likelihood ratio test suggested significant variation in selection pressure among amino acid sites, with a small proportion of them detected to be under positive selection along the branches ancestral to CHS A, B, and C. Positive Darwinian selection appears to have promoted the divergence of subfamily ABC and subfamily DE and is at least partially responsible for a rate increase following gene duplication.

Monte Carlo Techniques for Nuclear Systems - Theory Lectures

International Nuclear Information System (INIS)

Brown, Forrest B.; Univ. of New Mexico, Albuquerque, NM

2016-01-01

These are lecture notes for a Monte Carlo class given at the University of New Mexico. The following topics are covered: course information; nuclear eng. review & MC; random numbers and sampling; computational geometry; collision physics; tallies and statistics; eigenvalue calculations I; eigenvalue calculations II; eigenvalue calculations III; variance reduction; parallel Monte Carlo; parameter studies; fission matrix and higher eigenmodes; doppler broadening; Monte Carlo depletion; HTGR modeling; coupled MC and T/H calculations; fission energy deposition. Solving particle transport problems with the Monte Carlo method is simple - just simulate the particle behavior. The devil is in the details, however. These lectures provide a balanced approach to the theory and practice of Monte Carlo simulation codes. The first lectures provide an overview of Monte Carlo simulation methods, covering the transport equation, random sampling, computational geometry, collision physics, and statistics. The next lectures focus on the state-of-the-art in Monte Carlo criticality simulations, covering the theory of eigenvalue calculations, convergence analysis, dominance ratio calculations, bias in Keff and tallies, bias in uncertainties, a case study of a realistic calculation, and Wielandt acceleration techniques. The remaining lectures cover advanced topics, including HTGR modeling and stochastic geometry, temperature dependence, fission energy deposition, depletion calculations, parallel calculations, and parameter studies. This portion of the class focuses on using MCNP to perform criticality calculations for reactor physics and criticality safety applications. It is an intermediate level class, intended for those with at least some familiarity with MCNP. Class examples provide hands-on experience at running the code, plotting both geometry and results, and understanding the code output. The class includes lectures & hands-on computer use for a variety of Monte Carlo calculations

Monte Carlo Techniques for Nuclear Systems - Theory Lectures

Energy Technology Data Exchange (ETDEWEB)

Brown, Forrest B. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States). Monte Carlo Methods, Codes, and Applications Group; Univ. of New Mexico, Albuquerque, NM (United States). Nuclear Engineering Dept.

2016-11-29

These are lecture notes for a Monte Carlo class given at the University of New Mexico. The following topics are covered: course information; nuclear eng. review & MC; random numbers and sampling; computational geometry; collision physics; tallies and statistics; eigenvalue calculations I; eigenvalue calculations II; eigenvalue calculations III; variance reduction; parallel Monte Carlo; parameter studies; fission matrix and higher eigenmodes; doppler broadening; Monte Carlo depletion; HTGR modeling; coupled MC and T/H calculations; fission energy deposition. Solving particle transport problems with the Monte Carlo method is simple - just simulate the particle behavior. The devil is in the details, however. These lectures provide a balanced approach to the theory and practice of Monte Carlo simulation codes. The first lectures provide an overview of Monte Carlo simulation methods, covering the transport equation, random sampling, computational geometry, collision physics, and statistics. The next lectures focus on the state-of-the-art in Monte Carlo criticality simulations, covering the theory of eigenvalue calculations, convergence analysis, dominance ratio calculations, bias in Keff and tallies, bias in uncertainties, a case study of a realistic calculation, and Wielandt acceleration techniques. The remaining lectures cover advanced topics, including HTGR modeling and stochastic geometry, temperature dependence, fission energy deposition, depletion calculations, parallel calculations, and parameter studies. This portion of the class focuses on using MCNP to perform criticality calculations for reactor physics and criticality safety applications. It is an intermediate level class, intended for those with at least some familiarity with MCNP. Class examples provide hands-on experience at running the code, plotting both geometry and results, and understanding the code output. The class includes lectures & hands-on computer use for a variety of Monte Carlo calculations

An analysis of Monte Carlo tree search

CSIR Research Space (South Africa)

James, S

2017-02-01

Full Text Available Tree Search Steven James∗, George Konidaris† & Benjamin Rosman∗‡ ∗University of the Witwatersrand, Johannesburg, South Africa †Brown University, Providence RI 02912, USA ‡Council for Scientific and Industrial Research, Pretoria, South Africa steven....james@students.wits.ac.za, gdk@cs.brown.edu, brosman@csir.co.za Abstract Monte Carlo Tree Search (MCTS) is a family of directed search algorithms that has gained widespread attention in re- cent years. Despite the vast amount of research into MCTS, the effect of modifications...

Likelihood inference for unions of interacting discs

DEFF Research Database (Denmark)

Møller, Jesper; Helisová, Katarina

To the best of our knowledge, this is the first paper which discusses likelihood inference or a random set using a germ-grain model, where the individual grains are unobservable edge effects occur, and other complications appear. We consider the case where the grains form a disc process modelled...... is specified with respect to a given marked Poisson model (i.e. a Boolean model). We show how edge effects and other complications can be handled by considering a certain conditional likelihood. Our methodology is illustrated by analyzing Peter Diggle's heather dataset, where we discuss the results...... of simulation-based maximum likelihood inference and the effect of specifying different reference Poisson models....

Binocular optical axis parallelism detection precision analysis based on Monte Carlo method

Science.gov (United States)

Ying, Jiaju; Liu, Bingqi

2018-02-01

According to the working principle of the binocular photoelectric instrument optical axis parallelism digital calibration instrument, and in view of all components of the instrument, the various factors affect the system precision is analyzed, and then precision analysis model is established. Based on the error distribution, Monte Carlo method is used to analyze the relationship between the comprehensive error and the change of the center coordinate of the circle target image. The method can further guide the error distribution, optimize control the factors which have greater influence on the comprehensive error, and improve the measurement accuracy of the optical axis parallelism digital calibration instrument.

Performance and sensitivity analysis of the generalized likelihood ratio method for failure detection. M.S. Thesis

Science.gov (United States)

Bueno, R. A.

1977-01-01

Results of the generalized likelihood ratio (GLR) technique for the detection of failures in aircraft application are presented, and its relationship to the properties of the Kalman-Bucy filter is examined. Under the assumption that the system is perfectly modeled, the detectability and distinguishability of four failure types are investigated by means of analysis and simulations. Detection of failures is found satisfactory, but problems in identifying correctly the mode of a failure may arise. These issues are closely examined as well as the sensitivity of GLR to modeling errors. The advantages and disadvantages of this technique are discussed, and various modifications are suggested to reduce its limitations in performance and computational complexity.

Monte Carlo simulation of neutron scattering instruments

International Nuclear Information System (INIS)

Seeger, P.A.

1995-01-01

A library of Monte Carlo subroutines has been developed for the purpose of design of neutron scattering instruments. Using small-angle scattering as an example, the philosophy and structure of the library are described and the programs are used to compare instruments at continuous wave (CW) and long-pulse spallation source (LPSS) neutron facilities. The Monte Carlo results give a count-rate gain of a factor between 2 and 4 using time-of-flight analysis. This is comparable to scaling arguments based on the ratio of wavelength bandwidth to resolution width

Analysis of possibility to apply new mathematical methods (R-function theory) in Monte Carlo simulation of complex geometry

International Nuclear Information System (INIS)

Altiparmakov, D.

1988-12-01

This analysis is part of the report on ' Implementation of geometry module of 05R code in another Monte Carlo code', chapter 6.0: establishment of future activity related to geometry in Monte Carlo method. The introduction points out some problems in solving complex three-dimensional models which induce the need for developing more efficient geometry modules in Monte Carlo calculations. Second part include formulation of the problem and geometry module. Two fundamental questions to be solved are defined: (1) for a given point, it is necessary to determine material region or boundary where it belongs, and (2) for a given direction, all cross section points with material regions should be determined. Third part deals with possible connection with Monte Carlo calculations for computer simulation of geometry objects. R-function theory enables creation of geometry module base on the same logic (complex regions are constructed by elementary regions sets operations) as well as construction geometry codes. R-functions can efficiently replace functions of three-value logic in all significant models. They are even more appropriate for application since three-value logic is not typical for digital computers which operate in two-value logic. This shows that there is a need for work in this field. It is shown that there is a possibility to develop interactive code for computer modeling of geometry objects in parallel with development of geometry module [sr

Monte Carlo studies of ZEPLIN III

CERN Document Server

Dawson, J; Davidge, D C R; Gillespie, J R; Howard, A S; Jones, W G; Joshi, M; Lebedenko, V N; Sumner, T J; Quenby, J J

2002-01-01

A Monte Carlo simulation of a two-phase xenon dark matter detector, ZEPLIN III, has been achieved. Results from the analysis of a simulated data set are presented, showing primary and secondary signal distributions from low energy gamma ray events.

Democracy, Autocracy and the Likelihood of International Conflict

OpenAIRE

Tangerås, Thomas

2008-01-01

This is a game-theoretic analysis of the link between regime type and international conflict. The democratic electorate can credibly punish the leader for bad conflict outcomes, whereas the autocratic selectorate cannot. For the fear of being thrown out of office, democratic leaders are (i) more selective about the wars they initiate and (ii) on average win more of the wars they start. Foreign policy behaviour is found to display strategic complementarities. The likelihood of interstate war, ...

Penalized Maximum Likelihood Estimation for univariate normal mixture distributions

International Nuclear Information System (INIS)

Ridolfi, A.; Idier, J.

2001-01-01

Due to singularities of the likelihood function, the maximum likelihood approach for the estimation of the parameters of normal mixture models is an acknowledged ill posed optimization problem. Ill posedness is solved by penalizing the likelihood function. In the Bayesian framework, it amounts to incorporating an inverted gamma prior in the likelihood function. A penalized version of the EM algorithm is derived, which is still explicit and which intrinsically assures that the estimates are not singular. Numerical evidence of the latter property is put forward with a test

Maximum-Likelihood Detection Of Noncoherent CPM

Science.gov (United States)

Divsalar, Dariush; Simon, Marvin K.

1993-01-01

Simplified detectors proposed for use in maximum-likelihood-sequence detection of symbols in alphabet of size M transmitted by uncoded, full-response continuous phase modulation over radio channel with additive white Gaussian noise. Structures of receivers derived from particular interpretation of maximum-likelihood metrics. Receivers include front ends, structures of which depends only on M, analogous to those in receivers of coherent CPM. Parts of receivers following front ends have structures, complexity of which would depend on N.

On Bayesian Testing of Additive Conjoint Measurement Axioms Using Synthetic Likelihood.

Science.gov (United States)

Karabatsos, George

2018-06-01

This article introduces a Bayesian method for testing the axioms of additive conjoint measurement. The method is based on an importance sampling algorithm that performs likelihood-free, approximate Bayesian inference using a synthetic likelihood to overcome the analytical intractability of this testing problem. This new method improves upon previous methods because it provides an omnibus test of the entire hierarchy of cancellation axioms, beyond double cancellation. It does so while accounting for the posterior uncertainty that is inherent in the empirical orderings that are implied by these axioms, together. The new method is illustrated through a test of the cancellation axioms on a classic survey data set, and through the analysis of simulated data.

Combinatorial geometry domain decomposition strategies for Monte Carlo simulations

Energy Technology Data Exchange (ETDEWEB)

Li, G.; Zhang, B.; Deng, L.; Mo, Z.; Liu, Z.; Shangguan, D.; Ma, Y.; Li, S.; Hu, Z. [Institute of Applied Physics and Computational Mathematics, Beijing, 100094 (China)

2013-07-01

Analysis and modeling of nuclear reactors can lead to memory overload for a single core processor when it comes to refined modeling. A method to solve this problem is called 'domain decomposition'. In the current work, domain decomposition algorithms for a combinatorial geometry Monte Carlo transport code are developed on the JCOGIN (J Combinatorial Geometry Monte Carlo transport INfrastructure). Tree-based decomposition and asynchronous communication of particle information between domains are described in the paper. Combination of domain decomposition and domain replication (particle parallelism) is demonstrated and compared with that of MERCURY code. A full-core reactor model is simulated to verify the domain decomposition algorithms using the Monte Carlo particle transport code JMCT (J Monte Carlo Transport Code), which has being developed on the JCOGIN infrastructure. Besides, influences of the domain decomposition algorithms to tally variances are discussed. (authors)

Combinatorial geometry domain decomposition strategies for Monte Carlo simulations

International Nuclear Information System (INIS)

Li, G.; Zhang, B.; Deng, L.; Mo, Z.; Liu, Z.; Shangguan, D.; Ma, Y.; Li, S.; Hu, Z.

2013-01-01

Analysis and modeling of nuclear reactors can lead to memory overload for a single core processor when it comes to refined modeling. A method to solve this problem is called 'domain decomposition'. In the current work, domain decomposition algorithms for a combinatorial geometry Monte Carlo transport code are developed on the JCOGIN (J Combinatorial Geometry Monte Carlo transport INfrastructure). Tree-based decomposition and asynchronous communication of particle information between domains are described in the paper. Combination of domain decomposition and domain replication (particle parallelism) is demonstrated and compared with that of MERCURY code. A full-core reactor model is simulated to verify the domain decomposition algorithms using the Monte Carlo particle transport code JMCT (J Monte Carlo Transport Code), which has being developed on the JCOGIN infrastructure. Besides, influences of the domain decomposition algorithms to tally variances are discussed. (authors)

Successful vectorization - reactor physics Monte Carlo code

International Nuclear Information System (INIS)

Martin, W.R.

1989-01-01

Most particle transport Monte Carlo codes in use today are based on the ''history-based'' algorithm, wherein one particle history at a time is simulated. Unfortunately, the ''history-based'' approach (present in all Monte Carlo codes until recent years) is inherently scalar and cannot be vectorized. In particular, the history-based algorithm cannot take advantage of vector architectures, which characterize the largest and fastest computers at the current time, vector supercomputers such as the Cray X/MP or IBM 3090/600. However, substantial progress has been made in recent years in developing and implementing a vectorized Monte Carlo algorithm. This algorithm follows portions of many particle histories at the same time and forms the basis for all successful vectorized Monte Carlo codes that are in use today. This paper describes the basic vectorized algorithm along with descriptions of several variations that have been developed by different researchers for specific applications. These applications have been mainly in the areas of neutron transport in nuclear reactor and shielding analysis and photon transport in fusion plasmas. The relative merits of the various approach schemes will be discussed and the present status of known vectorization efforts will be summarized along with available timing results, including results from the successful vectorization of 3-D general geometry, continuous energy Monte Carlo. (orig.)

Exploring Monte Carlo methods

CERN Document Server

Dunn, William L

2012-01-01

Exploring Monte Carlo Methods is a basic text that describes the numerical methods that have come to be known as "Monte Carlo." The book treats the subject generically through the first eight chapters and, thus, should be of use to anyone who wants to learn to use Monte Carlo. The next two chapters focus on applications in nuclear engineering, which are illustrative of uses in other fields. Five appendices are included, which provide useful information on probability distributions, general-purpose Monte Carlo codes for radiation transport, and other matters. The famous "Buffon's needle proble

Specialized Monte Carlo codes versus general-purpose Monte Carlo codes

International Nuclear Information System (INIS)

Moskvin, Vadim; DesRosiers, Colleen; Papiez, Lech; Lu, Xiaoyi

2002-01-01

The possibilities of Monte Carlo modeling for dose calculations and optimization treatment are quite limited in radiation oncology applications. The main reason is that the Monte Carlo technique for dose calculations is time consuming while treatment planning may require hundreds of possible cases of dose simulations to be evaluated for dose optimization. The second reason is that general-purpose codes widely used in practice, require an experienced user to customize them for calculations. This paper discusses the concept of Monte Carlo code design that can avoid the main problems that are preventing wide spread use of this simulation technique in medical physics. (authors)

Altered sensorimotor activation patterns in idiopathic dystonia-an activation likelihood estimation meta-analysis of functional brain imaging studies

DEFF Research Database (Denmark)

Løkkegaard, Annemette; Herz, Damian M; Haagensen, Brian Numelin

2016-01-01

Dystonia is characterized by sustained or intermittent muscle contractions causing abnormal, often repetitive, movements or postures. Functional neuroimaging studies have yielded abnormal task-related sensorimotor activation in dystonia, but the results appear to be rather variable across studies....... Further, study size was usually small including different types of dystonia. Here we performed an activation likelihood estimation (ALE) meta-analysis of functional neuroimaging studies in patients with primary dystonia to test for convergence of dystonia-related alterations in task-related activity...... postcentral gyrus, right superior temporal gyrus and dorsal midbrain. Apart from the midbrain cluster, all between-group differences in task-related activity were retrieved in a sub-analysis including only the 14 studies on patients with focal dystonia. For focal dystonia, an additional cluster of increased...

Improved EDELWEISS-III sensitivity for low-mass WIMPs using a profile likelihood approach

Energy Technology Data Exchange (ETDEWEB)

Hehn, L. [Karlsruher Institut fuer Technologie, Institut fuer Kernphysik, Karlsruhe (Germany); Armengaud, E.; Boissiere, T. de; Gros, M.; Navick, X.F.; Nones, C.; Paul, B. [CEA Saclay, DSM/IRFU, Gif-sur-Yvette Cedex (France); Arnaud, Q. [Univ Lyon, Universite Claude Bernard Lyon 1, CNRS/IN2P3, Institut de Physique Nucleaire de Lyon, Lyon (France); Queen' s University, Kingston (Canada); Augier, C.; Billard, J.; Cazes, A.; Charlieux, F.; Jesus, M. de; Gascon, J.; Juillard, A.; Queguiner, E.; Sanglard, V.; Vagneron, L. [Univ Lyon, Universite Claude Bernard Lyon 1, CNRS/IN2P3, Institut de Physique Nucleaire de Lyon, Lyon (France); Benoit, A.; Camus, P. [Institut Neel, CNRS/UJF, Grenoble (France); Berge, L.; Chapellier, M.; Dumoulin, L.; Giuliani, A.; Le-Sueur, H.; Marnieros, S.; Olivieri, E.; Poda, D. [CSNSM, Univ. Paris-Sud, CNRS/IN2P3, Universite Paris-Saclay, Orsay (France); Bluemer, J. [Karlsruher Institut fuer Technologie, Institut fuer Kernphysik, Karlsruhe (Germany); Karlsruher Institut fuer Technologie, Institut fuer Experimentelle Kernphysik, Karlsruhe (Germany); Broniatowski, A. [CSNSM, Univ. Paris-Sud, CNRS/IN2P3, Universite Paris-Saclay, Orsay (France); Karlsruher Institut fuer Technologie, Institut fuer Experimentelle Kernphysik, Karlsruhe (Germany); Eitel, K.; Kozlov, V.; Siebenborn, B. [Karlsruher Institut fuer Technologie, Institut fuer Kernphysik, Karlsruhe (Germany); Foerster, N.; Heuermann, G.; Scorza, S. [Karlsruher Institut fuer Technologie, Institut fuer Experimentelle Kernphysik, Karlsruhe (Germany); Jin, Y. [Laboratoire de Photonique et de Nanostructures, CNRS, Route de Nozay, Marcoussis (France); Kefelian, C. [Univ Lyon, Universite Claude Bernard Lyon 1, CNRS/IN2P3, Institut de Physique Nucleaire de Lyon, Lyon (France); Karlsruher Institut fuer Technologie, Institut fuer Experimentelle Kernphysik, Karlsruhe (Germany); Kleifges, M.; Tcherniakhovski, D.; Weber, M. [Karlsruher Institut fuer Technologie, Institut fuer Prozessdatenverarbeitung und Elektronik, Karlsruhe (Germany); Kraus, H. [University of Oxford, Department of Physics, Oxford (United Kingdom); Kudryavtsev, V.A. [University of Sheffield, Department of Physics and Astronomy, Sheffield (United Kingdom); Pari, P. [CEA Saclay, DSM/IRAMIS, Gif-sur-Yvette (France); Piro, M.C. [CSNSM, Univ. Paris-Sud, CNRS/IN2P3, Universite Paris-Saclay, Orsay (France); Rensselaer Polytechnic Institute, Troy, NY (United States); Rozov, S.; Yakushev, E. [JINR, Laboratory of Nuclear Problems, Dubna, Moscow Region (Russian Federation); Schmidt, B. [Karlsruher Institut fuer Technologie, Institut fuer Kernphysik, Karlsruhe (Germany); Lawrence Berkeley National Laboratory, Berkeley, CA (United States)

2016-10-15

We report on a dark matter search for a Weakly Interacting Massive Particle (WIMP) in the mass range m{sub χ} element of [4, 30] GeV/c{sup 2} with the EDELWEISS-III experiment. A 2D profile likelihood analysis is performed on data from eight selected detectors with the lowest energy thresholds leading to a combined fiducial exposure of 496 kg-days. External backgrounds from γ- and β-radiation, recoils from {sup 206}Pb and neutrons as well as detector intrinsic backgrounds were modelled from data outside the region of interest and constrained in the analysis. The basic data selection and most of the background models are the same as those used in a previously published analysis based on boosted decision trees (BDT) [1]. For the likelihood approach applied in the analysis presented here, a larger signal efficiency and a subtraction of the expected background lead to a higher sensitivity, especially for the lowest WIMP masses probed. No statistically significant signal was found and upper limits on the spin-independent WIMP-nucleon scattering cross section can be set with a hypothesis test based on the profile likelihood test statistics. The 90 % C.L. exclusion limit set for WIMPs with m{sub χ} = 4 GeV/c{sup 2} is 1.6 x 10{sup -39} cm{sup 2}, which is an improvement of a factor of seven with respect to the BDT-based analysis. For WIMP masses above 15 GeV/c{sup 2} the exclusion limits found with both analyses are in good agreement. (orig.)

Monte Carlo principles and applications

Energy Technology Data Exchange (ETDEWEB)

Raeside, D E [Oklahoma Univ., Oklahoma City (USA). Health Sciences Center

1976-03-01

The principles underlying the use of Monte Carlo methods are explained, for readers who may not be familiar with the approach. The generation of random numbers is discussed, and the connection between Monte Carlo methods and random numbers is indicated. Outlines of two well established Monte Carlo sampling techniques are given, together with examples illustrating their use. The general techniques for improving the efficiency of Monte Carlo calculations are considered. The literature relevant to the applications of Monte Carlo calculations in medical physics is reviewed.

COSMIC MICROWAVE BACKGROUND LIKELIHOOD APPROXIMATION BY A GAUSSIANIZED BLACKWELL-RAO ESTIMATOR

International Nuclear Information System (INIS)

Rudjord, Oe.; Groeneboom, N. E.; Eriksen, H. K.; Huey, Greg; Gorski, K. M.; Jewell, J. B.

2009-01-01

We introduce a new cosmic microwave background (CMB) temperature likelihood approximation called the Gaussianized Blackwell-Rao estimator. This estimator is derived by transforming the observed marginal power spectrum distributions obtained by the CMB Gibbs sampler into standard univariate Gaussians, and then approximating their joint transformed distribution by a multivariate Gaussian. The method is exact for full-sky coverage and uniform noise and an excellent approximation for sky cuts and scanning patterns relevant for modern satellite experiments such as the Wilkinson Microwave Anisotropy Probe (WMAP) and Planck. The result is a stable, accurate, and computationally very efficient CMB temperature likelihood representation that allows the user to exploit the unique error propagation capabilities of the Gibbs sampler to high ls. A single evaluation of this estimator between l = 2 and 200 takes ∼0.2 CPU milliseconds, while for comparison, a singe pixel space likelihood evaluation between l = 2 and 30 for a map with ∼2500 pixels requires ∼20 s. We apply this tool to the five-year WMAP temperature data, and re-estimate the angular temperature power spectrum, C l , and likelihood, L(C l ), for l ≤ 200, and derive new cosmological parameters for the standard six-parameter ΛCDM model. Our spectrum is in excellent agreement with the official WMAP spectrum, but we find slight differences in the derived cosmological parameters. Most importantly, the spectral index of scalar perturbations is n s = 0.973 ± 0.014, 1.9σ away from unity and 0.6σ higher than the official WMAP result, n s = 0.965 ± 0.014. This suggests that an exact likelihood treatment is required to higher ls than previously believed, reinforcing and extending our conclusions from the three-year WMAP analysis. In that case, we found that the suboptimal likelihood approximation adopted between l = 12 and 30 by the WMAP team biased n s low by 0.4σ, while here we find that the same approximation

Dynamic bounds coupled with Monte Carlo simulations

Energy Technology Data Exchange (ETDEWEB)

Rajabalinejad, M., E-mail: M.Rajabalinejad@tudelft.n [Faculty of Civil Engineering, Delft University of Technology, Delft (Netherlands); Meester, L.E. [Delft Institute of Applied Mathematics, Delft University of Technology, Delft (Netherlands); Gelder, P.H.A.J.M. van; Vrijling, J.K. [Faculty of Civil Engineering, Delft University of Technology, Delft (Netherlands)

2011-02-15

For the reliability analysis of engineering structures a variety of methods is known, of which Monte Carlo (MC) simulation is widely considered to be among the most robust and most generally applicable. To reduce simulation cost of the MC method, variance reduction methods are applied. This paper describes a method to reduce the simulation cost even further, while retaining the accuracy of Monte Carlo, by taking into account widely present monotonicity. For models exhibiting monotonic (decreasing or increasing) behavior, dynamic bounds (DB) are defined, which in a coupled Monte Carlo simulation are updated dynamically, resulting in a failure probability estimate, as well as a strict (non-probabilistic) upper and lower bounds. Accurate results are obtained at a much lower cost than an equivalent ordinary Monte Carlo simulation. In a two-dimensional and a four-dimensional numerical example, the cost reduction factors are 130 and 9, respectively, where the relative error is smaller than 5%. At higher accuracy levels, this factor increases, though this effect is expected to be smaller with increasing dimension. To show the application of DB method to real world problems, it is applied to a complex finite element model of a flood wall in New Orleans.

MKENO-DAR: a direct angular representation Monte Carlo code for criticality safety analysis

International Nuclear Information System (INIS)

Naito, Yoshitaka; Komuro, Yuichi; Tsunoo, Yukiyasu; Nakayama, Mitsuo.

1984-03-01

Improving the Monte Carlo code MULTI-KENO, the MKENO-DAR (Direct Angular Representation) code has been developed for criticality safety analysis in detail. A function was added to MULTI-KENO for representing anisotropic scattering strictly. With this function, the scattering angle of neutron is determined not by the average scattering angle μ-bar of the Pl Legendre polynomial but by the random work operation using probability distribution function produced with the higher order Legendre polynomials. This code is avilable for the FACOM-M380 computer. This report is a computer code manual for MKENO-DAR. (author)

11th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing

CERN Document Server

Nuyens, Dirk

2016-01-01

This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.

Monte Carlo perturbation theory in neutron transport calculations

International Nuclear Information System (INIS)

Hall, M.C.G.

1980-01-01

The need to obtain sensitivities in complicated geometrical configurations has resulted in the development of Monte Carlo sensitivity estimation. A new method has been developed to calculate energy-dependent sensitivities of any number of responses in a single Monte Carlo calculation with a very small time penalty. This estimation typically increases the tracking time per source particle by about 30%. The method of estimation is explained. Sensitivities obtained are compared with those calculated by discrete ordinates methods. Further theoretical developments, such as second-order perturbation theory and application to k/sub eff/ calculations, are discussed. The application of the method to uncertainty analysis and to the analysis of benchmark experiments is illustrated. 5 figures

Efficient Detection of Repeating Sites to Accelerate Phylogenetic Likelihood Calculations.

Science.gov (United States)

Kobert, K; Stamatakis, A; Flouri, T

2017-03-01

The phylogenetic likelihood function (PLF) is the major computational bottleneck in several applications of evolutionary biology such as phylogenetic inference, species delimitation, model selection, and divergence times estimation. Given the alignment, a tree and the evolutionary model parameters, the likelihood function computes the conditional likelihood vectors for every node of the tree. Vector entries for which all input data are identical result in redundant likelihood operations which, in turn, yield identical conditional values. Such operations can be omitted for improving run-time and, using appropriate data structures, reducing memory usage. We present a fast, novel method for identifying and omitting such redundant operations in phylogenetic likelihood calculations, and assess the performance improvement and memory savings attained by our method. Using empirical and simulated data sets, we show that a prototype implementation of our method yields up to 12-fold speedups and uses up to 78% less memory than one of the fastest and most highly tuned implementations of the PLF currently available. Our method is generic and can seamlessly be integrated into any phylogenetic likelihood implementation. [Algorithms; maximum likelihood; phylogenetic likelihood function; phylogenetics]. © The Author(s) 2016. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

Reliability analysis under epistemic uncertainty

International Nuclear Information System (INIS)

Nannapaneni, Saideep; Mahadevan, Sankaran

2016-01-01

This paper proposes a probabilistic framework to include both aleatory and epistemic uncertainty within model-based reliability estimation of engineering systems for individual limit states. Epistemic uncertainty is considered due to both data and model sources. Sparse point and/or interval data regarding the input random variables leads to uncertainty regarding their distribution types, distribution parameters, and correlations; this statistical uncertainty is included in the reliability analysis through a combination of likelihood-based representation, Bayesian hypothesis testing, and Bayesian model averaging techniques. Model errors, which include numerical solution errors and model form errors, are quantified through Gaussian process models and included in the reliability analysis. The probability integral transform is used to develop an auxiliary variable approach that facilitates a single-level representation of both aleatory and epistemic uncertainty. This strategy results in an efficient single-loop implementation of Monte Carlo simulation (MCS) and FORM/SORM techniques for reliability estimation under both aleatory and epistemic uncertainty. Two engineering examples are used to demonstrate the proposed methodology. - Highlights: • Epistemic uncertainty due to data and model included in reliability analysis. • A novel FORM-based approach proposed to include aleatory and epistemic uncertainty. • A single-loop Monte Carlo approach proposed to include both types of uncertainties. • Two engineering examples used for illustration.

Yours in Revolution: Retrofitting Carlos the Jackal

Directory of Open Access Journals (Sweden)

Samuel Thomas

2013-09-01

Full Text Available This paper explores the representation of ‘Carlos the Jackal’, the one-time ‘World’s Most Wanted Man’ and ‘International Face of Terror’ – primarily in cin-ema but also encompassing other forms of popular culture and aspects of Cold War policy-making. At the centre of the analysis is Olivier Assayas’s Carlos (2010, a transnational, five and a half hour film (first screened as a TV mini-series about the life and times of the infamous militant. Concentrating on the var-ious ways in which Assayas expresses a critical preoccupation with names and faces through complex formal composition, the project examines the play of ab-straction and embodiment that emerges from the narrativisation of terrorist vio-lence. Lastly, it seeks to engage with the hidden implications of Carlos in terms of the intertwined trajectories of formal experimentation and revolutionary politics.

Uncertainty about the true source. A note on the likelihood ratio at the activity level.

Science.gov (United States)

Taroni, Franco; Biedermann, Alex; Bozza, Silvia; Comte, Jennifer; Garbolino, Paolo

2012-07-10

This paper focuses on likelihood ratio based evaluations of fibre evidence in cases in which there is uncertainty about whether or not the reference item available for analysis - that is, an item typically taken from the suspect or seized at his home - is the item actually worn at the time of the offence. A likelihood ratio approach is proposed that, for situations in which certain categorical assumptions can be made about additionally introduced parameters, converges to formula described in existing literature. The properties of the proposed likelihood ratio approach are analysed through sensitivity analyses and discussed with respect to possible argumentative implications that arise in practice. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.

First Monte Carlo Global Analysis of Nucleon Transversity with Lattice QCD Constraints

Science.gov (United States)

Lin, H.-W.; Melnitchouk, W.; Prokudin, A.; Sato, N.; Shows, H.; Jefferson Lab Angular Momentum JAM Collaboration

2018-04-01

We report on the first global QCD analysis of the quark transversity distributions in the nucleon from semi-inclusive deep-inelastic scattering (SIDIS), using a new Monte Carlo method based on nested sampling and constraints on the isovector tensor charge gT from lattice QCD. A simultaneous fit to the available SIDIS Collins asymmetry data is compatible with gT values extracted from a comprehensive reanalysis of existing lattice simulations, in contrast to previous analyses, which found significantly smaller gT values. The contributions to the nucleon tensor charge from u and d quarks are found to be δ u =0.3 (2 ) and δ d =-0.7 (2 ) at a scale Q2=2 GeV2.

SIMON. A computer program for reliability and statistical analysis using Monte Carlo simulation. Program description and manual

International Nuclear Information System (INIS)

Kongsoe, H.E.; Lauridsen, K.

1993-09-01

SIMON is a program for calculation of reliability and statistical analysis. The program is of the Monte Carlo type, and it is designed with high flexibility, and has a large potential for application to complex problems like reliability analyses of very large systems and of systems, where complex modelling or knowledge of special details are required. Examples of application of the program, including input and output, for reliability and statistical analysis are presented. (au) (3 tabs., 3 ills., 5 refs.)

Monte Carlo analysis of a control technique for a tunable white lighting system

DEFF Research Database (Denmark)

Chakrabarti, Maumita; Thorseth, Anders; Jepsen, Jørgen

2017-01-01

A simulated colour control mechanism for a multi-coloured LED lighting system is presented. The system achieves adjustable and stable white light output and allows for system-to-system reproducibility after application of the control mechanism. The control unit works using a pre-calibrated lookup...... table for an experimentally realized system, with a calibrated tristimulus colour sensor. A Monte Carlo simulation is used to examine the system performance concerning the variation of luminous flux and chromaticity of the light output. The inputs to the Monte Carlo simulation, are variations of the LED...... peak wavelength, the LED rated luminous flux bin, the influence of the operating conditions, ambient temperature, driving current, and the spectral response of the colour sensor. The system performance is investigated by evaluating the outputs from the Monte Carlo simulation. The outputs show...

Monte Carlo Analysis of the Battery-Type High Temperature Gas Cooled Reactor

Science.gov (United States)

Grodzki, Marcin; Darnowski, Piotr; Niewiński, Grzegorz

2017-12-01

The paper presents a neutronic analysis of the battery-type 20 MWth high-temperature gas cooled reactor. The developed reactor model is based on the publicly available data being an `early design' variant of the U-battery. The investigated core is a battery type small modular reactor, graphite moderated, uranium fueled, prismatic, helium cooled high-temperature gas cooled reactor with graphite reflector. The two core alternative designs were investigated. The first has a central reflector and 30×4 prismatic fuel blocks and the second has no central reflector and 37×4 blocks. The SERPENT Monte Carlo reactor physics computer code, with ENDF and JEFF nuclear data libraries, was applied. Several nuclear design static criticality calculations were performed and compared with available reference results. The analysis covered the single assembly models and full core simulations for two geometry models: homogenous and heterogenous (explicit). A sensitivity analysis of the reflector graphite density was performed. An acceptable agreement between calculations and reference design was obtained. All calculations were performed for the fresh core state.

Monte Carlo Analysis of the Battery-Type High Temperature Gas Cooled Reactor

Directory of Open Access Journals (Sweden)

Grodzki Marcin

2017-12-01

Full Text Available The paper presents a neutronic analysis of the battery-type 20 MWth high-temperature gas cooled reactor. The developed reactor model is based on the publicly available data being an ‘early design’ variant of the U-battery. The investigated core is a battery type small modular reactor, graphite moderated, uranium fueled, prismatic, helium cooled high-temperature gas cooled reactor with graphite reflector. The two core alternative designs were investigated. The first has a central reflector and 30×4 prismatic fuel blocks and the second has no central reflector and 37×4 blocks. The SERPENT Monte Carlo reactor physics computer code, with ENDF and JEFF nuclear data libraries, was applied. Several nuclear design static criticality calculations were performed and compared with available reference results. The analysis covered the single assembly models and full core simulations for two geometry models: homogenous and heterogenous (explicit. A sensitivity analysis of the reflector graphite density was performed. An acceptable agreement between calculations and reference design was obtained. All calculations were performed for the fresh core state.

A Bootstrap Metropolis-Hastings Algorithm for Bayesian Analysis of Big Data.

Science.gov (United States)

Liang, Faming; Kim, Jinsu; Song, Qifan

2016-01-01

Markov chain Monte Carlo (MCMC) methods have proven to be a very powerful tool for analyzing data of complex structures. However, their computer-intensive nature, which typically require a large number of iterations and a complete scan of the full dataset for each iteration, precludes their use for big data analysis. In this paper, we propose the so-called bootstrap Metropolis-Hastings (BMH) algorithm, which provides a general framework for how to tame powerful MCMC methods to be used for big data analysis; that is to replace the full data log-likelihood by a Monte Carlo average of the log-likelihoods that are calculated in parallel from multiple bootstrap samples. The BMH algorithm possesses an embarrassingly parallel structure and avoids repeated scans of the full dataset in iterations, and is thus feasible for big data problems. Compared to the popular divide-and-combine method, BMH can be generally more efficient as it can asymptotically integrate the whole data information into a single simulation run. The BMH algorithm is very flexible. Like the Metropolis-Hastings algorithm, it can serve as a basic building block for developing advanced MCMC algorithms that are feasible for big data problems. This is illustrated in the paper by the tempering BMH algorithm, which can be viewed as a combination of parallel tempering and the BMH algorithm. BMH can also be used for model selection and optimization by combining with reversible jump MCMC and simulated annealing, respectively.

A Bootstrap Metropolis–Hastings Algorithm for Bayesian Analysis of Big Data

Science.gov (United States)

Kim, Jinsu; Song, Qifan

2016-01-01

Markov chain Monte Carlo (MCMC) methods have proven to be a very powerful tool for analyzing data of complex structures. However, their computer-intensive nature, which typically require a large number of iterations and a complete scan of the full dataset for each iteration, precludes their use for big data analysis. In this paper, we propose the so-called bootstrap Metropolis-Hastings (BMH) algorithm, which provides a general framework for how to tame powerful MCMC methods to be used for big data analysis; that is to replace the full data log-likelihood by a Monte Carlo average of the log-likelihoods that are calculated in parallel from multiple bootstrap samples. The BMH algorithm possesses an embarrassingly parallel structure and avoids repeated scans of the full dataset in iterations, and is thus feasible for big data problems. Compared to the popular divide-and-combine method, BMH can be generally more efficient as it can asymptotically integrate the whole data information into a single simulation run. The BMH algorithm is very flexible. Like the Metropolis-Hastings algorithm, it can serve as a basic building block for developing advanced MCMC algorithms that are feasible for big data problems. This is illustrated in the paper by the tempering BMH algorithm, which can be viewed as a combination of parallel tempering and the BMH algorithm. BMH can also be used for model selection and optimization by combining with reversible jump MCMC and simulated annealing, respectively. PMID:29033469

Event-related fMRI studies of false memory: An Activation Likelihood Estimation meta-analysis.

Science.gov (United States)

Kurkela, Kyle A; Dennis, Nancy A

2016-01-29

Over the last two decades, a wealth of research in the domain of episodic memory has focused on understanding the neural correlates mediating false memories, or memories for events that never happened. While several recent qualitative reviews have attempted to synthesize this literature, methodological differences amongst the empirical studies and a focus on only a sub-set of the findings has limited broader conclusions regarding the neural mechanisms underlying false memories. The current study performed a voxel-wise quantitative meta-analysis using activation likelihood estimation to investigate commonalities within the functional magnetic resonance imaging (fMRI) literature studying false memory. The results were broken down by memory phase (encoding, retrieval), as well as sub-analyses looking at differences in baseline (hit, correct rejection), memoranda (verbal, semantic), and experimental paradigm (e.g., semantic relatedness and perceptual relatedness) within retrieval. Concordance maps identified significant overlap across studies for each analysis. Several regions were identified in the general false retrieval analysis as well as multiple sub-analyses, indicating their ubiquitous, yet critical role in false retrieval (medial superior frontal gyrus, left precentral gyrus, left inferior parietal cortex). Additionally, several regions showed baseline- and paradigm-specific effects (hit/perceptual relatedness: inferior and middle occipital gyrus; CRs: bilateral inferior parietal cortex, precuneus, left caudate). With respect to encoding, analyses showed common activity in the left middle temporal gyrus and anterior cingulate cortex. No analysis identified a common cluster of activation in the medial temporal lobe. Copyright © 2015 Elsevier Ltd. All rights reserved.

Elaboration Likelihood Model and an Analysis of the Contexts of Its Application

OpenAIRE

Aslıhan Kıymalıoğlu

2014-01-01

Elaboration Likelihood Model (ELM), which supports the existence of two routes to persuasion: central and peripheral routes, has been one of the major models on persuasion. As the number of studies in the Turkish literature on ELM is limited, a detailed explanation of the model together with a comprehensive literature review was considered to be contributory for this gap. The findings of the review reveal that the model was mostly used in marketing and advertising researches, that the concept...

Penggunaan Elaboration Likelihood Model dalam Menganalisis Penerimaan Teknologi Informasi

OpenAIRE

vitrian, vitrian2

2010-01-01

This article discusses some technology acceptance models in an organization. Thorough analysis of how technology is acceptable help managers make any planning to implement new teachnology and make sure that new technology could enhance organization's performance. Elaboration Likelihood Model (ELM) is the one which sheds light on some behavioral factors in acceptance of information technology. The basic tenet of ELM states that human behavior in principle can be influenced through central r...

The fine-tuning cost of the likelihood in SUSY models

CERN Document Server

Ghilencea, D M

2013-01-01

In SUSY models, the fine tuning of the electroweak (EW) scale with respect to their parameters gamma_i={m_0, m_{1/2}, mu_0, A_0, B_0,...} and the maximal likelihood L to fit the experimental data are usually regarded as two different problems. We show that, if one regards the EW minimum conditions as constraints that fix the EW scale, this commonly held view is not correct and that the likelihood contains all the information about fine-tuning. In this case we show that the corrected likelihood is equal to the ratio L/Delta of the usual likelihood L and the traditional fine tuning measure Delta of the EW scale. A similar result is obtained for the integrated likelihood over the set {gamma_i}, that can be written as a surface integral of the ratio L/Delta, with the surface in gamma_i space determined by the EW minimum constraints. As a result, a large likelihood actually demands a large ratio L/Delta or equivalently, a small chi^2_{new}=chi^2_{old}+2*ln(Delta). This shows the fine-tuning cost to the likelihood ...

Maximum-likelihood estimation of the hyperbolic parameters from grouped observations

DEFF Research Database (Denmark)

Jensen, Jens Ledet

1988-01-01

a least-squares problem. The second procedure Hypesti first approaches the maximum-likelihood estimate by iterating in the profile-log likelihood function for the scale parameter. Close to the maximum of the likelihood function, the estimation is brought to an end by iteration, using all four parameters...

A smart Monte Carlo procedure for production costing and uncertainty analysis

International Nuclear Information System (INIS)

Parker, C.; Stremel, J.

1996-01-01

Electric utilities using chronological production costing models to decide whether to buy or sell power over the next week or next few weeks need to determine potential profits or losses under a number of uncertainties. A large amount of money can be at stake--often $100,000 a day or more--and one party of the sale must always take on the risk. In the case of fixed price ($/MWh) contracts, the seller accepts the risk. In the case of cost plus contracts, the buyer must accept the risk. So, modeling uncertainty and understanding the risk accurately can improve the competitive edge of the user. This paper investigates an efficient procedure for representing risks and costs from capacity outages. Typically, production costing models use an algorithm based on some form of random number generator to select resources as available or on outage. These algorithms allow experiments to be repeated and gains and losses to be observed in a short time. The authors perform several experiments to examine the capability of three unit outage selection methods and measures their results. Specifically, a brute force Monte Carlo procedure, a Monte Carlo procedure with Latin Hypercube sampling, and a Smart Monte Carlo procedure with cost stratification and directed sampling are examined

CERN honours Carlo Rubbia

CERN Document Server

2009-01-01

Carlo Rubbia turned 75 on March 31, and CERN held a symposium to mark his birthday and pay tribute to his impressive contribution to both CERN and science. Carlo Rubbia, 4th from right, together with the speakers at the symposium.On 7 April CERN hosted a celebration marking Carlo Rubbia’s 75th birthday and 25 years since he was awarded the Nobel Prize for Physics. "Today we will celebrate 100 years of Carlo Rubbia" joked CERN’s Director-General, Rolf Heuer in his opening speech, "75 years of his age and 25 years of the Nobel Prize." Rubbia received the Nobel Prize along with Simon van der Meer for contributions to the discovery of the W and Z bosons, carriers of the weak interaction. During the symposium, which was held in the Main Auditorium, several eminent speakers gave lectures on areas of science to which Carlo Rubbia made decisive contributions. Among those who spoke were Michel Spiro, Director of the French National Insti...

Algorithms of maximum likelihood data clustering with applications

Science.gov (United States)

Giada, Lorenzo; Marsili, Matteo

2002-12-01

We address the problem of data clustering by introducing an unsupervised, parameter-free approach based on maximum likelihood principle. Starting from the observation that data sets belonging to the same cluster share a common information, we construct an expression for the likelihood of any possible cluster structure. The likelihood in turn depends only on the Pearson's coefficient of the data. We discuss clustering algorithms that provide a fast and reliable approximation to maximum likelihood configurations. Compared to standard clustering methods, our approach has the advantages that (i) it is parameter free, (ii) the number of clusters need not be fixed in advance and (iii) the interpretation of the results is transparent. In order to test our approach and compare it with standard clustering algorithms, we analyze two very different data sets: time series of financial market returns and gene expression data. We find that different maximization algorithms produce similar cluster structures whereas the outcome of standard algorithms has a much wider variability.

Bias correction for estimated QTL effects using the penalized maximum likelihood method.

Science.gov (United States)

Zhang, J; Yue, C; Zhang, Y-M

2012-04-01

A penalized maximum likelihood method has been proposed as an important approach to the detection of epistatic quantitative trait loci (QTL). However, this approach is not optimal in two special situations: (1) closely linked QTL with effects in opposite directions and (2) small-effect QTL, because the method produces downwardly biased estimates of QTL effects. The present study aims to correct the bias by using correction coefficients and shifting from the use of a uniform prior on the variance parameter of a QTL effect to that of a scaled inverse chi-square prior. The results of Monte Carlo simulation experiments show that the improved method increases the power from 25 to 88% in the detection of two closely linked QTL of equal size in opposite directions and from 60 to 80% in the identification of QTL with small effects (0.5% of the total phenotypic variance). We used the improved method to detect QTL responsible for the barley kernel weight trait using 145 doubled haploid lines developed in the North American Barley Genome Mapping Project. Application of the proposed method to other shrinkage estimation of QTL effects is discussed.

Asymptotic analysis of the spatial discretization of radiation absorption and re-emission in Implicit Monte Carlo

International Nuclear Information System (INIS)

Densmore, Jeffery D.

2011-01-01

We perform an asymptotic analysis of the spatial discretization of radiation absorption and re-emission in Implicit Monte Carlo (IMC), a Monte Carlo technique for simulating nonlinear radiative transfer. Specifically, we examine the approximation of absorption and re-emission by a spatially continuous artificial-scattering process and either a piecewise-constant or piecewise-linear emission source within each spatial cell. We consider three asymptotic scalings representing (i) a time step that resolves the mean-free time, (ii) a Courant limit on the time-step size, and (iii) a fixed time step that does not depend on any asymptotic scaling. For the piecewise-constant approximation, we show that only the third scaling results in a valid discretization of the proper diffusion equation, which implies that IMC may generate inaccurate solutions with optically large spatial cells if time steps are refined. However, we also demonstrate that, for a certain class of problems, the piecewise-linear approximation yields an appropriate discretized diffusion equation under all three scalings. We therefore expect IMC to produce accurate solutions for a wider range of time-step sizes when the piecewise-linear instead of piecewise-constant discretization is employed. We demonstrate the validity of our analysis with a set of numerical examples.

Current and future applications of Monte Carlo

International Nuclear Information System (INIS)

Zaidi, H.

2003-01-01

Full text: The use of radionuclides in medicine has a long history and encompasses a large area of applications including diagnosis and radiation treatment of cancer patients using either external or radionuclide radiotherapy. The 'Monte Carlo method'describes a very broad area of science, in which many processes, physical systems, and phenomena are simulated by statistical methods employing random numbers. The general idea of Monte Carlo analysis is to create a model, which is as similar as possible to the real physical system of interest, and to create interactions within that system based on known probabilities of occurrence, with random sampling of the probability density functions (pdfs). As the number of individual events (called 'histories') is increased, the quality of the reported average behavior of the system improves, meaning that the statistical uncertainty decreases. The use of the Monte Carlo method to simulate radiation transport has become the most accurate means of predicting absorbed dose distributions and other quantities of interest in the radiation treatment of cancer patients using either external or radionuclide radiotherapy. The same trend has occurred for the estimation of the absorbed dose in diagnostic procedures using radionuclides as well as the assessment of image quality and quantitative accuracy of radionuclide imaging. As a consequence of this generalized use, many questions are being raised primarily about the need and potential of Monte Carlo techniques, but also about how accurate it really is, what would it take to apply it clinically and make it available widely to the nuclear medicine community at large. Many of these questions will be answered when Monte Carlo techniques are implemented and used for more routine calculations and for in-depth investigations. In this paper, the conceptual role of the Monte Carlo method is briefly introduced and followed by a survey of its different applications in diagnostic and therapeutic

Likelihood ratio sequential sampling models of recognition memory.

Science.gov (United States)

Osth, Adam F; Dennis, Simon; Heathcote, Andrew

2017-02-01

The mirror effect - a phenomenon whereby a manipulation produces opposite effects on hit and false alarm rates - is benchmark regularity of recognition memory. A likelihood ratio decision process, basing recognition on the relative likelihood that a stimulus is a target or a lure, naturally predicts the mirror effect, and so has been widely adopted in quantitative models of recognition memory. Glanzer, Hilford, and Maloney (2009) demonstrated that likelihood ratio models, assuming Gaussian memory strength, are also capable of explaining regularities observed in receiver-operating characteristics (ROCs), such as greater target than lure variance. Despite its central place in theorising about recognition memory, however, this class of models has not been tested using response time (RT) distributions. In this article, we develop a linear approximation to the likelihood ratio transformation, which we show predicts the same regularities as the exact transformation. This development enabled us to develop a tractable model of recognition-memory RT based on the diffusion decision model (DDM), with inputs (drift rates) provided by an approximate likelihood ratio transformation. We compared this "LR-DDM" to a standard DDM where all targets and lures receive their own drift rate parameters. Both were implemented as hierarchical Bayesian models and applied to four datasets. Model selection taking into account parsimony favored the LR-DDM, which requires fewer parameters than the standard DDM but still fits the data well. These results support log-likelihood based models as providing an elegant explanation of the regularities of recognition memory, not only in terms of choices made but also in terms of the times it takes to make them. Copyright © 2016 Elsevier Inc. All rights reserved.

Hypnosis and pain perception: An Activation Likelihood Estimation (ALE) meta-analysis of functional neuroimaging studies.

Science.gov (United States)

Del Casale, Antonio; Ferracuti, Stefano; Rapinesi, Chiara; De Rossi, Pietro; Angeletti, Gloria; Sani, Gabriele; Kotzalidis, Georgios D; Girardi, Paolo

2015-12-01

Several studies reported that hypnosis can modulate pain perception and tolerance by affecting cortical and subcortical activity in brain regions involved in these processes. We conducted an Activation Likelihood Estimation (ALE) meta-analysis on functional neuroimaging studies of pain perception under hypnosis to identify brain activation-deactivation patterns occurring during hypnotic suggestions aiming at pain reduction, including hypnotic analgesic, pleasant, or depersonalization suggestions (HASs). We searched the PubMed, Embase and PsycInfo databases; we included papers published in peer-reviewed journals dealing with functional neuroimaging and hypnosis-modulated pain perception. The ALE meta-analysis encompassed data from 75 healthy volunteers reported in 8 functional neuroimaging studies. HASs during experimentally-induced pain compared to control conditions correlated with significant activations of the right anterior cingulate cortex (Brodmann's Area [BA] 32), left superior frontal gyrus (BA 6), and right insula, and deactivation of right midline nuclei of the thalamus. HASs during experimental pain impact both cortical and subcortical brain activity. The anterior cingulate, left superior frontal, and right insular cortices activation increases could induce a thalamic deactivation (top-down inhibition), which may correlate with reductions in pain intensity. Copyright © 2016 Elsevier Ltd. All rights reserved.

Maximum likelihood estimation for integrated diffusion processes

DEFF Research Database (Denmark)

Baltazar-Larios, Fernando; Sørensen, Michael

We propose a method for obtaining maximum likelihood estimates of parameters in diffusion models when the data is a discrete time sample of the integral of the process, while no direct observations of the process itself are available. The data are, moreover, assumed to be contaminated...... EM-algorithm to obtain maximum likelihood estimates of the parameters in the diffusion model. As part of the algorithm, we use a recent simple method for approximate simulation of diffusion bridges. In simulation studies for the Ornstein-Uhlenbeck process and the CIR process the proposed method works...... by measurement errors. Integrated volatility is an example of this type of observations. Another example is ice-core data on oxygen isotopes used to investigate paleo-temperatures. The data can be viewed as incomplete observations of a model with a tractable likelihood function. Therefore we propose a simulated...

High-order Composite Likelihood Inference for Max-Stable Distributions and Processes

KAUST Repository

Castruccio, Stefano; Huser, Raphaë l; Genton, Marc G.

2015-01-01

In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of locations is a very challenging problem in computational statistics, and current approaches typically rely on less expensive composite likelihoods constructed from small subsets of data. In this work, we explore the limits of modern state-of-the-art computational facilities to perform full likelihood inference and to efficiently evaluate high-order composite likelihoods. With extensive simulations, we assess the loss of information of composite likelihood estimators with respect to a full likelihood approach for some widely-used multivariate or spatial extreme models, we discuss how to choose composite likelihood truncation to improve the efficiency, and we also provide recommendations for practitioners. This article has supplementary material online.

High-order Composite Likelihood Inference for Max-Stable Distributions and Processes

KAUST Repository

Castruccio, Stefano

2015-09-29

In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of locations is a very challenging problem in computational statistics, and current approaches typically rely on less expensive composite likelihoods constructed from small subsets of data. In this work, we explore the limits of modern state-of-the-art computational facilities to perform full likelihood inference and to efficiently evaluate high-order composite likelihoods. With extensive simulations, we assess the loss of information of composite likelihood estimators with respect to a full likelihood approach for some widely-used multivariate or spatial extreme models, we discuss how to choose composite likelihood truncation to improve the efficiency, and we also provide recommendations for practitioners. This article has supplementary material online.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

Energy Technology Data Exchange (ETDEWEB)

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc [Department of Mathematics and Statistics, University of Massachusetts, Amherst, Massachusetts 01003 (United States)

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

Earthquake likelihood model testing

Science.gov (United States)

Schorlemmer, D.; Gerstenberger, M.C.; Wiemer, S.; Jackson, D.D.; Rhoades, D.A.

2007-01-01

INTRODUCTIONThe Regional Earthquake Likelihood Models (RELM) project aims to produce and evaluate alternate models of earthquake potential (probability per unit volume, magnitude, and time) for California. Based on differing assumptions, these models are produced to test the validity of their assumptions and to explore which models should be incorporated in seismic hazard and risk evaluation. Tests based on physical and geological criteria are useful but we focus on statistical methods using future earthquake catalog data only. We envision two evaluations: a test of consistency with observed data and a comparison of all pairs of models for relative consistency. Both tests are based on the likelihood method, and both are fully prospective (i.e., the models are not adjusted to fit the test data). To be tested, each model must assign a probability to any possible event within a specified region of space, time, and magnitude. For our tests the models must use a common format: earthquake rates in specified “bins” with location, magnitude, time, and focal mechanism limits.Seismology cannot yet deterministically predict individual earthquakes; however, it should seek the best possible models for forecasting earthquake occurrence. This paper describes the statistical rules of an experiment to examine and test earthquake forecasts. The primary purposes of the tests described below are to evaluate physical models for earthquakes, assure that source models used in seismic hazard and risk studies are consistent with earthquake data, and provide quantitative measures by which models can be assigned weights in a consensus model or be judged as suitable for particular regions.In this paper we develop a statistical method for testing earthquake likelihood models. A companion paper (Schorlemmer and Gerstenberger 2007, this issue) discusses the actual implementation of these tests in the framework of the RELM initiative.Statistical testing of hypotheses is a common task and a

On the use of stochastic approximation Monte Carlo for Monte Carlo integration

KAUST Repository

Liang, Faming

2009-03-01

The stochastic approximation Monte Carlo (SAMC) algorithm has recently been proposed as a dynamic optimization algorithm in the literature. In this paper, we show in theory that the samples generated by SAMC can be used for Monte Carlo integration via a dynamically weighted estimator by calling some results from the literature of nonhomogeneous Markov chains. Our numerical results indicate that SAMC can yield significant savings over conventional Monte Carlo algorithms, such as the Metropolis-Hastings algorithm, for the problems for which the energy landscape is rugged. © 2008 Elsevier B.V. All rights reserved.

EPR spectrum deconvolution and dose assessment of fossil tooth enamel using maximum likelihood common factor analysis

International Nuclear Information System (INIS)

Vanhaelewyn, G.; Callens, F.; Gruen, R.

2000-01-01

In order to determine the components which give rise to the EPR spectrum around g = 2 we have applied Maximum Likelihood Common Factor Analysis (MLCFA) on the EPR spectra of enamel sample 1126 which has previously been analysed by continuous wave and pulsed EPR as well as EPR microscopy. MLCFA yielded agreeing results on three sets of X-band spectra and the following components were identified: an orthorhombic component attributed to CO - 2 , an axial component CO 3- 3 , as well as four isotropic components, three of which could be attributed to SO - 2 , a tumbling CO - 2 and a central line of a dimethyl radical. The X-band results were confirmed by analysis of Q-band spectra where three additional isotropic lines were found, however, these three components could not be attributed to known radicals. The orthorhombic component was used to establish dose response curves for the assessment of the past radiation dose, D E . The results appear to be more reliable than those based on conventional peak-to-peak EPR intensity measurements or simple Gaussian deconvolution methods

On the use of stochastic approximation Monte Carlo for Monte Carlo integration

KAUST Repository

Liang, Faming

2009-01-01

The stochastic approximation Monte Carlo (SAMC) algorithm has recently been proposed as a dynamic optimization algorithm in the literature. In this paper, we show in theory that the samples generated by SAMC can be used for Monte Carlo integration

CFHTLenS: a Gaussian likelihood is a sufficient approximation for a cosmological analysis of third-order cosmic shear statistics

Science.gov (United States)

Simon, P.; Semboloni, E.; van Waerbeke, L.; Hoekstra, H.; Erben, T.; Fu, L.; Harnois-Déraps, J.; Heymans, C.; Hildebrandt, H.; Kilbinger, M.; Kitching, T. D.; Miller, L.; Schrabback, T.

2015-05-01

We study the correlations of the shear signal between triplets of sources in the Canada-France-Hawaii Telescope Lensing Survey (CFHTLenS) to probe cosmological parameters via the matter bispectrum. In contrast to previous studies, we adopt a non-Gaussian model of the data likelihood which is supported by our simulations of the survey. We find that for state-of-the-art surveys, similar to CFHTLenS, a Gaussian likelihood analysis is a reasonable approximation, albeit small differences in the parameter constraints are already visible. For future surveys we expect that a Gaussian model becomes inaccurate. Our algorithm for a refined non-Gaussian analysis and data compression is then of great utility especially because it is not much more elaborate if simulated data are available. Applying this algorithm to the third-order correlations of shear alone in a blind analysis, we find a good agreement with the standard cosmological model: Σ _8=σ _8(Ω _m/0.27)^{0.64}=0.79^{+0.08}_{-0.11} for a flat Λ cold dark matter cosmology with h = 0.7 ± 0.04 (68 per cent credible interval). Nevertheless our models provide only moderately good fits as indicated by χ2/dof = 2.9, including a 20 per cent rms uncertainty in the predicted signal amplitude. The models cannot explain a signal drop on scales around 15 arcmin, which may be caused by systematics. It is unclear whether the discrepancy can be fully explained by residual point spread function systematics of which we find evidence at least on scales of a few arcmin. Therefore we need a better understanding of higher order correlations of cosmic shear and their systematics to confidently apply them as cosmological probes.

A flexible coupling scheme for Monte Carlo and thermal-hydraulics codes

Energy Technology Data Exchange (ETDEWEB)

Hoogenboom, J. Eduard, E-mail: J.E.Hoogenboom@tudelft.nl [Delft University of Technology (Netherlands); Ivanov, Aleksandar; Sanchez, Victor, E-mail: Aleksandar.Ivanov@kit.edu, E-mail: Victor.Sanchez@kit.edu [Karlsruhe Institute of Technology, Institute of Neutron Physics and Reactor Technology, Eggenstein-Leopoldshafen (Germany); Diop, Cheikh, E-mail: Cheikh.Diop@cea.fr [CEA/DEN/DANS/DM2S/SERMA, Commissariat a l' Energie Atomique, Gif-sur-Yvette (France)

2011-07-01

A coupling scheme between a Monte Carlo code and a thermal-hydraulics code is being developed within the European NURISP project for comprehensive and validated reactor analysis. The scheme is flexible as it allows different Monte Carlo codes and different thermal-hydraulics codes to be used. At present the MCNP and TRIPOLI4 Monte Carlo codes can be used and the FLICA4 and SubChanFlow thermal-hydraulics codes. For all these codes only an original executable is necessary. A Python script drives the iterations between Monte Carlo and thermal-hydraulics calculations. It also calls a conversion program to merge a master input file for the Monte Carlo code with the appropriate temperature and coolant density data from the thermal-hydraulics calculation. Likewise it calls another conversion program to merge a master input file for the thermal-hydraulics code with the power distribution data from the Monte Carlo calculation. Special attention is given to the neutron cross section data for the various required temperatures in the Monte Carlo calculation. Results are shown for an infinite lattice of PWR fuel pin cells and a 3 x 3 fuel BWR pin cell cluster. Various possibilities for further improvement and optimization of the coupling system are discussed. (author)

A flexible coupling scheme for Monte Carlo and thermal-hydraulics codes

International Nuclear Information System (INIS)

Hoogenboom, J. Eduard; Ivanov, Aleksandar; Sanchez, Victor; Diop, Cheikh

2011-01-01

A coupling scheme between a Monte Carlo code and a thermal-hydraulics code is being developed within the European NURISP project for comprehensive and validated reactor analysis. The scheme is flexible as it allows different Monte Carlo codes and different thermal-hydraulics codes to be used. At present the MCNP and TRIPOLI4 Monte Carlo codes can be used and the FLICA4 and SubChanFlow thermal-hydraulics codes. For all these codes only an original executable is necessary. A Python script drives the iterations between Monte Carlo and thermal-hydraulics calculations. It also calls a conversion program to merge a master input file for the Monte Carlo code with the appropriate temperature and coolant density data from the thermal-hydraulics calculation. Likewise it calls another conversion program to merge a master input file for the thermal-hydraulics code with the power distribution data from the Monte Carlo calculation. Special attention is given to the neutron cross section data for the various required temperatures in the Monte Carlo calculation. Results are shown for an infinite lattice of PWR fuel pin cells and a 3 x 3 fuel BWR pin cell cluster. Various possibilities for further improvement and optimization of the coupling system are discussed. (author)

Monte Carlo analysis of radiative transport in oceanographic lidar measurements

Energy Technology Data Exchange (ETDEWEB)

Cupini, E.; Ferro, G. [ENEA, Divisione Fisica Applicata, Centro Ricerche Ezio Clementel, Bologna (Italy); Ferrari, N. [Bologna Univ., Bologna (Italy). Dipt. Ingegneria Energetica, Nucleare e del Controllo Ambientale

2001-07-01

The analysis of oceanographic lidar systems measurements is often carried out with semi-empirical methods, since there is only a rough understanding of the effects of many environmental variables. The development of techniques for interpreting the accuracy of lidar measurements is needed to evaluate the effects of various environmental situations, as well as of different experimental geometric configurations and boundary conditions. A Monte Carlo simulation model represents a tool that is particularly well suited for answering these important questions. The PREMAR-2F Monte Carlo code has been developed taking into account the main molecular and non-molecular components of the marine environment. The laser radiation interaction processes of diffusion, re-emission, refraction and absorption are treated. In particular are considered: the Rayleigh elastic scattering, produced by atoms and molecules with small dimensions with respect to the laser emission wavelength (i.e. water molecules), the Mie elastic scattering, arising from atoms or molecules with dimensions comparable to the laser wavelength (hydrosols), the Raman inelastic scattering, typical of water, the absorption of water, inorganic (sediments) and organic (phytoplankton and CDOM) hydrosols, the fluorescence re-emission of chlorophyll and yellow substances. PREMAR-2F is an extension of a code for the simulation of the radiative transport in atmospheric environments (PREMAR-2). The approach followed in PREMAR-2 was to combine conventional Monte Carlo techniques with analytical estimates of the probability of the receiver to have a contribution from photons coming back after an interaction in the field of view of the lidar fluorosensor collecting apparatus. This offers an effective mean for modelling a lidar system with realistic geometric constraints. The retrieved semianalytic Monte Carlo radiative transfer model has been developed in the frame of the Italian Research Program for Antarctica (PNRA) and it is

Active neutron multiplicity analysis and Monte Carlo calculations

International Nuclear Information System (INIS)

Krick, M.S.; Ensslin, N.; Langner, D.G.; Miller, M.C.; Siebelist, R.; Stewart, J.E.; Ceo, R.N.; May, P.K.; Collins, L.L. Jr

1994-01-01

Active neutron multiplicity measurements of high-enrichment uranium metal and oxide samples have been made at Los Alamos and Y-12. The data from the measurements of standards at Los Alamos were analyzed to obtain values for neutron multiplication and source-sample coupling. These results are compared to equivalent results obtained from Monte Carlo calculations. An approximate relationship between coupling and multiplication is derived and used to correct doubles rates for multiplication and coupling. The utility of singles counting for uranium samples is also examined

A Monte Carlo/response surface strategy for sensitivity analysis: application to a dynamic model of vegetative plant growth

Science.gov (United States)

Lim, J. T.; Gold, H. J.; Wilkerson, G. G.; Raper, C. D. Jr; Raper CD, J. r. (Principal Investigator)

1989-01-01

We describe the application of a strategy for conducting a sensitivity analysis for a complex dynamic model. The procedure involves preliminary screening of parameter sensitivities by numerical estimation of linear sensitivity coefficients, followed by generation of a response surface based on Monte Carlo simulation. Application is to a physiological model of the vegetative growth of soybean plants. The analysis provides insights as to the relative importance of certain physiological processes in controlling plant growth. Advantages and disadvantages of the strategy are discussed.

Learning of state-space models with highly informative observations: A tempered sequential Monte Carlo solution

Science.gov (United States)

Svensson, Andreas; Schön, Thomas B.; Lindsten, Fredrik

2018-05-01

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems. Some problems of this type that were previously intractable can now be solved on standard personal computers thanks to recent advances in Monte Carlo methods. In particular, for learning of unknown parameters in nonlinear state-space models, methods based on the particle filter (a Monte Carlo method) have proven very useful. A notoriously challenging problem, however, still occurs when the observations in the state-space model are highly informative, i.e. when there is very little or no measurement noise present, relative to the amount of process noise. The particle filter will then struggle in estimating one of the basic components for probabilistic learning, namely the likelihood p (data | parameters). To this end we suggest an algorithm which initially assumes that there is substantial amount of artificial measurement noise present. The variance of this noise is sequentially decreased in an adaptive fashion such that we, in the end, recover the original problem or possibly a very close approximation of it. The main component in our algorithm is a sequential Monte Carlo (SMC) sampler, which gives our proposed method a clear resemblance to the SMC2 method. Another natural link is also made to the ideas underlying the approximate Bayesian computation (ABC). We illustrate it with numerical examples, and in particular show promising results for a challenging Wiener-Hammerstein benchmark problem.

A Monte Carlo experiment to analyze the curse of dimensionality in estimating random coefficients models with a full variance–covariance matrix

DEFF Research Database (Denmark)

Cherchi, Elisabetta; Guevara, Cristian Angelo

2012-01-01

of parameters increases is usually known as the “curse of dimensionality” in the simulation methods. We investigate this problem in the case of the random coefficients Logit model. We compare the traditional Maximum Simulated Likelihood (MSL) method with two alternative estimation methods: the Expectation......–Maximization (EM) and the Laplace Approximation (HH) methods that do not require simulation. We use Monte Carlo experimentation to investigate systematically the performance of the methods under different circumstances, including different numbers of variables, sample sizes and structures of the variance...

Monte Carlo analysis of highly compressed fissile assemblies. Pt. 1

International Nuclear Information System (INIS)

Raspet, R.; Baird, G.E.

1978-01-01

Laserinduced fission of highly compressed bare fissionable spheres is analyzed using Monte Carlo techniques. The critical mass and critical radius as a function of density are calculated and the fission energy yield is calculated and compared with the input laser energy necessary to achieve compression to criticality. (orig.) [de

Feasibility of a Monte Carlo-deterministic hybrid method for fast reactor analysis

Energy Technology Data Exchange (ETDEWEB)

Heo, W.; Kim, W.; Kim, Y. [Korea Advanced Institute of Science and Technology - KAIST, 291 Daehak-ro, Yuseong-gu, Daejeon, 305-701 (Korea, Republic of); Yun, S. [Korea Atomic Energy Research Institute - KAERI, 989-111 Daedeok-daero, Yuseong-gu, Daejeon, 305-353 (Korea, Republic of)

2013-07-01

A Monte Carlo and deterministic hybrid method is investigated for the analysis of fast reactors in this paper. Effective multi-group cross sections data are generated using a collision estimator in the MCNP5. A high order Legendre scattering cross section data generation module was added into the MCNP5 code. Both cross section data generated from MCNP5 and TRANSX/TWODANT using the homogeneous core model were compared, and were applied to DIF3D code for fast reactor core analysis of a 300 MWe SFR TRU burner core. For this analysis, 9 groups macroscopic-wise data was used. In this paper, a hybrid calculation MCNP5/DIF3D was used to analyze the core model. The cross section data was generated using MCNP5. The k{sub eff} and core power distribution were calculated using the 54 triangle FDM code DIF3D. A whole core calculation of the heterogeneous core model using the MCNP5 was selected as a reference. In terms of the k{sub eff}, 9-group MCNP5/DIF3D has a discrepancy of -154 pcm from the reference solution, 9-group TRANSX/TWODANT/DIF3D analysis gives -1070 pcm discrepancy. (authors)

Approximate likelihood approaches for detecting the influence of primordial gravitational waves in cosmic microwave background polarization

Science.gov (United States)

Pan, Zhen; Anderes, Ethan; Knox, Lloyd

2018-05-01

One of the major targets for next-generation cosmic microwave background (CMB) experiments is the detection of the primordial B-mode signal. Planning is under way for Stage-IV experiments that are projected to have instrumental noise small enough to make lensing and foregrounds the dominant source of uncertainty for estimating the tensor-to-scalar ratio r from polarization maps. This makes delensing a crucial part of future CMB polarization science. In this paper we present a likelihood method for estimating the tensor-to-scalar ratio r from CMB polarization observations, which combines the benefits of a full-scale likelihood approach with the tractability of the quadratic delensing technique. This method is a pixel space, all order likelihood analysis of the quadratic delensed B modes, and it essentially builds upon the quadratic delenser by taking into account all order lensing and pixel space anomalies. Its tractability relies on a crucial factorization of the pixel space covariance matrix of the polarization observations which allows one to compute the full Gaussian approximate likelihood profile, as a function of r , at the same computational cost of a single likelihood evaluation.

Empirical Analysis of Stochastic Volatility Model by Hybrid Monte Carlo Algorithm

International Nuclear Information System (INIS)

Takaishi, Tetsuya

2013-01-01

The stochastic volatility model is one of volatility models which infer latent volatility of asset returns. The Bayesian inference of the stochastic volatility (SV) model is performed by the hybrid Monte Carlo (HMC) algorithm which is superior to other Markov Chain Monte Carlo methods in sampling volatility variables. We perform the HMC simulations of the SV model for two liquid stock returns traded on the Tokyo Stock Exchange and measure the volatilities of those stock returns. Then we calculate the accuracy of the volatility measurement using the realized volatility as a proxy of the true volatility and compare the SV model with the GARCH model which is one of other volatility models. Using the accuracy calculated with the realized volatility we find that empirically the SV model performs better than the GARCH model.

Estimating likelihood of future crashes for crash-prone drivers

OpenAIRE

Subasish Das; Xiaoduan Sun; Fan Wang; Charles Leboeuf

2015-01-01

At-fault crash-prone drivers are usually considered as the high risk group for possible future incidents or crashes. In Louisiana, 34% of crashes are repeatedly committed by the at-fault crash-prone drivers who represent only 5% of the total licensed drivers in the state. This research has conducted an exploratory data analysis based on the driver faultiness and proneness. The objective of this study is to develop a crash prediction model to estimate the likelihood of future crashes for the a...

Monte Carlo Simulation of Complete X-Ray Spectra for Use in Scanning Electron Microscopy Analysis

International Nuclear Information System (INIS)

Roet, David; Van Espen, Piet

2003-01-01

Full Text: The interactions of keV electrons and photons with matter can be simulated accurately with the aid of the Monte Carlo (MC) technique. In scanning electron microscopy x-ray analysis (SEM-EDX) such simulations can be used to perform quantitative analysis using a Reverse Monte Carlo method even if the samples have irregular geometry. Alternatively the MC technique can generate spectra of standards for use in quantization with partial least squares regression. The feasibility of these alternatives to the more classical ZAF or phi-rho-Z quantification methods has been proven already. In order to be applicable for these purposes the MC-code needs to generate accurately only the characteristic K and L x-ray lines, but also the Bremsstrahlung continuum, i.e. the complete x-ray spectrum need to be simulated. Currently two types of MC simulation codes are available. Programs like Electron Flight Simulator and CASINO simulate characteristic x-rays due to electron interaction in a fast and efficient way but lack provision for the simulation of the continuum. On the other hand, programs like EGS4, MCNP4 and PENELOPE, originally developed for high energy (MeV- GeV) applications, are more complete but difficult to use and still slow, even on todays fastest computers. We therefore started the development of a dedicated MC simulation code for use in quantitative SEM-EDX work. The selection of the most appropriate cross section for the different interactions will be discussed and the results obtained will be compared with those obtained with existing MC programs. Examples of the application of MC simulations for quantitative analysis of samples with various composition will be given

Application of a stratum-specific likelihood ratio analysis in a screen for depression among a community-dwelling population in Japan

Directory of Open Access Journals (Sweden)

Sugawara N

2017-09-01

Full Text Available Norio Sugawara,1,2 Ayako Kaneda,2 Ippei Takahashi,3 Shigeyuki Nakaji,3 Norio Yasui-Furukori2 1Department of Clinical Epidemiology, Translational Medical Center, National Center of Neurology and Psychiatry, Kodaira, Tokyo, 2Department of Neuropsychiatry, Hirosaki University School of Medicine, Hirosaki, 3Department of Social Medicine, Hirosaki University School of Medicine, Hirosaki, Japan Background: Efficient screening for depression is important in community mental health. In this study, we applied a stratum-specific likelihood ratio (SSLR analysis, which is independent of the prevalence of the target disease, to screen for depression among community-dwelling individuals.Method: The Center for Epidemiologic Studies Depression Scale (CES-D and the Mini International Neuropsychiatric Interview (MINI were administered to 789 individuals (19–87 years of age who participated in the Iwaki Health Promotion Project 2011. Major depressive disorder (MDD was assessed using the MINI.Results: For MDD, the SSLRs were 0.13 (95% CI 0.04–0.40, 3.68 (95% CI 1.37–9.89, and 24.77 (95% CI 14.97–40.98 for CES–D scores of 0–16, 17–20, and above 21, respectively.Conclusion: The validity of the CES-D is confirmed, and SSLR analysis is recommended for its practical value for the detection of individuals with the risk of MDD in the Japanese community. Keywords: screening, depression, Center for Epidemiologic Studies Depression Scale, stratum-specific likelihood ratio

Cox regression with missing covariate data using a modified partial likelihood method

DEFF Research Database (Denmark)

Martinussen, Torben; Holst, Klaus K.; Scheike, Thomas H.

2016-01-01

Missing covariate values is a common problem in survival analysis. In this paper we propose a novel method for the Cox regression model that is close to maximum likelihood but avoids the use of the EM-algorithm. It exploits that the observed hazard function is multiplicative in the baseline hazard...

Monte Carlo simulations on marker grouping and ordering.

Science.gov (United States)

Wu, J; Jenkins, J; Zhu, J; McCarty, J; Watson, C

2003-08-01

Four global algorithms, maximum likelihood (ML), sum of adjacent LOD score (SALOD), sum of adjacent recombinant fractions (SARF) and product of adjacent recombinant fraction (PARF), and one approximation algorithm, seriation (SER), were used to compare the marker ordering efficiencies for correctly given linkage groups based on doubled haploid (DH) populations. The Monte Carlo simulation results indicated the marker ordering powers for the five methods were almost identical. High correlation coefficients were greater than 0.99 between grouping power and ordering power, indicating that all these methods for marker ordering were reliable. Therefore, the main problem for linkage analysis was how to improve the grouping power. Since the SER approach provided the advantage of speed without losing ordering power, this approach was used for detailed simulations. For more generality, multiple linkage groups were employed, and population size, linkage cutoff criterion, marker spacing pattern (even or uneven), and marker spacing distance (close or loose) were considered for obtaining acceptable grouping powers. Simulation results indicated that the grouping power was related to population size, marker spacing distance, and cutoff criterion. Generally, a large population size provided higher grouping power than small population size, and closely linked markers provided higher grouping power than loosely linked markers. The cutoff criterion range for achieving acceptable grouping power and ordering power differed for varying cases; however, combining all situations in this study, a cutoff criterion ranging from 50 cM to 60 cM was recommended for achieving acceptable grouping power and ordering power for different cases.

Monte Carlo simulated dynamical magnetization of single-chain magnets

Energy Technology Data Exchange (ETDEWEB)

Li, Jun; Liu, Bang-Gui, E-mail: bgliu@iphy.ac.cn

2015-03-15

Here, a dynamical Monte-Carlo (DMC) method is used to study temperature-dependent dynamical magnetization of famous Mn{sub 2}Ni system as typical example of single-chain magnets with strong magnetic anisotropy. Simulated magnetization curves are in good agreement with experimental results under typical temperatures and sweeping rates, and simulated coercive fields as functions of temperature are also consistent with experimental curves. Further analysis indicates that the magnetization reversal is determined by both thermal-activated effects and quantum spin tunnelings. These can help explore basic properties and applications of such important magnetic systems. - Highlights: • Monte Carlo simulated magnetization curves are in good agreement with experimental results. • Simulated coercive fields as functions of temperature are consistent with experimental results. • The magnetization reversal is understood in terms of the Monte Carlo simulations.

Monte Carlo simulations of plutonium gamma-ray spectra

International Nuclear Information System (INIS)

Koenig, Z.M.; Carlson, J.B.; Wang, Tzu-Fang; Ruhter, W.D.

1993-01-01

Monte Carlo calculations were investigated as a means of simulating the gamma-ray spectra of Pu. These simulated spectra will be used to develop and evaluate gamma-ray analysis techniques for various nondestructive measurements. Simulated spectra of calculational standards can be used for code intercomparisons, to understand systematic biases and to estimate minimum detection levels of existing and proposed nondestructive analysis instruments. The capability to simulate gamma-ray spectra from HPGe detectors could significantly reduce the costs of preparing large numbers of real reference materials. MCNP was used for the Monte Carlo transport of the photons. Results from the MCNP calculations were folded in with a detector response function for a realistic spectrum. Plutonium spectrum peaks were produced with Lorentzian shapes, for the x-rays, and Gaussian distributions. The MGA code determined the Pu isotopes and specific power of this calculated spectrum and compared it to a similar analysis on a measured spectrum

Monte Carlo: Basics

OpenAIRE

Murthy, K. P. N.

2001-01-01

An introduction to the basics of Monte Carlo is given. The topics covered include, sample space, events, probabilities, random variables, mean, variance, covariance, characteristic function, chebyshev inequality, law of large numbers, central limit theorem (stable distribution, Levy distribution), random numbers (generation and testing), random sampling techniques (inversion, rejection, sampling from a Gaussian, Metropolis sampling), analogue Monte Carlo and Importance sampling (exponential b...

Application to risk analysis of Monte Carlo method

International Nuclear Information System (INIS)

Mihara, Takashi

2001-01-01

Phased mission analysis code, PHAMMON by means of monte carlo method is developed for reliability assessment of decay heat removal system in LMFBR. Success criteria and grace periods of the decay heat removal system which has long mission times (∼1 week or ∼1 month) change as a function of time. It is necessary to divide mission time into some phases. In probability safety assessment (PSA) of real systems, it usually happens that the mean time to component failure (MTTF) is considerably long (1000-10 6 hours) and the mean time to component repair (MTTR) is short (∼10 hours). The failure probability of the systems, therefore, is extremely small (10 -6 -10 -9 ). Suitable variance reduction techniques are needed. The PHAMMON code involved two kinds of variance reduction techniques: (1) forced time transitions, and (2) failure biasing. For further reducing the variance of the result from the PHAMMON code execution, a biasing method of the transitions towards the closest cut set incorporating a new distance concept is introduced to the PHAMMON code. Failure probability and it's fractional standard deviation for the decay heat removal system are calculated by the PHAMMON code under the conditions of various success criteria over 168hrs after reactor shutdown. The biasing of the transition towards the closet cut set is an effective means of reducing the variance. (M. Suetake)

Analysis of the maximum likelihood channel estimator for OFDM systems in the presence of unknown interference

Science.gov (United States)

Dermoune, Azzouz; Simon, Eric Pierre

2017-12-01

This paper is a theoretical analysis of the maximum likelihood (ML) channel estimator for orthogonal frequency-division multiplexing (OFDM) systems in the presence of unknown interference. The following theoretical results are presented. Firstly, the uniqueness of the ML solution for practical applications, i.e., when thermal noise is present, is analytically demonstrated when the number of transmitted OFDM symbols is strictly greater than one. The ML solution is then derived from the iterative conditional ML (CML) algorithm. Secondly, it is shown that the channel estimate can be described as an algebraic function whose inputs are the initial value and the means and variances of the received samples. Thirdly, it is theoretically demonstrated that the channel estimator is not biased. The second and the third results are obtained by employing oblique projection theory. Furthermore, these results are confirmed by numerical results.

Analysis of QUADOS problem on TLD-ALBEDO personal dosemeter responses using discrete ordinates and Monte Carlo methods

International Nuclear Information System (INIS)

Kodeli, I.; Tanner, R.

2005-01-01

In the scope of QUADOS, a Concerted Action of the European Commission, eight calculational problems were prepared in order to evaluate the use of computational codes for dosimetry in radiation protection and medical physics, and to disseminate 'good practice' throughout the radiation dosimetry community. This paper focuses on the analysis of the P4 problem on the 'TLD-albedo dosemeter: neutron and/or photon response of a four-element TL-dosemeter mounted on a standard ISO slab phantom'. Altogether 17 solutions were received from the participants, 14 of those transported neutrons and 15 photons. Most participants (16 out of 17) used Monte Carlo methods. These calculations are time-consuming, requiring several days of CPU time to perform the whole set of calculations and achieve good statistical precision. The possibility of using deterministic discrete ordinates codes as an alternative to Monte Carlo was therefore investigated and is presented here. In particular the capacity of the adjoint mode calculations is shown. (authors)

Parallel MCNP Monte Carlo transport calculations with MPI

International Nuclear Information System (INIS)

Wagner, J.C.; Haghighat, A.

1996-01-01

The steady increase in computational performance has made Monte Carlo calculations for large/complex systems possible. However, in order to make these calculations practical, order of magnitude increases in performance are necessary. The Monte Carlo method is inherently parallel (particles are simulated independently) and thus has the potential for near-linear speedup with respect to the number of processors. Further, the ever-increasing accessibility of parallel computers, such as workstation clusters, facilitates the practical use of parallel Monte Carlo. Recognizing the nature of the Monte Carlo method and the trends in available computing, the code developers at Los Alamos National Laboratory implemented the message-passing general-purpose Monte Carlo radiation transport code MCNP (version 4A). The PVM package was chosen by the MCNP code developers because it supports a variety of communication networks, several UNIX platforms, and heterogeneous computer systems. This PVM version of MCNP has been shown to produce speedups that approach the number of processors and thus, is a very useful tool for transport analysis. Due to software incompatibilities on the local IBM SP2, PVM has not been available, and thus it is not possible to take advantage of this useful tool. Hence, it became necessary to implement an alternative message-passing library package into MCNP. Because the message-passing interface (MPI) is supported on the local system, takes advantage of the high-speed communication switches in the SP2, and is considered to be the emerging standard, it was selected

The modified signed likelihood statistic and saddlepoint approximations

DEFF Research Database (Denmark)

Jensen, Jens Ledet

1992-01-01

SUMMARY: For a number of tests in exponential families we show that the use of a normal approximation to the modified signed likelihood ratio statistic r * is equivalent to the use of a saddlepoint approximation. This is also true in a large deviation region where the signed likelihood ratio...... statistic r is of order √ n. © 1992 Biometrika Trust....

Quantifying the Establishment Likelihood of Invasive Alien Species Introductions Through Ports with Application to Honeybees in Australia.

Science.gov (United States)

Heersink, Daniel K; Caley, Peter; Paini, Dean R; Barry, Simon C

2016-05-01

The cost of an uncontrolled incursion of invasive alien species (IAS) arising from undetected entry through ports can be substantial, and knowledge of port-specific risks is needed to help allocate limited surveillance resources. Quantifying the establishment likelihood of such an incursion requires quantifying the ability of a species to enter, establish, and spread. Estimation of the approach rate of IAS into ports provides a measure of likelihood of entry. Data on the approach rate of IAS are typically sparse, and the combinations of risk factors relating to country of origin and port of arrival diverse. This presents challenges to making formal statistical inference on establishment likelihood. Here we demonstrate how these challenges can be overcome with judicious use of mixed-effects models when estimating the incursion likelihood into Australia of the European (Apis mellifera) and Asian (A. cerana) honeybees, along with the invasive parasites of biosecurity concern they host (e.g., Varroa destructor). Our results demonstrate how skewed the establishment likelihood is, with one-tenth of the ports accounting for 80% or more of the likelihood for both species. These results have been utilized by biosecurity agencies in the allocation of resources to the surveillance of maritime ports. © 2015 Society for Risk Analysis.

Implementation of the dynamic Monte Carlo method for transient analysis in the general purpose code Tripoli

Energy Technology Data Exchange (ETDEWEB)

Sjenitzer, Bart L.; Hoogenboom, J. Eduard, E-mail: B.L.Sjenitzer@TUDelft.nl, E-mail: J.E.Hoogenboom@TUDelft.nl [Delft University of Technology (Netherlands)

2011-07-01

A new Dynamic Monte Carlo method is implemented in the general purpose Monte Carlo code Tripoli 4.6.1. With this new method incorporated, a general purpose code can be used for safety transient analysis, such as the movement of a control rod or in an accident scenario. To make the Tripoli code ready for calculating on dynamic systems, the Tripoli scheme had to be altered to incorporate time steps, to include the simulation of delayed neutron precursors and to simulate prompt neutron chains. The modified Tripoli code is tested on two sample cases, a steady-state system and a subcritical system and the resulting neutron fluxes behave just as expected. The steady-state calculation has a constant neutron flux over time and this result shows the stability of the calculation. The neutron flux stays constant with acceptable variance. This also shows that the starting conditions are determined correctly. The sub-critical case shows that the code can also handle dynamic systems with a varying neutron flux. (author)

Implementation of the dynamic Monte Carlo method for transient analysis in the general purpose code Tripoli

International Nuclear Information System (INIS)

Sjenitzer, Bart L.; Hoogenboom, J. Eduard

2011-01-01

A new Dynamic Monte Carlo method is implemented in the general purpose Monte Carlo code Tripoli 4.6.1. With this new method incorporated, a general purpose code can be used for safety transient analysis, such as the movement of a control rod or in an accident scenario. To make the Tripoli code ready for calculating on dynamic systems, the Tripoli scheme had to be altered to incorporate time steps, to include the simulation of delayed neutron precursors and to simulate prompt neutron chains. The modified Tripoli code is tested on two sample cases, a steady-state system and a subcritical system and the resulting neutron fluxes behave just as expected. The steady-state calculation has a constant neutron flux over time and this result shows the stability of the calculation. The neutron flux stays constant with acceptable variance. This also shows that the starting conditions are determined correctly. The sub-critical case shows that the code can also handle dynamic systems with a varying neutron flux. (author)

MORSE Monte Carlo code

International Nuclear Information System (INIS)

Cramer, S.N.

1984-01-01

The MORSE code is a large general-use multigroup Monte Carlo code system. Although no claims can be made regarding its superiority in either theoretical details or Monte Carlo techniques, MORSE has been, since its inception at ORNL in the late 1960s, the most widely used Monte Carlo radiation transport code. The principal reason for this popularity is that MORSE is relatively easy to use, independent of any installation or distribution center, and it can be easily customized to fit almost any specific need. Features of the MORSE code are described

Study of the quantitative analysis approach of maintenance by the Monte Carlo simulation method

International Nuclear Information System (INIS)

Shimizu, Takashi

2007-01-01

This study is examination of the quantitative valuation by Monte Carlo simulation method of maintenance activities of a nuclear power plant. Therefore, the concept of the quantitative valuation of maintenance that examination was advanced in the Japan Society of Maintenology and International Institute of Universality (IUU) was arranged. Basis examination for quantitative valuation of maintenance was carried out at simple feed water system, by Monte Carlo simulation method. (author)

Dynamic bounds coupled with Monte Carlo simulations

NARCIS (Netherlands)

Rajabali Nejad, Mohammadreza; Meester, L.E.; van Gelder, P.H.A.J.M.; Vrijling, J.K.

2011-01-01

For the reliability analysis of engineering structures a variety of methods is known, of which Monte Carlo (MC) simulation is widely considered to be among the most robust and most generally applicable. To reduce simulation cost of the MC method, variance reduction methods are applied. This paper

Planck intermediate results: XVI. Profile likelihoods for cosmological parameters

DEFF Research Database (Denmark)

Bartlett, J.G.; Cardoso, J.-F.; Delabrouille, J.

2014-01-01

We explore the 2013 Planck likelihood function with a high-precision multi-dimensional minimizer (Minuit). This allows a refinement of the CDM best-fit solution with respect to previously-released results, and the construction of frequentist confidence intervals using profile likelihoods. The agr...

Planck 2013 results. XV. CMB power spectra and likelihood

DEFF Research Database (Denmark)

Tauber, Jan; Bartlett, J.G.; Bucher, M.

2014-01-01

This paper presents the Planck 2013 likelihood, a complete statistical description of the two-point correlation function of the CMB temperature fluctuations that accounts for all known relevant uncertainties, both instrumental and astrophysical in nature. We use this likelihood to derive our best...

Perturbation based Monte Carlo criticality search in density, enrichment and concentration

International Nuclear Information System (INIS)

Li, Zeguang; Wang, Kan; Deng, Jingkang

2015-01-01

Highlights: • A new perturbation based Monte Carlo criticality search method is proposed. • The method could get accurate results with only one individual criticality run. • The method is used to solve density, enrichment and concentration search problems. • Results show the feasibility and good performances of this method. • The relationship between results’ accuracy and perturbation order is discussed. - Abstract: Criticality search is a very important aspect in reactor physics analysis. Due to the advantages of Monte Carlo method and the development of computer technologies, Monte Carlo criticality search is becoming more and more necessary and feasible. Existing Monte Carlo criticality search methods need large amount of individual criticality runs and may have unstable results because of the uncertainties of criticality results. In this paper, a new perturbation based Monte Carlo criticality search method is proposed and discussed. This method only needs one individual criticality calculation with perturbation tallies to estimate k eff changing function using initial k eff and differential coefficients results, and solves polynomial equations to get the criticality search results. The new perturbation based Monte Carlo criticality search method is implemented in the Monte Carlo code RMC, and criticality search problems in density, enrichment and concentration are taken out. Results show that this method is quite inspiring in accuracy and efficiency, and has advantages compared with other criticality search methods

Maximum likelihood convolutional decoding (MCD) performance due to system losses

Science.gov (United States)

Webster, L.

1976-01-01

A model for predicting the computational performance of a maximum likelihood convolutional decoder (MCD) operating in a noisy carrier reference environment is described. This model is used to develop a subroutine that will be utilized by the Telemetry Analysis Program to compute the MCD bit error rate. When this computational model is averaged over noisy reference phase errors using a high-rate interpolation scheme, the results are found to agree quite favorably with experimental measurements.

Ego involvement increases doping likelihood.

Science.gov (United States)

Ring, Christopher; Kavussanu, Maria

2018-08-01

Achievement goal theory provides a framework to help understand how individuals behave in achievement contexts, such as sport. Evidence concerning the role of motivation in the decision to use banned performance enhancing substances (i.e., doping) is equivocal on this issue. The extant literature shows that dispositional goal orientation has been weakly and inconsistently associated with doping intention and use. It is possible that goal involvement, which describes the situational motivational state, is a stronger determinant of doping intention. Accordingly, the current study used an experimental design to examine the effects of goal involvement, manipulated using direct instructions and reflective writing, on doping likelihood in hypothetical situations in college athletes. The ego-involving goal increased doping likelihood compared to no goal and a task-involving goal. The present findings provide the first evidence that ego involvement can sway the decision to use doping to improve athletic performance.

Maximum likelihood estimation and EM algorithm of Copas-like selection model for publication bias correction.

Science.gov (United States)

Ning, Jing; Chen, Yong; Piao, Jin

2017-07-01

Publication bias occurs when the published research results are systematically unrepresentative of the population of studies that have been conducted, and is a potential threat to meaningful meta-analysis. The Copas selection model provides a flexible framework for correcting estimates and offers considerable insight into the publication bias. However, maximizing the observed likelihood under the Copas selection model is challenging because the observed data contain very little information on the latent variable. In this article, we study a Copas-like selection model and propose an expectation-maximization (EM) algorithm for estimation based on the full likelihood. Empirical simulation studies show that the EM algorithm and its associated inferential procedure performs well and avoids the non-convergence problem when maximizing the observed likelihood. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Monte Carlo theory and practice

International Nuclear Information System (INIS)

James, F.

1987-01-01

Historically, the first large-scale calculations to make use of the Monte Carlo method were studies of neutron scattering and absorption, random processes for which it is quite natural to employ random numbers. Such calculations, a subset of Monte Carlo calculations, are known as direct simulation, since the 'hypothetical population' of the narrower definition above corresponds directly to the real population being studied. The Monte Carlo method may be applied wherever it is possible to establish equivalence between the desired result and the expected behaviour of a stochastic system. The problem to be solved may already be of a probabilistic or statistical nature, in which case its Monte Carlo formulation will usually be a straightforward simulation, or it may be of a deterministic or analytic nature, in which case an appropriate Monte Carlo formulation may require some imagination and may appear contrived or artificial. In any case, the suitability of the method chosen will depend on its mathematical properties and not on its superficial resemblance to the problem to be solved. The authors show how Monte Carlo techniques may be compared with other methods of solution of the same physical problem

Multi-Index Monte Carlo (MIMC)

KAUST Repository

Haji Ali, Abdul Lateef; Nobile, Fabio; Tempone, Raul

2015-01-01

We propose and analyze a novel Multi-Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a stochastic version of the combination technique introduced by Zenger, Griebel and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles. Inspired by Giles’s seminal work, instead of using first-order differences as in MLMC, we use in MIMC high-order mixed differences to reduce the variance of the hierarchical differences dramatically. Under standard assumptions on the convergence rates of the weak error, variance and work per sample, the optimal index set turns out to be of Total Degree (TD) type. When using such sets, MIMC yields new and improved complexity results, which are natural generalizations of Giles’s MLMC analysis, and which increase the domain of problem parameters for which we achieve the optimal convergence.

Multi-Index Monte Carlo (MIMC)

KAUST Repository

Haji Ali, Abdul Lateef

2015-01-07

We propose and analyze a novel Multi-Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a stochastic version of the combination technique introduced by Zenger, Griebel and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles. Inspired by Giles’s seminal work, instead of using first-order differences as in MLMC, we use in MIMC high-order mixed differences to reduce the variance of the hierarchical differences dramatically. Under standard assumptions on the convergence rates of the weak error, variance and work per sample, the optimal index set turns out to be of Total Degree (TD) type. When using such sets, MIMC yields new and improved complexity results, which are natural generalizations of Giles’s MLMC analysis, and which increase the domain of problem parameters for which we achieve the optimal convergence.

Monte Carlo simulation in statistical physics an introduction

CERN Document Server

Binder, Kurt

1992-01-01

The Monte Carlo method is a computer simulation method which uses random numbers to simulate statistical fluctuations The method is used to model complex systems with many degrees of freedom Probability distributions for these systems are generated numerically and the method then yields numerically exact information on the models Such simulations may be used tosee how well a model system approximates a real one or to see how valid the assumptions are in an analyical theory A short and systematic theoretical introduction to the method forms the first part of this book The second part is a practical guide with plenty of examples and exercises for the student Problems treated by simple sampling (random and self-avoiding walks, percolation clusters, etc) are included, along with such topics as finite-size effects and guidelines for the analysis of Monte Carlo simulations The two parts together provide an excellent introduction to the theory and practice of Monte Carlo simulations

Likelihood-ratio-based biometric verification

NARCIS (Netherlands)

Bazen, A.M.; Veldhuis, Raymond N.J.

2002-01-01

This paper presents results on optimal similarity measures for biometric verification based on fixed-length feature vectors. First, we show that the verification of a single user is equivalent to the detection problem, which implies that for single-user verification the likelihood ratio is optimal.

Likelihood Ratio-Based Biometric Verification

NARCIS (Netherlands)

Bazen, A.M.; Veldhuis, Raymond N.J.

The paper presents results on optimal similarity measures for biometric verification based on fixed-length feature vectors. First, we show that the verification of a single user is equivalent to the detection problem, which implies that, for single-user verification, the likelihood ratio is optimal.

Monte Carlo Calculation of Sensitivities to Secondary Angular Distributions. Theory and Validation

International Nuclear Information System (INIS)

Perell, R. L.

2002-01-01

The basic methods for solution of the transport equation that are in practical use today are the discrete ordinates (SN) method, and the Monte Carlo (Monte Carlo) method. While the SN method is typically less computation time consuming, the Monte Carlo method is often preferred for detailed and general description of three-dimensional geometries, and for calculations using cross sections that are point-wise energy dependent. For analysis of experimental and calculated results, sensitivities are needed. Sensitivities to material parameters in general, and to the angular distribution of the secondary (scattered) neutrons in particular, can be calculated by well known SN methods, using the fluxes obtained from solution of the direct and the adjoint transport equations. Algorithms to calculate sensitivities to cross-sections with Monte Carlo methods have been known for quite a time. However, only just recently we have developed a general Monte Carlo algorithm for the calculation of sensitivities to the angular distribution of the secondary neutrons

Planck 2013 results. XV. CMB power spectra and likelihood

CERN Document Server

Ade, P.A.R.; Armitage-Caplan, C.; Arnaud, M.; Ashdown, M.; Atrio-Barandela, F.; Aumont, J.; Baccigalupi, C.; Banday, A.J.; Barreiro, R.B.; Bartlett, J.G.; Battaner, E.; Benabed, K.; Benoit, A.; Benoit-Levy, A.; Bernard, J.P.; Bersanelli, M.; Bielewicz, P.; Bobin, J.; Bock, J.J.; Bonaldi, A.; Bonavera, L.; Bond, J.R.; Borrill, J.; Bouchet, F.R.; Boulanger, F.; Bridges, M.; Bucher, M.; Burigana, C.; Butler, R.C.; Calabrese, E.; Cardoso, J.F.; Catalano, A.; Challinor, A.; Chamballu, A.; Chiang, L.Y.; Chiang, H.C.; Christensen, P.R.; Church, S.; Clements, D.L.; Colombi, S.; Colombo, L.P.L.; Combet, C.; Couchot, F.; Coulais, A.; Crill, B.P.; Curto, A.; Cuttaia, F.; Danese, L.; Davies, R.D.; Davis, R.J.; de Bernardis, P.; de Rosa, A.; de Zotti, G.; Delabrouille, J.; Delouis, J.M.; Desert, F.X.; Dickinson, C.; Diego, J.M.; Dole, H.; Donzelli, S.; Dore, O.; Douspis, M.; Dunkley, J.; Dupac, X.; Efstathiou, G.; Elsner, F.; Ensslin, T.A.; Eriksen, H.K.; Finelli, F.; Forni, O.; Frailis, M.; Fraisse, A.A.; Franceschi, E.; Gaier, T.C.; Galeotta, S.; Galli, S.; Ganga, K.; Giard, M.; Giardino, G.; Giraud-Heraud, Y.; Gjerlow, E.; Gonzalez-Nuevo, J.; Gorski, K.M.; Gratton, S.; Gregorio, A.; Gruppuso, A.; Gudmundsson, J.E.; Hansen, F.K.; Hanson, D.; Harrison, D.; Helou, G.; Henrot-Versille, S.; Hernandez-Monteagudo, C.; Herranz, D.; Hildebrandt, S.R.; Hivon, E.; Hobson, M.; Holmes, W.A.; Hornstrup, A.; Hovest, W.; Huffenberger, K.M.; Hurier, G.; Jaffe, T.R.; Jaffe, A.H.; Jewell, J.; Jones, W.C.; Juvela, M.; Keihanen, E.; Keskitalo, R.; Kiiveri, K.; Kisner, T.S.; Kneissl, R.; Knoche, J.; Knox, L.; Kunz, M.; Kurki-Suonio, H.; Lagache, G.; Lahteenmaki, A.; Lamarre, J.M.; Lasenby, A.; Lattanzi, M.; Laureijs, R.J.; Lawrence, C.R.; Le Jeune, M.; Leach, S.; Leahy, J.P.; Leonardi, R.; Leon-Tavares, J.; Lesgourgues, J.; Liguori, M.; Lilje, P.B.; Lindholm, V.; Linden-Vornle, M.; Lopez-Caniego, M.; Lubin, P.M.; Macias-Perez, J.F.; Maffei, B.; Maino, D.; Mandolesi, N.; Marinucci, D.; Maris, M.; Marshall, D.J.; Martin, P.G.; Martinez-Gonzalez, E.; Masi, S.; Matarrese, S.; Matthai, F.; Mazzotta, P.; Meinhold, P.R.; Melchiorri, A.; Mendes, L.; Menegoni, E.; Mennella, A.; Migliaccio, M.; Millea, M.; Mitra, S.; Miville-Deschenes, M.A.; Molinari, D.; Moneti, A.; Montier, L.; Morgante, G.; Mortlock, D.; Moss, A.; Munshi, D.; Naselsky, P.; Nati, F.; Natoli, P.; Netterfield, C.B.; Norgaard-Nielsen, H.U.; Noviello, F.; Novikov, D.; Novikov, I.; O'Dwyer, I.J.; Orieux, F.; Osborne, S.; Oxborrow, C.A.; Paci, F.; Pagano, L.; Pajot, F.; Paladini, R.; Paoletti, D.; Partridge, B.; Pasian, F.; Patanchon, G.; Paykari, P.; Perdereau, O.; Perotto, L.; Perrotta, F.; Piacentini, F.; Piat, M.; Pierpaoli, E.; Pietrobon, D.; Plaszczynski, S.; Pointecouteau, E.; Polenta, G.; Ponthieu, N.; Popa, L.; Poutanen, T.; Pratt, G.W.; Prezeau, G.; Prunet, S.; Puget, J.L.; Rachen, J.P.; Rahlin, A.; Rebolo, R.; Reinecke, M.; Remazeilles, M.; Renault, C.; Ricciardi, S.; Riller, T.; Ringeval, C.; Ristorcelli, I.; Rocha, G.; Rosset, C.; Roudier, G.; Rowan-Robinson, M.; Rubino-Martin, J.A.; Rusholme, B.; Sandri, M.; Sanselme, L.; Santos, D.; Savini, G.; Scott, D.; Seiffert, M.D.; Shellard, E.P.S.; Spencer, L.D.; Starck, J.L.; Stolyarov, V.; Stompor, R.; Sudiwala, R.; Sureau, F.; Sutton, D.; Suur-Uski, A.S.; Sygnet, J.F.; Tauber, J.A.; Tavagnacco, D.; Terenzi, L.; Toffolatti, L.; Tomasi, M.; Tristram, M.; Tucci, M.; Tuovinen, J.; Turler, M.; Valenziano, L.; Valiviita, J.; Van Tent, B.; Varis, J.; Vielva, P.; Villa, F.; Vittorio, N.; Wade, L.A.; Wandelt, B.D.; Wehus, I.K.; White, M.; White, S.D.M.; Yvon, D.; Zacchei, A.; Zonca, A.

2014-01-01

We present the Planck likelihood, a complete statistical description of the two-point correlation function of the CMB temperature fluctuations. We use this likelihood to derive the Planck CMB power spectrum over three decades in l, covering 2 = 50, we employ a correlated Gaussian likelihood approximation based on angular cross-spectra derived from the 100, 143 and 217 GHz channels. We validate our likelihood through an extensive suite of consistency tests, and assess the impact of residual foreground and instrumental uncertainties on cosmological parameters. We find good internal agreement among the high-l cross-spectra with residuals of a few uK^2 at l <= 1000. We compare our results with foreground-cleaned CMB maps, and with cross-spectra derived from the 70 GHz Planck map, and find broad agreement in terms of spectrum residuals and cosmological parameters. The best-fit LCDM cosmology is in excellent agreement with preliminary Planck polarisation spectra. The standard LCDM cosmology is well constrained b...

Statistical analysis for discrimination of prompt gamma ray peak induced by high energy neutron: Monte Carlo simulation study

International Nuclear Information System (INIS)

Do-Kun Yoon; Joo-Young Jung; Tae Suk Suh; Seong-Min Han

2015-01-01

The purpose of this research is a statistical analysis for discrimination of prompt gamma ray peak induced by the 14.1 MeV neutron particles from spectra using Monte Carlo simulation. For the simulation, the information of 18 detector materials was used to simulate spectra by the neutron capture reaction. The discrimination of nine prompt gamma ray peaks from the simulation of each detector material was performed. We presented the several comparison indexes of energy resolution performance depending on the detector material using the simulation and statistics for the prompt gamma activation analysis. (author)

Gaussian copula as a likelihood function for environmental models

Science.gov (United States)

Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.

2017-12-01

Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an

Recent developments of JAEA’s Monte Carlo code MVP for reactor physics applications

International Nuclear Information System (INIS)

Nagaya, Yasunobu; Okumura, Keisuke; Mori, Takamasa

2015-01-01

Highlights: • This paper describes the recent development status of the Monte Carlo code MVP. • The basic features and capabilities of MVP are briefly described. • New capabilities useful for reactor analysis are also described. - Abstract: This paper describes the recent development status of a Monte Carlo code MVP developed at Japan Atomic Energy Agency. The basic features and capabilities of MVP are overviewed. In addition, new capabilities useful for reactor analysis are also described

Effects of stimulus type and strategy on mental rotation network:an Activation Likelihood Estimation meta-analysis

Directory of Open Access Journals (Sweden)

Barbara eTomasino

2016-01-01

Full Text Available We could predict how an object would look like if we were to see it from different viewpoints. The brain network governing mental rotation (MR has been studied using a variety of stimuli and tasks instructions. By using activation likelihood estimation (ALE meta-analysis we tested whether different MR networks can be modulated by the type of stimulus (body vs. non body parts or by the type of tasks instructions (motor imagery-based vs. non-motor imagery-based MR instructions. Testing for the bodily and non-bodily stimulus axis revealed a bilateral sensorimotor activation for bodily-related as compared to non bodily-related stimuli and a posterior right lateralized activation for non bodily-related as compared to bodily-related stimuli. A top-down modulation of the network was exerted by the MR tasks instructions frame with a bilateral (preferentially sensorimotor left network for motor imagery- vs. non-motor imagery-based MR instructions and the latter activating a preferentially posterior right occipito-temporal-parietal network. The present quantitative meta-analysis summarizes and amends previous descriptions of the brain network related to MR and shows how it is modulated by top-down and bottom-up experimental factors.

Monte Carlo Methods in Physics

International Nuclear Information System (INIS)

Santoso, B.

1997-01-01

Method of Monte Carlo integration is reviewed briefly and some of its applications in physics are explained. A numerical experiment on random generators used in the monte Carlo techniques is carried out to show the behavior of the randomness of various methods in generating them. To account for the weight function involved in the Monte Carlo, the metropolis method is used. From the results of the experiment, one can see that there is no regular patterns of the numbers generated, showing that the program generators are reasonably good, while the experimental results, shows a statistical distribution obeying statistical distribution law. Further some applications of the Monte Carlo methods in physics are given. The choice of physical problems are such that the models have available solutions either in exact or approximate values, in which comparisons can be mode, with the calculations using the Monte Carlo method. Comparison show that for the models to be considered, good agreement have been obtained

Monte Carlo Simulation for Particle Detectors

CERN Document Server

Pia, Maria Grazia

2012-01-01

Monte Carlo simulation is an essential component of experimental particle physics in all the phases of its life-cycle: the investigation of the physics reach of detector concepts, the design of facilities and detectors, the development and optimization of data reconstruction software, the data analysis for the production of physics results. This note briefly outlines some research topics related to Monte Carlo simulation, that are relevant to future experimental perspectives in particle physics. The focus is on physics aspects: conceptual progress beyond current particle transport schemes, the incorporation of materials science knowledge relevant to novel detection technologies, functionality to model radiation damage, the capability for multi-scale simulation, quantitative validation and uncertainty quantification to determine the predictive power of simulation. The R&D on simulation for future detectors would profit from cooperation within various components of the particle physics community, and synerg...

Incorporating Nuisance Parameters in Likelihoods for Multisource Spectra

CERN Document Server

Conway, J.S.

2011-01-01

We describe here the general mathematical approach to constructing likelihoods for fitting observed spectra in one or more dimensions with multiple sources, including the effects of systematic uncertainties represented as nuisance parameters, when the likelihood is to be maximized with respect to these parameters. We consider three types of nuisance parameters: simple multiplicative factors, source spectra "morphing" parameters, and parameters representing statistical uncertainties in the predicted source spectra.

Development of Monte Carlo-based pebble bed reactor fuel management code

International Nuclear Information System (INIS)

Setiadipura, Topan; Obara, Toru

2014-01-01

Highlights: • A new Monte Carlo-based fuel management code for OTTO cycle pebble bed reactor was developed. • The double-heterogeneity was modeled using statistical method in MVP-BURN code. • The code can perform analysis of equilibrium and non-equilibrium phase. • Code-to-code comparisons for Once-Through-Then-Out case were investigated. • Ability of the code to accommodate the void cavity was confirmed. - Abstract: A fuel management code for pebble bed reactors (PBRs) based on the Monte Carlo method has been developed in this study. The code, named Monte Carlo burnup analysis code for PBR (MCPBR), enables a simulation of the Once-Through-Then-Out (OTTO) cycle of a PBR from the running-in phase to the equilibrium condition. In MCPBR, a burnup calculation based on a continuous-energy Monte Carlo code, MVP-BURN, is coupled with an additional utility code to be able to simulate the OTTO cycle of PBR. MCPBR has several advantages in modeling PBRs, namely its Monte Carlo neutron transport modeling, its capability of explicitly modeling the double heterogeneity of the PBR core, and its ability to model different axial fuel speeds in the PBR core. Analysis at the equilibrium condition of the simplified PBR was used as the validation test of MCPBR. The calculation results of the code were compared with the results of diffusion-based fuel management PBR codes, namely the VSOP and PEBBED codes. Using JENDL-4.0 nuclide library, MCPBR gave a 4.15% and 3.32% lower k eff value compared to VSOP and PEBBED, respectively. While using JENDL-3.3, MCPBR gave a 2.22% and 3.11% higher k eff value compared to VSOP and PEBBED, respectively. The ability of MCPBR to analyze neutron transport in the top void of the PBR core and its effects was also confirmed

Benchmark analysis of SPERT-IV reactor with Monte Carlo code MVP

International Nuclear Information System (INIS)

Motalab, M.A.; Mahmood, M.S.; Khan, M.J.H.; Badrun, N.H.; Lyric, Z.I.; Altaf, M.H.

2014-01-01

Highlights: • MVP was used for SPERT-IV core modeling. • Neutronics analysis of SPERT-IV reactor was performed. • Calculation performed to estimate critical rod height, excess reactivity. • Neutron flux, time integrated neutron flux and Cd-ratio also calculated. • Calculated values agree with experimental data. - Abstract: The benchmark experiment of the SPERT-IV D-12/25 reactor core has been analyzed with the Monte Carlo code MVP using the cross-section libraries based on JENDL-3.3. The MVP simulation was performed for the clean and cold core. The estimated values of K eff at the experimental critical rod height and the core excess reactivity were within 5% with the experimental data. Thermal neutron flux profiles at different vertical and horizontal positions of the core were also estimated. Cadmium Ratio at different point of the core was also estimated. All estimated results have been compared with the experimental results. Generally good agreement has been found between experimentally determined and the calculated results

Monte Carlo techniques in radiation therapy

CERN Document Server

Verhaegen, Frank

2013-01-01

Modern cancer treatment relies on Monte Carlo simulations to help radiotherapists and clinical physicists better understand and compute radiation dose from imaging devices as well as exploit four-dimensional imaging data. With Monte Carlo-based treatment planning tools now available from commercial vendors, a complete transition to Monte Carlo-based dose calculation methods in radiotherapy could likely take place in the next decade. Monte Carlo Techniques in Radiation Therapy explores the use of Monte Carlo methods for modeling various features of internal and external radiation sources, including light ion beams. The book-the first of its kind-addresses applications of the Monte Carlo particle transport simulation technique in radiation therapy, mainly focusing on external beam radiotherapy and brachytherapy. It presents the mathematical and technical aspects of the methods in particle transport simulations. The book also discusses the modeling of medical linacs and other irradiation devices; issues specific...

Monte Carlo simulation for IRRMA

International Nuclear Information System (INIS)

Gardner, R.P.; Liu Lianyan

2000-01-01

Monte Carlo simulation is fast becoming a standard approach for many radiation applications that were previously treated almost entirely by experimental techniques. This is certainly true for Industrial Radiation and Radioisotope Measurement Applications - IRRMA. The reasons for this include: (1) the increased cost and inadequacy of experimentation for design and interpretation purposes; (2) the availability of low cost, large memory, and fast personal computers; and (3) the general availability of general purpose Monte Carlo codes that are increasingly user-friendly, efficient, and accurate. This paper discusses the history and present status of Monte Carlo simulation for IRRMA including the general purpose (GP) and specific purpose (SP) Monte Carlo codes and future needs - primarily from the experience of the authors

Speech perception in autism spectrum disorder: An activation likelihood estimation meta-analysis.

Science.gov (United States)

Tryfon, Ana; Foster, Nicholas E V; Sharda, Megha; Hyde, Krista L

2018-02-15

Autism spectrum disorder (ASD) is often characterized by atypical language profiles and auditory and speech processing. These can contribute to aberrant language and social communication skills in ASD. The study of the neural basis of speech perception in ASD can serve as a potential neurobiological marker of ASD early on, but mixed results across studies renders it difficult to find a reliable neural characterization of speech processing in ASD. To this aim, the present study examined the functional neural basis of speech perception in ASD versus typical development (TD) using an activation likelihood estimation (ALE) meta-analysis of 18 qualifying studies. The present study included separate analyses for TD and ASD, which allowed us to examine patterns of within-group brain activation as well as both common and distinct patterns of brain activation across the ASD and TD groups. Overall, ASD and TD showed mostly common brain activation of speech processing in bilateral superior temporal gyrus (STG) and left inferior frontal gyrus (IFG). However, the results revealed trends for some distinct activation in the TD group showing additional activation in higher-order brain areas including left superior frontal gyrus (SFG), left medial frontal gyrus (MFG), and right IFG. These results provide a more reliable neural characterization of speech processing in ASD relative to previous single neuroimaging studies and motivate future work to investigate how these brain signatures relate to behavioral measures of speech processing in ASD. Copyright © 2017 Elsevier B.V. All rights reserved.

Application of Monte Carlo Methods to Perform Uncertainty and Sensitivity Analysis on Inverse Water-Rock Reactions with NETPATH

Energy Technology Data Exchange (ETDEWEB)

McGraw, David [Desert Research Inst. (DRI), Reno, NV (United States); Hershey, Ronald L. [Desert Research Inst. (DRI), Reno, NV (United States)

2016-06-01

Methods were developed to quantify uncertainty and sensitivity for NETPATH inverse water-rock reaction models and to calculate dissolved inorganic carbon, carbon-14 groundwater travel times. The NETPATH models calculate upgradient groundwater mixing fractions that produce the downgradient target water chemistry along with amounts of mineral phases that are either precipitated or dissolved. Carbon-14 groundwater travel times are calculated based on the upgradient source-water fractions, carbonate mineral phase changes, and isotopic fractionation. Custom scripts and statistical code were developed for this study to facilitate modifying input parameters, running the NETPATH simulations, extracting relevant output, postprocessing the results, and producing graphs and summaries. The scripts read userspecified values for each constituent’s coefficient of variation, distribution, sensitivity parameter, maximum dissolution or precipitation amounts, and number of Monte Carlo simulations. Monte Carlo methods for analysis of parametric uncertainty assign a distribution to each uncertain variable, sample from those distributions, and evaluate the ensemble output. The uncertainty in input affected the variability of outputs, namely source-water mixing, phase dissolution and precipitation amounts, and carbon-14 travel time. Although NETPATH may provide models that satisfy the constraints, it is up to the geochemist to determine whether the results are geochemically reasonable. Two example water-rock reaction models from previous geochemical reports were considered in this study. Sensitivity analysis was also conducted to evaluate the change in output caused by a small change in input, one constituent at a time. Results were standardized to allow for sensitivity comparisons across all inputs, which results in a representative value for each scenario. The approach yielded insight into the uncertainty in water-rock reactions and travel times. For example, there was little

Comparisons of likelihood and machine learning methods of individual classification

Science.gov (United States)

Guinand, B.; Topchy, A.; Page, K.S.; Burnham-Curtis, M. K.; Punch, W.F.; Scribner, K.T.

2002-01-01

Classification methods used in machine learning (e.g., artificial neural networks, decision trees, and k-nearest neighbor clustering) are rarely used with population genetic data. We compare different nonparametric machine learning techniques with parametric likelihood estimations commonly employed in population genetics for purposes of assigning individuals to their population of origin (“assignment tests”). Classifier accuracy was compared across simulated data sets representing different levels of population differentiation (low and high FST), number of loci surveyed (5 and 10), and allelic diversity (average of three or eight alleles per locus). Empirical data for the lake trout (Salvelinus namaycush) exhibiting levels of population differentiation comparable to those used in simulations were examined to further evaluate and compare classification methods. Classification error rates associated with artificial neural networks and likelihood estimators were lower for simulated data sets compared to k-nearest neighbor and decision tree classifiers over the entire range of parameters considered. Artificial neural networks only marginally outperformed the likelihood method for simulated data (0–2.8% lower error rates). The relative performance of each machine learning classifier improved relative likelihood estimators for empirical data sets, suggesting an ability to “learn” and utilize properties of empirical genotypic arrays intrinsic to each population. Likelihood-based estimation methods provide a more accessible option for reliable assignment of individuals to the population of origin due to the intricacies in development and evaluation of artificial neural networks. In recent years, characterization of highly polymorphic molecular markers such as mini- and microsatellites and development of novel methods of analysis have enabled researchers to extend investigations of ecological and evolutionary processes below the population level to the level of

Monte Carlo 2000 Conference : Advanced Monte Carlo for Radiation Physics, Particle Transport Simulation and Applications

CERN Document Server

Baräo, Fernando; Nakagawa, Masayuki; Távora, Luis; Vaz, Pedro

2001-01-01

This book focusses on the state of the art of Monte Carlo methods in radiation physics and particle transport simulation and applications, the latter involving in particular, the use and development of electron--gamma, neutron--gamma and hadronic codes. Besides the basic theory and the methods employed, special attention is paid to algorithm development for modeling, and the analysis of experiments and measurements in a variety of fields ranging from particle to medical physics.

New strategies of sensitivity analysis capabilities in continuous-energy Monte Carlo code RMC

International Nuclear Information System (INIS)

Qiu, Yishu; Liang, Jingang; Wang, Kan; Yu, Jiankai

2015-01-01

Highlights: • Data decomposition techniques are proposed for memory reduction. • New strategies are put forward and implemented in RMC code to improve efficiency and accuracy for sensitivity calculations. • A capability to compute region-specific sensitivity coefficients is developed in RMC code. - Abstract: The iterated fission probability (IFP) method has been demonstrated to be an accurate alternative for estimating the adjoint-weighted parameters in continuous-energy Monte Carlo forward calculations. However, the memory requirements of this method are huge especially when a large number of sensitivity coefficients are desired. Therefore, data decomposition techniques are proposed in this work. Two parallel strategies based on the neutron production rate (NPR) estimator and the fission neutron population (FNP) estimator for adjoint fluxes, as well as a more efficient algorithm which has multiple overlapping blocks (MOB) in a cycle, are investigated and implemented in the continuous-energy Reactor Monte Carlo code RMC for sensitivity analysis. Furthermore, a region-specific sensitivity analysis capability is developed in RMC. These new strategies, algorithms and capabilities are verified against analytic solutions of a multi-group infinite-medium problem and against results from other software packages including MCNP6, TSUANAMI-1D and multi-group TSUNAMI-3D. While the results generated by the NPR and FNP strategies agree within 0.1% of the analytic sensitivity coefficients, the MOB strategy surprisingly produces sensitivity coefficients exactly equal to the analytic ones. Meanwhile, the results generated by the three strategies in RMC are in agreement with those produced by other codes within a few percent. Moreover, the MOB strategy performs the most efficient sensitivity coefficient calculations (offering as much as an order of magnitude gain in FoMs over MCNP6), followed by the NPR and FNP strategies, and then MCNP6. The results also reveal that these

The likelihood principle and its proof – a never-ending story…

DEFF Research Database (Denmark)

Jørgensen, Thomas Martini

2015-01-01

An ongoing controversy in philosophy of statistics is the so-called “likelihood principle” essentially stating that all evidence which is obtained from an experiment about an unknown quantity θ is contained in the likelihood function of θ. Common classical statistical methodology, such as the use...... of significance tests, and confidence intervals, depends on the experimental procedure and unrealized events and thus violates the likelihood principle. The likelihood principle was identified by that name and proved in a famous paper by Allan Birnbaum in 1962. However, ever since both the principle itself...... as well as the proof has been highly debated. This presentation will illustrate the debate of both the principle and its proof, from 1962 and up to today. An often-used experiment to illustrate the controversy between classical interpretation and evidential confirmation based on the likelihood principle...

Fast Monte Carlo for ion beam analysis simulations

International Nuclear Information System (INIS)

Schiettekatte, Francois

2008-01-01

A Monte Carlo program for the simulation of ion beam analysis data is presented. It combines mainly four features: (i) ion slowdown is computed separately from the main scattering/recoil event, which is directed towards the detector. (ii) A virtual detector, that is, a detector larger than the actual one can be used, followed by trajectory correction. (iii) For each collision during ion slowdown, scattering angle components are extracted form tables. (iv) Tables of scattering angle components, stopping power and energy straggling are indexed using the binary representation of floating point numbers, which allows logarithmic distribution of these tables without the computation of logarithms to access them. Tables are sufficiently fine-grained that interpolation is not necessary. Ion slowdown computation thus avoids trigonometric, inverse and transcendental function calls and, as much as possible, divisions. All these improvements make possible the computation of 10 7 collisions/s on current PCs. Results for transmitted ions of several masses in various substrates are well comparable to those obtained using SRIM-2006 in terms of both angular and energy distributions, as long as a sufficiently large number of collisions is considered for each ion. Examples of simulated spectrum show good agreement with experimental data, although a large detector rather than the virtual detector has to be used to properly simulate background signals that are due to plural collisions. The program, written in standard C, is open-source and distributed under the terms of the GNU General Public License

A criticality safety analysis code using a vectorized Monte Carlo method on the HITAC S-810 supercomputer

International Nuclear Information System (INIS)

Morimoto, Y.; Maruyama, H.

1987-01-01

A vectorized Monte Carlo criticality safety analysis code has been developed on the vector supercomputer HITAC S-810. In this code, a multi-particle tracking algorithm was adopted for effective utilization of the vector processor. A flight analysis with pseudo-scattering was developed to reduce the computational time needed for flight analysis, which represents the bulk of computational time. This new algorithm realized a speed-up of factor 1.5 over the conventional flight analysis. The code also adopted the multigroup cross section constants library of the Bodarenko type with 190 groups, with 132 groups being for fast and epithermal regions and 58 groups being for the thermal region. Evaluation work showed that this code reproduce the experimental results to an accuracy of about 1 % for the effective neutron multiplication factor. (author)

Template analysis for the MAGIC telescopes

Energy Technology Data Exchange (ETDEWEB)

Menzel, Uta [Max-Planck-Institut fuer Physik, Muenchen (Germany); Collaboration: MAGIC-Collaboration

2016-07-01

The MAGIC telescopes are two 17-m-diameter Imaging Air Cherenkov Telescopes located on the Canary island of La Palma. They record the Cherenkov light from air showers induced by very high energy photons. The current data analysis uses a parametrization of the two shower images (including Hillas parameters) to determine the characteristics of the primary particle. I am implementing an advanced analysis method that compares shower images on a pixel basis with template images based on Monte Carlo simulations. To reduce the simulation effort the templates contain only pure shower images that are convolved with the telescope response later in the analysis. The primary particle parameters are reconstructed by maximizing the likelihood of the template. By using all the information available in the shower images, the performance of MAGIC is expected to improve. In this presentation I will explain the general idea of a template-based analysis and show the first results of the implementation.

Uncertainty assessment of integrated distributed hydrological models using GLUE with Markov chain Monte Carlo sampling

DEFF Research Database (Denmark)

Blasone, Roberta-Serena; Madsen, Henrik; Rosbjerg, Dan

2008-01-01

uncertainty estimation (GLUE) procedure based on Markov chain Monte Carlo sampling is applied in order to improve the performance of the methodology in estimating parameters and posterior output distributions. The description of the spatial variations of the hydrological processes is accounted for by defining......In recent years, there has been an increase in the application of distributed, physically-based and integrated hydrological models. Many questions regarding how to properly calibrate and validate distributed models and assess the uncertainty of the estimated parameters and the spatially......-site validation must complement the usual time validation. In this study, we develop, through an application, a comprehensive framework for multi-criteria calibration and uncertainty assessment of distributed physically-based, integrated hydrological models. A revised version of the generalized likelihood...

Profit Forecast Model Using Monte Carlo Simulation in Excel

Directory of Open Access Journals (Sweden)

Petru BALOGH

2014-01-01

Full Text Available Profit forecast is very important for any company. The purpose of this study is to provide a method to estimate the profit and the probability of obtaining the expected profit. Monte Carlo methods are stochastic techniques–meaning they are based on the use of random numbers and probability statistics to investigate problems. Monte Carlo simulation furnishes the decision-maker with a range of possible outcomes and the probabilities they will occur for any choice of action. Our example of Monte Carlo simulation in Excel will be a simplified profit forecast model. Each step of the analysis will be described in detail. The input data for the case presented: the number of leads per month, the percentage of leads that result in sales, , the cost of a single lead, the profit per sale and fixed cost, allow obtaining profit and associated probabilities of achieving.

Hybrid SN/Monte Carlo research and results

International Nuclear Information System (INIS)

Baker, R.S.

1993-01-01

The neutral particle transport equation is solved by a hybrid method that iteratively couples regions where deterministic (S N ) and stochastic (Monte Carlo) methods are applied. The Monte Carlo and S N regions are fully coupled in the sense that no assumption is made about geometrical separation or decoupling. The hybrid Monte Carlo/S N method provides a new means of solving problems involving both optically thick and optically thin regions that neither Monte Carlo nor S N is well suited for by themselves. The hybrid method has been successfully applied to realistic shielding problems. The vectorized Monte Carlo algorithm in the hybrid method has been ported to the massively parallel architecture of the Connection Machine. Comparisons of performance on a vector machine (Cray Y-MP) and the Connection Machine (CM-2) show that significant speedups are obtainable for vectorized Monte Carlo algorithms on massively parallel machines, even when realistic problems requiring variance reduction are considered. However, the architecture of the Connection Machine does place some limitations on the regime in which the Monte Carlo algorithm may be expected to perform well

Development of likelihood estimation method for criticality accidents of mixed oxide fuel fabrication facilities

International Nuclear Information System (INIS)

Tamaki, Hitoshi; Yoshida, Kazuo; Kimoto, Tatsuya; Hamaguchi, Yoshikane

2010-01-01

A criticality accident in a MOX fuel fabrication facility may occur depending on several parameters, such as mass inventory and plutonium enrichment. MOX handling units in the facility are designed and operated based on the double contingency principle to prevent criticality accidents. Control failures of at least two parameters are needed for the occurrence of criticality accident. To evaluate the probability of such control failures, the criticality conditions of each parameter for a specific handling unit are necessary for accident scenario analysis to be clarified quantitatively with a criticality analysis computer code. In addition to this issue, a computer-based control system for mass inventory is planned to be installed into MOX handling equipment in a commercial MOX fuel fabrication plant. The reliability analysis is another important issue in evaluating the likelihood of control failure caused by software malfunction. A likelihood estimation method for criticality accident has been developed with these issues been taken into consideration. In this paper, an example of analysis with the proposed method and the applicability of the method are also shown through a trial application to a model MOX fabrication facility. (author)

Likelihood of Suicidality at Varying Levels of Depression Severity: A Re-Analysis of NESARC Data

Science.gov (United States)

Uebelacker, Lisa A.; Strong, David; Weinstock, Lauren M.; Miller, Ivan W.

2010-01-01

Although it is clear that increasing depression severity is associated with more risk for suicidality, less is known about at what levels of depression severity the risk for different suicide symptoms increases. We used item response theory to estimate the likelihood of endorsing suicide symptoms across levels of depression severity in an…

Dissociating response conflict and error likelihood in anterior cingulate cortex.

Science.gov (United States)

Yeung, Nick; Nieuwenhuis, Sander

2009-11-18

Neuroimaging studies consistently report activity in anterior cingulate cortex (ACC) in conditions of high cognitive demand, leading to the view that ACC plays a crucial role in the control of cognitive processes. According to one prominent theory, the sensitivity of ACC to task difficulty reflects its role in monitoring for the occurrence of competition, or "conflict," between responses to signal the need for increased cognitive control. However, a contrasting theory proposes that ACC is the recipient rather than source of monitoring signals, and that ACC activity observed in relation to task demand reflects the role of this region in learning about the likelihood of errors. Response conflict and error likelihood are typically confounded, making the theories difficult to distinguish empirically. The present research therefore used detailed computational simulations to derive contrasting predictions regarding ACC activity and error rate as a function of response speed. The simulations demonstrated a clear dissociation between conflict and error likelihood: fast response trials are associated with low conflict but high error likelihood, whereas slow response trials show the opposite pattern. Using the N2 component as an index of ACC activity, an EEG study demonstrated that when conflict and error likelihood are dissociated in this way, ACC activity tracks conflict and is negatively correlated with error likelihood. These findings support the conflict-monitoring theory and suggest that, in speeded decision tasks, ACC activity reflects current task demands rather than the retrospective coding of past performance.

(U) Introduction to Monte Carlo Methods

Energy Technology Data Exchange (ETDEWEB)

Hungerford, Aimee L. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2017-03-20

Monte Carlo methods are very valuable for representing solutions to particle transport problems. Here we describe a “cook book” approach to handling the terms in a transport equation using Monte Carlo methods. Focus is on the mechanics of a numerical Monte Carlo code, rather than the mathematical foundations of the method.

A simulation study of likelihood inference procedures in rayleigh distribution with censored data

International Nuclear Information System (INIS)

Baklizi, S. A.; Baker, H. M.

2001-01-01

Inference procedures based on the likelihood function are considered for the one parameter Rayleigh distribution with type1 and type 2 censored data. Using simulation techniques, the finite sample performances of the maximum likelihood estimator and the large sample likelihood interval estimation procedures based on the Wald, the Rao, and the likelihood ratio statistics are investigated. It appears that the maximum likelihood estimator is unbiased. The approximate variance estimates obtained from the asymptotic normal distribution of the maximum likelihood estimator are accurate under type 2 censored data while they tend to be smaller than the actual variances when considering type1 censored data of small size. It appears also that interval estimation based on the Wald and Rao statistics need much more sample size than interval estimation based on the likelihood ratio statistic to attain reasonable accuracy. (authors). 15 refs., 4 tabs

Data assimilation and uncertainty analysis of environmental assessment problems--an application of Stochastic Transfer Function and Generalised Likelihood Uncertainty Estimation techniques

International Nuclear Information System (INIS)

Romanowicz, Renata; Young, Peter C.

2003-01-01

Stochastic Transfer Function (STF) and Generalised Likelihood Uncertainty Estimation (GLUE) techniques are outlined and applied to an environmental problem concerned with marine dose assessment. The goal of both methods in this application is the estimation and prediction of the environmental variables, together with their associated probability distributions. In particular, they are used to estimate the amount of radionuclides transferred to marine biota from a given source: the British Nuclear Fuel Ltd (BNFL) repository plant in Sellafield, UK. The complexity of the processes involved, together with the large dispersion and scarcity of observations regarding radionuclide concentrations in the marine environment, require efficient data assimilation techniques. In this regard, the basic STF methods search for identifiable, linear model structures that capture the maximum amount of information contained in the data with a minimal parameterisation. They can be extended for on-line use, based on recursively updated Bayesian estimation and, although applicable to only constant or time-variable parameter (non-stationary) linear systems in the form used in this paper, they have the potential for application to non-linear systems using recently developed State Dependent Parameter (SDP) non-linear STF models. The GLUE based-methods, on the other hand, formulate the problem of estimation using a more general Bayesian approach, usually without prior statistical identification of the model structure. As a result, they are applicable to almost any linear or non-linear stochastic model, although they are much less efficient both computationally and in their use of the information contained in the observations. As expected in this particular environmental application, it is shown that the STF methods give much narrower confidence limits for the estimates due to their more efficient use of the information contained in the data. Exploiting Monte Carlo Simulation (MCS) analysis

From reads to genes to pathways: differential expression analysis of RNA-Seq experiments using Rsubread and the edgeR quasi-likelihood pipeline.

Science.gov (United States)

Chen, Yunshun; Lun, Aaron T L; Smyth, Gordon K

2016-01-01

In recent years, RNA sequencing (RNA-seq) has become a very widely used technology for profiling gene expression. One of the most common aims of RNA-seq profiling is to identify genes or molecular pathways that are differentially expressed (DE) between two or more biological conditions. This article demonstrates a computational workflow for the detection of DE genes and pathways from RNA-seq data by providing a complete analysis of an RNA-seq experiment profiling epithelial cell subsets in the mouse mammary gland. The workflow uses R software packages from the open-source Bioconductor project and covers all steps of the analysis pipeline, including alignment of read sequences, data exploration, differential expression analysis, visualization and pathway analysis. Read alignment and count quantification is conducted using the Rsubread package and the statistical analyses are performed using the edgeR package. The differential expression analysis uses the quasi-likelihood functionality of edgeR.

MEGA5: Molecular Evolutionary Genetics Analysis Using Maximum Likelihood, Evolutionary Distance, and Maximum Parsimony Methods

Science.gov (United States)

Tamura, Koichiro; Peterson, Daniel; Peterson, Nicholas; Stecher, Glen; Nei, Masatoshi; Kumar, Sudhir

2011-01-01

Comparative analysis of molecular sequence data is essential for reconstructing the evolutionary histories of species and inferring the nature and extent of selective forces shaping the evolution of genes and species. Here, we announce the release of Molecular Evolutionary Genetics Analysis version 5 (MEGA5), which is a user-friendly software for mining online databases, building sequence alignments and phylogenetic trees, and using methods of evolutionary bioinformatics in basic biology, biomedicine, and evolution. The newest addition in MEGA5 is a collection of maximum likelihood (ML) analyses for inferring evolutionary trees, selecting best-fit substitution models (nucleotide or amino acid), inferring ancestral states and sequences (along with probabilities), and estimating evolutionary rates site-by-site. In computer simulation analyses, ML tree inference algorithms in MEGA5 compared favorably with other software packages in terms of computational efficiency and the accuracy of the estimates of phylogenetic trees, substitution parameters, and rate variation among sites. The MEGA user interface has now been enhanced to be activity driven to make it easier for the use of both beginners and experienced scientists. This version of MEGA is intended for the Windows platform, and it has been configured for effective use on Mac OS X and Linux desktops. It is available free of charge from http://www.megasoftware.net. PMID:21546353

Converting boundary representation solid models to half-space representation models for Monte Carlo analysis

International Nuclear Information System (INIS)

Davis, J. E.; Eddy, M. J.; Sutton, T. M.; Altomari, T. J.

2007-01-01

Solid modeling computer software systems provide for the design of three-dimensional solid models used in the design and analysis of physical components. The current state-of-the-art in solid modeling representation uses a boundary representation format in which geometry and topology are used to form three-dimensional boundaries of the solid. The geometry representation used in these systems is cubic B-spline curves and surfaces - a network of cubic B-spline functions in three-dimensional Cartesian coordinate space. Many Monte Carlo codes, however, use a geometry representation in which geometry units are specified by intersections and unions of half-spaces. This paper describes an algorithm for converting from a boundary representation to a half-space representation. (authors)

Carlo Caso (1940 - 2007)

CERN Multimedia

Leonardo Rossi

Carlo Caso (1940 - 2007) Our friend and colleague Carlo Caso passed away on July 7th, after several months of courageous fight against cancer. Carlo spent most of his scientific career at CERN, taking an active part in the experimental programme of the laboratory. His long and fruitful involvement in particle physics started in the sixties, in the Genoa group led by G. Tomasini. He then made several experiments using the CERN liquid hydrogen bubble chambers -first the 2000HBC and later BEBC- to study various facets of the production and decay of meson and baryon resonances. He later made his own group and joined the NA27 Collaboration to exploit the EHS Spectrometer with a rapid cycling bubble chamber as vertex detector. Amongst their many achievements, they were the first to measure, with excellent precision, the lifetime of the charmed D mesons. At the start of the LEP era, Carlo and his group moved to the DELPHI experiment, participating in the construction and running of the HPC electromagnetic c...

Use of Monte Carlo methods in environmental risk assessments at the INEL: Applications and issues

Energy Technology Data Exchange (ETDEWEB)

Harris, G.; Van Horn, R.

1996-06-01

The EPA is increasingly considering the use of probabilistic risk assessment techniques as an alternative or refinement of the current point estimate of risk. This report provides an overview of the probabilistic technique called Monte Carlo Analysis. Advantages and disadvantages of implementing a Monte Carlo analysis over a point estimate analysis for environmental risk assessment are discussed. The general methodology is provided along with an example of its implementation. A phased approach to risk analysis that allows iterative refinement of the risk estimates is recommended for use at the INEL.

Use of Monte Carlo methods in environmental risk assessments at the INEL: Applications and issues

International Nuclear Information System (INIS)

Harris, G.; Van Horn, R.

1996-06-01

The EPA is increasingly considering the use of probabilistic risk assessment techniques as an alternative or refinement of the current point estimate of risk. This report provides an overview of the probabilistic technique called Monte Carlo Analysis. Advantages and disadvantages of implementing a Monte Carlo analysis over a point estimate analysis for environmental risk assessment are discussed. The general methodology is provided along with an example of its implementation. A phased approach to risk analysis that allows iterative refinement of the risk estimates is recommended for use at the INEL

Practical Application of Monte Carlo Code in RTP

International Nuclear Information System (INIS)

Mohamad Hairie Rabir; Julia Abdul Karim; Muhammad Rawi Mohamed Zin; Na'im Syauqi Hamzah; Mark Dennis Anak Usang; Abi Muttaqin Jalal Bayar; Muhammad Khairul Ariff Mustafa

2015-01-01

Monte Carlo neutron transport codes are widely used in various reactor physics applications in RTP and other related nuclear and radiation research in Nuklear Malaysia. The main advantage of the method is the capability to model geometry and interaction physics without major approximations. The disadvantage is that the modelling of complicated systems is very computing-intensive, which restricts the applications to some extent. The importance of Monte Carlo calculation is likely to increase in the future, along with the development in computer capacities and parallel calculation. This paper presents several calculation activities, its achievements and challenges in using MCNP code for neutronics analysis, nuclide inventory and source term calculation, shielding and dose evaluation. (author)

Subtle Monte Carlo Updates in Dense Molecular Systems

DEFF Research Database (Denmark)

Bottaro, Sandro; Boomsma, Wouter; Johansson, Kristoffer E.

2012-01-01

Although Markov chain Monte Carlo (MC) simulation is a potentially powerful approach for exploring conformational space, it has been unable to compete with molecular dynamics (MD) in the analysis of high density structural states, such as the native state of globular proteins. Here, we introduce...... as correlations in a multivariate Gaussian distribution. We demonstrate that our method reproduces structural variation in proteins with greater efficiency than current state-of-the-art Monte Carlo methods and has real-time simulation performance on par with molecular dynamics simulations. The presented results...... suggest our method as a valuable tool in the study of molecules in atomic detail, offering a potential alternative to molecular dynamics for probing long time-scale conformational transitions....

Uncertainty Propagation Analysis for the Monte Carlo Time-Dependent Simulations

International Nuclear Information System (INIS)

Shaukata, Nadeem; Shim, Hyung Jin

2015-01-01

In this paper, a conventional method to control the neutron population for super-critical systems is implemented. Instead of considering the cycles, the simulation is divided in time intervals. At the end of each time interval, neutron population control is applied on the banked neutrons. Randomly selected neutrons are discarded, until the size of neutron population matches the initial neutron histories at the beginning of time simulation. A time-dependent simulation mode has also been implemented in the development version of SERPENT 2 Monte Carlo code. In this mode, sequential population control mechanism has been proposed for modeling of prompt super-critical systems. A Monte Carlo method has been properly used in TART code for dynamic criticality calculations. For super-critical systems, the neutron population is allowed to grow over a period of time. The neutron population is uniformly combed to return it to the neutron population started with at the beginning of time boundary. In this study, conventional time-dependent Monte Carlo (TDMC) algorithm is implemented. There is an exponential growth of neutron population in estimation of neutron density tally for super-critical systems and the number of neutrons being tracked exceed the memory of the computer. In order to control this exponential growth at the end of each time boundary, a conventional time cut-off controlling population strategy is included in TDMC. A scale factor is introduced to tally the desired neutron density at the end of each time boundary. The main purpose of this paper is the quantification of uncertainty propagation in neutron densities at the end of each time boundary for super-critical systems. This uncertainty is caused by the uncertainty resulting from the introduction of scale factor. The effectiveness of TDMC is examined for one-group infinite homogeneous problem (the rod model) and two-group infinite homogeneous problem. The desired neutron density is tallied by the introduction of

Uncertainty Propagation Analysis for the Monte Carlo Time-Dependent Simulations

Energy Technology Data Exchange (ETDEWEB)

Shaukata, Nadeem; Shim, Hyung Jin [Seoul National University, Seoul (Korea, Republic of)

2015-10-15

In this paper, a conventional method to control the neutron population for super-critical systems is implemented. Instead of considering the cycles, the simulation is divided in time intervals. At the end of each time interval, neutron population control is applied on the banked neutrons. Randomly selected neutrons are discarded, until the size of neutron population matches the initial neutron histories at the beginning of time simulation. A time-dependent simulation mode has also been implemented in the development version of SERPENT 2 Monte Carlo code. In this mode, sequential population control mechanism has been proposed for modeling of prompt super-critical systems. A Monte Carlo method has been properly used in TART code for dynamic criticality calculations. For super-critical systems, the neutron population is allowed to grow over a period of time. The neutron population is uniformly combed to return it to the neutron population started with at the beginning of time boundary. In this study, conventional time-dependent Monte Carlo (TDMC) algorithm is implemented. There is an exponential growth of neutron population in estimation of neutron density tally for super-critical systems and the number of neutrons being tracked exceed the memory of the computer. In order to control this exponential growth at the end of each time boundary, a conventional time cut-off controlling population strategy is included in TDMC. A scale factor is introduced to tally the desired neutron density at the end of each time boundary. The main purpose of this paper is the quantification of uncertainty propagation in neutron densities at the end of each time boundary for super-critical systems. This uncertainty is caused by the uncertainty resulting from the introduction of scale factor. The effectiveness of TDMC is examined for one-group infinite homogeneous problem (the rod model) and two-group infinite homogeneous problem. The desired neutron density is tallied by the introduction of

Statistical Analysis of a Class: Monte Carlo and Multiple Imputation Spreadsheet Methods for Estimation and Extrapolation

Science.gov (United States)

Fish, Laurel J.; Halcoussis, Dennis; Phillips, G. Michael

2017-01-01

The Monte Carlo method and related multiple imputation methods are traditionally used in math, physics and science to estimate and analyze data and are now becoming standard tools in analyzing business and financial problems. However, few sources explain the application of the Monte Carlo method for individuals and business professionals who are…

Improved diffusion coefficients generated from Monte Carlo codes

International Nuclear Information System (INIS)

Herman, B. R.; Forget, B.; Smith, K.; Aviles, B. N.

2013-01-01

Monte Carlo codes are becoming more widely used for reactor analysis. Some of these applications involve the generation of diffusion theory parameters including macroscopic cross sections and diffusion coefficients. Two approximations used to generate diffusion coefficients are assessed using the Monte Carlo code MC21. The first is the method of homogenization; whether to weight either fine-group transport cross sections or fine-group diffusion coefficients when collapsing to few-group diffusion coefficients. The second is a fundamental approximation made to the energy-dependent P1 equations to derive the energy-dependent diffusion equations. Standard Monte Carlo codes usually generate a flux-weighted transport cross section with no correction to the diffusion approximation. Results indicate that this causes noticeable tilting in reconstructed pin powers in simple test lattices with L2 norm error of 3.6%. This error is reduced significantly to 0.27% when weighting fine-group diffusion coefficients by the flux and applying a correction to the diffusion approximation. Noticeable tilting in reconstructed fluxes and pin powers was reduced when applying these corrections. (authors)

Criticality qualification of a new Monte Carlo code for reactor core analysis

International Nuclear Information System (INIS)

Catsaros, N.; Gaveau, B.; Jaekel, M.; Maillard, J.; Maurel, G.; Savva, P.; Silva, J.; Varvayanni, M.; Zisis, Th.

2009-01-01

In order to accurately simulate Accelerator Driven Systems (ADS), the utilization of at least two computational tools is necessary (the thermal-hydraulic problem is not considered in the frame of this work), namely: (a) A High Energy Physics (HEP) code system dealing with the 'Accelerator part' of the installation, i.e. the computation of the spectrum, intensity and spatial distribution of the neutrons source created by (p, n) reactions of a proton beam on a target and (b) a neutronics code system, handling the 'Reactor part' of the installation, i.e. criticality calculations, neutron transport, fuel burn-up and fission products evolution. In the present work, a single computational tool, aiming to analyze an ADS in its integrity and also able to perform core analysis for a conventional fission reactor, is proposed. The code is based on the well qualified HEP code GEANT (version 3), transformed to perform criticality calculations. The performance of the code is tested against two qualified neutronics code systems, the diffusion/transport SCALE-CITATION code system and the Monte Carlo TRIPOLI code, in the case of a research reactor core analysis. A satisfactory agreement was exhibited by the three codes.

Likelihood inference for unions of interacting discs

DEFF Research Database (Denmark)

Møller, Jesper; Helisova, K.

2010-01-01

This is probably the first paper which discusses likelihood inference for a random set using a germ-grain model, where the individual grains are unobservable, edge effects occur and other complications appear. We consider the case where the grains form a disc process modelled by a marked point...... process, where the germs are the centres and the marks are the associated radii of the discs. We propose to use a recent parametric class of interacting disc process models, where the minimal sufficient statistic depends on various geometric properties of the random set, and the density is specified......-based maximum likelihood inference and the effect of specifying different reference Poisson models....

Using Static Percentiles of AE9/AP9 to Approximate Dynamic Monte Carlo Runs for Radiation Analysis of Spiral Transfer Orbits

Science.gov (United States)

Kwan, Betty P.; O'Brien, T. Paul

2015-06-01

The Aerospace Corporation performed a study to determine whether static percentiles of AE9/AP9 can be used to approximate dynamic Monte Carlo runs for radiation analysis of spiral transfer orbits. Solar panel degradation is a major concern for solar-electric propulsion because solar-electric propulsion depends on the power output of the solar panel. Different spiral trajectories have different radiation environments that could lead to solar panel degradation. Because the spiral transfer orbits only last weeks to months, an average environment does not adequately address the possible transient enhancements of the radiation environment that must be accounted for in optimizing the transfer orbit trajectory. Therefore, to optimize the trajectory, an ensemble of Monte Carlo simulations of AE9/AP9 would normally be run for every spiral trajectory to determine the 95th percentile radiation environment. To avoid performing lengthy Monte Carlo dynamic simulations for every candidate spiral trajectory in the optimization, we found a static percentile that would be an accurate representation of the full Monte Carlo simulation for a representative set of spiral trajectories. For 3 LEO to GEO and 1 LEO to MEO trajectories, a static 90th percentile AP9 is a good approximation of the 95th percentile fluence with dynamics for 4-10 MeV protons, and a static 80th percentile AE9 is a good approximation of the 95th percentile fluence with dynamics for 0.5-2 MeV electrons. While the specific percentiles chosen cannot necessarily be used in general for other orbit trade studies, the concept of determining a static percentile as a quick approximation to a full Monte Carlo ensemble of simulations can likely be applied to other orbit trade studies. We expect the static percentile to depend on the region of space traversed, the mission duration, and the radiation effect considered.

Fingerprint Analysis with Marked Point Processes

DEFF Research Database (Denmark)

Forbes, Peter G. M.; Lauritzen, Steffen; Møller, Jesper

We present a framework for fingerprint matching based on marked point process models. An efficient Monte Carlo algorithm is developed to calculate the marginal likelihood ratio for the hypothesis that two observed prints originate from the same finger against the hypothesis that they originate from...... different fingers. Our model achieves good performance on an NIST-FBI fingerprint database of 258 matched fingerprint pairs....

Extended maximum likelihood analysis of apparent flattenings of S0 and spiral galaxies

International Nuclear Information System (INIS)

Okamura, Sadanori; Takase, Bunshiro; Hamabe, Masaru; Nakada, Yoshikazu; Kodaira, Keiichi.

1981-01-01

Apparent flattenings of S0 and spiral galaxies compiled by Sandage et al. (1970) and van den Bergh (1977), and those listed in the Second Reference Catalogue (RC2) are analyzed by means of the extended maximum likelihood method which was recently developed in the information theory for statistical model identification. Emphasis is put on the possible difference in the distribution of intrinsic flattenings between S0's and spirals as a group, and on the apparent disagreements present in the previous results. The present analysis shows that (1) One cannot conclude on the basis of the data in the Reference Catalogue of Bright Galaxies (RCBG) that the distribution of intrinsic flattenings of spirals is almost identical to that of S0's; spirals have wider dispersion than S0's, and there are more round systems in spirals than in S0's. (2) The distribution of intrinsic flattenings of S0's and spirals derived from the data in RC2 again indicates a significant difference from each other. (3) The distribution of intrinsic flattenings of S0's exhibits different characteristics depending upon the surface-brightness level; the distribution with one component is obtained from the data at RCBG level (--23.5 mag arcsec -2 ) and that with two components at RC2 level (25 mag arcsec -2 ). (author)

Multi-Index Monte Carlo (MIMC)

KAUST Repository

Haji Ali, Abdul Lateef

2016-01-06

We propose and analyze a novel Multi-Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a stochastic version of the combination technique introduced by Zenger, Griebel and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles. Inspired by Giles s seminal work, instead of using first-order differences as in MLMC, we use in MIMC high-order mixed differences to reduce the variance of the hierarchical differences dramatically. Under standard assumptions on the convergence rates of the weak error, variance and work per sample, the optimal index set turns out to be of Total Degree (TD) type. When using such sets, MIMC yields new and improved complexity results, which are natural generalizations of Giles s MLMC analysis, and which increase the domain of problem parameters for which we achieve the optimal convergence, O(TOL-2).

Multi-Index Monte Carlo (MIMC)

KAUST Repository

Haji Ali, Abdul Lateef; Nobile, Fabio; Tempone, Raul

2016-01-01

We propose and analyze a novel Multi-Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a stochastic version of the combination technique introduced by Zenger, Griebel and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles. Inspired by Giles s seminal work, instead of using first-order differences as in MLMC, we use in MIMC high-order mixed differences to reduce the variance of the hierarchical differences dramatically. Under standard assumptions on the convergence rates of the weak error, variance and work per sample, the optimal index set turns out to be of Total Degree (TD) type. When using such sets, MIMC yields new and improved complexity results, which are natural generalizations of Giles s MLMC analysis, and which increase the domain of problem parameters for which we achieve the optimal convergence, O(TOL-2).

Maximum Likelihood Estimation and Inference With Examples in R, SAS and ADMB

CERN Document Server

Millar, Russell B

2011-01-01

This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodology, including general latent variable models and new material for the practical implementation of integrated likelihood using the free ADMB software. Fundamental issues of statistical inference are also examined, with a presentation of some of the philosophical debates underlying the choice of statis

Generalized empirical likelihood methods for analyzing longitudinal data

KAUST Repository

Wang, S.

2010-02-16

Efficient estimation of parameters is a major objective in analyzing longitudinal data. We propose two generalized empirical likelihood based methods that take into consideration within-subject correlations. A nonparametric version of the Wilks theorem for the limiting distributions of the empirical likelihood ratios is derived. It is shown that one of the proposed methods is locally efficient among a class of within-subject variance-covariance matrices. A simulation study is conducted to investigate the finite sample properties of the proposed methods and compare them with the block empirical likelihood method by You et al. (2006) and the normal approximation with a correctly estimated variance-covariance. The results suggest that the proposed methods are generally more efficient than existing methods which ignore the correlation structure, and better in coverage compared to the normal approximation with correctly specified within-subject correlation. An application illustrating our methods and supporting the simulation study results is also presented.

Monte Carlo analysis of thermochromatography as a fast separation method for nuclear forensics

International Nuclear Information System (INIS)

Garrison, J.R.; Hanson, D.E.; Hall, H.L.

2012-01-01

Nuclear forensic science has become increasingly important for global nuclear security, and enhancing the timeliness of forensic analysis has been established as an important objective in the field. New, faster techniques must be developed to meet this objective. Current approaches for the analysis of minor actinides, fission products, and fuel-specific materials require time-consuming chemical separation coupled with measurement through either nuclear counting or mass spectrometry. These very sensitive measurement techniques can be hindered by impurities or incomplete separation in even the most painstaking chemical separations. High-temperature gas-phase separation or thermochromatography has been used in the past for the rapid separations in the study of newly created elements and as a basis for chemical classification of that element. This work examines the potential for rapid separation of gaseous species to be applied in nuclear forensic investigations. Monte Carlo modeling has been used to evaluate the potential utility of the thermochromatographic separation method, albeit this assessment is necessarily limited due to the lack of available experimental data for validation. (author)

Criticality Analysis Of TCA Critical Lattices With MNCP-4C Monte Carlo Calculation

International Nuclear Information System (INIS)

Zuhair

2002-01-01

The use of uranium-plutonium mixed oxide (MOX) fuel in electric generation light water reactor (PWR, BWR) is being planned in Japan. Therefore, the accuracy evaluations of neutronic analysis code for MOX cores have been employed by many scientists and reactor physicists. Benchmark evaluations for TCA was done using various calculation methods. The Monte Carlo become the most reliable method to predict criticality of various reactor types. In this analysis, the MCNP-4C code was chosen because various superiorities the code has. All in all, the MCNP-4C calculation for TCA core with 38 MOX critical lattice configurations gave the results with high accuracy. The JENDL-3.2 library showed significantly closer results to the ENDF/B-V. The k eff values calculated with the ENDF/B-VI library gave underestimated results. The ENDF/B-V library gave the best estimation. It can be concluded that MCNP-4C calculation, especially with ENDF/B-V and JENDL-3.2 libraries, for MOX fuel utilized NPP design in reactor core is the best choice

Monte Carlo analysis of thermochromatography as a fast separation method for nuclear forensics

International Nuclear Information System (INIS)

Hall, Howard L.

2012-01-01

Nuclear forensic science has become increasingly important for global nuclear security, and enhancing the timeliness of forensic analysis has been established as an important objective in the field. New, faster techniques must be developed to meet this objective. Current approaches for the analysis of minor actinides, fission products, and fuel-specific materials require time-consuming chemical separation coupled with measurement through either nuclear counting or mass spectrometry. These very sensitive measurement techniques can be hindered by impurities or incomplete separation in even the most painstaking chemical separations. High-temperature gas-phase separation or thermochromatography has been used in the past for the rapid separations in the study of newly created elements and as a basis for chemical classification of that element. This work examines the potential for rapid separation of gaseous species to be applied in nuclear forensic investigations. Monte Carlo modeling has been used to evaluate the potential utility of the thermochromatographic separation method, albeit this assessment is necessarily limited due to the lack of available experimental data for validation.

Lectures on Monte Carlo methods

CERN Document Server

Madras, Neal

2001-01-01

Monte Carlo methods form an experimental branch of mathematics that employs simulations driven by random number generators. These methods are often used when others fail, since they are much less sensitive to the "curse of dimensionality", which plagues deterministic methods in problems with a large number of variables. Monte Carlo methods are used in many fields: mathematics, statistics, physics, chemistry, finance, computer science, and biology, for instance. This book is an introduction to Monte Carlo methods for anyone who would like to use these methods to study various kinds of mathemati

Comparison of standard maximum likelihood classification and polytomous logistic regression used in remote sensing

Science.gov (United States)

John Hogland; Nedret Billor; Nathaniel Anderson

2013-01-01

Discriminant analysis, referred to as maximum likelihood classification within popular remote sensing software packages, is a common supervised technique used by analysts. Polytomous logistic regression (PLR), also referred to as multinomial logistic regression, is an alternative classification approach that is less restrictive, more flexible, and easy to interpret. To...

Evidence of seasonal variation in longitudinal growth of height in a sample of boys from Stuttgart Carlsschule, 1771-1793, using combined principal component analysis and maximum likelihood principle.

Science.gov (United States)

Lehmann, A; Scheffler, Ch; Hermanussen, M

2010-02-01

Recent progress in modelling individual growth has been achieved by combining the principal component analysis and the maximum likelihood principle. This combination models growth even in incomplete sets of data and in data obtained at irregular intervals. We re-analysed late 18th century longitudinal growth of German boys from the boarding school Carlsschule in Stuttgart. The boys, aged 6-23 years, were measured at irregular 3-12 monthly intervals during the period 1771-1793. At the age of 18 years, mean height was 1652 mm, but height variation was large. The shortest boy reached 1474 mm, the tallest 1826 mm. Measured height closely paralleled modelled height, with mean difference of 4 mm, SD 7 mm. Seasonal height variation was found. Low growth rates occurred in spring and high growth rates in summer and autumn. The present study demonstrates that combining the principal component analysis and the maximum likelihood principle enables growth modelling in historic height data also. Copyright (c) 2009 Elsevier GmbH. All rights reserved.

Failure Bounding And Sensitivity Analysis Applied To Monte Carlo Entry, Descent, And Landing Simulations

Science.gov (United States)

Gaebler, John A.; Tolson, Robert H.

2010-01-01

In the study of entry, descent, and landing, Monte Carlo sampling methods are often employed to study the uncertainty in the designed trajectory. The large number of uncertain inputs and outputs, coupled with complicated non-linear models, can make interpretation of the results difficult. Three methods that provide statistical insights are applied to an entry, descent, and landing simulation. The advantages and disadvantages of each method are discussed in terms of the insights gained versus the computational cost. The first method investigated was failure domain bounding which aims to reduce the computational cost of assessing the failure probability. Next a variance-based sensitivity analysis was studied for the ability to identify which input variable uncertainty has the greatest impact on the uncertainty of an output. Finally, probabilistic sensitivity analysis is used to calculate certain sensitivities at a reduced computational cost. These methods produce valuable information that identifies critical mission parameters and needs for new technology, but generally at a significant computational cost.

Sampling variability in forensic likelihood-ratio computation: A simulation study

NARCIS (Netherlands)

Ali, Tauseef; Spreeuwers, Lieuwe Jan; Veldhuis, Raymond N.J.; Meuwly, Didier

2015-01-01

Recently, in the forensic biometric community, there is a growing interest to compute a metric called “likelihood- ratio‿ when a pair of biometric specimens is compared using a biometric recognition system. Generally, a biomet- ric recognition system outputs a score and therefore a likelihood-ratio

Monte Carlo simulation in nuclear medicine

International Nuclear Information System (INIS)

Morel, Ch.

2007-01-01

The Monte Carlo method allows for simulating random processes by using series of pseudo-random numbers. It became an important tool in nuclear medicine to assist in the design of new medical imaging devices, optimise their use and analyse their data. Presently, the sophistication of the simulation tools allows the introduction of Monte Carlo predictions in data correction and image reconstruction processes. The availability to simulate time dependent processes opens up new horizons for Monte Carlo simulation in nuclear medicine. In a near future, these developments will allow to tackle simultaneously imaging and dosimetry issues and soon, case system Monte Carlo simulations may become part of the nuclear medicine diagnostic process. This paper describes some Monte Carlo method basics and the sampling methods that were developed for it. It gives a referenced list of different simulation software used in nuclear medicine and enumerates some of their present and prospective applications. (author)

Maximum likelihood estimation of finite mixture model for economic data

Science.gov (United States)

Phoong, Seuk-Yen; Ismail, Mohd Tahir

2014-06-01

Finite mixture model is a mixture model with finite-dimension. This models are provides a natural representation of heterogeneity in a finite number of latent classes. In addition, finite mixture models also known as latent class models or unsupervised learning models. Recently, maximum likelihood estimation fitted finite mixture models has greatly drawn statistician's attention. The main reason is because maximum likelihood estimation is a powerful statistical method which provides consistent findings as the sample sizes increases to infinity. Thus, the application of maximum likelihood estimation is used to fit finite mixture model in the present paper in order to explore the relationship between nonlinear economic data. In this paper, a two-component normal mixture model is fitted by maximum likelihood estimation in order to investigate the relationship among stock market price and rubber price for sampled countries. Results described that there is a negative effect among rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia.

An alternative approach to probabilistic seismic hazard analysis in the Aegean region using Monte Carlo simulation

Science.gov (United States)

Weatherill, Graeme; Burton, Paul W.

2010-09-01

The Aegean is the most seismically active and tectonically complex region in Europe. Damaging earthquakes have occurred here throughout recorded history, often resulting in considerable loss of life. The Monte Carlo method of probabilistic seismic hazard analysis (PSHA) is used to determine the level of ground motion likely to be exceeded in a given time period. Multiple random simulations of seismicity are generated to calculate, directly, the ground motion for a given site. Within the seismic hazard analysis we explore the impact of different seismic source models, incorporating both uniform zones and distributed seismicity. A new, simplified, seismic source model, derived from seismotectonic interpretation, is presented for the Aegean region. This is combined into the epistemic uncertainty analysis alongside existing source models for the region, and models derived by a K-means cluster analysis approach. Seismic source models derived using the K-means approach offer a degree of objectivity and reproducibility into the otherwise subjective approach of delineating seismic sources using expert judgment. Similar review and analysis is undertaken for the selection of peak ground acceleration (PGA) attenuation models, incorporating into the epistemic analysis Greek-specific models, European models and a Next Generation Attenuation model. Hazard maps for PGA on a "rock" site with a 10% probability of being exceeded in 50 years are produced and different source and attenuation models are compared. These indicate that Greek-specific attenuation models, with their smaller aleatory variability terms, produce lower PGA hazard, whilst recent European models and Next Generation Attenuation (NGA) model produce similar results. The Monte Carlo method is extended further to assimilate epistemic uncertainty into the hazard calculation, thus integrating across several appropriate source and PGA attenuation models. Site condition and fault-type are also integrated into the hazard

Quasi-Monte Carlo methods: applications to modeling of light transport in tissue

Science.gov (United States)

Schafer, Steven A.

1996-05-01

Monte Carlo modeling of light propagation can accurately predict the distribution of light in scattering materials. A drawback of Monte Carlo methods is that they converge inversely with the square root of the number of iterations. Theoretical considerations suggest that convergence which scales inversely with the first power of the number of iterations is possible. We have previously shown that one can obtain at least a portion of that improvement by using van der Corput sequences in place of a conventional pseudo-random number generator. Here, we present our further analysis, and show that quasi-Monte Carlo methods do have limited applicability to light scattering problems. We also discuss potential improvements which may increase the applicability.

Incorporating real-time traffic and weather data to explore road accident likelihood and severity in urban arterials.

Science.gov (United States)

Theofilatos, Athanasios

2017-06-01

The effective treatment of road accidents and thus the enhancement of road safety is a major concern to societies due to the losses in human lives and the economic and social costs. The investigation of road accident likelihood and severity by utilizing real-time traffic and weather data has recently received significant attention by researchers. However, collected data mainly stem from freeways and expressways. Consequently, the aim of the present paper is to add to the current knowledge by investigating accident likelihood and severity by exploiting real-time traffic and weather data collected from urban arterials in Athens, Greece. Random Forests (RF) are firstly applied for preliminary analysis purposes. More specifically, it is aimed to rank candidate variables according to their relevant importance and provide a first insight on the potential significant variables. Then, Bayesian logistic regression as well finite mixture and mixed effects logit models are applied to further explore factors associated with accident likelihood and severity respectively. Regarding accident likelihood, the Bayesian logistic regression showed that variations in traffic significantly influence accident occurrence. On the other hand, accident severity analysis revealed a generally mixed influence of traffic variations on accident severity, although international literature states that traffic variations increase severity. Lastly, weather parameters did not find to have a direct influence on accident likelihood or severity. The study added to the current knowledge by incorporating real-time traffic and weather data from urban arterials to investigate accident occurrence and accident severity mechanisms. The identification of risk factors can lead to the development of effective traffic management strategies to reduce accident occurrence and severity of injuries in urban arterials. Copyright © 2017 Elsevier Ltd and National Safety Council. All rights reserved.

The effect of load imbalances on the performance of Monte Carlo algorithms in LWR analysis

International Nuclear Information System (INIS)

Siegel, A.R.; Smith, K.; Romano, P.K.; Forget, B.; Felker, K.

2013-01-01

A model is developed to predict the impact of particle load imbalances on the performance of domain-decomposed Monte Carlo neutron transport algorithms. Expressions for upper bound performance “penalties” are derived in terms of simple machine characteristics, material characterizations and initial particle distributions. The hope is that these relations can be used to evaluate tradeoffs among different memory decomposition strategies in next generation Monte Carlo codes, and perhaps as a metric for triggering particle redistribution in production codes

Monte Carlo simulation with the Gate software using grid computing

International Nuclear Information System (INIS)

Reuillon, R.; Hill, D.R.C.; Gouinaud, C.; El Bitar, Z.; Breton, V.; Buvat, I.

2009-03-01

Monte Carlo simulations are widely used in emission tomography, for protocol optimization, design of processing or data analysis methods, tomographic reconstruction, or tomograph design optimization. Monte Carlo simulations needing many replicates to obtain good statistical results can be easily executed in parallel using the 'Multiple Replications In Parallel' approach. However, several precautions have to be taken in the generation of the parallel streams of pseudo-random numbers. In this paper, we present the distribution of Monte Carlo simulations performed with the GATE software using local clusters and grid computing. We obtained very convincing results with this large medical application, thanks to the EGEE Grid (Enabling Grid for E-science), achieving in one week computations that could have taken more than 3 years of processing on a single computer. This work has been achieved thanks to a generic object-oriented toolbox called DistMe which we designed to automate this kind of parallelization for Monte Carlo simulations. This toolbox, written in Java is freely available on SourceForge and helped to ensure a rigorous distribution of pseudo-random number streams. It is based on the use of a documented XML format for random numbers generators statuses. (authors)

New BFA Method Based on Attractor Neural Network and Likelihood Maximization

Czech Academy of Sciences Publication Activity Database

Frolov, A. A.; Húsek, Dušan; Polyakov, P.Y.; Snášel, V.

2014-01-01

Roč. 132, 20 May (2014), s. 14-29 ISSN 0925-2312 Grant - others:GA MŠk(CZ) ED1.1.00/02.0070; GA MŠk(CZ) EE.2.3.20.0073 Program:ED Institutional support: RVO:67985807 Keywords : recurrent neural network * associative memory * Hebbian learning rule * neural network application * data mining * statistics * Boolean factor analysis * information gain * dimension reduction * likelihood-maximization * bars problem Subject RIV: IN - Informatics, Computer Science Impact factor: 2.083, year: 2014

Assessing Compatibility of Direct Detection Data: Halo-Independent Global Likelihood Analyses

CERN Document Server

Gelmini, Graciela B.

2016-10-18

We present two different halo-independent methods utilizing a global maximum likelihood that can assess the compatibility of dark matter direct detection data given a particular dark matter model. The global likelihood we use is comprised of at least one extended likelihood and an arbitrary number of Poisson or Gaussian likelihoods. In the first method we find the global best fit halo function and construct a two sided pointwise confidence band, which can then be compared with those derived from the extended likelihood alone to assess the joint compatibility of the data. In the second method we define a "constrained parameter goodness-of-fit" test statistic, whose $p$-value we then use to define a "plausibility region" (e.g. where $p \\geq 10\\%$). For any halo function not entirely contained within the plausibility region, the level of compatibility of the data is very low (e.g. $p < 10 \\%$). As an example we apply these methods to CDMS-II-Si and SuperCDMS data, assuming dark matter particles with elastic s...

A short proof that phylogenetic tree reconstruction by maximum likelihood is hard.

Science.gov (United States)

Roch, Sebastien

2006-01-01

Maximum likelihood is one of the most widely used techniques to infer evolutionary histories. Although it is thought to be intractable, a proof of its hardness has been lacking. Here, we give a short proof that computing the maximum likelihood tree is NP-hard by exploiting a connection between likelihood and parsimony observed by Tuffley and Steel.

A Short Proof that Phylogenetic Tree Reconstruction by Maximum Likelihood is Hard

OpenAIRE

Roch, S.

2005-01-01

Maximum likelihood is one of the most widely used techniques to infer evolutionary histories. Although it is thought to be intractable, a proof of its hardness has been lacking. Here, we give a short proof that computing the maximum likelihood tree is NP-hard by exploiting a connection between likelihood and parsimony observed by Tuffley and Steel.

Theoretical Study of Penalized-Likelihood Image Reconstruction for Region of Interest Quantification

International Nuclear Information System (INIS)

Qi, Jinyi; Huesman, Ronald H.

2006-01-01

Region of interest (ROI) quantification is an important task in emission tomography (e.g., positron emission tomography and single photon emission computed tomography). It is essential for exploring clinical factors such as tumor activity, growth rate, and the efficacy of therapeutic interventions. Statistical image reconstruction methods based on the penalized maximum-likelihood (PML) or maximum a posteriori principle have been developed for emission tomography to deal with the low signal-to-noise ratio of the emission data. Similar to the filter cut-off frequency in the filtered backprojection method, the regularization parameter in PML reconstruction controls the resolution and noise tradeoff and, hence, affects ROI quantification. In this paper, we theoretically analyze the performance of ROI quantification in PML reconstructions. Building on previous work, we derive simplified theoretical expressions for the bias, variance, and ensemble mean-squared-error (EMSE) of the estimated total activity in an ROI that is surrounded by a uniform background. When the mean and covariance matrix of the activity inside the ROI are known, the theoretical expressions are readily computable and allow for fast evaluation of image quality for ROI quantification with different regularization parameters. The optimum regularization parameter can then be selected to minimize the EMSE. Computer simulations are conducted for small ROIs with variable uniform uptake. The results show that the theoretical predictions match the Monte Carlo results reasonably well

Analysis of hourly crash likelihood using unbalanced panel data mixed logit model and real-time driving environmental big data.

Science.gov (United States)

Chen, Feng; Chen, Suren; Ma, Xiaoxiang

2018-06-01

Driving environment, including road surface conditions and traffic states, often changes over time and influences crash probability considerably. It becomes stretched for traditional crash frequency models developed in large temporal scales to capture the time-varying characteristics of these factors, which may cause substantial loss of critical driving environmental information on crash prediction. Crash prediction models with refined temporal data (hourly records) are developed to characterize the time-varying nature of these contributing factors. Unbalanced panel data mixed logit models are developed to analyze hourly crash likelihood of highway segments. The refined temporal driving environmental data, including road surface and traffic condition, obtained from the Road Weather Information System (RWIS), are incorporated into the models. Model estimation results indicate that the traffic speed, traffic volume, curvature and chemically wet road surface indicator are better modeled as random parameters. The estimation results of the mixed logit models based on unbalanced panel data show that there are a number of factors related to crash likelihood on I-25. Specifically, weekend indicator, November indicator, low speed limit and long remaining service life of rutting indicator are found to increase crash likelihood, while 5-am indicator and number of merging ramps per lane per mile are found to decrease crash likelihood. The study underscores and confirms the unique and significant impacts on crash imposed by the real-time weather, road surface, and traffic conditions. With the unbalanced panel data structure, the rich information from real-time driving environmental big data can be well incorporated. Copyright © 2018 National Safety Council and Elsevier Ltd. All rights reserved.

Atomistic Monte Carlo simulation of lipid membranes

DEFF Research Database (Denmark)

Wüstner, Daniel; Sklenar, Heinz

2014-01-01

Biological membranes are complex assemblies of many different molecules of which analysis demands a variety of experimental and computational approaches. In this article, we explain challenges and advantages of atomistic Monte Carlo (MC) simulation of lipid membranes. We provide an introduction...... of local-move MC methods in combination with molecular dynamics simulations, for example, for studying multi-component lipid membranes containing cholesterol....

Selection of Investment Projects by Monte Carlo Method in Risk Condition

Directory of Open Access Journals (Sweden)

M. E.

2017-12-01

Full Text Available The Monte Carlo method (also known as the Monte Carlo simulation was proposed by Nicholas Metropolis, S. Ulam and Jhon Von Neiman in 50-th years of the past century. The method can be widely applied to analysis of investment projects due to the advantages recognized both by practitioners and the academic community. The balance model of a project with discounted financial flows has been implemented for Microsoft Excel and Google Docs spread-sheet solutions. The Monte Carlo method for project with low and high correlated net present value (NPV parameters in the environment of the electronic tables of MS Excel/Google Docs. A distinct graduation of risk was identified. A necessity of account of correlation effects and the use of multivariate imitation during the project selection has been demonstrated.

Inference for the Sharpe Ratio Using a Likelihood-Based Approach

Directory of Open Access Journals (Sweden)

Ying Liu

2012-01-01

Full Text Available The Sharpe ratio is the prominent risk-adjusted performance measure used by practitioners. Statistical testing of this ratio using its asymptotic distribution has lagged behind its use. In this paper, highly accurate likelihood analysis is applied for inference on the Sharpe ratio. Both the one- and two-sample problems are considered. The methodology has O(n−3/2 distributional accuracy and can be implemented using any parametric return distribution structure. Simulations are provided to demonstrate the method's superior accuracy over existing methods used for testing in the literature.

Analysis of the design of an X-ray tube using Monte Carlo

International Nuclear Information System (INIS)

Pena V, J. D.; Sosa A, M. A.; Ceron, P. V.; Vallejo, M. A.; Vega C, H. R.

2017-10-01

In this paper we present the Monte Carlo analysis of the X-rays produced by a rotating X-ray tube of the Siemens brand that is used in tomographs for clinical use. The work was done with the MCNP6 code with which the tube was modeled and the primary X-ray spectra produced during the interaction of monoenergetic electrons of 130 keV were calculated. The X-ray spectra were obtained by varying some parameters such as: the angle of the anode (15 to 20 degrees), the type of target (Tungsten, Molybdenum and Rhodium) and the thickness of the filter (3, 5, 10 and 15 mm). In order to have a good statistic 10 7 stories were used. Though the estimators f2 and f5 the X-ray spectra and the total fluencies were estimated. This information will be used to calculate the dose absorbed in the lens and the thyroid gland in patients undergoing radio diagnosis procedures. (Author)

Markov chain Monte Carlo methods for statistical analysis of RF photonic devices

DEFF Research Database (Denmark)

Piels, Molly; Zibar, Darko

2016-01-01

uncertainty is shown to give unsatisfactory and incorrect results due to the nonlinear relationship between the circuit parameters and the measured data. Markov chain Monte Carlo methods are shown to provide superior results, both for individual devices and for assessing within-die variation...

Simplified likelihood for the re-interpretation of public CMS results

CERN Document Server

The CMS Collaboration

2017-01-01

In this note, a procedure for the construction of simplified likelihoods for the re-interpretation of the results of CMS searches for new physics is presented. The procedure relies on the use of a reduced set of information on the background models used in these searches which can readily be provided by the CMS collaboration. A toy example is used to demonstrate the procedure and its accuracy in reproducing the full likelihood for setting limits in models for physics beyond the standard model. Finally, two representative searches from the CMS collaboration are used to demonstrate the validity of the simplified likelihood approach under realistic conditions.

Semi-Parametric Maximum Likelihood Method for Interaction in Case-Mother Control-Mother Designs: Package SPmlficmcm

Directory of Open Access Journals (Sweden)

Moliere Nguile-Makao

2015-12-01

Full Text Available The analysis of interaction effects involving genetic variants and environmental exposures on the risk of adverse obstetric and early-life outcomes is generally performed using standard logistic regression in the case-mother and control-mother design. However such an analysis is inefficient because it does not take into account the natural family-based constraints present in the parent-child relationship. Recently, a new approach based on semi-parametric maximum likelihood estimation was proposed. The advantage of this approach is that it takes into account the parental relationship between the mother and her child in estimation. But a package implementing this method has not been widely available. In this paper, we present SPmlficmcm, an R package implementing this new method and we propose an extension of the method to handle missing offspring genotype data by maximum likelihood estimation. Our choice to treat missing data of the offspring genotype was motivated by the fact that in genetic association studies where the genetic data of mother and child are available, there are usually more missing data on the genotype of the offspring than that of the mother. The package builds a non-linear system from the data and solves and computes the estimates from the gradient and the Hessian matrix of the log profile semi-parametric likelihood function. Finally, we analyze a simulated dataset to show the usefulness of the package.

Monte Carlo and detector simulation in OOP [Object-Oriented Programming

International Nuclear Information System (INIS)

Atwood, W.B.; Blankenbecler, R.; Kunz, P.; Burnett, T.; Storr, K.M.

1990-10-01

Object-Oriented Programming techniques are explored with an eye toward applications in High Energy Physics codes. Two prototype examples are given: McOOP (a particle Monte Carlo generator) and GISMO (a detector simulation/analysis package)

Metis: A Pure Metropolis Markov Chain Monte Carlo Bayesian Inference Library

Energy Technology Data Exchange (ETDEWEB)

Bates, Cameron Russell [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Mckigney, Edward Allen [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2018-01-09

The use of Bayesian inference in data analysis has become the standard for large scienti c experiments [1, 2]. The Monte Carlo Codes Group(XCP-3) at Los Alamos has developed a simple set of algorithms currently implemented in C++ and Python to easily perform at-prior Markov Chain Monte Carlo Bayesian inference with pure Metropolis sampling. These implementations are designed to be user friendly and extensible for customization based on speci c application requirements. This document describes the algorithmic choices made and presents two use cases.

Autocorrelations in hybrid Monte Carlo simulations

International Nuclear Information System (INIS)

Schaefer, Stefan; Virotta, Francesco

2010-11-01

Simulations of QCD suffer from severe critical slowing down towards the continuum limit. This problem is known to be prominent in the topological charge, however, all observables are affected to various degree by these slow modes in the Monte Carlo evolution. We investigate the slowing down in high statistics simulations and propose a new error analysis method, which gives a realistic estimate of the contribution of the slow modes to the errors. (orig.)

Moral Identity Predicts Doping Likelihood via Moral Disengagement and Anticipated Guilt.

Science.gov (United States)

Kavussanu, Maria; Ring, Christopher

2017-08-01

In this study, we integrated elements of social cognitive theory of moral thought and action and the social cognitive model of moral identity to better understand doping likelihood in athletes. Participants (N = 398) recruited from a variety of team sports completed measures of moral identity, moral disengagement, anticipated guilt, and doping likelihood. Moral identity predicted doping likelihood indirectly via moral disengagement and anticipated guilt. Anticipated guilt about potential doping mediated the relationship between moral disengagement and doping likelihood. Our findings provide novel evidence to suggest that athletes, who feel that being a moral person is central to their self-concept, are less likely to use banned substances due to their lower tendency to morally disengage and the more intense feelings of guilt they expect to experience for using banned substances.

Generation of gamma-ray streaming kernels through cylindrical ducts via Monte Carlo method

International Nuclear Information System (INIS)

Kim, Dong Su

1992-02-01

Since radiation streaming through penetrations is often the critical consideration in protection against exposure of personnel in a nuclear facility, it has been of great concern in radiation shielding design and analysis. Several methods have been developed and applied to the analysis of the radiation streaming in the past such as ray analysis method, single scattering method, albedo method, and Monte Carlo method. But they may be used for order-of-magnitude calculations and where sufficient margin is available, except for the Monte Carlo method which is accurate but requires a lot of computing time. This study developed a Monte Carlo method and constructed a data library of solutions using the Monte Carlo method for radiation streaming through a straight cylindrical duct in concrete walls of a broad, mono-directional, monoenergetic gamma-ray beam of unit intensity. The solution named as plane streaming kernel is the average dose rate at duct outlet and was evaluated for 20 source energies from 0 to 10 MeV, 36 source incident angles from 0 to 70 degrees, 5 duct radii from 10 to 30 cm, and 16 wall thicknesses from 0 to 100 cm. It was demonstrated that average dose rate due to an isotropic point source at arbitrary positions can be well approximated using the plane streaming kernel with acceptable error. Thus, the library of the plane streaming kernels can be used for the accurate and efficient analysis of radiation streaming through a straight cylindrical duct in concrete walls due to arbitrary distributions of gamma-ray sources

Maximum likelihood of phylogenetic networks.

Science.gov (United States)

Jin, Guohua; Nakhleh, Luay; Snir, Sagi; Tuller, Tamir

2006-11-01

Horizontal gene transfer (HGT) is believed to be ubiquitous among bacteria, and plays a major role in their genome diversification as well as their ability to develop resistance to antibiotics. In light of its evolutionary significance and implications for human health, developing accurate and efficient methods for detecting and reconstructing HGT is imperative. In this article we provide a new HGT-oriented likelihood framework for many problems that involve phylogeny-based HGT detection and reconstruction. Beside the formulation of various likelihood criteria, we show that most of these problems are NP-hard, and offer heuristics for efficient and accurate reconstruction of HGT under these criteria. We implemented our heuristics and used them to analyze biological as well as synthetic data. In both cases, our criteria and heuristics exhibited very good performance with respect to identifying the correct number of HGT events as well as inferring their correct location on the species tree. Implementation of the criteria as well as heuristics and hardness proofs are available from the authors upon request. Hardness proofs can also be downloaded at http://www.cs.tau.ac.il/~tamirtul/MLNET/Supp-ML.pdf

Risk Presentation Using the Three Dimensions of Likelihood, Severity, and Level of Control

Science.gov (United States)

Watson, Clifford

2010-01-01

Traditional hazard analysis techniques utilize a two-dimensional representation of the results determined by relative likelihood and severity of the residual risk. These matrices present a quick-look at the Likelihood (Y-axis) and Severity (X-axis) of the probable outcome of a hazardous event. A three-dimensional method, described herein, utilizes the traditional X and Y axes, while adding a new, third dimension, shown as the Z-axis, and referred to as the Level of Control. The elements of the Z-axis are modifications of the Hazard Elimination and Control steps (also known as the Hazard Reduction Precedence Sequence). These steps are: 1. Eliminate risk through design. 2. Substitute less risky materials for more hazardous materials. 3. Install safety devices. 4. Install caution and warning devices. 5. Develop administrative controls (to include special procedures and training.) 6. Provide protective clothing and equipment. When added to the two-dimensional models, the level of control adds a visual representation of the risk associated with the hazardous condition, creating a tall-pole for the leastwell-controlled failure while establishing the relative likelihood and severity of all causes and effects for an identified hazard. Computer modeling of the analytical results, using spreadsheets and three-dimensional charting gives a visual confirmation of the relationship between causes and their controls.

Generalized likelihood uncertainty estimation (GLUE) using adaptive Markov chain Monte Carlo sampling

DEFF Research Database (Denmark)

Blasone, Roberta-Serena; Vrugt, Jasper A.; Madsen, Henrik

2008-01-01

propose an alternative strategy to determine the value of the cutoff threshold based on the appropriate coverage of the resulting uncertainty bounds. We demonstrate the superiority of this revised GLUE method with three different conceptual watershed models of increasing complexity, using both synthetic......In the last few decades hydrologists have made tremendous progress in using dynamic simulation models for the analysis and understanding of hydrologic systems. However, predictions with these models are often deterministic and as such they focus on the most probable forecast, without an explicit...... of applications. However, the MC based sampling strategy of the prior parameter space typically utilized in GLUE is not particularly efficient in finding behavioral simulations. This becomes especially problematic for high-dimensional parameter estimation problems, and in the case of complex simulation models...

MAXIMUM LIKELIHOOD CLASSIFICATION OF HIGH-RESOLUTION SAR IMAGES IN URBAN AREA

Directory of Open Access Journals (Sweden)

M. Soheili Majd

2012-09-01

Full Text Available In this work, we propose a state-of-the-art on statistical analysis of polarimetric synthetic aperture radar (SAR data, through the modeling of several indices. We concentrate on eight ground classes which have been carried out from amplitudes, co-polarisation ratio, depolarization ratios, and other polarimetric descriptors. To study their different statistical behaviours, we consider Gauss, log- normal, Beta I, Weibull, Gamma, and Fisher statistical models and estimate their parameters using three methods: method of moments (MoM, maximum-likelihood (ML methodology, and log-cumulants method (MoML. Then, we study the opportunity of introducing this information in an adapted supervised classification scheme based on Maximum–Likelihood and Fisher pdf. Our work relies on an image of a suburban area, acquired by the airborne RAMSES SAR sensor of ONERA. The results prove the potential of such data to discriminate urban surfaces and show the usefulness of adapting any classical classification algorithm however classification maps present a persistant class confusion between flat gravelled or concrete roofs and trees.

Heterogeneity in the Likelihood of Market Advisory Service Use by U.S. Crop Producers

NARCIS (Netherlands)

Pennings, J.M.E.; Irwin, S.; Good, D.; Isengildina, O.

2005-01-01

Abstract Analysis of a unique data set of 1,400 U.S. crop producers using a mixture-modeling framework shows that the likelihood of Marketing Advisory Services (MAS) use is, among others, driven by the perceived performance of MAS in terms of return and risk reduction, the match between the MAS and

Application of Monte-Carlo method in definition of key categories of most radioactive polluted soil

International Nuclear Information System (INIS)

Mahmudov, H.M.; Valibeyova, G.; Jafarov, Y.D.; Musaeva, Sh.Z.

2006-01-01

Full text: The principle of analysis by Monte Carlo method consists of a choice of random variables of coefficients of an exposition doze capacities of radiation and data on activity within the boundaries of their individual density of frequency distribution upon corresponding sizes of exposition doses capacities. This procedure repeats for many times using computer and results of each round of calculations create universal density of frequency distribution of exposition doses capacities. The analysis using Monte Carlo method can be carried out at the level of radiation polluted soil categories. The analysis by Monte Carlo method is useful for realization of sensitivity analysis of measured capacity amount of an exposition dose in order to define the major factors causing uncertainty in reports. Reception of such conceptions can be valuable for definition of key categories of radiation polluted soil and establishment of priorities to use resources for enhancement of the report. Relative uncertainty of radiation polluted soil categories determined with the help of the analysis by Monte Carlo method in case of their availability can be applied using more significant divergence between average value and a confidential limit in case when borders of a confidential interval are asymmetric. It is important to determine key categories of radiation polluted soil to establish priorities to use reports of resources available for preparation and to prepare possible estimations for the most significant categories of sources. Usage of the notion u ncertainty i n reports also allows to set threshold value for a key category of sources, if it is necessary, for exact reflection of 90 percent uncertainty in reports. According to radiation safety norms level of radiation background exceeding 33 mkR/hour is considered dangerous. By calculated Monte Carlo method much more dangerous sites and sites frequently imposed to disposals and utilization were chosen from analyzed samples of

Application of Monte-Carlo method in definition of key categories of most radioactive polluted soil

Energy Technology Data Exchange (ETDEWEB)

Mahmudov, H M; Valibeyova, G; Jafarov, Y D; Musaeva, Sh Z [Institute of Radiation Problems, Azerbaijan National Academy of Sciences, Baku (Azerbaijan)

2006-11-15

Full text: The principle of analysis by Monte Carlo method consists of a choice of random variables of coefficients of an exposition doze capacities of radiation and data on activity within the boundaries of their individual density of frequency distribution upon corresponding sizes of exposition doses capacities. This procedure repeats for many times using computer and results of each round of calculations create universal density of frequency distribution of exposition doses capacities. The analysis using Monte Carlo method can be carried out at the level of radiation polluted soil categories. The analysis by Monte Carlo method is useful for realization of sensitivity analysis of measured capacity amount of an exposition dose in order to define the major factors causing uncertainty in reports. Reception of such conceptions can be valuable for definition of key categories of radiation polluted soil and establishment of priorities to use resources for enhancement of the report. Relative uncertainty of radiation polluted soil categories determined with the help of the analysis by Monte Carlo method in case of their availability can be applied using more significant divergence between average value and a confidential limit in case when borders of a confidential interval are asymmetric. It is important to determine key categories of radiation polluted soil to establish priorities to use reports of resources available for preparation and to prepare possible estimations for the most significant categories of sources. Usage of the notion {sup u}ncertainty{sup i}n reports also allows to set threshold value for a key category of sources, if it is necessary, for exact reflection of 90 percent uncertainty in reports. According to radiation safety norms level of radiation background exceeding 33 mkR/hour is considered dangerous. By calted Monte Carlo method much more dangerous sites and sites frequently imposed to disposals and utilization were chosen from analyzed samples of

Advanced Multilevel Monte Carlo Methods

KAUST Repository

Jasra, Ajay

2017-04-24

This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the discretization of a associated probability law. The MLMC approach works with a hierarchy of biased approximations which become progressively more accurate and more expensive. Using a telescoping representation of the most accurate approximation, the method is able to reduce the computational cost for a given level of error versus i.i.d. sampling from this latter approximation. All of these ideas originated for cases where exact sampling from couples in the hierarchy is possible. This article considers the case where such exact sampling is not currently possible. We consider Markov chain Monte Carlo and sequential Monte Carlo methods which have been introduced in the literature and we describe different strategies which facilitate the application of MLMC within these methods.

Advanced Multilevel Monte Carlo Methods

KAUST Repository

Jasra, Ajay; Law, Kody; Suciu, Carina

2017-01-01

This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the discretization of a associated probability law. The MLMC approach works with a hierarchy of biased approximations which become progressively more accurate and more expensive. Using a telescoping representation of the most accurate approximation, the method is able to reduce the computational cost for a given level of error versus i.i.d. sampling from this latter approximation. All of these ideas originated for cases where exact sampling from couples in the hierarchy is possible. This article considers the case where such exact sampling is not currently possible. We consider Markov chain Monte Carlo and sequential Monte Carlo methods which have been introduced in the literature and we describe different strategies which facilitate the application of MLMC within these methods.

A comparison of Bayesian and Monte Carlo sensitivity analysis for unmeasured confounding.

Science.gov (United States)

McCandless, Lawrence C; Gustafson, Paul

2017-08-15

Bias from unmeasured confounding is a persistent concern in observational studies, and sensitivity analysis has been proposed as a solution. In the recent years, probabilistic sensitivity analysis using either Monte Carlo sensitivity analysis (MCSA) or Bayesian sensitivity analysis (BSA) has emerged as a practical analytic strategy when there are multiple bias parameters inputs. BSA uses Bayes theorem to formally combine evidence from the prior distribution and the data. In contrast, MCSA samples bias parameters directly from the prior distribution. Intuitively, one would think that BSA and MCSA ought to give similar results. Both methods use similar models and the same (prior) probability distributions for the bias parameters. In this paper, we illustrate the surprising finding that BSA and MCSA can give very different results. Specifically, we demonstrate that MCSA can give inaccurate uncertainty assessments (e.g. 95% intervals) that do not reflect the data's influence on uncertainty about unmeasured confounding. Using a data example from epidemiology and simulation studies, we show that certain combinations of data and prior distributions can result in dramatic prior-to-posterior changes in uncertainty about the bias parameters. This occurs because the application of Bayes theorem in a non-identifiable model can sometimes rule out certain patterns of unmeasured confounding that are not compatible with the data. Consequently, the MCSA approach may give 95% intervals that are either too wide or too narrow and that do not have 95% frequentist coverage probability. Based on our findings, we recommend that analysts use BSA for probabilistic sensitivity analysis. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Transfer Entropy as a Log-Likelihood Ratio

Science.gov (United States)

Barnett, Lionel; Bossomaier, Terry

2012-09-01

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences, ecology, climatology, and econometrics. We show that for a broad class of predictive models, the log-likelihood ratio test statistic for the null hypothesis of zero transfer entropy is a consistent estimator for the transfer entropy itself. For finite Markov chains, furthermore, no explicit model is required. In the general case, an asymptotic χ2 distribution is established for the transfer entropy estimator. The result generalizes the equivalence in the Gaussian case of transfer entropy and Granger causality, a statistical notion of causal influence based on prediction via vector autoregression, and establishes a fundamental connection between directed information transfer and causality in the Wiener-Granger sense.

The Monte Carlo method for shielding calculations analysis by MORSE code of a streaming case in the CAORSO BWR power reactor shielding (Italy)

International Nuclear Information System (INIS)

Zitouni, Y.

1987-04-01

In the field of shielding, the requirement of radiation transport calculations in severe conditions, characterized by irreducible three-dimensional geometries has increased the use of the Monte Carlo method. The latter has proved to be the only rigorous and appropriate calculational method in such conditions. However, further efforts at optimization are still necessary to render the technique practically efficient, despite recent improvements in the Monte Carlo codes, the progress made in the field of computers and the availability of accurate nuclear data. Moreover, the personal experience acquired in the field and the control of sophisticated calculation procedures are of the utmost importance. The aim of the work which has been carried out is the gathering of all the necessary elements and features that would lead to an efficient utilization of the Monte Carlo method used in connection with shielding problems. The study of the general aspects of the method and the exploitation techniques of the MORSE code, which has proved to be one of the most comprehensive of the Monte Carlo codes, lead to a successful analysis of an actual case. In fact, the severe conditions and difficulties met have been overcome using such a stochastic simulation code. Finally, a critical comparison between calculated and high-accuracy experimental results has allowed the final confirmation of the methodology used by us

Parameter sensitivity and uncertainty of the forest carbon flux model FORUG : a Monte Carlo analysis

Energy Technology Data Exchange (ETDEWEB)

Verbeeck, H.; Samson, R.; Lemeur, R. [Ghent Univ., Ghent (Belgium). Laboratory of Plant Ecology; Verdonck, F. [Ghent Univ., Ghent (Belgium). Dept. of Applied Mathematics, Biometrics and Process Control

2006-06-15

The FORUG model is a multi-layer process-based model that simulates carbon dioxide (CO{sub 2}) and water exchange between forest stands and the atmosphere. The main model outputs are net ecosystem exchange (NEE), total ecosystem respiration (TER), gross primary production (GPP) and evapotranspiration. This study used a sensitivity analysis to identify the parameters contributing to NEE uncertainty in the FORUG model. The aim was to determine if it is necessary to estimate the uncertainty of all parameters of a model to determine overall output uncertainty. Data used in the study were the meteorological and flux data of beech trees in Hesse. The Monte Carlo method was used to rank sensitivity and uncertainty parameters in combination with a multiple linear regression. Simulations were run in which parameters were assigned probability distributions and the effect of variance in the parameters on the output distribution was assessed. The uncertainty of the output for NEE was estimated. Based on the arbitrary uncertainty of 10 key parameters, a standard deviation of 0.88 Mg C per year per NEE was found, which was equal to 24 per cent of the mean value of NEE. The sensitivity analysis showed that the overall output uncertainty of the FORUG model could be determined by accounting for only a few key parameters, which were identified as corresponding to critical parameters in the literature. It was concluded that the 10 most important parameters determined more than 90 per cent of the output uncertainty. High ranking parameters included soil respiration; photosynthesis; and crown architecture. It was concluded that the Monte Carlo technique is a useful tool for ranking the uncertainty of parameters of process-based forest flux models. 48 refs., 2 tabs., 2 figs.

Workplace air measurements and likelihood of exposure to manufactured nano-objects, agglomerates, and aggregates

International Nuclear Information System (INIS)

Brouwer, Derk H.; Duuren-Stuurman, Birgit van; Berges, Markus; Bard, Delphine; Jankowska, Elzbieta; Moehlmann, Carsten; Pelzer, Johannes; Mark, Dave

2013-01-01

Manufactured nano-objects, agglomerates, and aggregates (NOAA) may have adverse effect on human health, but little is known about occupational risks since actual estimates of exposure are lacking. In a large-scale workplace air-monitoring campaign, 19 enterprises were visited and 120 potential exposure scenarios were measured. A multi-metric exposure assessment approach was followed and a decision logic was developed to afford analysis of all results in concert. The overall evaluation was classified by categories of likelihood of exposure. At task level about 53 % showed increased particle number or surface area concentration compared to “background” level, whereas 72 % of the TEM samples revealed an indication that NOAA were present in the workplace. For 54 out of the 120 task-based exposure scenarios, an overall evaluation could be made based on all parameters of the decision logic. For only 1 exposure scenario (approximately 2 %), the highest level of potential likelihood was assigned, whereas in total in 56 % of the exposure scenarios the overall evaluation revealed the lowest level of likelihood. However, for the remaining 42 % exposure to NOAA could not be excluded

POWER ANALYSIS FOR COMPLEX MEDIATIONAL DESIGNS USING MONTE CARLO METHODS

OpenAIRE

Thoemmes, Felix; MacKinnon, David P.; Reiser, Mark R.

2010-01-01

Applied researchers often include mediation effects in applications of advanced methods such as latent variable models and linear growth curve models. Guidance on how to estimate statistical power to detect mediation for these models has not yet been addressed in the literature. We describe a general framework for power analyses for complex mediational models. The approach is based on the well known technique of generating a large number of samples in a Monte Carlo study, and estimating power...

Updated logistic regression equations for the calculation of post-fire debris-flow likelihood in the western United States

Science.gov (United States)

Staley, Dennis M.; Negri, Jacquelyn A.; Kean, Jason W.; Laber, Jayme L.; Tillery, Anne C.; Youberg, Ann M.

2016-06-30

Wildfire can significantly alter the hydrologic response of a watershed to the extent that even modest rainstorms can generate dangerous flash floods and debris flows. To reduce public exposure to hazard, the U.S. Geological Survey produces post-fire debris-flow hazard assessments for select fires in the western United States. We use publicly available geospatial data describing basin morphology, burn severity, soil properties, and rainfall characteristics to estimate the statistical likelihood that debris flows will occur in response to a storm of a given rainfall intensity. Using an empirical database and refined geospatial analysis methods, we defined new equations for the prediction of debris-flow likelihood using logistic regression methods. We showed that the new logistic regression model outperformed previous models used to predict debris-flow likelihood.

A user's guide to MICAP: A Monte Carlo Ionization Chamber Analysis Package

Energy Technology Data Exchange (ETDEWEB)

Johnson, J.O.; Gabriel, T.A.

1988-01-01

A collection of computer codes entitled MICAP - A Monte Carlo Ionization Chamber Analysis Package has been developed to determine the response of a gas-filled cavity ionization chamber in a mixed neutron and photon radiation environment. In particular, MICAP determines the neutron, photon, and total response of the ionization chamber. The applicability of MICAP encompasses all aspects of mixed field dosimetry analysis including detector design, preexperimental planning and post-experimental analysis. The MICAP codes include: RDNDF for reading and processing ENDF/B-formatted cross section files, MICRO for manipulating microscopic cross section data sets, MACRO for creating macroscopic cross section data sets, NEUTRON for transporting neutrons, RECOMB for calculating correction data due to ionization chamber saturation effects, HEAVY for transporting recoil heavy ions and charged particles, PECSP for generating photon and electron cross section and material data sets, PHOTPREP for generating photon source input tapes, and PHOTON for transporting photons and electrons. The codes are generally tailored to provide numerous input options, but whenever possible, default values are supplied which yield adequate results. All of the MICAP codes function independently, and are operational on the ORNL IBM 3033 computer system. 14 refs., 27 figs., 49 tabs.

Predictors of Self-Reported Likelihood of Working with Older Adults

Science.gov (United States)

Eshbaugh, Elaine M.; Gross, Patricia E.; Satrom, Tatum

2010-01-01

This study examined the self-reported likelihood of working with older adults in a future career among 237 college undergraduates at a midsized Midwestern university. Although aging anxiety was not significantly related to likelihood of working with older adults, those students who had a greater level of death anxiety were less likely than other…

Performance and Complexity Analysis of Blind FIR Channel Identification Algorithms Based on Deterministic Maximum Likelihood in SIMO Systems

DEFF Research Database (Denmark)

De Carvalho, Elisabeth; Omar, Samir; Slock, Dirk

2013-01-01

We analyze two algorithms that have been introduced previously for Deterministic Maximum Likelihood (DML) blind estimation of multiple FIR channels. The first one is a modification of the Iterative Quadratic ML (IQML) algorithm. IQML gives biased estimates of the channel and performs poorly at low...... to the initialization. Its asymptotic performance does not reach the DML performance though. The second strategy, called Pseudo-Quadratic ML (PQML), is naturally denoised. The denoising in PQML is furthermore more efficient than in DIQML: PQML yields the same asymptotic performance as DML, as opposed to DIQML......, but requires a consistent initialization. We furthermore compare DIQML and PQML to the strategy of alternating minimization w.r.t. symbols and channel for solving DML (AQML). An asymptotic performance analysis, a complexity evaluation and simulation results are also presented. The proposed DIQML and PQML...

Anticipating cognitive effort: roles of perceived error-likelihood and time demands.

Science.gov (United States)

Dunn, Timothy L; Inzlicht, Michael; Risko, Evan F

2017-11-13

Why are some actions evaluated as effortful? In the present set of experiments we address this question by examining individuals' perception of effort when faced with a trade-off between two putative cognitive costs: how much time a task takes vs. how error-prone it is. Specifically, we were interested in whether individuals anticipate engaging in a small amount of hard work (i.e., low time requirement, but high error-likelihood) vs. a large amount of easy work (i.e., high time requirement, but low error-likelihood) as being more effortful. In between-subject designs, Experiments 1 through 3 demonstrated that individuals anticipate options that are high in perceived error-likelihood (yet less time consuming) as more effortful than options that are perceived to be more time consuming (yet low in error-likelihood). Further, when asked to evaluate which of the two tasks was (a) more effortful, (b) more error-prone, and (c) more time consuming, effort-based and error-based choices closely tracked one another, but this was not the case for time-based choices. Utilizing a within-subject design, Experiment 4 demonstrated overall similar pattern of judgments as Experiments 1 through 3. However, both judgments of error-likelihood and time demand similarly predicted effort judgments. Results are discussed within the context of extant accounts of cognitive control, with considerations of how error-likelihood and time demands may independently and conjunctively factor into judgments of cognitive effort.

Calibration of two complex ecosystem models with different likelihood functions

Science.gov (United States)

Hidy, Dóra; Haszpra, László; Pintér, Krisztina; Nagy, Zoltán; Barcza, Zoltán

2014-05-01

goodness metric on calibration. The different likelihoods are different functions of RMSE (root mean squared error) weighted by measurement uncertainty: exponential / linear / quadratic / linear normalized by correlation. As a first calibration step sensitivity analysis was performed in order to select the influential parameters which have strong effect on the output data. In the second calibration step only the sensitive parameters were calibrated (optimal values and confidence intervals were calculated). In case of PaSim more parameters were found responsible for the 95% of the output data variance than is case of BBGC MuSo. Analysis of the results of the optimized models revealed that the exponential likelihood estimation proved to be the most robust (best model simulation with optimized parameter, highest confidence interval increase). The cross-validation of the model simulations can help in constraining the highly uncertain greenhouse gas budget of grasslands.

Parameter uncertainty and model predictions: a review of Monte Carlo results

International Nuclear Information System (INIS)

Gardner, R.H.; O'Neill, R.V.

1979-01-01

Studies of parameter variability by Monte Carlo analysis are reviewed using repeated simulations of the model with randomly selected parameter values. At the beginning of each simulation, parameter values are chosen from specific frequency distributions. This process is continued for a number of iterations sufficient to converge on an estimate of the frequency distribution of the output variables. The purpose was to explore the general properties of error propagaton in models. Testing the implicit assumptions of analytical methods and pointing out counter-intuitive results produced by the Monte Carlo approach are additional points covered

Monte Carlo Simulations of Compressible Ising Models: Do We Understand Them?

Science.gov (United States)

Landau, D. P.; Dünweg, B.; Laradji, M.; Tavazza, F.; Adler, J.; Cannavaccioulo, L.; Zhu, X.

Extensive Monte Carlo simulations have begun to shed light on our understanding of phase transitions and universality classes for compressible Ising models. A comprehensive analysis of a Landau-Ginsburg-Wilson hamiltonian for systems with elastic degrees of freedom resulted in the prediction that there should be four distinct cases that would have different behavior, depending upon symmetries and thermodynamic constraints. We shall provide an account of the results of careful Monte Carlo simulations for a simple compressible Ising model that can be suitably modified so as to replicate all four cases.

A Comparison of Monte Carlo and Deterministic Solvers for keff and Sensitivity Calculations

Energy Technology Data Exchange (ETDEWEB)

Haeck, Wim [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Parsons, Donald Kent [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); White, Morgan Curtis [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Saller, Thomas [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Favorite, Jeffrey A. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2017-12-12

Verification and validation of our solutions for calculating the neutron reactivity for nuclear materials is a key issue to address for many applications, including criticality safety, research reactors, power reactors, and nuclear security. Neutronics codes solve variations of the Boltzmann transport equation. The two main variants are Monte Carlo versus deterministic solutions, e.g. the MCNP [1] versus PARTISN [2] codes, respectively. There have been many studies over the decades that examined the accuracy of such solvers and the general conclusion is that when the problems are well-posed, either solver can produce accurate results. However, the devil is always in the details. The current study examines the issue of self-shielding and the stress it puts on deterministic solvers. Most Monte Carlo neutronics codes use continuous-energy descriptions of the neutron interaction data that are not subject to this effect. The issue of self-shielding occurs because of the discretisation of data used by the deterministic solutions. Multigroup data used in these solvers are the average cross section and scattering parameters over an energy range. Resonances in cross sections can occur that change the likelihood of interaction by one to three orders of magnitude over a small energy range. Self-shielding is the numerical effect that the average cross section in groups with strong resonances can be strongly affected as neutrons within that material are preferentially absorbed or scattered out of the resonance energies. This affects both the average cross section and the scattering matrix.

Pushing the limits of Monte Carlo simulations for the three-dimensional Ising model

Science.gov (United States)

Ferrenberg, Alan M.; Xu, Jiahao; Landau, David P.

2018-04-01

While the three-dimensional Ising model has defied analytic solution, various numerical methods like Monte Carlo, Monte Carlo renormalization group, and series expansion have provided precise information about the phase transition. Using Monte Carlo simulation that employs the Wolff cluster flipping algorithm with both 32-bit and 53-bit random number generators and data analysis with histogram reweighting and quadruple precision arithmetic, we have investigated the critical behavior of the simple cubic Ising Model, with lattice sizes ranging from 163 to 10243. By analyzing data with cross correlations between various thermodynamic quantities obtained from the same data pool, e.g., logarithmic derivatives of magnetization and derivatives of magnetization cumulants, we have obtained the critical inverse temperature Kc=0.221 654 626 (5 ) and the critical exponent of the correlation length ν =0.629 912 (86 ) with precision that exceeds all previous Monte Carlo estimates.

Fast sequential Monte Carlo methods for counting and optimization

CERN Document Server

Rubinstein, Reuven Y; Vaisman, Radislav

2013-01-01

A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems. Written by authorities in the

Supplementary Material for: High-Order Composite Likelihood Inference for Max-Stable Distributions and Processes

KAUST Repository

Castruccio, Stefano; Huser, Raphaë l; Genton, Marc G.

2016-01-01

In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of points is a very challenging problem and current approaches typically rely on less expensive composite likelihoods constructed from small subsets of data. In this work, we explore the limits of modern state-of-the-art computational facilities to perform full likelihood inference and to efficiently evaluate high-order composite likelihoods. With extensive simulations, we assess the loss of information of composite likelihood estimators with respect to a full likelihood approach for some widely used multivariate or spatial extreme models, we discuss how to choose composite likelihood truncation to improve the efficiency, and we also provide recommendations for practitioners. This article has supplementary material online.

Comparison of deterministic and Monte Carlo methods in shielding design.

Science.gov (United States)

Oliveira, A D; Oliveira, C

2005-01-01

In shielding calculation, deterministic methods have some advantages and also some disadvantages relative to other kind of codes, such as Monte Carlo. The main advantage is the short computer time needed to find solutions while the disadvantages are related to the often-used build-up factor that is extrapolated from high to low energies or with unknown geometrical conditions, which can lead to significant errors in shielding results. The aim of this work is to investigate how good are some deterministic methods to calculating low-energy shielding, using attenuation coefficients and build-up factor corrections. Commercial software MicroShield 5.05 has been used as the deterministic code while MCNP has been used as the Monte Carlo code. Point and cylindrical sources with slab shield have been defined allowing comparison between the capability of both Monte Carlo and deterministic methods in a day-by-day shielding calculation using sensitivity analysis of significant parameters, such as energy and geometrical conditions.

Comparison of deterministic and Monte Carlo methods in shielding design

International Nuclear Information System (INIS)

Oliveira, A. D.; Oliveira, C.

2005-01-01

In shielding calculation, deterministic methods have some advantages and also some disadvantages relative to other kind of codes, such as Monte Carlo. The main advantage is the short computer time needed to find solutions while the disadvantages are related to the often-used build-up factor that is extrapolated from high to low energies or with unknown geometrical conditions, which can lead to significant errors in shielding results. The aim of this work is to investigate how good are some deterministic methods to calculating low-energy shielding, using attenuation coefficients and build-up factor corrections. Commercial software MicroShield 5.05 has been used as the deterministic code while MCNP has been used as the Monte Carlo code. Point and cylindrical sources with slab shield have been defined allowing comparison between the capability of both Monte Carlo and deterministic methods in a day-by-day shielding calculation using sensitivity analysis of significant parameters, such as energy and geometrical conditions. (authors)

MCNP-REN a Monte Carlo tool for neutron detector design

CERN Document Server

Abhold, M E

2002-01-01

The development of neutron detectors makes extensive use of the predictions of detector response through the use of Monte Carlo techniques in conjunction with the point reactor model. Unfortunately, the point reactor model fails to accurately predict detector response in common applications. For this reason, the general Monte Carlo code developed at Los Alamos National Laboratory, Monte Carlo N-Particle (MCNP), was modified to simulate the pulse streams that would be generated by a neutron detector and normally analyzed by a shift register. This modified code, MCNP-Random Exponentially Distributed Neutron Source (MCNP-REN), along with the Time Analysis Program, predicts neutron detector response without using the point reactor model, making it unnecessary for the user to decide whether or not the assumptions of the point model are met for their application. MCNP-REN is capable of simulating standard neutron coincidence counting as well as neutron multiplicity counting. Measurements of mixed oxide fresh fuel w...

Exclusion probabilities and likelihood ratios with applications to mixtures.

Science.gov (United States)

Slooten, Klaas-Jan; Egeland, Thore

2016-01-01

The statistical evidence obtained from mixed DNA profiles can be summarised in several ways in forensic casework including the likelihood ratio (LR) and the Random Man Not Excluded (RMNE) probability. The literature has seen a discussion of the advantages and disadvantages of likelihood ratios and exclusion probabilities, and part of our aim is to bring some clarification to this debate. In a previous paper, we proved that there is a general mathematical relationship between these statistics: RMNE can be expressed as a certain average of the LR, implying that the expected value of the LR, when applied to an actual contributor to the mixture, is at least equal to the inverse of the RMNE. While the mentioned paper presented applications for kinship problems, the current paper demonstrates the relevance for mixture cases, and for this purpose, we prove some new general properties. We also demonstrate how to use the distribution of the likelihood ratio for donors of a mixture, to obtain estimates for exceedance probabilities of the LR for non-donors, of which the RMNE is a special case corresponding to L R>0. In order to derive these results, we need to view the likelihood ratio as a random variable. In this paper, we describe how such a randomization can be achieved. The RMNE is usually invoked only for mixtures without dropout. In mixtures, artefacts like dropout and drop-in are commonly encountered and we address this situation too, illustrating our results with a basic but widely implemented model, a so-called binary model. The precise definitions, modelling and interpretation of the required concepts of dropout and drop-in are not entirely obvious, and we attempt to clarify them here in a general likelihood framework for a binary model.

Monte Carlo Treatment Planning for Advanced Radiotherapy

DEFF Research Database (Denmark)

Cronholm, Rickard

This Ph.d. project describes the development of a workflow for Monte Carlo Treatment Planning for clinical radiotherapy plans. The workflow may be utilized to perform an independent dose verification of treatment plans. Modern radiotherapy treatment delivery is often conducted by dynamically...... modulating the intensity of the field during the irradiation. The workflow described has the potential to fully model the dynamic delivery, including gantry rotation during irradiation, of modern radiotherapy. Three corner stones of Monte Carlo Treatment Planning are identified: Building, commissioning...... and validation of a Monte Carlo model of a medical linear accelerator (i), converting a CT scan of a patient to a Monte Carlo compliant phantom (ii) and translating the treatment plan parameters (including beam energy, angles of incidence, collimator settings etc) to a Monte Carlo input file (iii). A protocol...

CDF experience with monte carlo production using LCG grid

International Nuclear Information System (INIS)

Griso, S P; Lucchesi, D; Compostella, G; Sfiligoi, I; Cesini, D

2008-01-01

The upgrades of the Tevatron collider and CDF detector have considerably increased the demand on computing resources, in particular for Monte Carlo production. This has forced the collaboration to move beyond the usage of dedicated resources and start exploiting the Grid. The CDF Analysis Farm (CAF) model has been reimplemented into LcgCAF in order to access Grid resources by using the LCG/EGEE middleware. Many sites in Italy and in Europe are accessed through this portal by CDF users mainly to produce Monte Carlo data but also for other analysis jobs. We review here the setup used to submit jobs to Grid sites and retrieve the output, including CDF-specific configuration of some Grid components. We also describe the batch and interactive monitor tools developed to allow users to verify the jobs status during their lifetime in the Grid environment. Finally we analyze the efficiency and typical failure modes of the current Grid infrastructure reporting the performances of different parts of the system used

Elaboration Likelihood Model and an Analysis of the Contexts of Its Application

Directory of Open Access Journals (Sweden)

Aslıhan Kıymalıoğlu

2014-12-01

Full Text Available Elaboration Likelihood Model (ELM, which supports the existence of two routes to persuasion: central and peripheral routes, has been one of the major models on persuasion. As the number of studies in the Turkish literature on ELM is limited, a detailed explanation of the model together with a comprehensive literature review was considered to be contributory for this gap. The findings of the review reveal that the model was mostly used in marketing and advertising researches, that the concept most frequently used in elaboration process was involvement, and that argument quality and endorser credibility were the factors most often employed in measuring their effect on the dependant variables. The review provides valuable insights as it presents a holistic view of the model and the variables used in the model.

A flexible spatial scan statistic with a restricted likelihood ratio for detecting disease clusters.

Science.gov (United States)

Tango, Toshiro; Takahashi, Kunihiko

2012-12-30

Spatial scan statistics are widely used tools for detection of disease clusters. Especially, the circular spatial scan statistic proposed by Kulldorff (1997) has been utilized in a wide variety of epidemiological studies and disease surveillance. However, as it cannot detect noncircular, irregularly shaped clusters, many authors have proposed different spatial scan statistics, including the elliptic version of Kulldorff's scan statistic. The flexible spatial scan statistic proposed by Tango and Takahashi (2005) has also been used for detecting irregularly shaped clusters. However, this method sets a feasible limitation of a maximum of 30 nearest neighbors for searching candidate clusters because of heavy computational load. In this paper, we show a flexible spatial scan statistic implemented with a restricted likelihood ratio proposed by Tango (2008) to (1) eliminate the limitation of 30 nearest neighbors and (2) to have surprisingly much less computational time than the original flexible spatial scan statistic. As a side effect, it is shown to be able to detect clusters with any shape reasonably well as the relative risk of the cluster becomes large via Monte Carlo simulation. We illustrate the proposed spatial scan statistic with data on mortality from cerebrovascular disease in the Tokyo Metropolitan area, Japan. Copyright © 2012 John Wiley & Sons, Ltd.

Uncertainty analysis using Monte Carlo method in the measurement of phase by ESPI

International Nuclear Information System (INIS)

Anguiano Morales, Marcelino; Martinez, Amalia; Rayas, J. A.; Cordero, Raul R.

2008-01-01

A method for simultaneously measuring whole field in-plane displacements by using optical fiber and based on the dual-beam illumination principle electronic speckle pattern interferometry (ESPI) is presented in this paper. A set of single mode optical fibers and beamsplitter are employed to split the laser beam into four beams of equal intensity.One pair of fibers is utilized to illuminate the sample in the horizontal plane so it is sensitive only to horizontal in-plane displacement. Another pair of optical fibers is set to be sensitive only to vertical in-plane displacement. Each pair of optical fibers differs in longitude to avoid unwanted interference. By means of a Fourier-transform method of fringe-pattern analysis (Takeda method), we can obtain the quantitative data of whole field displacements. We found the uncertainty associated with the phases by mean of Monte Carlo-based technique

Sampling of systematic errors to estimate likelihood weights in nuclear data uncertainty propagation

International Nuclear Information System (INIS)

Helgesson, P.; Sjöstrand, H.; Koning, A.J.; Rydén, J.; Rochman, D.; Alhassan, E.; Pomp, S.

2016-01-01

In methodologies for nuclear data (ND) uncertainty assessment and propagation based on random sampling, likelihood weights can be used to infer experimental information into the distributions for the ND. As the included number of correlated experimental points grows large, the computational time for the matrix inversion involved in obtaining the likelihood can become a practical problem. There are also other problems related to the conventional computation of the likelihood, e.g., the assumption that all experimental uncertainties are Gaussian. In this study, a way to estimate the likelihood which avoids matrix inversion is investigated; instead, the experimental correlations are included by sampling of systematic errors. It is shown that the model underlying the sampling methodology (using univariate normal distributions for random and systematic errors) implies a multivariate Gaussian for the experimental points (i.e., the conventional model). It is also shown that the likelihood estimates obtained through sampling of systematic errors approach the likelihood obtained with matrix inversion as the sample size for the systematic errors grows large. In studied practical cases, it is seen that the estimates for the likelihood weights converge impractically slowly with the sample size, compared to matrix inversion. The computational time is estimated to be greater than for matrix inversion in cases with more experimental points, too. Hence, the sampling of systematic errors has little potential to compete with matrix inversion in cases where the latter is applicable. Nevertheless, the underlying model and the likelihood estimates can be easier to intuitively interpret than the conventional model and the likelihood function involving the inverted covariance matrix. Therefore, this work can both have pedagogical value and be used to help motivating the conventional assumption of a multivariate Gaussian for experimental data. The sampling of systematic errors could also