Steady state likelihood ratio sensitivity analysis for stiff kinetic Monte Carlo simulations.
Núñez, M; Vlachos, D G
2015-01-28
Kinetic Monte Carlo simulation is an integral tool in the study of complex physical phenomena present in applications ranging from heterogeneous catalysis to biological systems to crystal growth and atmospheric sciences. Sensitivity analysis is useful for identifying important parameters and rate-determining steps, but the finite-difference application of sensitivity analysis is computationally demanding. Techniques based on the likelihood ratio method reduce the computational cost of sensitivity analysis by obtaining all gradient information in a single run. However, we show that disparity in time scales of microscopic events, which is ubiquitous in real systems, introduces drastic statistical noise into derivative estimates for parameters affecting the fast events. In this work, the steady-state likelihood ratio sensitivity analysis is extended to singularly perturbed systems by invoking partial equilibration for fast reactions, that is, by working on the fast and slow manifolds of the chemistry. Derivatives on each time scale are computed independently and combined to the desired sensitivity coefficients to considerably reduce the noise in derivative estimates for stiff systems. The approach is demonstrated in an analytically solvable linear system.
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.
Likelihood analysis of parity violation in the compound nucleus
International Nuclear Information System (INIS)
Bowman, D.; Sharapov, E.
1993-01-01
We discuss the determination of the root mean-squared matrix element of the parity-violating interaction between compound-nuclear states using likelihood analysis. We briefly review the relevant features of the statistical model of the compound nucleus and the formalism of likelihood analysis. We then discuss the application of likelihood analysis to data on panty-violating longitudinal asymmetries. The reliability of the extracted value of the matrix element and errors assigned to the matrix element is stressed. We treat the situations where the spins of the p-wave resonances are not known and known using experimental data and Monte Carlo techniques. We conclude that likelihood analysis provides a reliable way to determine M and its confidence interval. We briefly discuss some problems associated with the normalization of the likelihood function
Practical likelihood analysis for spatial generalized linear mixed models
DEFF Research Database (Denmark)
Bonat, W. H.; Ribeiro, Paulo Justiniano
2016-01-01
, respectively, examples of binomial and count datasets modeled by spatial generalized linear mixed models. Our results show that the Laplace approximation provides similar estimates to Markov Chain Monte Carlo likelihood, Monte Carlo expectation maximization, and modified Laplace approximation. Some advantages...
Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...
Phylogenetic analysis using parsimony and likelihood methods.
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
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}}
Likelihood Analysis of Supersymmetric SU(5) GUTs
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...
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 the I(2) model
DEFF Research Database (Denmark)
Johansen, Søren
1997-01-01
The I(2) model is defined as a submodel of the general vector autoregressive model, by two reduced rank conditions. The model describes stochastic processes with stationary second difference. A parametrization is suggested which makes likelihood inference feasible. Consistency of the maximum...
Long, Michael A; Berry, Kenneth J; Mielke, Paul W
2010-10-01
Monte Carlo resampling methods to obtain probability values for chi-squared and likelihood-ratio test statistics for multiway contingency tables are presented. A resampling algorithm provides random arrangements of cell frequencies in a multiway contingency table, given fixed marginal frequency totals. Probability values are obtained from the proportion of resampled test statistic values equal to or greater than the observed test statistic value.
Maximum likelihood analysis of the first KamLAND results
Ianni, A
2003-01-01
A maximum likelihood approach has been used to analize the first results from KamLAND emphasizing the application of this method for low statistics samples. The goodness of fit has been determined exploiting a simple Monte Carlo approach in order to test two different null hytpotheses. It turns out that with the present statistics the neutrino oscillation hypothesis has a significance of about 90% (the best-fit for the oscillation parameters from KamLAND are found to be: $\\delta m_{12}^2 \\sim 7.1 \\times 10^{-5}$ eV$^2$ and $\\sin^2 \\theta_{12} = 0.424/0.576$), while the no-oscillation hypothesis of about 50%. Through the likelihood ratio the hypothesis of no disappearence is rejected at about 99.9% C.L. with the present data from the positron spectrum. A comparison with other analyses is presented.
Maximum likelihood analysis of the first KamLAND results
Energy Technology Data Exchange (ETDEWEB)
Ianni, Aldo [INFN, Laboratori Nazionali del Gran Sasso, S. S. 17bis Km 18-910, I-67010 Assergi, Aquila (Italy)
2003-09-01
A maximum likelihood approach has been used to analyse the first results from KamLAND emphasizing the application of this method for low statistics samples. The goodness of fit has been determined by using the Monte Carlo method in order to test two different null hypotheses. It turns out that with the present statistics, the neutrino oscillation hypothesis has a significance of about 90% (the best fits for the oscillation parameters from KamLAND are found to be: {delta}m{sup 2}{sub 12} {approx} 7.1 x 10{sup -5} eV{sup 2} and sin{sup 2} {theta}{sub 12} = 0.424/0.576), while the no-oscillation hypothesis has a significance of about 50%. Through the likelihood ratio test, the hypothesis of no disappearance is rejected at about 99.9% C.L. with the present data from the positron spectrum. A comparison with other analyses is presented.
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
Likelihood-Based Confidence Intervals in Exploratory Factor Analysis
Oort, Frans J.
2011-01-01
In exploratory or unrestricted factor analysis, all factor loadings are free to be estimated. In oblique solutions, the correlations between common factors are free to be estimated as well. The purpose of this article is to show how likelihood-based confidence intervals can be obtained for rotated
Likelihood-based confidence intervals in exploratory factor analysis
Oort, F.J.
2011-01-01
In exploratory or unrestricted factor analysis, all factor loadings are free to be estimated. In oblique solutions, the correlations between common factors are free to be estimated as well. The purpose of this article is to show how likelihood-based confidence intervals can be obtained for rotated
Likelihood-Based Confidence Intervals in Exploratory Factor Analysis
Oort, Frans J.
2011-01-01
In exploratory or unrestricted factor analysis, all factor loadings are free to be estimated. In oblique solutions, the correlations between common factors are free to be estimated as well. The purpose of this article is to show how likelihood-based confidence intervals can be obtained for rotated factor loadings and factor correlations, by…
Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation
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...
Vibrational mode analysis using maximum likelihood and maximum entropy
International Nuclear Information System (INIS)
Redondo, A.; Sinha, D.N.
1993-01-01
A simple algorithm is presented that uses the maximum likelihood and maximum entropy approaches to determine the vibrational modes of elastic bodies. This method assumes that the vibrational frequencies have been previously determined, but the modes to which they correspond are unknown. Although the method is illustrated through the analysis of simulated vibrational modes for a flat rectangular plate, it has broad applicability to any experimental technique in which spectral frequencies can be associated to specific modes by means of a mathematical model
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...
A Monte Carlo Study of Recovery of Weak Factor Loadings in Confirmatory Factor Analysis
Ximenez, Carmen
2006-01-01
The recovery of weak factors has been extensively studied in the context of exploratory factor analysis. This article presents the results of a Monte Carlo simulation study of recovery of weak factor loadings in confirmatory factor analysis under conditions of estimation method (maximum likelihood vs. unweighted least squares), sample size,…
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.
Matilainen, Kaarina; Mäntysaari, Esa A; Lidauer, Martin H; Strandén, Ismo; Thompson, Robin
2013-01-01
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.
Effects of parameter estimation on maximum-likelihood bootstrap analysis.
Ripplinger, Jennifer; Abdo, Zaid; Sullivan, Jack
2010-08-01
Bipartition support in maximum-likelihood (ML) analysis is most commonly assessed using the nonparametric bootstrap. Although bootstrap replicates should theoretically be analyzed in the same manner as the original data, model selection is almost never conducted for bootstrap replicates, substitution-model parameters are often fixed to their maximum-likelihood estimates (MLEs) for the empirical data, and bootstrap replicates may be subjected to less rigorous heuristic search strategies than the original data set. Even though this approach may increase computational tractability, it may also lead to the recovery of suboptimal tree topologies and affect bootstrap values. However, since well-supported bipartitions are often recovered regardless of method, use of a less intensive bootstrap procedure may not significantly affect the results. In this study, we investigate the impact of parameter estimation (i.e., assessment of substitution-model parameters and tree topology) on ML bootstrap analysis. We find that while forgoing model selection and/or setting substitution-model parameters to their empirical MLEs may lead to significantly different bootstrap values, it probably would not change their biological interpretation. Similarly, even though the use of reduced search methods often results in significant differences among bootstrap values, only omitting branch swapping is likely to change any biological inferences drawn from the data. Copyright 2010 Elsevier Inc. All rights reserved.
Design and analysis of Monte Carlo experiments
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
Uncertainty analysis in Monte Carlo criticality computations
International Nuclear Information System (INIS)
Qi Ao
2011-01-01
Highlights: ► Two types of uncertainty methods for k eff Monte Carlo computations are examined. ► Sampling method has the least restrictions on perturbation but computing resources. ► Analytical method is limited to small perturbation on material properties. ► Practicality relies on efficiency, multiparameter applicability and data availability. - Abstract: Uncertainty analysis is imperative for nuclear criticality risk assessments when using Monte Carlo neutron transport methods to predict the effective neutron multiplication factor (k eff ) for fissionable material systems. For the validation of Monte Carlo codes for criticality computations against benchmark experiments, code accuracy and precision are measured by both the computational bias and uncertainty in the bias. The uncertainty in the bias accounts for known or quantified experimental, computational and model uncertainties. For the application of Monte Carlo codes for criticality analysis of fissionable material systems, an administrative margin of subcriticality must be imposed to provide additional assurance of subcriticality for any unknown or unquantified uncertainties. Because of a substantial impact of the administrative margin of subcriticality on economics and safety of nuclear fuel cycle operations, recently increasing interests in reducing the administrative margin of subcriticality make the uncertainty analysis in criticality safety computations more risk-significant. This paper provides an overview of two most popular k eff uncertainty analysis methods for Monte Carlo criticality computations: (1) sampling-based methods, and (2) analytical methods. Examples are given to demonstrate their usage in the k eff uncertainty analysis due to uncertainties in both neutronic and non-neutronic parameters of fissionable material systems.
Stable isotope analysis of white paints and likelihood ratios.
Farmer, N; Meier-Augenstein, W; Lucy, D
2009-06-01
Architectural paints are commonly found as trace evidence at scenes of crime. Currently the most widely used technique for the analysis of architectural paints is Fourier Transformed Infra-Red Spectroscopy (FTIR). There are, however, limitations to the forensic analysis of white paints, and the ability to discriminate between samples. Isotope ratio mass spectrometry (IRMS) has been investigated as a potential tool for the analysis of architectural white paints, where no preparation of samples prior to analysis is required. When stable isotope profiles (SIPs) are compared, there appears to be no relationship between paints from the same manufacturer, or between paints of the same type. Unlike existing techniques, IRMS does not differentiate resin samples solely on the basis of modifier or oil-type, but exploits additional factors linked to samples such as geo-location where oils added to alkyd formulations were grown. In combination with the use of likelihood ratios, IRMS shows potential, with a false positive rate of 2.6% from a total of 1275 comparisons.
Affective mapping: An activation likelihood estimation (ALE) meta-analysis.
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.
LISA data analysis using Markov chain Monte Carlo methods
International Nuclear Information System (INIS)
Cornish, Neil J.; Crowder, Jeff
2005-01-01
The Laser Interferometer Space Antenna (LISA) is expected to simultaneously detect many thousands of low-frequency gravitational wave signals. This presents a data analysis challenge that is very different to the one encountered in ground based gravitational wave astronomy. LISA data analysis requires the identification of individual signals from a data stream containing an unknown number of overlapping signals. Because of the signal overlaps, a global fit to all the signals has to be performed in order to avoid biasing the solution. However, performing such a global fit requires the exploration of an enormous parameter space with a dimension upwards of 50 000. Markov Chain Monte Carlo (MCMC) methods offer a very promising solution to the LISA data analysis problem. MCMC algorithms are able to efficiently explore large parameter spaces, simultaneously providing parameter estimates, error analysis, and even model selection. Here we present the first application of MCMC methods to simulated LISA data and demonstrate the great potential of the MCMC approach. Our implementation uses a generalized F-statistic to evaluate the likelihoods, and simulated annealing to speed convergence of the Markov chains. As a final step we supercool the chains to extract maximum likelihood estimates, and estimates of the Bayes factors for competing models. We find that the MCMC approach is able to correctly identify the number of signals present, extract the source parameters, and return error estimates consistent with Fisher information matrix predictions
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.
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)
Kapli, P; Lutteropp, S; Zhang, J; Kobert, K; Pavlidis, P; Stamatakis, A; Flouri, T
2017-06-01
In recent years, molecular species delimitation has become a routine approach for quantifying and classifying biodiversity. Barcoding methods are of particular importance in large-scale surveys as they promote fast species discovery and biodiversity estimates. Among those, distance-based methods are the most common choice as they scale well with large datasets; however, they are sensitive to similarity threshold parameters and they ignore evolutionary relationships. The recently introduced "Poisson Tree Processes" (PTP) method is a phylogeny-aware approach that does not rely on such thresholds. Yet, two weaknesses of PTP impact its accuracy and practicality when applied to large datasets; it does not account for divergent intraspecific variation and is slow for a large number of sequences. We introduce the multi-rate PTP (mPTP), an improved method that alleviates the theoretical and technical shortcomings of PTP. It incorporates different levels of intraspecific genetic diversity deriving from differences in either the evolutionary history or sampling of each species. Results on empirical data suggest that mPTP is superior to PTP and popular distance-based methods as it, consistently yields more accurate delimitations with respect to the taxonomy (i.e., identifies more taxonomic species, infers species numbers closer to the taxonomy). Moreover, mPTP does not require any similarity threshold as input. The novel dynamic programming algorithm attains a speedup of at least five orders of magnitude compared to PTP, allowing it to delimit species in large (meta-) barcoding data. In addition, Markov Chain Monte Carlo sampling provides a comprehensive evaluation of the inferred delimitation in just a few seconds for millions of steps, independently of tree size. mPTP is implemented in C and is available for download at http://github.com/Pas-Kapli/mptp under the GNU Affero 3 license. A web-service is available at http://mptp.h-its.org . : paschalia.kapli@h-its.org or
Monte carlo analysis of multicolour LED light engine
DEFF Research Database (Denmark)
Chakrabarti, Maumita; Thorseth, Anders; Jepsen, Jørgen
2015-01-01
A new Monte Carlo simulation as a tool for analysing colour feedback systems is presented here to analyse the colour uncertainties and achievable stability in a multicolour dynamic LED system. The Monte Carlo analysis presented here is based on an experimental investigation of a multicolour LED...
Noma, Hisashi; Nagashima, Kengo; Maruo, Kazushi; Gosho, Masahiko; Furukawa, Toshi A
2018-03-30
In network meta-analyses that synthesize direct and indirect comparison evidence concerning multiple treatments, multivariate random effects models have been routinely used for addressing between-studies heterogeneities. Although their standard inference methods depend on large sample approximations (eg, restricted maximum likelihood estimation) for the number of trials synthesized, the numbers of trials are often moderate or small. In these situations, standard estimators cannot be expected to behave in accordance with asymptotic theory; in particular, confidence intervals cannot be assumed to exhibit their nominal coverage probabilities (also, the type I error probabilities of the corresponding tests cannot be retained). The invalidity issue may seriously influence the overall conclusions of network meta-analyses. In this article, we develop several improved inference methods for network meta-analyses to resolve these problems. We first introduce 2 efficient likelihood-based inference methods, the likelihood ratio test-based and efficient score test-based methods, in a general framework of network meta-analysis. Then, to improve the small-sample inferences, we developed improved higher-order asymptotic methods using Bartlett-type corrections and bootstrap adjustment methods. The proposed methods adopt Monte Carlo approaches using parametric bootstraps to effectively circumvent complicated analytical calculations of case-by-case analyses and to permit flexible application to various statistical models network meta-analyses. These methods can also be straightforwardly applied to multivariate meta-regression analyses and to tests for the evaluation of inconsistency. In numerical evaluations via simulations, the proposed methods generally performed well compared with the ordinary restricted maximum likelihood-based inference method. Applications to 2 network meta-analysis datasets are provided. Copyright © 2017 John Wiley & Sons, Ltd.
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 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
An analysis of Monte Carlo tree search
CSIR Research Space (South Africa)
James, S
2017-02-01
Full Text Available Monte Carlo Tree Search (MCTS) is a family of directed search algorithms that has gained widespread attention in recent years. Despite the vast amount of research into MCTS, the effect of modifications on the algorithm, as well as the manner...
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.
A composite likelihood method for bivariate meta-analysis in diagnostic systematic reviews.
Chen, Yong; Liu, Yulun; Ning, Jing; Nie, Lei; Zhu, Hongjian; Chu, Haitao
2017-04-01
Diagnostic systematic review is a vital step in the evaluation of diagnostic technologies. In many applications, it involves pooling pairs of sensitivity and specificity of a dichotomized diagnostic test from multiple studies. We propose a composite likelihood (CL) method for bivariate meta-analysis in diagnostic systematic reviews. This method provides an alternative way to make inference on diagnostic measures such as sensitivity, specificity, likelihood ratios, and diagnostic odds ratio. Its main advantages over the standard likelihood method are the avoidance of the nonconvergence problem, which is nontrivial when the number of studies is relatively small, the computational simplicity, and some robustness to model misspecifications. Simulation studies show that the CL method maintains high relative efficiency compared to that of the standard likelihood method. We illustrate our method in a diagnostic review of the performance of contemporary diagnostic imaging technologies for detecting metastases in patients with melanoma.
Generalized linear models with random effects unified analysis via H-likelihood
Lee, Youngjo; Pawitan, Yudi
2006-01-01
Since their introduction in 1972, generalized linear models (GLMs) have proven useful in the generalization of classical normal models. Presenting methods for fitting GLMs with random effects to data, Generalized Linear Models with Random Effects: Unified Analysis via H-likelihood explores a wide range of applications, including combining information over trials (meta-analysis), analysis of frailty models for survival data, genetic epidemiology, and analysis of spatial and temporal models with correlated errors.Written by pioneering authorities in the field, this reference provides an introduction to various theories and examines likelihood inference and GLMs. The authors show how to extend the class of GLMs while retaining as much simplicity as possible. By maximizing and deriving other quantities from h-likelihood, they also demonstrate how to use a single algorithm for all members of the class, resulting in a faster algorithm as compared to existing alternatives. Complementing theory with examples, many of...
Bayesian phylogeny analysis via stochastic approximation Monte Carlo
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.
Gudicha, Dereje W; Schmittmann, Verena D; Tekle, Fetene B; Vermunt, Jeroen K
2016-01-01
The latent Markov (LM) model is a popular method for identifying distinct unobserved states and transitions between these states over time in longitudinally observed responses. The bootstrap likelihood-ratio (BLR) test yields the most rigorous test for determining the number of latent states, yet little is known about power analysis for this test. Power could be computed as the proportion of the bootstrap p values (PBP) for which the null hypothesis is rejected. This requires performing the full bootstrap procedure for a large number of samples generated from the model under the alternative hypothesis, which is computationally infeasible in most situations. This article presents a computationally feasible shortcut method for power computation for the BLR test. The shortcut method involves the following simple steps: (1) obtaining the parameters of the model under the null hypothesis, (2) constructing the empirical distributions of the likelihood ratio under the null and alternative hypotheses via Monte Carlo simulations, and (3) using these empirical distributions to compute the power. We evaluate the performance of the shortcut method by comparing it to the PBP method and, moreover, show how the shortcut method can be used for sample-size determination.
Evaluation of likelihood functions for data analysis on Graphics Processing Units
Jarp, Sverre; Leduc, J; Nowak, A; Pantaleo, F
2010-01-01
Data analysis techniques based on likelihood function calculation play a crucial role in many High Energy Physics measurements. Depending on the complexity of the models used in the analyses, with several free parameters, many independent variables, large data samples, and complex functions, the calculation of the likelihood functions can require a long CPU execution time. In the past, the continuous gain in performance for each single CPU core kept pace with the increase on the complexity of the analyses, maintaining reason- able the execution time of the sequential software applications. Nowadays, the performance for single cores is not increasing as in the past, while the complexity of the analyses has grown significantly in the Large Hadron Collider era. In this context a breakthrough is represented by the increase of the number of computational cores per computational node. This allows to speed up the execution of the applications, redesigning them with parallelization paradigms. The likelihood function ...
Royle, J. Andrew; Sutherland, Christopher S.; Fuller, Angela K.; Sun, Catherine C.
2015-01-01
We develop a likelihood analysis framework for fitting spatial capture-recapture (SCR) models to data collected on class structured or stratified populations. Our interest is motivated by the necessity of accommodating the problem of missing observations of individual class membership. This is particularly problematic in SCR data arising from DNA analysis of scat, hair or other material, which frequently yields individual identity but fails to identify the sex. Moreover, this can represent a large fraction of the data and, given the typically small sample sizes of many capture-recapture studies based on DNA information, utilization of the data with missing sex information is necessary. We develop the class structured likelihood for the case of missing covariate values, and then we address the scaling of the likelihood so that models with and without class structured parameters can be formally compared regardless of missing values. We apply our class structured model to black bear data collected in New York in which sex could be determined for only 62 of 169 uniquely identified individuals. The models containing sex-specificity of both the intercept of the SCR encounter probability model and the distance coefficient, and including a behavioral response are strongly favored by log-likelihood. Estimated population sex ratio is strongly influenced by sex structure in model parameters illustrating the importance of rigorous modeling of sex differences in capture-recapture models.
Monte carlo analysis of multicolour LED light engine
DEFF Research Database (Denmark)
Chakrabarti, Maumita; Thorseth, Anders; Jepsen, Jørgen
2015-01-01
A new Monte Carlo simulation as a tool for analysing colour feedback systems is presented here to analyse the colour uncertainties and achievable stability in a multicolour dynamic LED system. The Monte Carlo analysis presented here is based on an experimental investigation of a multicolour LED...... light engine designed for white tuneable studio lighting. The measured sensitivities to the various factors influencing the colour uncertainty for similar system are incorporated. The method aims to provide uncertainties in the achievable chromaticity coordinates as output over the tuneable range, e...
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...
Kadengye, Damazo T; Cools, Wilfried; Ceulemans, Eva; Van den Noortgate, Wim
2012-06-01
Missing data, such as item responses in multilevel data, are ubiquitous in educational research settings. Researchers in the item response theory (IRT) context have shown that ignoring such missing data can create problems in the estimation of the IRT model parameters. Consequently, several imputation methods for dealing with missing item data have been proposed and shown to be effective when applied with traditional IRT models. Additionally, a nonimputation direct likelihood analysis has been shown to be an effective tool for handling missing observations in clustered data settings. This study investigates the performance of six simple imputation methods, which have been found to be useful in other IRT contexts, versus a direct likelihood analysis, in multilevel data from educational settings. Multilevel item response data were simulated on the basis of two empirical data sets, and some of the item scores were deleted, such that they were missing either completely at random or simply at random. An explanatory IRT model was used for modeling the complete, incomplete, and imputed data sets. We showed that direct likelihood analysis of the incomplete data sets produced unbiased parameter estimates that were comparable to those from a complete data analysis. Multiple-imputation approaches of the two-way mean and corrected item mean substitution methods displayed varying degrees of effectiveness in imputing data that in turn could produce unbiased parameter estimates. The simple random imputation, adjusted random imputation, item means substitution, and regression imputation methods seemed to be less effective in imputing missing item scores in multilevel data settings.
Asymptotic analysis of spatial discretizations in implicit Monte Carlo
Energy Technology Data Exchange (ETDEWEB)
Densmore, Jeffery D [Los Alamos National Laboratory
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.
Asymptotic analysis of spatial discretizations in implicit Monte Carlo
Energy Technology Data Exchange (ETDEWEB)
Densmore, Jeffery D [Los Alamos National Laboratory
2008-01-01
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.
Likelihood ratio meta-analysis: New motivation and approach for an old method.
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 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
Likelihood Inflating Sampling Algorithm
Entezari, Reihaneh; Craiu, Radu V.; Rosenthal, Jeffrey S.
2016-01-01
Markov Chain Monte Carlo (MCMC) sampling from a posterior distribution corresponding to a massive data set can be computationally prohibitive since producing one sample requires a number of operations that is linear in the data size. In this paper, we introduce a new communication-free parallel method, the Likelihood Inflating Sampling Algorithm (LISA), that significantly reduces computational costs by randomly splitting the dataset into smaller subsets and running MCMC methods independently ...
The impact of Monte Carlo simulation: a scientometric analysis of scholarly literature
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.
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...
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...
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.
RMC - A Monte Carlo Code for Reactor Core Analysis
Wang, Kan; Li, Zeguang; She, Ding; Liang, Jin'gang; Xu, Qi; Qiu, Yishu; Yu, Jiankai; Sun, Jialong; Fan, Xiao; Yu, Ganglin
2014-06-01
A new Monte Carlo transport code RMC has been being developed by Department of Engineering Physics, Tsinghua University, Beijing as a tool for reactor core analysis on high-performance computing platforms. To meet the requirements of reactor analysis, RMC now has such functions as criticality calculation, fixed-source calculation, burnup calculation and kinetics simulations. Some techniques for geometry treatment, new burnup algorithm, source convergence acceleration, massive tally and parallel calculation, and temperature dependent cross sections processing are researched and implemented in RMC to improve the effciency. Validation results of criticality calculation, burnup calculation, source convergence acceleration, tallies performance and parallel performance shown in this paper prove the capabilities of RMC in dealing with reactor analysis problems with good performances.
Rizzo, Roberto Emanuele; Healy, David; De Siena, Luca
2017-04-01
The success of any predictive model is largely dependent on the accuracy with which its parameters are known. When characterising fracture networks in rocks, one of the main issues is accurately scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture lengths and apertures are fundamental to estimate bulk permeability and therefore fluid flow, especially for rocks with low primary porosity where most of the flow takes place within fractures. The main objective of this work is to demonstrate a more accurate statistical approach to increase utility, meaningfulness, and reliability of data from fractured outcrop analogues. We collected outcrop data from a fractured upper Miocene biosiliceous mudstone formation (California, USA), which exhibits seepage of bitumen-rich fluids through the fractures. The dataset was analysed using Maximum Likelihood Estimators to extract the underlying scaling parameters, and we found a log-normal distribution to be the best representative statistic for both fracture lengths and apertures in the study area. This result can be related to a characteristic length scale, probably the bedding within the sedimentary succession. Finding the best statistical distribution governing a dataset is of critical importance when predicting the tendency of fracture attributes towards small and large scales. The application of Maximum Likelihood Estimators allowed us firstly to individuate the best statistical distribution for fracture attributes measured on outcrop (specifically, length and aperture); secondly, we used the calculated scaling parameter to generate synthetic fracture networks, which by design are more likely to resemble the distribution and spatial organisation observed on outcrop. Finally, we employed the derived distributions for a 2D estimation of the bulk permeability tensor, yielding consistent values of anisotropic permeability for highly fractured rock masses
Use of deterministic sampling for exploring likelihoods in linkage analysis for quantitative traits.
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
Núñez, M; Robie, T; Vlachos, D G
2017-10-28
Kinetic Monte Carlo (KMC) simulation provides insights into catalytic reactions unobtainable with either experiments or mean-field microkinetic models. Sensitivity analysis of KMC models assesses the robustness of the predictions to parametric perturbations and identifies rate determining steps in a chemical reaction network. Stiffness in the chemical reaction network, a ubiquitous feature, demands lengthy run times for KMC models and renders efficient sensitivity analysis based on the likelihood ratio method unusable. We address the challenge of efficiently conducting KMC simulations and performing accurate sensitivity analysis in systems with unknown time scales by employing two acceleration techniques: rate constant rescaling and parallel processing. We develop statistical criteria that ensure sufficient sampling of non-equilibrium steady state conditions. Our approach provides the twofold benefit of accelerating the simulation itself and enabling likelihood ratio sensitivity analysis, which provides further speedup relative to finite difference sensitivity analysis. As a result, the likelihood ratio method can be applied to real chemistry. We apply our methodology to the water-gas shift reaction on Pt(111).
Núñez, M.; Robie, T.; Vlachos, D. G.
2017-10-01
Kinetic Monte Carlo (KMC) simulation provides insights into catalytic reactions unobtainable with either experiments or mean-field microkinetic models. Sensitivity analysis of KMC models assesses the robustness of the predictions to parametric perturbations and identifies rate determining steps in a chemical reaction network. Stiffness in the chemical reaction network, a ubiquitous feature, demands lengthy run times for KMC models and renders efficient sensitivity analysis based on the likelihood ratio method unusable. We address the challenge of efficiently conducting KMC simulations and performing accurate sensitivity analysis in systems with unknown time scales by employing two acceleration techniques: rate constant rescaling and parallel processing. We develop statistical criteria that ensure sufficient sampling of non-equilibrium steady state conditions. Our approach provides the twofold benefit of accelerating the simulation itself and enabling likelihood ratio sensitivity analysis, which provides further speedup relative to finite difference sensitivity analysis. As a result, the likelihood ratio method can be applied to real chemistry. We apply our methodology to the water-gas shift reaction on Pt(111).
Barquero, Laura A; Davis, Nicole; Cutting, Laurie E
2014-01-01
A growing number of studies examine instructional training and brain activity. The purpose of this paper is to review the literature regarding neuroimaging of reading intervention, with a particular focus on reading difficulties (RD). To locate relevant studies, searches of peer-reviewed literature were conducted using electronic databases to search for studies from the imaging modalities of fMRI and MEG (including MSI) that explored reading intervention. Of the 96 identified studies, 22 met the inclusion criteria for descriptive analysis. A subset of these (8 fMRI experiments with post-intervention data) was subjected to activation likelihood estimate (ALE) meta-analysis to investigate differences in functional activation following reading intervention. Findings from the literature review suggest differences in functional activation of numerous brain regions associated with reading intervention, including bilateral inferior frontal, superior temporal, middle temporal, middle frontal, superior frontal, and postcentral gyri, as well as bilateral occipital cortex, inferior parietal lobules, thalami, and insulae. Findings from the meta-analysis indicate change in functional activation following reading intervention in the left thalamus, right insula/inferior frontal, left inferior frontal, right posterior cingulate, and left middle occipital gyri. Though these findings should be interpreted with caution due to the small number of studies and the disparate methodologies used, this paper is an effort to synthesize across studies and to guide future exploration of neuroimaging and reading intervention.
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
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.
Interferometric analysis of bosons with the NA44 spectrometer by using the maximum-likelihood method
International Nuclear Information System (INIS)
Rahmani, A.; Bernier, T.; Pluta, J.
1997-01-01
The measurements of correlations (nuclear interferometry) permit extracting the space-time sizes of the particle emitting source by keeping at the same time its sensibility to the kind of its evolution during the reaction course. So, it is possible to search for expansion phases like those expected after the formation of quark-gluon plasma. In this paper a maximum likelihood method is presented for fitting the space-time parameter of the particle production region. No binning of the data is involved. This technique may be particularly useful: - for multidimensional analysis of two or many particle correlation function; - in 'one event' interferometry; - when small statistics is analyzed (e.g. different cuts on transverse momentum); when large source radii and long source lifetimes are expected (true in ultra-relativistic heavy ion collisions); - to take into account the experimental accuracy individually for each particle pair in the correlation analysis; - to avoid problems with non linear pair distribution within histogram intervals. The data treated in this paper were collected by the NA44 spectrometer from the reaction of sulfur nuclei accelerated at 200 A.GeV/c with a lead target
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
Hoel, Hakon
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.
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
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
Gray matter atrophy in narcolepsy: An activation likelihood estimation meta-analysis.
Weng, Hsu-Huei; Chen, Chih-Feng; Tsai, Yuan-Hsiung; Wu, Chih-Ying; Lee, Meng; Lin, Yu-Ching; Yang, Cheng-Ta; Tsai, Ying-Huang; Yang, Chun-Yuh
2015-12-01
The authors reviewed the literature on the use of voxel-based morphometry (VBM) in narcolepsy magnetic resonance imaging (MRI) studies via the use of a meta-analysis of neuroimaging to identify concordant and specific structural deficits in patients with narcolepsy as compared with healthy subjects. We used PubMed to retrieve articles published between January 2000 and March 2014. The authors included all VBM research on narcolepsy and compared the findings of the studies by using gray matter volume (GMV) or gray matter concentration (GMC) to index differences in gray matter. Stereotactic data were extracted from 8 VBM studies of 149 narcoleptic patients and 162 control subjects. We applied activation likelihood estimation (ALE) technique and found significant regional gray matter reduction in the bilateral hypothalamus, thalamus, globus pallidus, extending to nucleus accumbens (NAcc) and anterior cingulate cortex (ACC), left mid orbital and rectal gyri (BAs 10 and 11), right inferior frontal gyrus (BA 47), and the right superior temporal gyrus (BA 41) in patients with narcolepsy. The significant gray matter deficits in narcoleptic patients occurred in the bilateral hypothalamus and frontotemporal regions, which may be related to the emotional processing abnormalities and orexin/hypocretin pathway common among populations of patients with narcolepsy. Copyright © 2015. Published by Elsevier Ltd.
A general maximum likelihood analysis of variance components in generalized linear models.
Aitkin, M
1999-03-01
This paper describes an EM algorithm for nonparametric maximum likelihood (ML) estimation in generalized linear models with variance component structure. The algorithm provides an alternative analysis to approximate MQL and PQL analyses (McGilchrist and Aisbett, 1991, Biometrical Journal 33, 131-141; Breslow and Clayton, 1993; Journal of the American Statistical Association 88, 9-25; McGilchrist, 1994, Journal of the Royal Statistical Society, Series B 56, 61-69; Goldstein, 1995, Multilevel Statistical Models) and to GEE analyses (Liang and Zeger, 1986, Biometrika 73, 13-22). The algorithm, first given by Hinde and Wood (1987, in Longitudinal Data Analysis, 110-126), is a generalization of that for random effect models for overdispersion in generalized linear models, described in Aitkin (1996, Statistics and Computing 6, 251-262). The algorithm is initially derived as a form of Gaussian quadrature assuming a normal mixing distribution, but with only slight variation it can be used for a completely unknown mixing distribution, giving a straightforward method for the fully nonparametric ML estimation of this distribution. This is of value because the ML estimates of the GLM parameters can be sensitive to the specification of a parametric form for the mixing distribution. The nonparametric analysis can be extended straightforwardly to general random parameter models, with full NPML estimation of the joint distribution of the random parameters. This can produce substantial computational saving compared with full numerical integration over a specified parametric distribution for the random parameters. A simple method is described for obtaining correct standard errors for parameter estimates when using the EM algorithm. Several examples are discussed involving simple variance component and longitudinal models, and small-area estimation.
Risk analysis of gravity dam instability using credibility theory Monte Carlo simulation model.
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.
Crop canopy BRDF simulation and analysis using Monte Carlo method
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
Directory of Open Access Journals (Sweden)
Thomas P. DeRamus
2015-01-01
Full Text Available Autism spectrum disorders (ASD are characterized by impairments in social communication and restrictive, repetitive behaviors. While behavioral symptoms are well-documented, investigations into the neurobiological underpinnings of ASD have not resulted in firm biomarkers. Variability in findings across structural neuroimaging studies has contributed to difficulty in reliably characterizing the brain morphology of individuals with ASD. These inconsistencies may also arise from the heterogeneity of ASD, and wider age-range of participants included in MRI studies and in previous meta-analyses. To address this, the current study used coordinate-based anatomical likelihood estimation (ALE analysis of 21 voxel-based morphometry (VBM studies examining high-functioning individuals with ASD, resulting in a meta-analysis of 1055 participants (506 ASD, and 549 typically developing individuals. Results consisted of grey, white, and global differences in cortical matter between the groups. Modeled anatomical maps consisting of concentration, thickness, and volume metrics of grey and white matter revealed clusters suggesting age-related decreases in grey and white matter in parietal and inferior temporal regions of the brain in ASD, and age-related increases in grey matter in frontal and anterior-temporal regions. White matter alterations included fiber tracts thought to play key roles in information processing and sensory integration. Many current theories of pathobiology ASD suggest that the brains of individuals with ASD may have less-functional long-range (anterior-to-posterior connections. Our findings of decreased cortical matter in parietal–temporal and occipital regions, and thickening in frontal cortices in older adults with ASD may entail altered cortical anatomy, and neurodevelopmental adaptations.
Wu, Xin; Yang, Wenjing; Tong, Dandan; Sun, Jiangzhou; Chen, Qunlin; Wei, Dongtao; Zhang, Qinglin; Zhang, Meng; Qiu, Jiang
2015-07-01
In this study, an activation likelihood estimation (ALE) meta-analysis was used to conduct a quantitative investigation of neuroimaging studies on divergent thinking. Based on the ALE results, the functional magnetic resonance imaging (fMRI) studies showed that distributed brain regions were more active under divergent thinking tasks (DTTs) than those under control tasks, but a large portion of the brain regions were deactivated. The ALE results indicated that the brain networks of the creative idea generation in DTTs may be composed of the lateral prefrontal cortex, posterior parietal cortex [such as the inferior parietal lobule (BA 40) and precuneus (BA 7)], anterior cingulate cortex (ACC) (BA 32), and several regions in the temporal cortex [such as the left middle temporal gyrus (BA 39), and left fusiform gyrus (BA 37)]. The left dorsolateral prefrontal cortex (BA 46) was related to selecting the loosely and remotely associated concepts and organizing them into creative ideas, whereas the ACC (BA 32) was related to observing and forming distant semantic associations in performing DTTs. The posterior parietal cortex may be involved in the semantic information related to the retrieval and buffering of the formed creative ideas, and several regions in the temporal cortex may be related to the stored long-term memory. In addition, the ALE results of the structural studies showed that divergent thinking was related to the dopaminergic system (e.g., left caudate and claustrum). Based on the ALE results, both fMRI and structural MRI studies could uncover the neural basis of divergent thinking from different aspects (e.g., specific cognitive processing and stable individual difference of cognitive capability). © 2015 Wiley Periodicals, Inc.
Monte Carlo isotopic inventory analysis for complex nuclear systems
Phruksarojanakun, Phiphat
Monte Carlo Inventory Simulation Engine (MCise) is a newly developed method for calculating isotopic inventory of materials. It offers the promise of modeling materials with complex processes and irradiation histories, which pose challenges for current, deterministic tools, and has strong analogies to Monte Carlo (MC) neutral particle transport. The analog method, including considerations for simple, complex and loop flows, is fully developed. In addition, six variance reduction tools provide unique capabilities of MCise to improve statistical precision of MC simulations. Forced Reaction forces an atom to undergo a desired number of reactions in a given irradiation environment. Biased Reaction Branching primarily focuses on improving statistical results of the isotopes that are produced from rare reaction pathways. Biased Source Sampling aims at increasing frequencies of sampling rare initial isotopes as the starting particles. Reaction Path Splitting increases the population by splitting the atom at each reaction point, creating one new atom for each decay or transmutation product. Delta Tracking is recommended for high-frequency pulsing to reduce the computing time. Lastly, Weight Window is introduced as a strategy to decrease large deviations of weight due to the uses of variance reduction techniques. A figure of merit is necessary to compare the efficiency of different variance reduction techniques. A number of possibilities for figure of merit are explored, two of which are robust and subsequently used. One is based on the relative error of a known target isotope (1/R 2T) and the other on the overall detection limit corrected by the relative error (1/DkR 2T). An automated Adaptive Variance-reduction Adjustment (AVA) tool is developed to iteratively define parameters for some variance reduction techniques in a problem with a target isotope. Sample problems demonstrate that AVA improves both precision and accuracy of a target result in an efficient manner
Yu, Kevin K; Cheung, Charlton; Chua, Siew E; McAlonan, Gráinne M
2011-11-01
The question of whether Asperger syndrome can be distinguished from autism has attracted much debate and may even incur delay in diagnosis and intervention. Accordingly, there has been a proposal for Asperger syndrome to be subsumed under autism in the forthcoming Diagnostic and Statistical Manual of Mental Disorders, fifth edition, in 2013. One approach to resolve this question has been to adopt the criterion of absence of clinically significant language or cognitive delay--essentially, the "absence of language delay." To our knowledge, this is the first meta-analysis of magnetic resonance imaging (MRI) studies of people with autism to compare absence with presence of language delay. It capitalizes on the voxel-based morphometry (VBM) approach to systematically explore the whole brain for anatomic correlates of delay and no delay in language acquisition in people with autism spectrum disorders. We conducted a systematic search for VBM MRI studies of grey matter volume in people with autism. Studies with a majority (at least 70%) of participants with autism diagnoses and a history of language delay were assigned to the autism group (n = 151, control n = 190). Those with a majority (at least 70%) of individuals with autism diagnoses and no language delay were assigned to the Asperger syndrome group (n = 149, control n = 214). We entered study coordinates into anatomic likelihood estimation meta-analysis software with sampling size weighting to compare grey matter summary maps driven by Asperger syndrome or autism. The summary autism grey matter map showed lower volumes in the cerebellum, right uncus, dorsal hippocampus and middle temporal gyrus compared with controls; grey matter volumes were greater in the bilateral caudate, prefrontal lobe and ventral temporal lobe. The summary Asperger syndrome map indicated lower grey matter volumes in the bilateral amygdala/hippocampal gyrus and prefrontal lobe, left occipital gyrus, right cerebellum, putamen and precuneus
Likelihood of Suicidality at Varying Levels of Depression Severity: A Re-Analysis of NESARC Data
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…
An EM Algorithm for Maximum Likelihood Estimation of Process Factor Analysis Models
Lee, Taehun
2010-01-01
In this dissertation, an Expectation-Maximization (EM) algorithm is developed and implemented to obtain maximum likelihood estimates of the parameters and the associated standard error estimates characterizing temporal flows for the latent variable time series following stationary vector ARMA processes, as well as the parameters defining the…
Monte Carlo Alpha Iteration Algorithm for a Subcritical System Analysis
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Hyung Jin Shim
2015-01-01
Full Text Available The α-k iteration method which searches the fundamental mode alpha-eigenvalue via iterative updates of the fission source distribution has been successfully used for the Monte Carlo (MC alpha-static calculations of supercritical systems. However, the α-k iteration method for the deep subcritical system analysis suffers from a gigantic number of neutron generations or a huge neutron weight, which leads to an abnormal termination of the MC calculations. In order to stably estimate the prompt neutron decay constant (α of prompt subcritical systems regardless of subcriticality, we propose a new MC alpha-static calculation method named as the α iteration algorithm. The new method is derived by directly applying the power method for the α-mode eigenvalue equation and its calculation stability is achieved by controlling the number of time source neutrons which are generated in proportion to α divided by neutron speed in MC neutron transport simulations. The effectiveness of the α iteration algorithm is demonstrated for two-group homogeneous problems with varying the subcriticality by comparisons with analytic solutions. The applicability of the proposed method is evaluated for an experimental benchmark of the thorium-loaded accelerator-driven system.
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
The Monte Carlo Simulation Method for System Reliability and Risk Analysis
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...
Monte-Carlo Application for Nondestructive Nuclear Waste Analysis
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
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.
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.
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
A partitioned likelihood analysis of swallowtail butterfly phylogeny (Lepidoptera:Papilionidae).
Caterino, M S; Reed, R D; Kuo, M M; Sperling, F A
2001-02-01
Although it is widely agreed that data from multiple sources are necessary to confidently resolve phylogenetic relationships, procedures for accommodating and incorporating heterogeneity in such data remain underdeveloped. We explored the use of partitioned, model-based analyses of heterogeneous molecular data in the context of a phylogenetic study of swallowtail butterflies (Lepidoptera: Papilionidae). Despite substantial basic and applied study, phylogenetic relationships among the major lineages of this prominent group remain contentious. We sequenced 3.3 kb of mitochondrial and nuclear DNA (2.3 kb of cytochrome oxidase I and II and 1.0 kb of elongation factor-1 alpha, respectively) from 22 swallowtails, including representatives of Baroniinae, Parnassiinae, and Papilioninae, and from several moth and butterfly outgroups. Using parsimony, we encountered considerable difficulty in resolving the deepest splits among these taxa. We therefore chose two outgroups with undisputed relationships to each other and to Papilionidae and undertook detailed likelihood analyses of alternative topologies. Following from previous studies that have demonstrated substantial heterogeneity in the evolutionary dynamics among process partitions of these genes, we estimated evolutionary parameters separately for gene-based and codon-based partitions. These values were then used as the basis for examining the likelihoods of possible resolutions and rootings under several partitioned and unpartitioned likelihood models. Partitioned models gave markedly better fits to the data than did unpartitioned models and supported different topologies. However, the most likely topology varied from model to model. The most likely ingroup topology under the best-fitting, six-partition GTR + gamma model favors a paraphyletic Parnassiinae. However, when examining the likelihoods of alternative rootings of this tree relative to rootings of the classical hypothesis, two rootings of the latter emerge as
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
Hydrogen analysis depth calibration by CORTEO Monte-Carlo simulation
Energy Technology Data Exchange (ETDEWEB)
Moser, M., E-mail: marcus.moser@unibw.de [Universität der Bundeswehr München, Institut für Angewandte Physik und Messtechnik LRT2, Fakultät für Luft- und Raumfahrttechnik, 85577 Neubiberg (Germany); Reichart, P.; Bergmaier, A.; Greubel, C. [Universität der Bundeswehr München, Institut für Angewandte Physik und Messtechnik LRT2, Fakultät für Luft- und Raumfahrttechnik, 85577 Neubiberg (Germany); Schiettekatte, F. [Université de Montréal, Département de Physique, Montréal, QC H3C 3J7 (Canada); Dollinger, G., E-mail: guenther.dollinger@unibw.de [Universität der Bundeswehr München, Institut für Angewandte Physik und Messtechnik LRT2, Fakultät für Luft- und Raumfahrttechnik, 85577 Neubiberg (Germany)
2016-03-15
Hydrogen imaging with sub-μm lateral resolution and sub-ppm sensitivity has become possible with coincident proton–proton (pp) scattering analysis (Reichart et al., 2004). Depth information is evaluated from the energy sum signal with respect to energy loss of both protons on their path through the sample. In first order, there is no angular dependence due to elastic scattering. In second order, a path length effect due to different energy loss on the paths of the protons causes an angular dependence of the energy sum. Therefore, the energy sum signal has to be de-convoluted depending on the matrix composition, i.e. mainly the atomic number Z, in order to get a depth calibrated hydrogen profile. Although the path effect can be calculated analytically in first order, multiple scattering effects lead to significant deviations in the depth profile. Hence, in our new approach, we use the CORTEO Monte-Carlo code (Schiettekatte, 2008) in order to calculate the depth of a coincidence event depending on the scattering angle. The code takes individual detector geometry into account. In this paper we show, that the code correctly reproduces measured pp-scattering energy spectra with roughness effects considered. With more than 100 μm thick Mylar-sandwich targets (Si, Fe, Ge) we demonstrate the deconvolution of the energy spectra on our current multistrip detector at the microprobe SNAKE at the Munich tandem accelerator lab. As a result, hydrogen profiles can be evaluated with an accuracy in depth of about 1% of the sample thickness.
Penalized Maximum Likelihood Method to a Class of Skewness Data Analysis
Directory of Open Access Journals (Sweden)
Xuedong Chen
2014-01-01
Full Text Available An extension of some standard likelihood and variable selection criteria based on procedures of linear regression models under the skew-normal distribution or the skew-t distribution is developed. This novel class of models provides a useful generalization of symmetrical linear regression models, since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions. A generalized expectation-maximization algorithm is developed for computing the l1 penalized estimator. Efficacy of the proposed methodology and algorithm is demonstrated by simulated data.
A. Zellner (Arnold); L. Bauwens (Luc); H.K. van Dijk (Herman)
1988-01-01
textabstractBayesian procedures for specification analysis or diagnostic checking of modeling assumptions for structural equations of econometric models are developed and applied using Monte Carlo numerical methods. Checks on the validity of identifying restrictions, exogeneity assumptions and other
Off-Grid DOA Estimation Based on Analysis of the Convexity of Maximum Likelihood Function
LIU, Liang; WEI, Ping; LIAO, Hong Shu
Spatial compressive sensing (SCS) has recently been applied to direction-of-arrival (DOA) estimation owing to advantages over conventional ones. However the performance of compressive sensing (CS)-based estimation methods decreases when true DOAs are not exactly on the discretized sampling grid. We solve the off-grid DOA estimation problem using the deterministic maximum likelihood (DML) estimation method. In this work, we analyze the convexity of the DML function in the vicinity of the global solution. Especially under the condition of large array, we search for an approximately convex range around the ture DOAs to guarantee the DML function convex. Based on the convexity of the DML function, we propose a computationally efficient algorithm framework for off-grid DOA estimation. Numerical experiments show that the rough convex range accords well with the exact convex range of the DML function with large array and demonstrate the superior performance of the proposed methods in terms of accuracy, robustness and speed.
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.
Analysis of neutron-reflectometry data by Monte Carlo technique
Singh, S
2002-01-01
Neutron-reflectometry data is collected in momentum space. The real-space information is extracted by fitting a model for the structure of a thin-film sample. We have attempted a Monte Carlo technique to extract the structure of the thin film. In this technique we change the structural parameters of the thin film by simulated annealing based on the Metropolis algorithm. (orig.)
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.
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.
Maximum likelihood scaling (MALS)
Hoefsloot, Huub C. J.; Verouden, Maikel P. H.; Westerhuis, Johan A.; Smilde, Age K.
2006-01-01
A filtering procedure is introduced for multivariate data that does not suffer from noise amplification by scaling. A maximum likelihood principal component analysis (MLPCA) step is used as a filter that partly removes noise. This filtering can be used prior to any subsequent scaling and
Evolutionary analysis of apolipoprotein E by Maximum Likelihood and complex network methods
Directory of Open Access Journals (Sweden)
Leandro de Jesus Benevides
Full Text Available Abstract Apolipoprotein E (apo E is a human glycoprotein with 299 amino acids, and it is a major component of very low density lipoproteins (VLDL and a group of high-density lipoproteins (HDL. Phylogenetic studies are important to clarify how various apo E proteins are related in groups of organisms and whether they evolved from a common ancestor. Here, we aimed at performing a phylogenetic study on apo E carrying organisms. We employed a classical and robust method, such as Maximum Likelihood (ML, and compared the results using a more recent approach based on complex networks. Thirty-two apo E amino acid sequences were downloaded from NCBI. A clear separation could be observed among three major groups: mammals, fish and amphibians. The results obtained from ML method, as well as from the constructed networks showed two different groups: one with mammals only (C1 and another with fish (C2, and a single node with the single sequence available for an amphibian. The accordance in results from the different methods shows that the complex networks approach is effective in phylogenetic studies. Furthermore, our results revealed the conservation of apo E among animal groups.
Zhang, Le; Karakci, Ata; Sutter, Paul M.; Bunn, Emory F.; Korotkov, Andrei; Timbie, Peter; Tucker, Gregory S.; Wandelt, Benjamin D.
2013-06-01
We investigate the impact of instrumental systematic errors in interferometric measurements of the cosmic microwave background (CMB) temperature and polarization power spectra. We simulate interferometric CMB observations to generate mock visibilities and estimate power spectra using the statistically optimal maximum likelihood technique. We define a quadratic error measure to determine allowable levels of systematic error that does not induce power spectrum errors beyond a given tolerance. As an example, in this study we focus on differential pointing errors. The effects of other systematics can be simulated by this pipeline in a straightforward manner. We find that, in order to accurately recover the underlying B-modes for r = 0.01 at 28 QUBIC, in agreement with analytical estimates. Only the statistical uncertainty for 28 < l < 88 would be changed at ~10% level. With the same instrumental configuration, we find that the pointing errors would slightly bias the 2σ upper limit of the tensor-to-scalar ratio r by ~10%. We also show that the impact of pointing errors on the TB and EB measurements is negligibly small.
Energy Technology Data Exchange (ETDEWEB)
Zhang Le; Timbie, Peter [Department of Physics, University of Wisconsin, Madison, WI 53706 (United States); Karakci, Ata; Korotkov, Andrei; Tucker, Gregory S. [Department of Physics, Brown University, 182 Hope Street, Providence, RI 02912 (United States); Sutter, Paul M.; Wandelt, Benjamin D. [Department of Physics, 1110 W Green Street, University of Illinois at Urbana-Champaign, Urbana, IL 61801 (United States); Bunn, Emory F., E-mail: lzhang263@wisc.edu [Physics Department, University of Richmond, Richmond, VA 23173 (United States)
2013-06-01
We investigate the impact of instrumental systematic errors in interferometric measurements of the cosmic microwave background (CMB) temperature and polarization power spectra. We simulate interferometric CMB observations to generate mock visibilities and estimate power spectra using the statistically optimal maximum likelihood technique. We define a quadratic error measure to determine allowable levels of systematic error that does not induce power spectrum errors beyond a given tolerance. As an example, in this study we focus on differential pointing errors. The effects of other systematics can be simulated by this pipeline in a straightforward manner. We find that, in order to accurately recover the underlying B-modes for r = 0.01 at 28 < l < 384, Gaussian-distributed pointing errors must be controlled to 0. Degree-Sign 7 root mean square for an interferometer with an antenna configuration similar to QUBIC, in agreement with analytical estimates. Only the statistical uncertainty for 28 < l < 88 would be changed at {approx}10% level. With the same instrumental configuration, we find that the pointing errors would slightly bias the 2{sigma} upper limit of the tensor-to-scalar ratio r by {approx}10%. We also show that the impact of pointing errors on the TB and EB measurements is negligibly small.
Statistical analysis of maximum likelihood estimator images of human brain FDG PET studies
Energy Technology Data Exchange (ETDEWEB)
Llacer, J.; Veklerov, E. (Lawrence Berkeley Lab., CA (United States)); Hoffman, E.J. (Univ. of California, Los Angeles, CA (United States). Dept. of Radiological Sciences); Nunez, J. (Univ. de Barcelona (Spain), Facultat de Fisica); Coakley, K.J.
1993-06-01
The work presented in this paper evaluates the statistical characteristics of regional bias and expected error in reconstructions of real PET data of human brain fluorodeoxiglucose (FDG) studies carried out by the maximum likelihood estimator (MLE) method with a robust stopping rule, and compares them with the results of filtered backprojection (FBP) reconstructions and with the method of sieves. The task that the authors have investigated is that of quantifying radioisotope uptake in regions-of-interest (ROI's). They first describe a robust methodology for the use of the MLE method with clinical data which contains only one adjustable parameter: the kernel size for a Gaussian filtering operation that determines final resolution and expected regional error. Simulation results are used to establish the fundamental characteristics of the reconstructions obtained by out methodology, corresponding to the case in which the transition matrix is perfectly known. Then, data from 72 independent human brain FDG scans from four patients are used to show that the results obtained from real data are consistent with the simulation, although the quality of the data and of the transition matrix have an effect on the final outcome.
Phylogenetics, likelihood, evolution and complexity.
de Koning, A P Jason; Gu, Wanjun; Castoe, Todd A; Pollock, David D
2012-11-15
Phylogenetics, likelihood, evolution and complexity (PLEX) is a flexible and fast Bayesian Markov chain Monte Carlo software program for large-scale analysis of nucleotide and amino acid data using complex evolutionary models in a phylogenetic framework. The program gains large speed improvements over standard approaches by implementing 'partial sampling of substitution histories', a data augmentation approach that can reduce data analysis times from months to minutes on large comparative datasets. A variety of nucleotide and amino acid substitution models are currently implemented, including non-reversible and site-heterogeneous mixture models. Due to efficient algorithms that scale well with data size and model complexity, PLEX can be used to make inferences from hundreds to thousands of taxa in only minutes on a desktop computer. It also performs probabilistic ancestral sequence reconstruction. Future versions will support detection of co-evolutionary interactions between sites, probabilistic tests of convergent evolution and rigorous testing of evolutionary hypotheses in a Bayesian framework. PLEX v1.0 is licensed under GPL. Source code and documentation will be available for download at www.evolutionarygenomics.com/ProgramsData/PLEX. PLEX is implemented in C++ and supported on Linux, Mac OS X and other platforms supporting standard C++ compilers. Example data, control files, documentation and accessory Perl scripts are available from the website. David.Pollock@UCDenver.edu. Supplementary data are available at Bioinformatics online.
Directory of Open Access Journals (Sweden)
Yun-Seong Cho
2017-01-01
Full Text Available We address the performance analysis of the maximum likelihood (ML direction-of-arrival (DOA estimation algorithm in the case of azimuth/elevation estimation of two incident signals using the uniform circular array (UCA. Based on the Taylor series expansion and approximation, we get explicit expressions of the root mean square errors (RMSEs of the azimuths and elevations. The validity of the derived expressions is shown by comparing the analytic results with the simulation results. The derivation in this paper is further verified by illustrating the consistency of the analytic results with the Cramer-Rao lower bound (CRLB.
Curtis, Gary P.; Lu, Dan; Ye, Ming
2015-01-01
While Bayesian model averaging (BMA) has been widely used in groundwater modeling, it is infrequently applied to groundwater reactive transport modeling because of multiple sources of uncertainty in the coupled hydrogeochemical processes and because of the long execution time of each model run. To resolve these problems, this study analyzed different levels of uncertainty in a hierarchical way, and used the maximum likelihood version of BMA, i.e., MLBMA, to improve the computational efficiency. This study demonstrates the applicability of MLBMA to groundwater reactive transport modeling in a synthetic case in which twenty-seven reactive transport models were designed to predict the reactive transport of hexavalent uranium (U(VI)) based on observations at a former uranium mill site near Naturita, CO. These reactive transport models contain three uncertain model components, i.e., parameterization of hydraulic conductivity, configuration of model boundary, and surface complexation reactions that simulate U(VI) adsorption. These uncertain model components were aggregated into the alternative models by integrating a hierarchical structure into MLBMA. The modeling results of the individual models and MLBMA were analyzed to investigate their predictive performance. The predictive logscore results show that MLBMA generally outperforms the best model, suggesting that using MLBMA is a sound strategy to achieve more robust model predictions relative to a single model. MLBMA works best when the alternative models are structurally distinct and have diverse model predictions. When correlation in model structure exists, two strategies were used to improve predictive performance by retaining structurally distinct models or assigning smaller prior model probabilities to correlated models. Since the synthetic models were designed using data from the Naturita site, the results of this study are expected to provide guidance for real-world modeling. Limitations of applying MLBMA to the
Royle, J. Andrew; Chandler, Richard B.; Yackulic, Charles; Nichols, James D.
2012-01-01
1. Understanding the factors affecting species occurrence is a pre-eminent focus of applied ecological research. However, direct information about species occurrence is lacking for many species. Instead, researchers sometimes have to rely on so-called presence-only data (i.e. when no direct information about absences is available), which often results from opportunistic, unstructured sampling. MAXENT is a widely used software program designed to model and map species distribution using presence-only data. 2. We provide a critical review of MAXENT as applied to species distribution modelling and discuss how it can lead to inferential errors. A chief concern is that MAXENT produces a number of poorly defined indices that are not directly related to the actual parameter of interest – the probability of occurrence (ψ). This focus on an index was motivated by the belief that it is not possible to estimate ψ from presence-only data; however, we demonstrate that ψ is identifiable using conventional likelihood methods under the assumptions of random sampling and constant probability of species detection. 3. The model is implemented in a convenient r package which we use to apply the model to simulated data and data from the North American Breeding Bird Survey. We demonstrate that MAXENT produces extreme under-predictions when compared to estimates produced by logistic regression which uses the full (presence/absence) data set. We note that MAXENT predictions are extremely sensitive to specification of the background prevalence, which is not objectively estimated using the MAXENT method. 4. As with MAXENT, formal model-based inference requires a random sample of presence locations. Many presence-only data sets, such as those based on museum records and herbarium collections, may not satisfy this assumption. However, when sampling is random, we believe that inference should be based on formal methods that facilitate inference about interpretable ecological quantities
Weigmann, U; Petersen, J
1996-08-01
Visual acuity determination according to DIN 58,220 does not make full use of the information received about the patient, in contrast to the staircase method. Thus, testing the same number of optotypes, the staircase method should yield more reproducible acuity results. On the other hand, the staircase method gives systematically higher acuity values because it converges on the 48% point of the psychometric function (for Landolt rings in eight positions) and not on the 65% probability, as DIN 58,220 with criterion 3/5 does. This bias can be avoided by means of a modified evaluation. Using the staircase data we performed a maximum likelihood estimate of the psychometric function as a whole and computed the acuity value for 65% probability of correct answers. We determined monocular visual acuity in 102 persons with widely differing visual performance. Each subject underwent four tests in random order, two according to DIN 58,220 and two using the modified staircase method (Landolt rings in eight positions scaled by a factor 1.26; PC monitor with 1024 x 768 pixels; distance 4.5 m). Each test was performed with 25 optotypes. The two procedures provide the same mean visual acuity values (difference less than 0.02 acuity steps). The test-retest results match in 30.4% of DIN repetitions but in 50% of the staircases. The standard deviation of the test-retest difference is 1.41 (DIN) and 1.06 (modified staircase) acuity steps. Thus the standard deviation of the single test is 1.0 (DIN) and 0.75 (modified staircase) acuity steps. The new method provides visual acuity values identical to DIN 58,220 but is superior with respect to reproducibility.
Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors
Langbein, John
2017-08-01
Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/f^{α } with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi: 10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.
Directory of Open Access Journals (Sweden)
Coenraad J Hattingh
2013-01-01
Full Text Available Background:Social anxiety disorder (SAD is characterised by abnormal fear and anxiety in social situations. Functional magnetic resonance imaging (fMRI is a brain imaging technique that can be used to illustrate neural activation to emotionally salient stimuli. However, no attempt has yet been made to statistically collate fMRI studies of brain activation, using the activation likelihood-estimate technique, in response to emotion recognition tasks in individuals with social anxiety disorder. Methods:A systematic search of fMRI studies of neural responses to socially emotive cues in SAD and GSP was undertaken. Activation likelihood-estimate (ALE meta-analysis, a voxel based meta-analytic technique, was used to estimate the most significant activations during emotional recognition. Results: 7 studies were eligible for inclusion in the meta-analysis, constituting a total of 91 subjects with SAD or GSP, and 93 healthy controls. The most significant areas of activation during emotional recognition versus neutral stimuli in individuals with social anxiety disorder compared to controls were: bilateral amygdala, left medial temporal lobe encompassing the entorhinal cortex, left medial aspect of the inferior temporal lobe encompassing perirhinal cortex and parahippocampus, right anterior cingulate, right globus pallidus, and distal tip of right postcentral gyrus.Conclusion:The results are consistent with neuroanatomic models of the role of the amygdala in fear conditioning, and the importance of the limbic circuitry in mediating anxiety symptoms.
pyNSMC: A Python Module for Null-Space Monte Carlo Uncertainty Analysis
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.
Quasi-likelihood generalized linear regression analysis of fatality risk data.
2009-01-01
Transportation-related fatality risks is a function of many interacting human, vehicle, and environmental factors. Statistically valid analysis of such data is challenged both by the complexity of plausible structural models relating fatality rates t...
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...
Samson, Fabienne; Zeffiro, Thomas A.; Toussaint, Alain; Belin, Pascal
2011-01-01
Investigations of the functional organization of human auditory cortex typically examine responses to different sound categories. An alternative approach is to characterize sounds with respect to their amount of variation in the time and frequency domains (i.e., spectral and temporal complexity). Although the vast majority of published studies examine contrasts between discrete sound categories, an alternative complexity-based taxonomy can be evaluated through meta-analysis. In a quantitative meta-analysis of 58 auditory neuroimaging studies, we examined the evidence supporting current models of functional specialization for auditory processing using grouping criteria based on either categories or spectro-temporal complexity. Consistent with current models, analyses based on typical sound categories revealed hierarchical auditory organization and left-lateralized responses to speech sounds, with high speech sensitivity in the left anterior superior temporal cortex. Classification of contrasts based on spectro-temporal complexity, on the other hand, revealed a striking within-hemisphere dissociation in which caudo-lateral temporal regions in auditory cortex showed greater sensitivity to spectral changes, while anterior superior temporal cortical areas were more sensitive to temporal variation, consistent with recent findings in animal models. The meta-analysis thus suggests that spectro-temporal acoustic complexity represents a useful alternative taxonomy to investigate the functional organization of human auditory cortex. PMID:21833294
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
Construction of the quantitative analysis environment using Monte Carlo simulation
International Nuclear Information System (INIS)
Shirakawa, Seiji; Ushiroda, Tomoya; Hashimoto, Hiroshi; Tadokoro, Masanori; Uno, Masaki; Tsujimoto, Masakazu; Ishiguro, Masanobu; Toyama, Hiroshi
2013-01-01
The thoracic phantom image was acquisitioned of the axial section to construct maps of the source and density with Monte Carlo (MC) simulation. The phantom was Heart/Liver Type HL (Kyoto Kagaku Co., Ltd.) single photon emission CT (SPECT)/CT machine was Symbia T6 (Siemence) with the collimator LMEGP (low-medium energy general purpose). Maps were constructed from CT images with an in-house software using Visual studio C Sharp (Microsoft). The code simulation of imaging nuclear detectors (SIMIND) was used for MC simulation, Prominence processor (Nihon Medi-Physics) for filter processing and image reconstruction, and the environment DELL Precision T7400 for all image processes. For the actual experiment, the phantom was given 15 MBq of 99m Tc assuming the uptake 2% at the dose of 740 MBq in its myocardial portion and SPECT image was acquisitioned and reconstructed with Butter-worth filter and filter back projection method. CT images were similarly obtained in 0.3 mm thick slices, which were filed in one formatted with digital imaging and communication in medicine (DICOM), and then processed for application to SIMIND for mapping the source and density. Physical and mensuration factors were examined in ideal images by sequential exclusion and simulation of those factors as attenuation, scattering, spatial resolution deterioration and statistical fluctuation. Gamma energy spectrum, SPECT projection and reconstructed images given by the simulation were found to well agree with the actual data, and the precision of MC simulation was confirmed. Physical and mensuration factors were found to be evaluable individually, suggesting the usefulness of the simulation for assessing the precision of their correction. (T.T.)
Composite likelihood estimation of demographic parameters
Directory of Open Access Journals (Sweden)
Garrigan Daniel
2009-11-01
Full Text Available Abstract Background Most existing likelihood-based methods for fitting historical demographic models to DNA sequence polymorphism data to do not scale feasibly up to the level of whole-genome data sets. Computational economies can be achieved by incorporating two forms of pseudo-likelihood: composite and approximate likelihood methods. Composite likelihood enables scaling up to large data sets because it takes the product of marginal likelihoods as an estimator of the likelihood of the complete data set. This approach is especially useful when a large number of genomic regions constitutes the data set. Additionally, approximate likelihood methods can reduce the dimensionality of the data by summarizing the information in the original data by either a sufficient statistic, or a set of statistics. Both composite and approximate likelihood methods hold promise for analyzing large data sets or for use in situations where the underlying demographic model is complex and has many parameters. This paper considers a simple demographic model of allopatric divergence between two populations, in which one of the population is hypothesized to have experienced a founder event, or population bottleneck. A large resequencing data set from human populations is summarized by the joint frequency spectrum, which is a matrix of the genomic frequency spectrum of derived base frequencies in two populations. A Bayesian Metropolis-coupled Markov chain Monte Carlo (MCMCMC method for parameter estimation is developed that uses both composite and likelihood methods and is applied to the three different pairwise combinations of the human population resequence data. The accuracy of the method is also tested on data sets sampled from a simulated population model with known parameters. Results The Bayesian MCMCMC method also estimates the ratio of effective population size for the X chromosome versus that of the autosomes. The method is shown to estimate, with reasonable
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)
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
International Nuclear Information System (INIS)
Metz, C.E.; Tokars, R.P.; Kronman, H.B.; Griem, M.L.
1982-01-01
A Therapeutic Operating Characteristic (TOC) curve for radiation therapy plots, for all possible treatment doses, the probability of tumor ablation as a function of the probability of radiation-induced complication. Application of this analysis to actual therapeutic situation requires that dose-response curves for ablation and for complication be estimated from clinical data. We describe an approach in which ''maximum likelihood estimates'' of these dose-response curves are made, and we apply this approach to data collected on responses to radiotherapy for carcinoma of the nasopharynx. TOC curves constructed from the estimated dose-response curves are subject to moderately large uncertainties because of the limitations of available data.These TOC curves suggest, however, that treatment doses greater than 1800 rem may substantially increase the probability of tumor ablation with little increase in the risk of radiation-induced cervical myelopathy, especially for T1 and T2 tumors
The Impact of Effect Size Heterogeneity on Meta-Analysis: A Monte Carlo Experiment
Koetse, Mark J.; Florax, Raymond J.G.M.; Groot, de Henri L.F.
2007-01-01
In this paper we use Monte Carlo simulation to investigate the impact of effect size heterogeneity on the results of a meta-analysis. Specifically, we address the small sample behaviour of the OLS, the fixed effects regression and the mixed effects meta-estimators under three alternative scenarios
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
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.
Perturbation analysis for Monte Carlo continuous cross section models
International Nuclear Information System (INIS)
Kennedy, Chris B.; Abdel-Khalik, Hany S.
2011-01-01
Sensitivity analysis, including both its forward and adjoint applications, collectively referred to hereinafter as Perturbation Analysis (PA), is an essential tool to complete Uncertainty Quantification (UQ) and Data Assimilation (DA). PA-assisted UQ and DA have traditionally been carried out for reactor analysis problems using deterministic as opposed to stochastic models for radiation transport. This is because PA requires many model executions to quantify how variations in input data, primarily cross sections, affect variations in model's responses, e.g. detectors readings, flux distribution, multiplication factor, etc. Although stochastic models are often sought for their higher accuracy, their repeated execution is at best computationally expensive and in reality intractable for typical reactor analysis problems involving many input data and output responses. Deterministic methods however achieve computational efficiency needed to carry out the PA analysis by reducing problem dimensionality via various spatial and energy homogenization assumptions. This however introduces modeling error components into the PA results which propagate to the following UQ and DA analyses. The introduced errors are problem specific and therefore are expected to limit the applicability of UQ and DA analyses to reactor systems that satisfy the introduced assumptions. This manuscript introduces a new method to complete PA employing a continuous cross section stochastic model and performed in a computationally efficient manner. If successful, the modeling error components introduced by deterministic methods could be eliminated, thereby allowing for wider applicability of DA and UQ results. Two MCNP models demonstrate the application of the new method - a Critical Pu Sphere (Jezebel), a Pu Fast Metal Array (Russian BR-1). The PA is completed for reaction rate densities, reaction rate ratios, and the multiplication factor. (author)
Model fit after pairwise maximum likelihood
Barendse, M. T.; Ligtvoet, R.; Timmerman, M. E.; Oort, F. J.
2016-01-01
Maximum likelihood factor analysis of discrete data within the structural equation modeling framework rests on the assumption that the observed discrete responses are manifestations of underlying continuous scores that are normally distributed. As maximizing the likelihood of multivariate response
Model fit after pairwise maximum likelihood
Barendse, M.T.; Ligtvoet, R.; Timmerman, M.E.; Oort, F.J.
Maximum likelihood factor analysis of discrete data within the structural equation modeling framework rests on the assumption that the observed discrete responses are manifestations of underlying continuous scores that are normally distributed. As maximizing the likelihood of multivariate response
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.
Maintaining symmetry of simulated likelihood functions
DEFF Research Database (Denmark)
Andersen, Laura Mørch
This paper suggests solutions to two different types of simulation errors related to Quasi-Monte Carlo integration. Likelihood functions which depend on standard deviations of mixed parameters are symmetric in nature. This paper shows that antithetic draws preserve this symmetry and thereby...
Directory of Open Access Journals (Sweden)
Pascal eMolenberghs
2012-04-01
Full Text Available The critical lesion site responsible for the syndrome of unilateral spatial neglect has been debated for more than a decade. Here we performed an activation likelihood estimation (ALE to provide for the first time an objective quantitative index of the consistency of lesion sites across anatomical group studies of spatial neglect. The analysis revealed several distinct regions in which damage has consistently been associated with spatial neglect symptoms. Lesioned clusters were located in several cortical and subcortical regions of the right hemisphere, including the middle and superior temporal gyrus, inferior parietal lobule, intraparietal sulcus, precuneus, middle occipital gyrus, caudate nucleus and posterior insula, as well as in the white matter pathway corresponding to the posterior part of the superior longitudinal fasciculus. Further analyses suggested that separate lesion sites are associated with impairments in different behavioural tests, such as line bisection and target cancellation. Similarly, specific subcomponents of the heterogeneous neglect syndrome, such as extinction and allocentric and personal neglect, are associated with distinct lesion sites. Future progress in delineating the neuropathological correlates of spatial neglect will depend upon the development of more refined measures of perceptual and cognitive functions than those currently available in the clinical setting.
Fornito, A; Yücel, M; Patti, J; Wood, S J; Pantelis, C
2009-03-01
Voxel-based morphometry (VBM) is a popular tool for mapping neuroanatomical changes in schizophrenia patients. Several recent meta-analyses have identified the brain regions in which patients most consistently show grey matter reductions, although they have not examined whether such changes reflect differences in grey matter concentration (GMC) or grey matter volume (GMV). These measures assess different aspects of grey matter integrity, and may therefore reflect different pathological processes. In this study, we used the Anatomical Likelihood Estimation procedure to analyse significant differences reported in 37 VBM studies of schizophrenia patients, incorporating data from 1646 patients and 1690 controls, and compared the findings of studies using either GMC or GMV to index grey matter differences. Analysis of all studies combined indicated that grey matter reductions in a network of frontal, temporal, thalamic and striatal regions are among the most frequently reported in literature. GMC reductions were generally larger and more consistent than GMV reductions, and were more frequent in the insula, medial prefrontal, medial temporal and striatal regions. GMV reductions were more frequent in dorso-medial frontal cortex, and lateral and orbital frontal areas. These findings support the primacy of frontal, limbic, and subcortical dysfunction in the pathophysiology of schizophrenia, and suggest that the grey matter changes observed with MRI may not necessarily result from a unitary pathological process.
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
Ramsay, Ian S; MacDonald, Angus W
2015-11-01
Cognitive remediation training (CRT) for schizophrenia has been found to improve cognitive functioning and influence neural plasticity. However, with various training approaches and mixed findings, the mechanisms driving generalization of cognitive skills from CRT are unclear. In this meta-analysis of extant imaging studies examining CRT's effects, we sought to clarify whether varying approaches to CRT suggest common neural changes and whether such mechanisms are restorative or compensatory. We conducted a literature search to identify studies appropriate for inclusion in an activation likelihood estimation (ALE) meta-analysis. Our criteria required studies to consist of training-based interventions designed to improve patients' cognitive or social functioning, including generalization to untrained circumstances. Studies were also required to examine changes in pre- vs posttraining functional activation using functional magnetic resonance imaging or positron emission tomography. The literature search identified 162 articles, 9 of which were appropriate for inclusion. ALE analyses comparing pre- and posttraining brain activation showed increased activity in the lateral and medial prefrontal cortex (PFC), parietal cortex, insula, and the caudate and thalamus. Notably, activation associated with CRT in the left PFC and thalamus partially overlapped with previous meta-analytically identified areas associated with deficits in working memory, executive control, and facial emotion processing in schizophrenia. We conclude that CRT interventions from varying theoretic modalities elicit plasticity in areas that support cognitive and socioemotional processes in this early set of studies. While preliminary, these changes appear to be both restorative and compensatory, though thalamocortical areas previously associated with dysfunction may be common sources of plasticity for cognitive remediation in schizophrenia. © The Author 2015. Published by Oxford University Press on
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.
Monte Carlo Analysis as a Trajectory Design Driver for the TESS Mission
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.
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.
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
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)
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
Houska, Tobias; Multsch, Sebastian; Kraft, Philipp; Frede, Hans-Georg; Breuer, Lutz
2014-05-01
Computer simulations are widely used to support decision making and planning in the agriculture sector. On the one hand, many plant growth models use simplified hydrological processes and structures, e.g. by the use of a small number of soil layers or by the application of simple water flow approaches. On the other hand, in many hydrological models plant growth processes are poorly represented. Hence, fully coupled models with a high degree of process representation would allow a more detailed analysis of the dynamic behaviour of the soil-plant interface. We used the Python programming language to couple two of such high process oriented independent models and to calibrate both models simultaneously. The Catchment Modelling Framework (CMF) simulated soil hydrology based on the Richards equation and the Van-Genuchten-Mualem retention curve. CMF was coupled with the Plant growth Modelling Framework (PMF), which predicts plant growth on the basis of radiation use efficiency, degree days, water shortage and dynamic root biomass allocation. The Monte Carlo based Generalised Likelihood Uncertainty Estimation (GLUE) method was applied to parameterize the coupled model and to investigate the related uncertainty of model predictions to it. Overall, 19 model parameters (4 for CMF and 15 for PMF) were analysed through 2 x 106 model runs randomly drawn from an equally distributed parameter space. Three objective functions were used to evaluate the model performance, i.e. coefficient of determination (R2), bias and model efficiency according to Nash Sutcliffe (NSE). The model was applied to three sites with different management in Muencheberg (Germany) for the simulation of winter wheat (Triticum aestivum L.) in a cross-validation experiment. Field observations for model evaluation included soil water content and the dry matters of roots, storages, stems and leaves. Best parameter sets resulted in NSE of 0.57 for the simulation of soil moisture across all three sites. The shape
Fast inference in generalized linear models via expected log-likelihoods
Ramirez, Alexandro D.; Paninski, Liam
2015-01-01
Generalized linear models play an essential role in a wide variety of statistical applications. This paper discusses an approximation of the likelihood in these models that can greatly facilitate computation. The basic idea is to replace a sum that appears in the exact log-likelihood by an expectation over the model covariates; the resulting “expected log-likelihood” can in many cases be computed significantly faster than the exact log-likelihood. In many neuroscience experiments the distribution over model covariates is controlled by the experimenter and the expected log-likelihood approximation becomes particularly useful; for example, estimators based on maximizing this expected log-likelihood (or a penalized version thereof) can often be obtained with orders of magnitude computational savings compared to the exact maximum likelihood estimators. A risk analysis establishes that these maximum EL estimators often come with little cost in accuracy (and in some cases even improved accuracy) compared to standard maximum likelihood estimates. Finally, we find that these methods can significantly decrease the computation time of marginal likelihood calculations for model selection and of Markov chain Monte Carlo methods for sampling from the posterior parameter distribution. We illustrate our results by applying these methods to a computationally-challenging dataset of neural spike trains obtained via large-scale multi-electrode recordings in the primate retina. PMID:23832289
Aartsen, M. G.; Abraham, K.; Ackermann, M.; Adams, J.; Aguilar, J. A.; Ahlers, M.; Ahrens, M.; Altmann, D.; Anderson, T.; Archinger, M.; Arguelles, C.; Arlen, T. C.; Auffenberg, J.; Bai, X.; Barwick, S. W.; Baum, V.; Bay, R.; Beatty, J. J.; Becker Tjus, J.; Becker, K.-H.; Beiser, E.; BenZvi, S.; Berghaus, P.; Berley, D.; Bernardini, E.; Bernhard, A.; Besson, D. Z.; Binder, G.; Bindig, D.; Bissok, M.; Blaufuss, E.; Blumenthal, J.; Boersma, D. J.; Bohm, C.; Börner, M.; Bos, F.; Bose, D.; Böser, S.; Botner, O.; Braun, J.; Brayeur, L.; Bretz, H.-P.; Brown, A. M.; Buzinsky, N.; Casey, J.; Casier, M.; Cheung, E.; Chirkin, D.; Christov, A.; Christy, B.; Clark, K.; Classen, L.; Coenders, S.; Cowen, D. F.; Cruz Silva, A. H.; Daughhetee, J.; Davis, J. C.; Day, M.; de André, J. P. A. M.; De Clercq, C.; Dembinski, H.; De Ridder, S.; Desiati, P.; de Vries, K. D.; de Wasseige, G.; de With, M.; DeYoung, T.; Díaz-Vélez, J. C.; Dumm, J. P.; Dunkman, M.; Eagan, R.; Eberhardt, B.; Ehrhardt, T.; Eichmann, B.; Euler, S.; Evenson, P. A.; Fadiran, O.; Fahey, S.; Fazely, A. R.; Fedynitch, A.; Feintzeig, J.; Felde, J.; Filimonov, K.; Finley, C.; Fischer-Wasels, T.; Flis, S.; Fuchs, T.; Gaisser, T. K.; Gaior, R.; Gallagher, J.; Gerhardt, L.; Ghorbani, K.; Gier, D.; Gladstone, L.; Glagla, M.; Glüsenkamp, T.; Goldschmidt, A.; Golup, G.; Gonzalez, J. G.; Goodman, J. A.; Góra, D.; Grant, D.; Gretskov, P.; Groh, J. C.; Gross, A.; Ha, C.; Haack, C.; Haj Ismail, A.; Hallgren, A.; Halzen, F.; Hansmann, B.; Hanson, K.; Hebecker, D.; Heereman, D.; Helbing, K.; Hellauer, R.; Hellwig, D.; Hickford, S.; Hignight, J.; Hill, G. C.; Hoffman, K. D.; Hoffmann, R.; Holzapfel, K.; Homeier, A.; Hoshina, K.; Huang, F.; Huber, M.; Huelsnitz, W.; Hulth, P. O.; Hultqvist, K.; In, S.; Ishihara, A.; Jacobi, E.; Japaridze, G. S.; Jero, K.; Jurkovic, M.; Kaminsky, B.; Kappes, A.; Karg, T.; Karle, A.; Kauer, M.; Keivani, A.; Kelley, J. L.; Kemp, J.; Kheirandish, A.; Kiryluk, J.; Kläs, J.; Klein, S. R.; Kohnen, G.; Kolanoski, H.; Konietz, R.; Koob, A.; Köpke, L.; Kopper, C.; Kopper, S.; Koskinen, D. J.; Kowalski, M.; Krings, K.; Kroll, G.; Kroll, M.; Kunnen, J.; Kurahashi, N.; Kuwabara, T.; Labare, M.; Lanfranchi, J. L.; Larson, M. J.; Lesiak-Bzdak, M.; Leuermann, M.; Leuner, J.; Lünemann, J.; Madsen, J.; Maggi, G.; Mahn, K. B. M.; Maruyama, R.; Mase, K.; Matis, H. S.; Maunu, R.; McNally, F.; Meagher, K.; Medici, M.; Meli, A.; Menne, T.; Merino, G.; Meures, T.; Miarecki, S.; Middell, E.; Middlemas, E.; Miller, J.; Mohrmann, L.; Montaruli, T.; Morse, R.; Nahnhauer, R.; Naumann, U.; Niederhausen, H.; Nowicki, S. C.; Nygren, D. R.; Obertacke, A.; Olivas, A.; Omairat, A.; O'Murchadha, A.; Palczewski, T.; Paul, L.; Pepper, J. A.; Pérez de los Heros, C.; Pfendner, C.; Pieloth, D.; Pinat, E.; Posselt, J.; Price, P. B.; Przybylski, G. T.; Pütz, J.; Quinnan, M.; Rädel, L.; Rameez, M.; Rawlins, K.; Redl, P.; Reimann, R.; Relich, M.; Resconi, E.; Rhode, W.; Richman, M.; Richter, S.; Riedel, B.; Robertson, S.; Rongen, M.; Rott, C.; Ruhe, T.; Ruzybayev, B.; Ryckbosch, D.; Saba, S. M.; Sabbatini, L.; Sander, H.-G.; Sandrock, A.; Sandroos, J.; Sarkar, S.; Schatto, K.; Scheriau, F.; Schimp, M.; Schmidt, T.; Schmitz, M.; Schoenen, S.; Schöneberg, S.; Schönwald, A.; Schukraft, A.; Schulte, L.; Seckel, D.; Seunarine, S.; Shanidze, R.; Smith, M. W. E.; Soldin, D.; Spiczak, G. M.; Spiering, C.; Stahlberg, M.; Stamatikos, M.; Stanev, T.; Stanisha, N. A.; Stasik, A.; Stezelberger, T.; Stokstad, R. G.; Stössl, A.; Strahler, E. A.; Ström, R.; Strotjohann, N. L.; Sullivan, G. W.; Sutherland, M.; Taavola, H.; Taboada, I.; Ter-Antonyan, S.; Terliuk, A.; Tešić, G.; Tilav, S.; Toale, P. A.; Tobin, M. N.; Tosi, D.; Tselengidou, M.; Unger, E.; Usner, M.; Vallecorsa, S.; Vandenbroucke, J.; van Eijndhoven, N.; Vanheule, S.; van Santen, J.; Veenkamp, J.; Vehring, M.; Voge, M.; Vraeghe, M.; Walck, C.; Wallace, A.; Wallraff, M.; Wandkowsky, N.; Weaver, Ch.; Wendt, C.; Westerhoff, S.; Whelan, B. J.; Whitehorn, N.; Wichary, C.; Wiebe, K.; Wiebusch, C. H.; Wille, L.; Williams, D. R.; Wissing, H.; Wolf, M.; Wood, T. R.; Woschnagg, K.; Xu, D. L.; Xu, X. W.; Xu, Y.; Yanez, J. P.; Yodh, G.; Yoshida, S.; Zarzhitsky, P.; Zoll, M.; IceCube Collaboration
2015-08-01
Evidence for an extraterrestrial flux of high-energy neutrinos has now been found in multiple searches with the IceCube detector. The first solid evidence was provided by a search for neutrino events with deposited energies ≳ 30 TeV and interaction vertices inside the instrumented volume. Recent analyses suggest that the extraterrestrial flux extends to lower energies and is also visible with throughgoing, νμ-induced tracks from the Northern Hemisphere. Here, we combine the results from six different IceCube searches for astrophysical neutrinos in a maximum-likelihood analysis. The combined event sample features high-statistics samples of shower-like and track-like events. The data are fit in up to three observables: energy, zenith angle, and event topology. Assuming the astrophysical neutrino flux to be isotropic and to consist of equal flavors at Earth, the all-flavor spectrum with neutrino energies between 25 TeV and 2.8 PeV is well described by an unbroken power law with best-fit spectral index -2.50 ± 0.09 and a flux at 100 TeV of ({6.7}-1.2+1.1)× {10}-18 {{GeV}}-1 {{{s}}}-1 {{sr}}-1 {{cm}}-2. Under the same assumptions, an unbroken power law with index -2 is disfavored with a significance of 3.8σ (p = 0.0066%) with respect to the best fit. This significance is reduced to 2.1σ (p = 1.7%) if instead we compare the best fit to a spectrum with index -2 that has an exponential cut-off at high energies. Allowing the electron-neutrino flux to deviate from the other two flavors, we find a νe fraction of 0.18 ± 0.11 at Earth. The sole production of electron neutrinos, which would be characteristic of neutron-decay-dominated sources, is rejected with a significance of 3.6σ (p = 0.014%).
Likelihood analysis of the sub-GUT MSSM in light of LHC 13-TeV data
Costa, J. C.; Bagnaschi, E.; Sakurai, K.; Borsato, M.; Buchmueller, O.; Citron, M.; De Roeck, A.; Dolan, M. J.; Ellis, J. R.; Flächer, H.; Heinemeyer, S.; Lucio, M.; Santos, D. Martínez; Olive, K. A.; Richards, A.; Weiglein, G.
2018-02-01
We describe a likelihood analysis using MasterCode of variants of the MSSM in which the soft supersymmetry-breaking parameters are assumed to have universal values at some scale M_in below the supersymmetric grand unification scale M_GUT, as can occur in mirage mediation and other models. In addition to M_in, such `sub-GUT' models have the 4 parameters of the CMSSM, namely a common gaugino mass m_{1/2}, a common soft supersymmetry-breaking scalar mass m_0, a common trilinear mixing parameter A and the ratio of MSSM Higgs vevs tan β , assuming that the Higgs mixing parameter μ > 0. We take into account constraints on strongly- and electroweakly-interacting sparticles from ˜ 36/fb of LHC data at 13 TeV and the LUX and 2017 PICO, XENON1T and PandaX-II searches for dark matter scattering, in addition to the previous LHC and dark matter constraints as well as full sets of flavour and electroweak constraints. We find a preference for M_in˜ 10^5 to 10^9 GeV, with M_in˜ M_GUT disfavoured by Δ χ ^2 ˜ 3 due to the BR(B_{s, d} → μ ^+μ ^-) constraint. The lower limits on strongly-interacting sparticles are largely determined by LHC searches, and similar to those in the CMSSM. We find a preference for the LSP to be a Bino or Higgsino with m_{\\tilde{χ }^01} ˜ 1 TeV, with annihilation via heavy Higgs bosons H / A and stop coannihilation, or chargino coannihilation, bringing the cold dark matter density into the cosmological range. We find that spin-independent dark matter scattering is likely to be within reach of the planned LUX-Zeplin and XENONnT experiments. We probe the impact of the (g-2)_μ constraint, finding similar results whether or not it is included.
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 Depletion Analysis of a PWR Integral Fuel Burnable Absorber by MCNAP
Shim, H. J.; Jang, C. S.; Kim, C. H.
The MCNAP is a personal computer-based continuous energy Monte Carlo (MC) neutronics analysis program written on C++ language. For the purpose of examining its qualification, a comparison of the depletion analysis of three integral burnable fuel assemblies of the pressurized water reactor (PWR) by the MCNAP and deterministic fuel assembly (FA) design vendor codes is presented. It is demonstrated that the continuous energy MC calculation by the MCNAP can provide a very accurate neutronics analysis method for the burnable absorber FA's. It is also demonstrated that the parallel MC computation by adoption of multiple PC's enables one to complete the lifetime depletion analysis of the FA's within the order of hours instead of order of days otherwise.
Jiang, Xue; Na, Jin; Lu, Wenxi; Zhang, Yu
2017-11-01
Simulation-optimization techniques are effective in identifying an optimal remediation strategy. Simulation models with uncertainty, primarily in the form of parameter uncertainty with different degrees of correlation, influence the reliability of the optimal remediation strategy. In this study, a coupled Monte Carlo simulation and Copula theory is proposed for uncertainty analysis of a simulation model when parameters are correlated. Using the self-adaptive weight particle swarm optimization Kriging method, a surrogate model was constructed to replace the simulation model and reduce the computational burden and time consumption resulting from repeated and multiple Monte Carlo simulations. The Akaike information criterion (AIC) and the Bayesian information criterion (BIC) were employed to identify whether the t Copula function or the Gaussian Copula is the optimal Copula function to match the relevant structure of the parameters. The results show that both the AIC and BIC values of the t Copula function are less than those of the Gaussian Copula function. This indicates that the t Copula function is the optimal function for matching the relevant structure of the parameters. The outputs of the simulation model when parameter correlation was considered and when it was ignored were compared. The results show that the amplitude of the fluctuation interval when parameter correlation was considered is less than the corresponding amplitude when parameter estimation was ignored. Moreover, it was demonstrated that considering the correlation among parameters is essential for uncertainty analysis of a simulation model, and the results of uncertainty analysis should be incorporated into the remediation strategy optimization process.
Analysis of fatigue fractographic data of a rod end housing using a Monte Carlo simulation
Shgimokawa, Toshiyuki; Kakuta, Yoshiaki
1994-02-01
This paper presents a new method using a Monte Carlo simulation to estimate a life distribution of fatigue crack propagation on the basis of crack length versus striation spacing data. This simulation is based on the distributions of two parameter estimates of a regression line and the reasonable correlation of the two parameter estimates. One cycle of the Monte Carlo scheme generates a set of parameter estimates which give a life of fatigue crack propagation. The analyzed data were obtained by scanning electron microscope (SEM) observation of a fatigue fracture surface of the rod end housing of a hydraulic actuator, which was used for a main landing gear in transport aircraft. A conventional regression analysis provides a set of two deterministic-parameter estimates, a life estimate of fatigue crack propagation, and the statistical properties of striation spacing. Stochastic-process modes of crack growth and practical probabilistic methods including the proposed method are used to estimate the life distributions of fatigue crack propagation on the basis of the results of the regression analysis. The obtained results are discussed and compared. The proposed method approximates the fatigue life of the rod end housing as the B-allowable life when the initial crack length is assumed to be 0 mm.
Use of Monte Carlo simulations for cultural heritage X-ray fluorescence analysis
International Nuclear Information System (INIS)
Brunetti, Antonio; Golosio, Bruno; Schoonjans, Tom; Oliva, Piernicola
2015-01-01
The analytical study of Cultural Heritage objects often requires merely a qualitative determination of composition and manufacturing technology. However, sometimes a qualitative estimate is not sufficient, for example when dealing with multilayered metallic objects. Under such circumstances a quantitative estimate of the chemical contents of each layer is sometimes required in order to determine the technology that was used to produce the object. A quantitative analysis is often complicated by the surface state: roughness, corrosion, incrustations that remain even after restoration, due to efforts to preserve the patina. Furthermore, restorers will often add a protective layer on the surface. In all these cases standard quantitative methods such as the fundamental parameter based approaches are generally not applicable. An alternative approach is presented based on the use of Monte Carlo simulations for quantitative estimation. - Highlights: • We present an application of fast Monte Carlo codes for Cultural Heritage artifact analysis. • We show applications to complex multilayer structures. • The methods allow estimating both the composition and the thickness of multilayer, such as bronze with patina. • The performance in terms of accuracy and uncertainty is described for the bronze samples
Directory of Open Access Journals (Sweden)
Eugenio Alladio
2017-06-01
Full Text Available The concentration values of direct and indirect biomarkers of ethanol consumption were detected in blood (indirect or hair (direct samples from a pool of 125 individuals classified as either chronic (i.e. positive and non-chronic (i.e. negative alcohol drinkers. These experimental values formed the dataset under examination (Table 1. Indirect biomarkers included: aspartate transferase (AST, alanine transferase (ALT, gamma-glutamyl transferase (GGT, mean corpuscular volume of the erythrocytes (MCV, carbohydrate-deficient-transferrin (CDT. The following direct biomarkers were also detected in hair: ethyl myristate (E14:0, ethyl palmitate (E16:0, ethyl stearate (E18:1, ethyl oleate (E18:0, the sum of their four concentrations (FAEEs, i.e. Fatty Acid Ethyl Esters and ethyl glucuronide (EtG; pg/mg. Body mass index (BMI was also collected as a potential influencing factor. Likelihood ratio (LR approaches have been used to provide predictive models for the diagnosis of alcohol abuse, based on different combinations of direct and indirect alcohol biomarkers, as described in “Evaluation of direct and indirect ethanol biomarkers using a likelihood ratio approach to identify chronic alcohol abusers for forensic purposes” (E. Alladio, A. Martyna, A. Salomone, V. Pirro, M. Vincenti, G. Zadora, 2017 [1].
The timing resolution of scintillation-detector systems: Monte Carlo analysis
International Nuclear Information System (INIS)
Choong, Woon-Seng
2009-01-01
Recent advancements in fast scintillating materials and fast photomultiplier tubes (PMTs) have stimulated renewed interest in time-of-flight (TOF) positron emission tomography (PET). It is well known that the improvement in the timing resolution in PET can significantly reduce the noise variance in the reconstructed image resulting in improved image quality. In order to evaluate the timing performance of scintillation detectors used in TOF PET, we use Monte Carlo analysis to model the physical processes (crystal geometry, crystal surface finish, scintillator rise time, scintillator decay time, photoelectron yield, PMT transit time spread, PMT single-electron response, amplifier response and time pick-off method) that can contribute to the timing resolution of scintillation-detector systems. In the Monte Carlo analysis, the photoelectron emissions are modeled by a rate function, which is used to generate the photoelectron time points. The rate function, which is simulated using Geant4, represents the combined intrinsic light emissions of the scintillator and the subsequent light transport through the crystal. The PMT output signal is determined by the superposition of the PMT single-electron response resulting from the photoelectron emissions. The transit time spread and the single-electron gain variation of the PMT are modeled in the analysis. Three practical time pick-off methods are considered in the analysis. Statistically, the best timing resolution is achieved with the first photoelectron timing. The calculated timing resolution suggests that a leading edge discriminator gives better timing performance than a constant fraction discriminator and produces comparable results when a two-threshold or three-threshold discriminator is used. For a typical PMT, the effect of detector noise on the timing resolution is negligible. The calculated timing resolution is found to improve with increasing mean photoelectron yield, decreasing scintillator decay time and
Energy Technology Data Exchange (ETDEWEB)
Wall, M.J.W.
1992-07-01
The notion of {open_quotes}probability{close_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.
Lu, D.; Ricciuto, D. M.; Evans, K. J.
2017-12-01
Data-worth analysis plays an essential role in improving the understanding of the subsurface system, in developing and refining subsurface models, and in supporting rational water resources management. However, data-worth analysis is computationally expensive as it requires quantifying parameter uncertainty, prediction uncertainty, and both current and potential data uncertainties. Assessment of these uncertainties in large-scale stochastic subsurface simulations using standard Monte Carlo (MC) sampling or advanced surrogate modeling is extremely computationally intensive, sometimes even infeasible. In this work, we propose efficient Bayesian analysis of data-worth using a multilevel Monte Carlo (MLMC) method. Compared to the standard MC that requires a significantly large number of high-fidelity model executions to achieve a prescribed accuracy in estimating expectations, the MLMC can substantially reduce the computational cost with the use of multifidelity approximations. As the data-worth analysis involves a great deal of expectation estimations, the cost savings from MLMC in the assessment can be very outstanding. While the proposed MLMC-based data-worth analysis is broadly applicable, we use it to a highly heterogeneous oil reservoir simulation to select an optimal candidate data set that gives the largest uncertainty reduction in predicting mass flow rates at four production wells. The choices made by the MLMC estimation are validated by the actual measurements of the potential data, and consistent with the estimation obtained from the standard MC. But compared to the standard MC, the MLMC greatly reduces the computational costs in the uncertainty reduction estimation, with up to 600 days cost savings when one processor is used.
The phylogenetic likelihood library.
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.
Analysis of different Monte Carlo simulation codes for its use in radiotherapy
International Nuclear Information System (INIS)
Azorin V, C.G.; Rivera M, T.
2007-01-01
Full text: At the present time many computer programs that simulate the radiation interaction with the matter using the Monte Carlo method. Presently work is carried out the comparative analysis of four of these codes (MCNPX, EGS4, GEANT, PENELOPE) for their later one use in the development of a simple algorithm that simulates the energy deposit when passing through the matter in patients subjected to radiotherapy. The results of the analysis show that the studied simulators model the interaction of almost all type of particles with the matter, although they have their variations among those the energy intervals that manage, the programming language in which are programmed, as well as the platform under which they are executed can be mentioned. (Author)
Nishidate, Izumi; Wiswadarma, Aditya; Hase, Yota; Tanaka, Noriyuki; Maeda, Takaaki; Niizeki, Kyuichi; Aizu, Yoshihisa
2011-08-01
In order to visualize melanin and blood concentrations and oxygen saturation in human skin tissue, a simple imaging technique based on multispectral diffuse reflectance images acquired at six wavelengths (500, 520, 540, 560, 580 and 600nm) was developed. The technique utilizes multiple regression analysis aided by Monte Carlo simulation for diffuse reflectance spectra. Using the absorbance spectrum as a response variable and the extinction coefficients of melanin, oxygenated hemoglobin, and deoxygenated hemoglobin as predictor variables, multiple regression analysis provides regression coefficients. Concentrations of melanin and total blood are then determined from the regression coefficients using conversion vectors that are deduced numerically in advance, while oxygen saturation is obtained directly from the regression coefficients. Experiments with a tissue-like agar gel phantom validated the method. In vivo experiments with human skin of the human hand during upper limb occlusion and of the inner forearm exposed to UV irradiation demonstrated the ability of the method to evaluate physiological reactions of human skin tissue.
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
CAD-Based Monte Carlo Neutron Transport KSTAR Analysis for KSTAR
Seo, Geon Ho; Choi, Sung Hoon; Shim, Hyung Jin
2017-09-01
The Monte Carlo (MC) neutron transport analysis for a complex nuclear system such as fusion facility may require accurate modeling of its complicated geometry. In order to take advantage of modeling capability of the computer aided design (CAD) system for the MC neutronics analysis, the Seoul National University MC code, McCARD, has been augmented with a CAD-based geometry processing module by imbedding the OpenCASCADE CAD kernel. In the developed module, the CAD geometry data are internally converted to the constructive solid geometry model with help of the CAD kernel. An efficient cell-searching algorithm is devised for the void space treatment. The performance of the CAD-based McCARD calculations are tested for the Korea Superconducting Tokamak Advanced Research device by comparing with results of the conventional MC calculations using a text-based geometry input.
DEFF Research Database (Denmark)
Salling, Kim Bang; Leleur, Steen
2007-01-01
, where risk analysis is carried out using Monte Carlo simulation. The feasibility risk adopted in the model is based on assigning probability distributions to the uncer-tain model parameters. Two probability distributions are presented, the Erlang and normal distribution respectively assigned......This paper presents an appraisal study of three different airport proposals in Greenland by the use of an adapted version of the Danish CBA-DK model. The assessment model is based on both a deterministic calculation by the use of conventional cost-benefit analysis and a stochastic calculation...... to the construction cost and the travel time sav-ings. The obtained model results aim to provide an input to informed decision-making based on an account of the level of desired risk as concerns feasibility risks. This level is presented as the probability of obtaining at least a benefit-cost ratio of a specified...
International Nuclear Information System (INIS)
Nomura, Yasushi; Tamaki, Hitoshi
1997-01-01
In consideration of application for reprocessing facility, where a variety of causal events such as equipment failure and human error might occur, and the event progression would take place with relatively substantial time delay before getting to the accident stage, a component Monte Carlo program for accident sequence analysis has been developed to pursue chronologically the probabilistic behavior of each component failure and repair in an exact manner. In comparison with analytical formulation and its calculated results, this Monte Carlo technique is shown to predict a reasonable result. Then, taking an example for a sample problem from a German reprocessing facility model, an accident sequence of red-oil explosion in a plutonium evaporator is analyzed to give a comprehensive interpretation about statistic variation range and computer time elapsed for random walk history calculations. Furthermore, to discuss about its applicability for the practical case of plant system with complex component constitution, a possibility of drastic speed-up of computation is shown by parallelization of the computer program. (author)
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%.
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...... SNR due to noise induced bias. The IQML cost function can be “denoised” by eliminating the noise contribution: the resulting algorithm, Denoised IQML (DIQML), gives consistent estimates and outperforms IQML. Furthermore, DIQML is asymptotically globally convergent and hence insensitive...... 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...
Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations.
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
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
Energy Technology Data Exchange (ETDEWEB)
Arampatzis, Georgios, E-mail: garab@math.uoc.gr [Department of Applied Mathematics, University of Crete (Greece); Department of Mathematics and Statistics, University of Massachusetts, Amherst, Massachusetts 01003 (United States); Katsoulakis, Markos A., E-mail: markos@math.umass.edu [Department of Mathematics and Statistics, University of Massachusetts, Amherst, Massachusetts 01003 (United States)
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
An efficient Bayesian data-worth analysis using a multilevel Monte Carlo method
Lu, Dan; Ricciuto, Daniel; Evans, Katherine
2018-03-01
Improving the understanding of subsurface systems and thus reducing prediction uncertainty requires collection of data. As the collection of subsurface data is costly, it is important that the data collection scheme is cost-effective. Design of a cost-effective data collection scheme, i.e., data-worth analysis, requires quantifying model parameter, prediction, and both current and potential data uncertainties. Assessment of these uncertainties in large-scale stochastic subsurface hydrological model simulations using standard Monte Carlo (MC) sampling or surrogate modeling is extremely computationally intensive, sometimes even infeasible. In this work, we propose an efficient Bayesian data-worth analysis using a multilevel Monte Carlo (MLMC) method. Compared to the standard MC that requires a significantly large number of high-fidelity model executions to achieve a prescribed accuracy in estimating expectations, the MLMC can substantially reduce computational costs using multifidelity approximations. Since the Bayesian data-worth analysis involves a great deal of expectation estimation, the cost saving of the MLMC in the assessment can be outstanding. While the proposed MLMC-based data-worth analysis is broadly applicable, we use it for a highly heterogeneous two-phase subsurface flow simulation to select an optimal candidate data set that gives the largest uncertainty reduction in predicting mass flow rates at four production wells. The choices made by the MLMC estimation are validated by the actual measurements of the potential data, and consistent with the standard MC estimation. But compared to the standard MC, the MLMC greatly reduces the computational costs.
Contrast to Noise Ratio and Contrast Detail Analysis in Mammography:A Monte Carlo Study
International Nuclear Information System (INIS)
Metaxas, V; Delis, H; Panayiotakis, G; Kalogeropoulou, C; Zampakis, P
2015-01-01
The mammographic spectrum is one of the major factors affecting image quality in mammography. In this study, a Monte Carlo (MC) simulation model was used to evaluate image quality characteristics of various mammographic spectra. The anode/filter combinations evaluated, were those traditionally used in mammography, for tube voltages between 26 and 30 kVp. The imaging performance was investigated in terms of Contrast to Noise Ratio (CNR) and Contrast Detail (CD) analysis, by involving human observers, utilizing a mathematical CD phantom. Soft spectra provided the best characteristics in terms of both CNR and CD scores, while tube voltage had a limited effect. W-anode spectra filtered with k-edge filters demonstrated an improved performance, that sometimes was better compared to softer x-ray spectra, produced by Mo or Rh anode. Regarding the filter material, k-edge filters showed superior performance compared to Al filters. (paper)
2D Monte Carlo analysis of radiological risk assessment for the food intake in Korea
International Nuclear Information System (INIS)
Jang, Han Ki; Kim, Joo Yeon; Lee, Jai Ki
2008-01-01
Most public health risk assessments assume and combine a series of average, conservative and worst-case values to derive an acceptable point estimate of risk. To improve quality of risk information, insight of uncertainty in the assessments is needed and more emphasis is put on the probabilistic risk assessment. Probabilistic risk assessment studies use probability distributions for one or more variables of the risk equation in order to quantitatively characterize variability and uncertainty. In this study, an advanced technique called the two-dimensional Monte Carlo analysis (2D MCA) is applied to estimation of internal doses from intake of radionuclides in foodstuffs and drinking water in Korea. The variables of the risk model along with the parameters of these variables are described in terms of probability density functions (PDFs). In addition, sensitivity analyses were performed to identify important factors to the radiation doses. (author)
Williams, Jessica L.; Bhat, Ramachandra S.; You, Tung-Han
2012-01-01
The Soil Moisture Active Passive (SMAP) mission will perform soil moisture content and freeze/thaw state observations from a low-Earth orbit. The observatory is scheduled to launch in October 2014 and will perform observations from a near-polar, frozen, and sun-synchronous Science Orbit for a 3-year data collection mission. At launch, the observatory is delivered to an Injection Orbit that is biased below the Science Orbit; the spacecraft will maneuver to the Science Orbit during the mission Commissioning Phase. The delta V needed to maneuver from the Injection Orbit to the Science Orbit is computed statistically via a Monte Carlo simulation; the 99th percentile delta V (delta V99) is carried as a line item in the mission delta V budget. This paper details the simulation and analysis performed to compute this figure and the delta V99 computed per current mission parameters.
Application analysis of Monte Carlo to estimate the capacity of geothermal resources in Lawu Mount
Energy Technology Data Exchange (ETDEWEB)
Supriyadi, E-mail: supriyadi-uno@yahoo.co.nz [Physics, Faculty of Mathematics and Natural Sciences, University of Jember, Jl. Kalimantan Kampus Bumi Tegal Boto, Jember 68181 (Indonesia); Srigutomo, Wahyu [Complex system and earth physics, Faculty of Mathematics and Natural Sciences, Institut Teknologi Bandung, Jl. Ganesha 10, Bandung 40132 (Indonesia); Munandar, Arif [Kelompok Program Penelitian Panas Bumi, PSDG, Badan Geologi, Kementrian ESDM, Jl. Soekarno Hatta No. 444 Bandung 40254 (Indonesia)
2014-03-24
Monte Carlo analysis has been applied in calculation of geothermal resource capacity based on volumetric method issued by Standar Nasional Indonesia (SNI). A deterministic formula is converted into a stochastic formula to take into account the nature of uncertainties in input parameters. The method yields a range of potential power probability stored beneath Lawu Mount geothermal area. For 10,000 iterations, the capacity of geothermal resources is in the range of 139.30-218.24 MWe with the most likely value is 177.77 MWe. The risk of resource capacity above 196.19 MWe is less than 10%. The power density of the prospect area covering 17 km{sup 2} is 9.41 MWe/km{sup 2} with probability 80%.
Contrast to Noise Ratio and Contrast Detail Analysis in Mammography:A Monte Carlo Study
Metaxas, V.; Delis, H.; Kalogeropoulou, C.; Zampakis, P.; Panayiotakis, G.
2015-09-01
The mammographic spectrum is one of the major factors affecting image quality in mammography. In this study, a Monte Carlo (MC) simulation model was used to evaluate image quality characteristics of various mammographic spectra. The anode/filter combinations evaluated, were those traditionally used in mammography, for tube voltages between 26 and 30 kVp. The imaging performance was investigated in terms of Contrast to Noise Ratio (CNR) and Contrast Detail (CD) analysis, by involving human observers, utilizing a mathematical CD phantom. Soft spectra provided the best characteristics in terms of both CNR and CD scores, while tube voltage had a limited effect. W-anode spectra filtered with k-edge filters demonstrated an improved performance, that sometimes was better compared to softer x-ray spectra, produced by Mo or Rh anode. Regarding the filter material, k-edge filters showed superior performance compared to Al filters.
Directory of Open Access Journals (Sweden)
Jacob Anhøj
Full Text Available Run charts are widely used in healthcare improvement, but there is little consensus on how to interpret them. The primary aim of this study was to evaluate and compare the diagnostic properties of different sets of run chart rules. A run chart is a line graph of a quality measure over time. The main purpose of the run chart is to detect process improvement or process degradation, which will turn up as non-random patterns in the distribution of data points around the median. Non-random variation may be identified by simple statistical tests including the presence of unusually long runs of data points on one side of the median or if the graph crosses the median unusually few times. However, there is no general agreement on what defines "unusually long" or "unusually few". Other tests of questionable value are frequently used as well. Three sets of run chart rules (Anhoej, Perla, and Carey rules have been published in peer reviewed healthcare journals, but these sets differ significantly in their sensitivity and specificity to non-random variation. In this study I investigate the diagnostic values expressed by likelihood ratios of three sets of run chart rules for detection of shifts in process performance using random data series. The study concludes that the Anhoej rules have good diagnostic properties and are superior to the Perla and the Carey rules.
Anhøj, Jacob
2015-01-01
Run charts are widely used in healthcare improvement, but there is little consensus on how to interpret them. The primary aim of this study was to evaluate and compare the diagnostic properties of different sets of run chart rules. A run chart is a line graph of a quality measure over time. The main purpose of the run chart is to detect process improvement or process degradation, which will turn up as non-random patterns in the distribution of data points around the median. Non-random variation may be identified by simple statistical tests including the presence of unusually long runs of data points on one side of the median or if the graph crosses the median unusually few times. However, there is no general agreement on what defines "unusually long" or "unusually few". Other tests of questionable value are frequently used as well. Three sets of run chart rules (Anhoej, Perla, and Carey rules) have been published in peer reviewed healthcare journals, but these sets differ significantly in their sensitivity and specificity to non-random variation. In this study I investigate the diagnostic values expressed by likelihood ratios of three sets of run chart rules for detection of shifts in process performance using random data series. The study concludes that the Anhoej rules have good diagnostic properties and are superior to the Perla and the Carey rules.
Directory of Open Access Journals (Sweden)
Guido W. Grimm
2006-01-01
Full Text Available The multi-copy internal transcribed spacer (ITS region of nuclear ribosomal DNA is widely used to infer phylogenetic relationships among closely related taxa. Here we use maximum likelihood (ML and splits graph analyses to extract phylogenetic information from ~ 600 mostly cloned ITS sequences, representing 81 species and subspecies of Acer, and both species of its sister Dipteronia. Additional analyses compared sequence motifs in Acer and several hundred Anacardiaceae, Burseraceae, Meliaceae, Rutaceae, and Sapindaceae ITS sequences in GenBank. We also assessed the effects of using smaller data sets of consensus sequences with ambiguity coding (accounting for within-species variation instead of the full (partly redundant original sequences. Neighbor-nets and bipartition networks were used to visualize conflict among character state patterns. Species clusters observed in the trees and networks largely agree with morphology-based classifications; of de Jong’s (1994 16 sections, nine are supported in neighbor-net and bipartition networks, and ten by sequence motifs and the ML tree; of his 19 series, 14 are supported in networks, motifs, and the ML tree. Most nodes had higher bootstrap support with matrices of 105 or 40 consensus sequences than with the original matrix. Within-taxon ITS divergence did not differ between diploid and polyploid Acer, and there was little evidence of differentiated parental ITS haplotypes, suggesting that concerted evolution in Acer acts rapidly.
Sadigh-Eteghad, Saeed; Majdi, Alireza; Farhoudi, Mehdi; Talebi, Mahnaz; Mahmoudi, Javad
2014-08-15
Alzheimer disease (AD) is a chronic neurological disease, frequently affecting cognitional functions. Recently, a large body of neuro-imaging studies have aimed at finding reliable biomarkers of AD for early diagnosis of disease in contrast with healthy elderlies. We intended to have a meta-analytical study on recent functional neuroimaging studies to find the relationship between cognition in AD patients and normal elderlies. A systematic search was conducted to collect functional neuroimaging studies such as positron emission therapy (PET) and functional magnetic resonance imaging (fMRI) in AD patients and healthy elderlies. The coordinates of regions related to cognition were meta-analyzed using the activation likelihood estimation (ALE) method and Sleuth software. P-value map at the false discovery rate (FDR) of Psize of 200 mm(3) were considered. Data were visualized with MANGO software. Forty-one articles that explored the areas activated during cognition in normal elderly subjects and AD patients were found. According to the findings, left middle frontal gyrus and left precuneus are the most activated areas in cognitional tasks in healthy elderlies and AD patients respectively. In normal elderly subjects and AD patients, comparison of ALE maps and reverse contrast showed that insula and left precuneus were the most activated areas in cognitional aspects respectively. With respect to unification of left precuneus activation in cognitional tasks, it seems that this point can be a hallmark in primary differentiation of AD and healthy individuals. Copyright © 2014 Elsevier B.V. All rights reserved.
Lessler, Justin; Metcalf, C. Jessica E.; Grais, Rebecca F.; Luquero, Francisco J.; Cummings, Derek A. T.; Grenfell, Bryan T.
2011-01-01
Background The performance of routine and supplemental immunization activities is usually measured by the administrative method: dividing the number of doses distributed by the size of the target population. This method leads to coverage estimates that are sometimes impossible (e.g., vaccination of 102% of the target population), and are generally inconsistent with the proportion found to be vaccinated in Demographic and Health Surveys (DHS). We describe a method that estimates the fraction of the population accessible to vaccination activities, as well as within-campaign inefficiencies, thus providing a consistent estimate of vaccination coverage. Methods and Findings We developed a likelihood framework for estimating the effective coverage of vaccination programs using cross-sectional surveys of vaccine coverage combined with administrative data. We applied our method to measles vaccination in three African countries: Ghana, Madagascar, and Sierra Leone, using data from each country's most recent DHS survey and administrative coverage data reported to the World Health Organization. We estimate that 93% (95% CI: 91, 94) of the population in Ghana was ever covered by any measles vaccination activity, 77% (95% CI: 78, 81) in Madagascar, and 69% (95% CI: 67, 70) in Sierra Leone. “Within-activity” inefficiencies were estimated to be low in Ghana, and higher in Sierra Leone and Madagascar. Our model successfully fits age-specific vaccination coverage levels seen in DHS data, which differ markedly from those predicted by naïve extrapolation from country-reported and World Health Organization–adjusted vaccination coverage. Conclusions Combining administrative data with survey data substantially improves estimates of vaccination coverage. Estimates of the inefficiency of past vaccination activities and the proportion not covered by any activity allow us to more accurately predict the results of future activities and provide insight into the ways in which
Lessler, Justin; Metcalf, C Jessica E; Grais, Rebecca F; Luquero, Francisco J; Cummings, Derek A T; Grenfell, Bryan T
2011-10-01
The performance of routine and supplemental immunization activities is usually measured by the administrative method: dividing the number of doses distributed by the size of the target population. This method leads to coverage estimates that are sometimes impossible (e.g., vaccination of 102% of the target population), and are generally inconsistent with the proportion found to be vaccinated in Demographic and Health Surveys (DHS). We describe a method that estimates the fraction of the population accessible to vaccination activities, as well as within-campaign inefficiencies, thus providing a consistent estimate of vaccination coverage. We developed a likelihood framework for estimating the effective coverage of vaccination programs using cross-sectional surveys of vaccine coverage combined with administrative data. We applied our method to measles vaccination in three African countries: Ghana, Madagascar, and Sierra Leone, using data from each country's most recent DHS survey and administrative coverage data reported to the World Health Organization. We estimate that 93% (95% CI: 91, 94) of the population in Ghana was ever covered by any measles vaccination activity, 77% (95% CI: 78, 81) in Madagascar, and 69% (95% CI: 67, 70) in Sierra Leone. "Within-activity" inefficiencies were estimated to be low in Ghana, and higher in Sierra Leone and Madagascar. Our model successfully fits age-specific vaccination coverage levels seen in DHS data, which differ markedly from those predicted by naïve extrapolation from country-reported and World Health Organization-adjusted vaccination coverage. Combining administrative data with survey data substantially improves estimates of vaccination coverage. Estimates of the inefficiency of past vaccination activities and the proportion not covered by any activity allow us to more accurately predict the results of future activities and provide insight into the ways in which vaccination programs are failing to meet their goals. Please
Directory of Open Access Journals (Sweden)
Justin Lessler
2011-10-01
Full Text Available The performance of routine and supplemental immunization activities is usually measured by the administrative method: dividing the number of doses distributed by the size of the target population. This method leads to coverage estimates that are sometimes impossible (e.g., vaccination of 102% of the target population, and are generally inconsistent with the proportion found to be vaccinated in Demographic and Health Surveys (DHS. We describe a method that estimates the fraction of the population accessible to vaccination activities, as well as within-campaign inefficiencies, thus providing a consistent estimate of vaccination coverage.We developed a likelihood framework for estimating the effective coverage of vaccination programs using cross-sectional surveys of vaccine coverage combined with administrative data. We applied our method to measles vaccination in three African countries: Ghana, Madagascar, and Sierra Leone, using data from each country's most recent DHS survey and administrative coverage data reported to the World Health Organization. We estimate that 93% (95% CI: 91, 94 of the population in Ghana was ever covered by any measles vaccination activity, 77% (95% CI: 78, 81 in Madagascar, and 69% (95% CI: 67, 70 in Sierra Leone. "Within-activity" inefficiencies were estimated to be low in Ghana, and higher in Sierra Leone and Madagascar. Our model successfully fits age-specific vaccination coverage levels seen in DHS data, which differ markedly from those predicted by naïve extrapolation from country-reported and World Health Organization-adjusted vaccination coverage.Combining administrative data with survey data substantially improves estimates of vaccination coverage. Estimates of the inefficiency of past vaccination activities and the proportion not covered by any activity allow us to more accurately predict the results of future activities and provide insight into the ways in which vaccination programs are failing to meet their
Directory of Open Access Journals (Sweden)
Seong-Hwan Yoon
2017-05-01
Full Text Available An objective measure of building energy performance is crucial for performance assessment and rational decision making on energy retrofits and policies of existing buildings. One of the most popular measures of building energy performance benchmarking is Energy Use Intensity (EUI, kwh/m2. While EUI is simple to understand, it only represents the amount of consumed energy per unit floor area rather than the real performance of a building. In other words, it cannot take into account building services such as operation hours, comfortable environment, etc. EUI is often misinterpreted by assuming that a lower EUI for a building implies better energy performance, which may not actually be the case if many of the building services are not considered. In order to overcome this limitation, this paper presents Data Envelopment Analysis (DEA coupled with Monte Carlo sampling. DEA is a data-driven and non-parametric performance measurement method. DEA can quantify the performance of a given building given multiple inputs and multiple outputs. In this study, two existing office buildings were selected. For energy performance benchmarking, 1000 virtual peer buildings were generated from a Monte Carlo sampling and then simulated using EnergyPlus. Based on a comparison between DEA-based and EUI-based benchmarking, it is shown that DEA is more performance-oriented, objective, and rational since DEA can take into account input (energy used to provide the services used in a building and output (level of services provided by a building. It is shown that DEA can be an objective building energy benchmarking method, and can be used to identify low energy performance buildings.
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…
Monte Carlo Analysis of the Battery-Type High Temperature Gas Cooled Reactor
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.
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
On the likelihood function of Gaussian max-stable processes
Genton, M. G.
2011-05-24
We derive a closed form expression for the likelihood function of a Gaussian max-stable process indexed by ℝd at p≤d+1 sites, d≥1. We demonstrate the gain in efficiency in the maximum composite likelihood estimators of the covariance matrix from p=2 to p=3 sites in ℝ2 by means of a Monte Carlo simulation study. © 2011 Biometrika Trust.
Maximum Likelihood Fusion Model
2014-08-09
Symposium of Robotics Re- search. Sienna, Italy: Springer, 2003. [12] D. Hall and J. Llinas, “An introduction to multisensor data fusion ,” Proceed- ings of...a data fusion approach for combining Gaussian metric models of an environment constructed by multiple agents that operate outside of a global... data fusion , hypothesis testing,maximum likelihood estimation, mobile robot navigation REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT
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.
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.
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 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.
International Nuclear Information System (INIS)
Hyung, Jin Shim; Beom, Seok Han; Chang, Hyo Kim
2003-01-01
Monte Carlo (MC) power method based on the fixed number of fission sites at the beginning of each cycle is known to cause biases in the variances of the k-eigenvalue (keff) and the fission reaction rate estimates. Because of the biases, the apparent variances of keff and the fission reaction rate estimates from a single MC run tend to be smaller or larger than the real variances of the corresponding quantities, depending on the degree of the inter-generational correlation of the sample. We demonstrate this through a numerical experiment involving 100 independent MC runs for the neutronics analysis of a 17 x 17 fuel assembly of a pressurized water reactor (PWR). We also demonstrate through the numerical experiment that Gelbard and Prael's batch method and Ueki et al's covariance estimation method enable one to estimate the approximate real variances of keff and the fission reaction rate estimates from a single MC run. We then show that the use of the approximate real variances from the two-bias predicting methods instead of the apparent variances provides an efficient MC power iteration scheme that is required in the MC neutronics analysis of a real system to determine the pin power distribution consistent with the thermal hydraulic (TH) conditions of individual pins of the system. (authors)
A comparison of Bayesian and Monte Carlo sensitivity analysis for unmeasured confounding.
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.
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...
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.
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.)
National Research Council Canada - National Science Library
Neuman, S. P
2002-01-01
.... Our objective was to avoid the need for either Monte Carlo simulation or upscaling, by developing ways to render predictions and uncertainty assessments directly, in a computationally efficient and accurate manner...
International Nuclear Information System (INIS)
Saltelli, Andrea
1994-01-01
1 - Description of program or function - The PREP program (data PRE Processing Unit) prepares samples for a Monte Carlo simulation using the distribution functions of the input variables. Any degree of correlation among the variables can be requested in the input. The SPOP program (Statistics Post Processing Unit) is used for performing uncertainty analysis and sensitivity analysis on the output of the simulation runs. SPOP provides for each output variable - a histogram and cumulative distribution; - confidence bounds on the cumulative distribution; - mean and confidence bounds on the mean; - estimate of the sensitivity of each output variable to card input variable. 2 - Method of solution: The sampling in PREP can be carried out purely random or by using the Latin Hypercube Technique (LHS). The technique of Iman and Conover is used to eliminate spurious correlations or to impose pre-specified correlations. The prepared samples are stored on an external file for further use. SPOP uses Kolmogorov statistics for estimating confidence bounds on the cumulative distribution and the Tschebyscheff's theorem for the mean end confidence bounds on the mean. The estimation of sensitivities are carried out using: - Smirnov's test; - Spearman's test; - Cramer test; - Two sample T test; - Kendall's test; - Mann-Whitney's test; - Klotz's test; - Sum of squared ranks' test
Understanding product cost vs. performance through an in-depth system Monte Carlo analysis
Sanson, Mark C.
2017-08-01
The manner in which an optical system is toleranced and compensated greatly affects the cost to build it. By having a detailed understanding of different tolerance and compensation methods, the end user can decide on the balance of cost and performance. A detailed phased approach Monte Carlo analysis can be used to demonstrate the tradeoffs between cost and performance. In complex high performance optical systems, performance is fine-tuned by making adjustments to the optical systems after they are initially built. This process enables the overall best system performance, without the need for fabricating components to stringent tolerance levels that often can be outside of a fabricator's manufacturing capabilities. A good performance simulation of as built performance can interrogate different steps of the fabrication and build process. Such a simulation may aid the evaluation of whether the measured parameters are within the acceptable range of system performance at that stage of the build process. Finding errors before an optical system progresses further into the build process saves both time and money. Having the appropriate tolerances and compensation strategy tied to a specific performance level will optimize the overall product cost.
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)
Monte Carlo Simulation to Estimate Likelihood of Direct Lightning Strikes
Mata, Carlos; Medelius, Pedro
2008-01-01
A software tool has been designed to quantify the lightning exposure at launch sites of the stack at the pads under different configurations. In order to predict lightning strikes to generic structures, this model uses leaders whose origins (in the x-y plane) are obtained from a 2D random, normal distribution.
Del Re, A C; Flückiger, Christoph; Horvath, Adam O; Symonds, Dianne; Wampold, Bruce E
2012-11-01
Although the relationship between the therapeutic alliance and outcome has been supported consistently across several studies and meta-analyses, there is less known about how the patient and therapist contribute to this relationship. The purpose of this present meta-analysis was to (1) test for therapist effects in the alliance-outcome correlation and (2) extend the findings of previous research by examining several potential confounds/covariates of this relationship. A random effects analysis examined several moderators of the alliance-outcome correlation. These included (a) patient-therapist ratio (patient N divided by therapist N), (b) alliance and outcome rater (patient, therapist, and observer), (c) alliance measure, (d) research design and (e) DSM IV Axis II diagnosis. The patient-therapist ratio (PTR) was a significant moderator of the alliance-outcome correlation. Controlling for several potential confounds in a multi-predictor meta-regression, including rater of alliance, research design, percentage of patient Axis II diagnoses, rater of outcome and alliance measure, PTR remained a significant moderator of the alliance-outcome correlation. Corroborating previous research, therapist variability in the alliance appears to be more important than patient variability for improved patient outcomes. This relationship remains significant even when simultaneously controlling for several potential covariates of this relationship. Published by Elsevier Ltd.
Model fit after pairwise maximum likelihood
Directory of Open Access Journals (Sweden)
M. T. eBarendse
2016-04-01
Full Text Available Maximum likelihood factor analysis of discrete data within the structural equation modeling framework rests on the assumption that the observed discrete responses are manifestations of underlying continuous scores that are normally distributed. As maximizing the likelihood of multivariate response patterns is computationally very intensive, the sum of the log--likelihoods of the bivariate response patterns is maximized instead. Little is yet known about how to assess model fit when the analysis is based on such a pairwise maximum likelihood (PML of two--way contingency tables. We propose new fit criteria for the PML method and conduct a simulation study to evaluate their performance in model selection. With large sample sizes (500 or more, PML performs as well the robust weighted least squares analysis of polychoric correlations.
A Monte Carlo approach to Beryllium-7 solar neutrino analysis with KamLAND
Grant, Christopher Peter
Terrestrial measurements of neutrinos produced by the Sun have been of great interest for over half a century because of their ability to test the accuracy of solar models. The first solar neutrinos detected with KamLAND provided a measurement of the 8B solar neutrino interaction rate above an analysis threshold of 5.5 MeV. This work describes efforts to extend KamLAND's detection sensitivity to solar neutrinos below 1 MeV, more specifically, those produced with an energy of 0.862 MeV from the 7Be electron-capture decay. Many of the difficulties in measuring solar neutrinos below 1 MeV arise from backgrounds caused abundantly by both naturally occurring, and man-made, radioactive nuclides. The primary nuclides of concern were 210Bi, 85Kr, and 39Ar. Since May of 2007, the KamLAND experiment has undergone two separate purification campaigns. During both campaigns a total of 5.4 ktons (about 6440 m3) of scintillator was circulated through a purification system, which utilized fractional distillation and nitrogen purging. After the purification campaign, reduction factors of 1.5 x 103 for 210Bi and 6.5 x 10 4 for 85Kr were observed. The reduction of the backgrounds provided a unique opportunity to observe the 7Be solar neutrino rate in KamLAND. An observation required detailed knowledge of the detector response at low energies, and to accomplish this, a full detector Monte Carlo simulation, called KLG4sim, was utilized. The optical model of the simulation was tuned to match the detector response observed in data after purification, and the software was optimized for the simulation of internal backgrounds used in the 7Be solar neutrino analysis. The results of this tuning and estimates from simulations of the internal backgrounds and external backgrounds caused by radioactivity on the detector components are presented. The first KamLAND analysis based on Monte Carlo simulations in the energy region below 2 MeV is shown here. The comparison of the chi2 between the null
Likelihood Analysis of the pMSSM11 in Light of LHC 13-TeV Data arXiv
Bagnaschi, E.; Borsato, M.; Buchmueller, O.; Citron, M.; Costa, J.; De Roeck, A.; Dolan, M.J.; Ellis, J.R.; Flächer, H.; Heinemeyer, S.; Lucio, M.; Santos, D. Martínez; Olive, K.A.; Richards, A.; Spanos, V.C.; Fernández, I. Suárez; Weiglein, G.
We use MasterCode to perform a frequentist analysis of the constraints on a phenomenological MSSM model with 11 parameters, the pMSSM11, including constraints from ~ 36/fb of LHC data at 13 TeV and PICO, XENON1T and PandaX-II searches for dark matter scattering, as well as previous accelerator and astrophysical measurements, presenting fits both with and without the $(g-2)_{\\mu}$ constraint. The pMSSM11 is specified by the following parameters: 3 gaugino masses $M_{1,2,3}$, a common mass for the first-and second-generation squarks $m_{\\tilde{q}}$ and a distinct third-generation squark mass $m_{\\tilde{q}_3}$, a common mass for the first-and second-generation sleptons $m_{\\tilde l}$ and a distinct third-generation slepton mass $m_{\\tilde \\tau}$, a common trilinear mixing parameter $A$, the Higgs mixing parameter $\\mu$, the pseudoscalar Higgs mass $M_A$ and $\\tan\\beta$. In the fit including $(g-2)_{\\mu}$, a Bino-like $\\tilde\\chi^0_1$ is preferred, whereas a Higgsino-like $\\tilde \\chi^0_1$ is favoured when the $(...
Wu, Haiyan; Luo, Yi; Feng, Chunliang
2016-12-01
People often align their behaviors with group opinions, known as social conformity. Many neuroscience studies have explored the neuropsychological mechanisms underlying social conformity. Here we employed a coordinate-based meta-analysis on neuroimaging studies of social conformity with the purpose to reveal the convergence of the underlying neural architecture. We identified a convergence of reported activation foci in regions associated with normative decision-making, including ventral striatum (VS), dorsal posterior medial frontal cortex (dorsal pMFC), and anterior insula (AI). Specifically, consistent deactivation of VS and activation of dorsal pMFC and AI are identified when people's responses deviate from group opinions. In addition, the deviation-related responses in dorsal pMFC predict people's conforming behavioral adjustments. These are consistent with current models that disagreement with others might evoke "error" signals, cognitive imbalance, and/or aversive feelings, which are plausibly detected in these brain regions as control signals to facilitate subsequent conforming behaviors. Finally, group opinions result in altered neural correlates of valuation, manifested as stronger responses of VS to stimuli endorsed than disliked by others. Copyright Â© 2016 Elsevier Ltd. All rights reserved.
Earthquake likelihood model testing
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
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
Energy Technology Data Exchange (ETDEWEB)
Qi, Jinyi; Klein, Gregory J.; Huesman, Ronald H.
2000-10-01
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.
Nguyen, H. K.; Mankowski, J.; Dickens, J. C.; Neuber, A. A.; Joshi, R. P.
2017-12-01
Calculations of electron impact ionization of nitrogen gas at atmospheric pressure are presented based on the kinetic Monte Carlo technique. The emphasis is on energy partitioning between primary and secondary electrons, and three different energy sharing schemes have been evaluated. The ionization behavior is based on Wannier's classical treatment. Our Monte Carlo results for the field-dependent drift velocities match the available experimental data. More interestingly, the field-dependent first Townsend coefficient predicted by the Monte Carlo calculations is shown to be in close agreement with reported data for E/N values ranging as high as 4000 Td, only when a random assignment of excess energies between the primary and secondary particles is used.
International Nuclear Information System (INIS)
Choi, Sung Hoon; Kwark, Min Su; Shim, Hyung Jin
2012-01-01
As The Monte Carlo (MC) particle transport analysis for a complex system such as research reactor, accelerator, and fusion facility may require accurate modeling of the complicated geometry. Its manual modeling by using the text interface of a MC code to define the geometrical objects is tedious, lengthy and error-prone. This problem can be overcome by taking advantage of modeling capability of the computer aided design (CAD) system. There have been two kinds of approaches to develop MC code systems utilizing the CAD data: the external format conversion and the CAD kernel imbedded MC simulation. The first approach includes several interfacing programs such as McCAD, MCAM, GEOMIT etc. which were developed to automatically convert the CAD data into the MCNP geometry input data. This approach makes the most of the existing MC codes without any modifications, but implies latent data inconsistency due to the difference of the geometry modeling system. In the second approach, a MC code utilizes the CAD data for the direct particle tracking or the conversion to an internal data structure of the constructive solid geometry (CSG) and/or boundary representation (B-rep) modeling with help of a CAD kernel. MCNP-BRL and OiNC have demonstrated their capabilities of the CAD-based MC simulations. Recently we have developed a CAD-based geometry processing module for the MC particle simulation by using the OpenCASCADE (OCC) library. In the developed module, CAD data can be used for the particle tracking through primitive CAD surfaces (hereafter the CAD-based tracking) or the internal conversion to the CSG data structure. In this paper, the performances of the text-based model, the CAD-based tracking, and the internal CSG conversion are compared by using an in-house MC code, McSIM, equipped with the developed CAD-based geometry processing module
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)
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.
Neutron dose rate analysis on HTGR-10 reactor using Monte Carlo code
Suwoto; Adrial, H.; Hamzah, A.; Zuhair; Bakhri, S.; Sunaryo, G. R.
2018-02-01
The HTGR-10 reactor is cylinder-shaped core fuelled with kernel TRISO coated fuel particles in the spherical pebble with helium cooling system. The outlet helium gas coolant temperature outputted from the reactor core is designed to 700 °C. One advantage HTGR type reactor is capable of co-generation, as an addition to generating electricity, the reactor was designed to produce heat at high temperature can be used for other processes. The spherical fuel pebble contains 8335 TRISO UO2 kernel coated particles with enrichment of 10% and 17% are dispersed in a graphite matrix. The main purpose of this study was to analysis the distribution of neutron dose rates generated from HTGR-10 reactors. The calculation and analysis result of neutron dose rate in the HTGR-10 reactor core was performed using Monte Carlo MCNP5v1.6 code. The problems of double heterogeneity in kernel fuel coated particles TRISO and spherical fuel pebble in the HTGR-10 core are modelled well with MCNP5v1.6 code. The neutron flux to dose conversion factors taken from the International Commission on Radiological Protection (ICRP-74) was used to determine the dose rate that passes through the active core, reflectors, core barrel, reactor pressure vessel (RPV) and a biological shield. The calculated results of neutron dose rate with MCNP5v1.6 code using a conversion factor of ICRP-74 (2009) for radiation workers in the radial direction on the outside of the RPV (radial position = 220 cm from the center of the patio HTGR-10) provides the respective value of 9.22E-4 μSv/h and 9.58E-4 μSv/h for enrichment 10% and 17%, respectively. The calculated values of neutron dose rates are compliant with BAPETEN Chairman’s Regulation Number 4 Year 2013 on Radiation Protection and Safety in Nuclear Energy Utilization which sets the limit value for the average effective dose for radiation workers 20 mSv/year or 10μSv/h. Thus the protection and safety for radiation workers to be safe from the radiation source has
A Bayesian analysis of rare B decays with advanced Monte Carlo methods
Energy Technology Data Exchange (ETDEWEB)
Beaujean, Frederik
2012-11-12
Searching for new physics in rare B meson decays governed by b {yields} s transitions, we perform a model-independent global fit of the short-distance couplings C{sub 7}, C{sub 9}, and C{sub 10} of the {Delta}B=1 effective field theory. We assume the standard-model set of b {yields} s{gamma} and b {yields} sl{sup +}l{sup -} operators with real-valued C{sub i}. A total of 59 measurements by the experiments BaBar, Belle, CDF, CLEO, and LHCb of observables in B{yields}K{sup *}{gamma}, B{yields}K{sup (*)}l{sup +}l{sup -}, and B{sub s}{yields}{mu}{sup +}{mu}{sup -} decays are used in the fit. Our analysis is the first of its kind to harness the full power of the Bayesian approach to probability theory. All main sources of theory uncertainty explicitly enter the fit in the form of nuisance parameters. We make optimal use of the experimental information to simultaneously constrain theWilson coefficients as well as hadronic form factors - the dominant theory uncertainty. Generating samples from the posterior probability distribution to compute marginal distributions and predict observables by uncertainty propagation is a formidable numerical challenge for two reasons. First, the posterior has multiple well separated maxima and degeneracies. Second, the computation of the theory predictions is very time consuming. A single posterior evaluation requires O(1s), and a few million evaluations are needed. Population Monte Carlo (PMC) provides a solution to both issues; a mixture density is iteratively adapted to the posterior, and samples are drawn in a massively parallel way using importance sampling. The major shortcoming of PMC is the need for cogent knowledge of the posterior at the initial stage. In an effort towards a general black-box Monte Carlo sampling algorithm, we present a new method to extract the necessary information in a reliable and automatic manner from Markov chains with the help of hierarchical clustering. Exploiting the latest 2012 measurements, the fit
Effect of lag time distribution on the lag phase of bacterial growth - a Monte Carlo analysis
The objective of this study is to use Monte Carlo simulation to evaluate the effect of lag time distribution of individual bacterial cells incubated under isothermal conditions on the development of lag phase. The growth of bacterial cells of the same initial concentration and mean lag phase durati...
Predictive uncertainty analysis of a saltwater intrusion model using null-space Monte Carlo
DEFF Research Database (Denmark)
Herckenrath, Daan; Langevin, Christian D.; Doherty, John
2011-01-01
Because of the extensive computational burden and perhaps a lack of awareness of existing methods, rigorous uncertainty analyses are rarely conducted for variable-density flow and transport models. For this reason, a recently developed null-space Monte Carlo (NSMC) method for quantifying prediction...
Analysis of the distribution of X-ray characteristic production using the Monte Carlo methods
International Nuclear Information System (INIS)
Del Giorgio, Marcelo; Brizuela, Horacio; Riveros, J.A.
1987-01-01
The Monte Carlo method has been applied for the simulation of electron trajectories in a bulk sample, and therefore for the distribution of signals produced in an electron microprobe. Results for the function φ(ρz) are compared with experimental data. Some conclusions are drawn with respect to the parameters involved in the gaussian model. (Author) [es
Predictive uncertainty analysis of a saltwater intrusion model using null-space Monte Carlo
Herckenrath, Daan; Langevin, Christian D.; Doherty, John
2011-01-01
Because of the extensive computational burden and perhaps a lack of awareness of existing methods, rigorous uncertainty analyses are rarely conducted for variable-density flow and transport models. For this reason, a recently developed null-space Monte Carlo (NSMC) method for quantifying prediction uncertainty was tested for a synthetic saltwater intrusion model patterned after the Henry problem. Saltwater intrusion caused by a reduction in fresh groundwater discharge was simulated for 1000 randomly generated hydraulic conductivity distributions, representing a mildly heterogeneous aquifer. From these 1000 simulations, the hydraulic conductivity distribution giving rise to the most extreme case of saltwater intrusion was selected and was assumed to represent the "true" system. Head and salinity values from this true model were then extracted and used as observations for subsequent model calibration. Random noise was added to the observations to approximate realistic field conditions. The NSMC method was used to calculate 1000 calibration-constrained parameter fields. If the dimensionality of the solution space was set appropriately, the estimated uncertainty range from the NSMC analysis encompassed the truth. Several variants of the method were implemented to investigate their effect on the efficiency of the NSMC method. Reducing the dimensionality of the null-space for the processing of the random parameter sets did not result in any significant gains in efficiency and compromised the ability of the NSMC method to encompass the true prediction value. The addition of intrapilot point heterogeneity to the NSMC process was also tested. According to a variogram comparison, this provided the same scale of heterogeneity that was used to generate the truth. However, incorporation of intrapilot point variability did not make a noticeable difference to the uncertainty of the prediction. With this higher level of heterogeneity, however, the computational burden of
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.
Monte Carlo analysis of an ODE Model of the Sea Urchin Endomesoderm Network
Directory of Open Access Journals (Sweden)
Klipp Edda
2009-08-01
Full Text Available Abstract Background Gene Regulatory Networks (GRNs control the differentiation, specification and function of cells at the genomic level. The levels of interactions within large GRNs are of enormous depth and complexity. Details about many GRNs are emerging, but in most cases it is unknown to what extent they control a given process, i.e. the grade of completeness is uncertain. This uncertainty stems from limited experimental data, which is the main bottleneck for creating detailed dynamical models of cellular processes. Parameter estimation for each node is often infeasible for very large GRNs. We propose a method, based on random parameter estimations through Monte-Carlo simulations to measure completeness grades of GRNs. Results We developed a heuristic to assess the completeness of large GRNs, using ODE simulations under different conditions and randomly sampled parameter sets to detect parameter-invariant effects of perturbations. To test this heuristic, we constructed the first ODE model of the whole sea urchin endomesoderm GRN, one of the best studied large GRNs. We find that nearly 48% of the parameter-invariant effects correspond with experimental data, which is 65% of the expected optimal agreement obtained from a submodel for which kinetic parameters were estimated and used for simulations. Randomized versions of the model reproduce only 23.5% of the experimental data. Conclusion The method described in this paper enables an evaluation of network topologies of GRNs without requiring any parameter values. The benefit of this method is exemplified in the first mathematical analysis of the complete Endomesoderm Network Model. The predictions we provide deliver candidate nodes in the network that are likely to be erroneous or miss unknown connections, which may need additional experiments to improve the network topology. This mathematical model can serve as a scaffold for detailed and more realistic models. We propose that our method can
Modified Monte Carlo program for SAND-II with solution weighting and error analysis
International Nuclear Information System (INIS)
Oster, C.A.; McElroy, W.N.; Simons, R.L.; Lippincott, E.P.; Odette, G.R.
1976-08-01
In previous versions of the SAND-II and Monte Carlo codes, uncertainty data for both measured activities and cross sections were used only in a statistical sense for error propagation studies. These versions used an equal uncertainty procedure for weighting each foil. An in-depth study is presented of different weighting procedures utilizing available uncertainty data to obtain a ''most appropriate'' SAND-II solution flux spectrum. Based on this study, an improved and modified SAND-II Monte Carlo code has been developed. Development of the new code was based on extensive computer runs involving data from 21 foils irradiated in CFRMF as a part of the Interlaboratory LMFBR Reaction Rate (ILRR) program
Monte Carlo Analysis of the Accelerator-Driven System at Kyoto University Research Reactor Institute
Directory of Open Access Journals (Sweden)
Wonkyeong Kim
2016-04-01
Full Text Available An accelerator-driven system consists of a subcritical reactor and a controllable external neutron source. The reactor in an accelerator-driven system can sustain fission reactions in a subcritical state using an external neutron source, which is an intrinsic safety feature of the system. The system can provide efficient transmutations of nuclear wastes such as minor actinides and long-lived fission products and generate electricity. Recently at Kyoto University Research Reactor Institute (KURRI; Kyoto, Japan, a series of reactor physics experiments was conducted with the Kyoto University Critical Assembly and a Cockcroft–Walton type accelerator, which generates the external neutron source by deuterium–tritium reactions. In this paper, neutronic analyses of a series of experiments have been re-estimated by using the latest Monte Carlo code and nuclear data libraries. This feasibility study is presented through the comparison of Monte Carlo simulation results with measurements.
Evaluation of CASMO-3 and HELIOS for Fuel Assembly Analysis from Monte Carlo Code
Energy Technology Data Exchange (ETDEWEB)
Shim, Hyung Jin; Song, Jae Seung; Lee, Chung Chan
2007-05-15
This report presents a study comparing deterministic lattice physics calculations with Monte Carlo calculations for LWR fuel pin and assembly problems. The study has focused on comparing results from the lattice physics code CASMO-3 and HELIOS against those from the continuous-energy Monte Carlo code McCARD. The comparisons include k{sub inf}, isotopic number densities, and pin power distributions. The CASMO-3 and HELIOS calculations for the k{sub inf}'s of the LWR fuel pin problems show good agreement with McCARD within 956pcm and 658pcm, respectively. For the assembly problems with Gadolinia burnable poison rods, the largest difference between the k{sub inf}'s is 1463pcm with CASMO-3 and 1141pcm with HELIOS. RMS errors for the pin power distributions of CASMO-3 and HELIOS are within 1.3% and 1.5%, respectively.
Monte-Carlo simulation and microdosimetry analysis of an α-particle source for cell irradiation
International Nuclear Information System (INIS)
Belchior, A.; Teles, P.; Vaz, P.; Peralta, L.; Almeida, P.
2010-01-01
The application of Monte Carlo methods to microdosimetry is an open issue. We used the MCNPX Monte Carlo code for the assessment of several physical parameters of relevance in microdosimetry. These parameters, such as dose distribution and linear energy transfer are evaluated through the irradiation of a cell-monolayer. In this work, we report on the computational results obtained for energy and linear energy and transfer (LET) spectra in a monolayer. These results were obtained using MCNPX and compared to the results obtained with the Stopping and Range of Ions in Matter (SRIM), a computational tool that solves the transport equation of alpha particles using analytical methods. The simulation results were compared to experimental data. In order to do this, we used an experimental setup consisting of an α-particle irradiator using a 210 Po radioactive source was calibrated using a barrier surface detector of Si(Li) under specific conditions, for cell irradiation. A Monte-Carlo model of the experimental setup was implemented using MCNPX. In order to perform a detailed and realistic simulation, all the experimental conditions were taken into account. The main challenges of this simulation arise from the geometry of the experimental setup which involves different layers of materials with micrometric thickness, imposing stringent requirements on the tracking of the α-particles at the micrometer level. Also, the use of biological material means that many additional parameters, such as tissue non-homogeneity, must be taken into account. Monte-Carlo results are in good agreement with experimental data. Sources of discrepancy between the computational results and measurements are analyzed. (author)
Leung, Gabriel M; Woo, Pauline P S; McGhee, Sarah M; Cheung, Annie N Y; Fan, Susan; Mang, Oscar; Thach, Thuan Q; Ngan, Hextan Y S
2006-08-01
To examine the secular effects of opportunistic screening for cervical cancer in a rich, developed community where most other such populations have long adopted organised screening. The analysis was based on 15 140 cases of invasive cervical cancer from 1972 to 2001. The effects of chronological age, time period, and birth cohort were decomposed using both maximum likelihood and Bayesian methods. The overall age adjusted incidence decreased from 24.9 in 1972-74 to 9.5 per 100,000 in 1999-2001, in a log-linear fashion, yielding an average annual reduction of 4.0% (p1920s cohort curve representing an age-period interaction masquerading as a cohort change that denotes the first availability of Pap testing during the 1960s concentrated among women in their 40s; (2) a hook around the calendar years 1982-83 when cervical cytology became a standard screening test for pregnant women. Hong Kong's cervical cancer rates have declined since Pap tests first became available in the 1960s, most probably because of increasing population coverage over time and in successive generations in a haphazard fashion and punctuated by the systematic introduction of routine cytology as part of antenatal care in the 1980s.
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
Li, Ruijie; Ding, Shengli; Dang, Anhong
2017-05-01
This paper investigates a detection scheme without channel state information for wireless optical communication systems. Employing conventional on-off keying signals, we supposed that conditional probability density function P(r|0) is much bigger than P(r|1) when r<0. Under this assumption, the suboptimal maximum likelihood scheme is obtained by utilizing the probability density function without channel information. Theoretical analysis shows the performance of the proposed scheme is close to the maximum likelihood symbol-by-symbol detection. Compared with the maximum likelihood symbol by symbol detection, Monte Carlo simulations show that the performance of the proposed scheme is about 0.62 dB loss for a gamma-gamma channel with a Rytov variance of 1 at the signal-to-noise ratio of 2 dB, but the efficient algorithm makes the real-time implementation of detection based on maximum likelihood feasible. Besides, the experiment is set up under 2 Gbps, and the experimental results match well with that of the theory and simulation.
Directory of Open Access Journals (Sweden)
Cosimo eUrgesi
2014-05-01
Full Text Available Several neurophysiologic and neuroimaging studies suggested that motor and perceptual systems are tightly linked along a continuum rather than providing segregated mechanisms supporting different functions. Using correlational approaches, these studies demonstrated that action observation activates not only visual but also motor brain regions. On the other hand, brain stimulation and brain lesion evidence allows tackling the critical question of whether our action representations are necessary to perceive and understand others’ actions. In particular, recent neuropsychological studies have shown that patients with temporal, parietal and frontal lesions exhibit a number of possible deficits in the visual perception and the understanding of others’ actions. The specific anatomical substrates of such neuropsychological deficits however are still a matter of debate. Here we review the existing literature on this issue and perform an anatomic likelihood estimation meta-analysis of studies using lesion-symptom mapping methods on the causal relation between brain lesions and non-linguistic action perception and understanding deficits. The meta-analysis encompassed data from 361 patients tested in 11 studies and identified regions in the inferior frontal cortex, the inferior parietal cortex and the middle/superior temporal cortex, whose damage is consistently associated with poor performance in action perception and understanding tasks across studies. Interestingly, these areas correspond to the three nodes of the action observation network that are strongly activated in response to visual action perception in neuroimaging research and that have been targeted in previous brain stimulation studies. Thus, brain lesion mapping research provides converging causal evidence that premotor, parietal and temporal regions play a crucial role in action recognition and understanding.
International Nuclear Information System (INIS)
Lagerlöf, Jakob H.; Kindblom, Jon; Bernhardt, Peter
2014-01-01
Purpose: To construct a Monte Carlo (MC)-based simulation model for analyzing the dependence of tumor oxygen distribution on different variables related to tumor vasculature [blood velocity, vessel-to-vessel proximity (vessel proximity), and inflowing oxygen partial pressure (pO 2 )]. Methods: A voxel-based tissue model containing parallel capillaries with square cross-sections (sides of 10 μm) was constructed. Green's function was used for diffusion calculations and Michaelis-Menten's kinetics to manage oxygen consumption. The model was tuned to approximately reproduce the oxygenational status of a renal carcinoma; the depth oxygenation curves (DOC) were fitted with an analytical expression to facilitate rapid MC simulations of tumor oxygen distribution. DOCs were simulated with three variables at three settings each (blood velocity, vessel proximity, and inflowing pO 2 ), which resulted in 27 combinations of conditions. To create a model that simulated variable oxygen distributions, the oxygen tension at a specific point was randomly sampled with trilinear interpolation in the dataset from the first simulation. Six correlations between blood velocity, vessel proximity, and inflowing pO 2 were hypothesized. Variable models with correlated parameters were compared to each other and to a nonvariable, DOC-based model to evaluate the differences in simulated oxygen distributions and tumor radiosensitivities for different tumor sizes. Results: For tumors with radii ranging from 5 to 30 mm, the nonvariable DOC model tended to generate normal or log-normal oxygen distributions, with a cut-off at zero. The pO 2 distributions simulated with the six-variable DOC models were quite different from the distributions generated with the nonvariable DOC model; in the former case the variable models simulated oxygen distributions that were more similar to in vivo results found in the literature. For larger tumors, the oxygen distributions became truncated in the lower
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)
The applicability of certain Monte Carlo methods to the analysis of interacting polymers
Energy Technology Data Exchange (ETDEWEB)
Krapp, Jr., Donald M. [Univ. of California, Berkeley, CA (United States)
1998-05-01
The authors consider polymers, modeled as self-avoiding walks with interactions on a hexagonal lattice, and examine the applicability of certain Monte Carlo methods for estimating their mean properties at equilibrium. Specifically, the authors use the pivoting algorithm of Madras and Sokal and Metroplis rejection to locate the phase transition, which is known to occur at β_{crit} ~ 0.99, and to recalculate the known value of the critical exponent η ~ 0.58 of the system for β = β_{crit}. Although the pivoting-Metropolis algorithm works well for short walks (N < 300), for larger N the Metropolis criterion combined with the self-avoidance constraint lead to an unacceptably small acceptance fraction. In addition, the algorithm becomes effectively non-ergodic, getting trapped in valleys whose centers are local energy minima in phase space, leading to convergence towards different values of η. The authors use a variety of tools, e.g. entropy estimation and histograms, to improve the results for large N, but they are only of limited effectiveness. Their estimate of β_{crit} using smaller values of N is 1.01 ± 0.01, and the estimate for η at this value of β is 0.59 ± 0.005. They conclude that even a seemingly simple system and a Monte Carlo algorithm which satisfies, in principle, ergodicity and detailed balance conditions, can in practice fail to sample phase space accurately and thus not allow accurate estimations of thermal averages. This should serve as a warning to people who use Monte Carlo methods in complicated polymer folding calculations. The structure of the phase space combined with the algorithm itself can lead to surprising behavior, and simply increasing the number of samples in the calculation does not necessarily lead to more accurate results.
JMCT Monte Carlo Simulation Analysis of BEAVRS and SG-III Shielding
Li, Deng; Gang, Li; Baoyin, Zhang; Danhua, Shangguan; Yan, Ma; Zehua, Hu; Yuanguang, Fu; Rui, Li; Dunfu, Shi; Xiaoli, Hu; Wei, Wang
2017-09-01
JMCT is a general purpose Mont Carlo neutron-photon-electron or coupled neutron/photon/electron transport code with a continuous energy and multigroup. The code has almost all functions of a general Monte Carlo code which include the various variance reduction techniques, the multi-level parallel computation of MPI and OpenMP, the domain decomposition and on-fly Doppler broadening, etc. Especially, JMCT supports the depletion calculation with TTA and CRAM methods. The input uses the CAD modelling and the calculated results use the visual output. The geometry zones, materials, tallies, depletion zones, memories and the period of random number are enough big for suit of various problems. This paper describes the application of the JMCT Monte Carlo code to the simulation of BEAVRS and SG-III shielding model. For BEAVRS model, the JMCT results of HZP status are almost the same with MC21, OpenMC and experiment. Also, we performed the coupled calculation of neutron transport and depletion in full power. The results of ten depletion steps are obtained, where the depletion regions exceed 1.5 million and 120 thousand processors to be used. Due to no coupled with thermal hydraulics, the result is only for reference. Finally, we performed the detail modelling for Chinese SG-III laser facility, where the anomalistic geometry bodies exceed 10 thousands. The flux distribution of the radiation shielding is obtain based on the mesh tally in case of Deuterium-Tritium fusion reaction. The high fidelity of JMCT has been shown.
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
International Nuclear Information System (INIS)
Noack, K.
1982-01-01
The perturbation source method may be a powerful Monte-Carlo means to calculate small effects in a particle field. In a preceding paper we have formulated this methos in inhomogeneous linear particle transport problems describing the particle fields by solutions of Fredholm integral equations and have derived formulae for the second moment of the difference event point estimator. In the present paper we analyse the general structure of its variance, point out the variance peculiarities, discuss the dependence on certain transport games and on generation procedures of the auxiliary particles and draw conclusions to improve this method
Analysis of aerial survey data on Florida manatee using Markov chain Monte Carlo.
Craig, B A; Newton, M A; Garrott, R A; Reynolds, J E; Wilcox, J R
1997-06-01
We assess population trends of the Atlantic coast population of Florida manatee, Trichechus manatus latirostris, by reanalyzing aerial survey data collected between 1982 and 1992. To do so, we develop an explicit biological model that accounts for the method by which the manatees are counted, the mammals' movement between surveys, and the behavior of the population total over time. Bayesian inference, enabled by Markov chain Monte Carlo, is used to combine the survey data with the biological model. We compute marginal posterior distributions for all model parameters and predictive distributions for future counts. Several conclusions, such as a decreasing population growth rate and low sighting probabilities, are consistent across different prior specifications.
Reliability analysis of PWR thermohydraulic design by the Monte Carlo method
International Nuclear Information System (INIS)
Silva Junior, H.C. da; Berthoud, J.S.; Carajilescov, P.
1977-01-01
The operating power level of a PWR is limited by the occurence of DNB. Without affecting the safety and performance of the reactor, it is possible to admit failure of a certain number of core channels. The thermohydraulic design, however, is affect by a great number of uncertainties of deterministic or statistical nature. In the present work, the Monte Carlo method is applied to yield the probability that a number F of channels submitted to boiling crises will not exceed a number F* previously given. This probability is obtained as function of the reactor power level. (Author) [pt
Damage flux analysis. Solid state detector and Monte-Carlo calculation
International Nuclear Information System (INIS)
Genthon, J.P.; Nimal, J.C.; Vergnaud, T.
1975-09-01
The change of resistivity induced by radiation in materials is particularly suitable for the measurement of equivalent damage fluxes, when it is used at low fluence for calibration of more classical activation reactions used at high fluences. A graphite and a tungsten detector are briefly described and results obtained in a good number of European reactors are given. The polykinetic three dimensional Monte-Carlo code Tripoli is used for calculation of damage fluxes. Comparison with above measurements shows a good agreement and confirms the use of the EURATOM damaging function for graphite [fr
Application of direct simulation Monte Carlo method for analysis of AVLIS evaporation process
International Nuclear Information System (INIS)
Nishimura, Akihiko
1995-01-01
The computation code of the direct simulation Monte Carlo (DSMC) method was developed in order to analyze the atomic vapor evaporation in atomic vapor laser isotope separation (AVLIS). The atomic excitation temperatures of gadolinium atom were calculated for the model with five low lying states. Calculation results were compared with the experiments obtained by laser absorption spectroscopy. Two types of DSMC simulations which were different in inelastic collision procedure were carried out. It was concluded that the energy transfer was forbidden unless the total energy of the colliding atoms exceeds a threshold value. (author)
Subtracting and Fitting Histograms using Profile Likelihood
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.
Likelihood-based inference for clustered line transect data
DEFF Research Database (Denmark)
Waagepetersen, Rasmus Plenge; Schweder, Tore
The uncertainty in estimation of spatial animal density from line transect surveys depends on the degree of spatial clustering in the animal population. To quantify the clustering we model line transect data as independent thinnings of spatial shot-noise Cox processes. Likelihood-based inference...... is implemented using Markov Chain Monte Carlo methods to obtain efficient estimates of spatial clustering parameters. Uncertainty is addressed using parametric bootstrap or by consideration of posterior distributions in a Bayesian setting. Maximum likelihood estimation and Bayesian inference is compared...
Monte Carlo analysis of pion contribution to absorbed dose from Galactic cosmic rays
International Nuclear Information System (INIS)
Aghara, S.K.; Blattnig, S.R.; Norbury, J.W.; Singleterry, R.C.
2009-01-01
Accurate knowledge of the physics of interaction, particle production and transport is necessary to estimate the radiation damage to equipment used on spacecraft and the biological effects of space radiation. For long duration astronaut missions, both on the International Space Station and the planned manned missions to Moon and Mars, the shielding strategy must include a comprehensive knowledge of the secondary radiation environment. The distribution of absorbed dose and dose equivalent is a function of the type, energy and population of these secondary products. Galactic cosmic rays (GCR) comprised of protons and heavier nuclei have energies from a few MeV per nucleon to the ZeV region, with the spectra reaching flux maxima in the hundreds of MeV range. Therefore, the MeV-GeV region is most important for space radiation. Coincidentally, the pion production energy threshold is about 280 MeV. The question naturally arises as to how important these particles are with respect to space radiation problems. The space radiation transport code, HZETRN (High charge (Z) and Energy TRaNsport), currently used by NASA, performs neutron, proton and heavy ion transport explicitly, but it does not take into account the production and transport of mesons, photons and leptons. In this paper, we present results from the Monte Carlo code MCNPX (Monte Carlo N-Particle eXtended), showing the effect of leptons and mesons when they are produced and transported in a GCR environment.
Monte Carlo analysis of pion contribution to absorbed dose from Galactic cosmic rays
Energy Technology Data Exchange (ETDEWEB)
Aghara, S.K. [Prairie View A and M University, Chemical Engineering (Nuclear Program), P.O. Box 519, MS 2505, Prairie View, TX 77446 (United States)], E-mail: Sukesh.K.Aghara@nasa.gov; Blattnig, S.R.; Norbury, J.W.; Singleterry, R.C. [NASA Langley Research Center, Hampton, VA 23681 (United States)
2009-04-15
Accurate knowledge of the physics of interaction, particle production and transport is necessary to estimate the radiation damage to equipment used on spacecraft and the biological effects of space radiation. For long duration astronaut missions, both on the International Space Station and the planned manned missions to Moon and Mars, the shielding strategy must include a comprehensive knowledge of the secondary radiation environment. The distribution of absorbed dose and dose equivalent is a function of the type, energy and population of these secondary products. Galactic cosmic rays (GCR) comprised of protons and heavier nuclei have energies from a few MeV per nucleon to the ZeV region, with the spectra reaching flux maxima in the hundreds of MeV range. Therefore, the MeV-GeV region is most important for space radiation. Coincidentally, the pion production energy threshold is about 280 MeV. The question naturally arises as to how important these particles are with respect to space radiation problems. The space radiation transport code, HZETRN (High charge (Z) and Energy TRaNsport), currently used by NASA, performs neutron, proton and heavy ion transport explicitly, but it does not take into account the production and transport of mesons, photons and leptons. In this paper, we present results from the Monte Carlo code MCNPX (Monte Carlo N-Particle eXtended), showing the effect of leptons and mesons when they are produced and transported in a GCR environment.
Validation and verification of the ORNL Monte Carlo codes for nuclear safety analysis
International Nuclear Information System (INIS)
Emmett, M.B.
1993-01-01
The process of ensuring the quality of computer codes can be very time consuming and expensive. The Oak Ridge National Laboratory (ORNL) Monte Carlo codes all predate the existence of quality assurance (QA) standards and configuration control. The number of person-years and the amount of money spent on code development make it impossible to adhere strictly to all the current requirements. At ORNL, the Nuclear Engineering Applications Section of the Computing Applications Division is responsible for the development, maintenance, and application of the Monte Carlo codes MORSE and KENO. The KENO code is used for doing criticality analyses; the MORSE code, which has two official versions, CGA and SGC, is used for radiation transport analyses. Because KENO and MORSE were very thoroughly checked out over the many years of extensive use both in the United States and in the international community, the existing codes were open-quotes baselined.close quotes This means that the versions existing at the time the original configuration plan is written are considered to be validated and verified code systems based on the established experience with them
Likelihoods for fixed rank nomination networks.
Hoff, Peter; Fosdick, Bailey; Volfovsky, Alex; Stovel, Katherine
2013-12-01
Many studies that gather social network data use survey methods that lead to censored, missing, or otherwise incomplete information. For example, the popular fixed rank nomination (FRN) scheme, often used in studies of schools and businesses, asks study participants to nominate and rank at most a small number of contacts or friends, leaving the existence of other relations uncertain. However, most statistical models are formulated in terms of completely observed binary networks. Statistical analyses of FRN data with such models ignore the censored and ranked nature of the data and could potentially result in misleading statistical inference. To investigate this possibility, we compare Bayesian parameter estimates obtained from a likelihood for complete binary networks with those obtained from likelihoods that are derived from the FRN scheme, and therefore accommodate the ranked and censored nature of the data. We show analytically and via simulation that the binary likelihood can provide misleading inference, particularly for certain model parameters that relate network ties to characteristics of individuals and pairs of individuals. We also compare these different likelihoods in a data analysis of several adolescent social networks. For some of these networks, the parameter estimates from the binary and FRN likelihoods lead to different conclusions, indicating the importance of analyzing FRN data with a method that accounts for the FRN survey design.
Phoebe L. Zarnetske; Thomas C., Jr. Edwards; Gretchen G. Moisen
2007-01-01
Estimating species likelihood of occurrence across extensive landscapes is a powerful management tool. Unfortunately, available occurrence data for landscape-scale modeling is often lacking and usually only in the form of observed presences. Ecologically based pseudo-absence points were generated from within habitat envelopes to accompany presence-only data in habitat...
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
Yeung, Andy Wai Kan; Goto, Tazuko K; Leung, W Keung
2018-04-01
The primary dimensions of taste are affective value, intensity and quality. Numerous studies have reported the role of the insula in evaluating these dimensions of taste; however, the results were inconsistent. Therefore, in the current study, we performed meta-analyses of published data to identify locations consistently activated across studies and evaluate whether different regions of the human brain could be responsible for processing different dimensions of taste. Meta-analyses were performed on 39 experiments, with 846 total healthy subjects (without psychiatric/neurological disorders) in 34 studies reporting whole-brain results. The aim was to establish the activation likelihood estimation (ALE) of taste-mediated regional activation across the whole brain. Apart from one meta-analysis for all studies in general, three analyses were performed to reveal the clusters of activation that were attributable to processing the affective value (data from 323 foci), intensity (data from 43 foci) and quality (data from 45 foci) of taste. The ALE revealed eight clusters of activation outside the insula for processing affective value, covering the middle and posterior cingulate, pre-/post-central gyrus, caudate and thalamus. The affective value had four clusters of activation (two in each hemisphere) in the insula. The intensity and quality activated only the insula, each with one cluster on the right. The concurrence between studies was moderate; at best, 53% of the experiments contributed to the significant clusters attributable to the affective value, 60% to intensity and 50% to quality. The affective value was processed bilaterally in the anterior to middle insula, whereas intensity was processed in the right antero-middle insula, and quality was processed in the right middle insula. The right middle dorsal insula was responsible for processing both the affective value and quality of taste. The exploratory analysis on taste quality did not have a significant result if
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...... 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...... that the applied control system yields an uncertainty on the luminous flux of 2.5% within a 95% coverage interval which is a significant reduction from the 8% of the uncontrolled system. A corresponding uncertainty reduction in Δu´v´ is achieved from an average of 0.0193 to 0.00125 within 95% coverage range after...
Analysis of vibrational-translational energy transfer using the direct simulation Monte Carlo method
Boyd, Iain D.
1991-01-01
A new model is proposed for energy transfer between the vibrational and translational modes for use in the direct simulation Monte Carlo method (DSMC). The model modifies the Landau-Teller theory for a harmonic oscillator and the rate transition is related to an experimental correlation for the vibrational relaxation time. Assessment of the model is made with respect to three different computations: relaxation in a heat bath, a one-dimensional shock wave, and hypersonic flow over a two-dimensional wedge. These studies verify that the model achieves detailed balance, and excellent agreement with experimental data is obtained in the shock wave calculation. The wedge flow computation reveals that the usual phenomenological method for simulating vibrational nonequilibrium in the DSMC technique predicts much higher vibrational temperatures in the wake region.
Photoelectric Franck-Hertz experiment and its kinetic analysis by Monte Carlo simulation.
Magyar, Péter; Korolov, Ihor; Donkó, Zoltán
2012-05-01
The electrical characteristics of a photoelectric Franck-Hertz cell are measured in argon gas over a wide range of pressure, covering conditions where elastic collisions play an important role, as well as conditions where ionization becomes significant. Photoelectron pulses are induced by the fourth harmonic UV light of a diode-pumped Nd:YAG laser. The electron kinetics, which is far more complex compared to the naive picture of the Franck-Hertz experiment, is analyzed via Monte Carlo simulation. The computations provide the electrical characteristics of the cell, the energy and velocity distribution functions, and the transport parameters of the electrons, as well as the rate coefficients of different elementary processes. A good agreement is obtained between the cell's measured and calculated electrical characteristics, the peculiarities of which are understood by the simulation studies.
Energy Technology Data Exchange (ETDEWEB)
Kindzierski, W.B. [Alberta Health, Edmonton, AB (Canada)
1996-09-01
Remediation criteria for contaminated sites in North America were discussed. The use of a benchmark could be valuable to risk managers who must determine if a site should be managed before redevelopment. Such a benchmark was obtained at a site containing polycyclic aromatic hydrocarbons (PAHs). The cleanup level at the contaminated site was determined using the Monte Carlo probabilistic risk assessment, which suggested a cleanup level of 2 mg/kg (expressed as benzo(a)pyrene) for total carcinogenic PAHs in residential surface soil. The cleanup level was estimated by selecting an appropriate percentile of a probability distribution based on exposures to a child, youth and adult. 29 refs., 3 tabs., 2 figs.
Nonlinear Stochastic stability analysis of Wind Turbine Wings by Monte Carlo Simulations
DEFF Research Database (Denmark)
Larsen, Jesper Winther; Iwankiewiczb, R.; Nielsen, Søren R.K.
2007-01-01
and inertial contributions. A reduced two-degrees-of-freedom modal expansion is used specifying the modal coordinate of the fundamental blade and edgewise fixed base eigenmodes of the beam. The rotating beam is subjected to harmonic and narrow-banded support point motion from the nacelle displacement...... under narrow-banded excitation, and it is shown that the qualitative behaviour of the strange attractor is very similar for the periodic and almost periodic responses, whereas the strange attractor for the chaotic case loses structure as the excitation becomes narrow-banded. Furthermore......, the characteristic behaviour of the strange attractor is shown to be identifiable by the so-called information dimension. Due to the complexity of the coupled nonlinear structural system all analyses are carried out via Monte Carlo simulations....
Samsudin, Mohd Dinie Muhaimin; Mat Don, Mashitah
2015-01-01
Oil palm trunk (OPT) sap was utilized for growth and bioethanol production by Saccharomycescerevisiae with addition of palm oil mill effluent (POME) as nutrients supplier. Maximum yield (YP/S) was attained at 0.464g bioethanol/g glucose presence in the OPT sap-POME-based media. However, OPT sap and POME are heterogeneous in properties and fermentation performance might change if it is repeated. Contribution of parametric uncertainty analysis on bioethanol fermentation performance was then assessed using Monte Carlo simulation (stochastic variable) to determine probability distributions due to fluctuation and variation of kinetic model parameters. Results showed that based on 100,000 samples tested, the yield (YP/S) ranged 0.423-0.501g/g. Sensitivity analysis was also done to evaluate the impact of each kinetic parameter on the fermentation performance. It is found that bioethanol fermentation highly depend on growth of the tested yeast. Copyright © 2014 Elsevier Ltd. All rights reserved.
Directory of Open Access Journals (Sweden)
Van Bockstaele Erik
2010-01-01
Full Text Available Abstract Background Azalea (Rhododendron simsii hybrids is the most important flowering pot plant produced in Belgium, being exported world-wide. In the breeding program, flower color is the main feature for selection, only in later stages cultivation related plant quality traits are evaluated. As a result, plants with attractive flowering are kept too long in the breeding cycle. The inheritance of flower color has been well studied; information on the heritability of cultivation related quality traits is lacking. For this purpose, QTL mapping in diverse genetic backgrounds appeared to be a must and therefore 4 mapping populations were made and analyzed. Results An integrated framework map on four individual linkage maps in Rhododendron simsii hybrids was constructed. For genotyping, mainly dominant scored AFLP (on average 364 per population and MYB-based markers (15 were combined with co-dominant SSR (23 and EST markers (12. Linkage groups were estimated in JoinMap. A consensus grouping for the 4 mapping populations was made and applied in each individual mapping population. Finally, 16 stable linkage groups were set for the 4 populations; the azalea chromosome number being 13. A combination of regression mapping (JoinMap and multipoint-likelihood maximization (Carthagène enabled the construction of 4 maps and their alignment. A large portion of loci (43% was common to at least two populations and could therefore serve as bridging markers. The different steps taken for map optimization and integration into a reference framework map for QTL mapping are discussed. Conclusions This is the first map of azalea up to our knowledge. AFLP and SSR markers are used as a reference backbone and functional markers (EST and MYB were added as candidate genes for QTL analysis. The alignment of the 4 maps on the basis of framework markers will facilitate in turn the alignment of QTL regions detected in each of the populations. The approach we took is
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
International Nuclear Information System (INIS)
Reinaldo Gonzalez; Scott R. Reeves; Eric Eslinger
2007-01-01
, with high vertical resolution, could be generated for many wells. This procedure permits to populate any well location with core-scale estimates of P and P and rock types facilitating the application of geostatistical characterization methods. The first step procedure was to discriminate rock types of similar depositional environment and/or reservoir quality (RQ) using a specific clustering technique. The approach implemented utilized a model-based, probabilistic clustering analysis procedure called GAMLS1,2,3,4 (Geologic Analysis via Maximum Likelihood System) which is based on maximum likelihood principles. During clustering, samples (data at each digitized depth from each well) are probabilistically assigned to a previously specified number of clusters with a fractional probability that varies between zero and one
Directory of Open Access Journals (Sweden)
Abraão Freires Saraiva Júnior
2011-03-01
Full Text Available The use of mathematical and statistical methods can help managers to deal with decision-making difficulties in the business environment. Some of these decisions are related to productive capacity optimization in order to obtain greater economic gains for the company. Within this perspective, this study aims to present the establishment of metrics to support economic decisions related to process or not orders in a company whose products have great variability in variable direct costs per unit that generates accounting uncertainties. To achieve this objective, is proposed a five-step method built from the integration of Management Accounting and Operations Research techniques, emphasizing the Monte Carlo simulation. The method is applied from a didactic example which uses real data achieved through a field research carried out in a plastic products industry that employ recycled material. Finally, it is concluded that the Monte Carlo simulation is effective for treating variable direct costs per unit variability and that the proposed method is useful to support decision-making related to order acceptance.A utilização de métodos matemáticos e estatísticos pode auxiliar gestores a lidar com dificuldades do processo de tomada de decisão no ambiente de negócios. Algumas dessas decisões estão relacionadas à otimização da utilização da capacidade produtiva visando a obtenção de melhores resultados econômicos para a empresa. Dentro dessa perspectiva, o presente trabalho objetiva apresentar o estabelecimento de métricas que deem suporte à decisão econômica de atender ou não a pedidos em uma empresa cujos produtos têm grande variabilidade de custos variáveis diretos unitários que gera incertezas contábeis. Para cumprir esse objetivo, é proposto um método em cinco etapas, construído a partir da integração de técnicas provindas da contabilidade gerencial e da pesquisa operacional, com destaque à simulação de Monte Carlo. O m
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)
Economic analysis using Monte Carlo simulation on Xs reservoir Badak field east Kalimantan
International Nuclear Information System (INIS)
Nuraeni, S.; Sugiatmo, Prasetyawan O.J.
1997-01-01
Badak field, located in the delta of mahakam river, in east kalimantan, is a gas producer. the field was found in 1972 by VICO. Badak field is the main gas supplier to bontang LNG and gas is exported to japan, south korea and taiwan, as well as utilized for the main feed to the east kalimantan fertilizer plant. To provide the gas demand, field development as well as exploration wells are continued. on these exploration wells, gas in place determination, gas production rate as well as economic evaluation play on important role. the effect of altering gas production rate to net present value and also the effect of altering discounted factor to the rate of return curve using monte carlo simulation is presented on this paper. based on the simulation results it is obtained that the upper limit of the initial gas in place is 1.82 BSCF, the lower limit is 0.27 BSCF and the most likely million US $ with a rate of return ranges from - 30 to 33.5 percent
International Nuclear Information System (INIS)
Chapin, D.L.
1976-03-01
Differences in neutron fluxes and nuclear reaction rates in a noncircular fusion reactor blanket when analyzed in cylindrical and toroidal geometry are studied using Monte Carlo. The investigation consists of three phases--a one-dimensional calculation using a circular approximation to a hexagonal shaped blanket; a two-dimensional calculation of a hexagonal blanket in an infinite cylinder; and a three-dimensional calculation of the blanket in tori of aspect ratios 3 and 5. The total blanket reaction rate in the two-dimensional model is found to be in good agreement with the circular model. The toroidal calculations reveal large variations in reaction rates at different blanket locations as compared to the hexagonal cylinder model, although the total reaction rate is nearly the same for both models. It is shown that the local perturbations in the toroidal blanket are due mainly to volumetric effects, and can be predicted by modifying the results of the infinite cylinder calculation by simple volume factors dependent on the blanket location and the torus major radius
Mathematical modeling, analysis and Markov Chain Monte Carlo simulation of Ebola epidemics
Tulu, Thomas Wetere; Tian, Boping; Wu, Zunyou
Ebola virus infection is a severe infectious disease with the highest case fatality rate which become the global public health treat now. What makes the disease the worst of all is no specific effective treatment available, its dynamics is not much researched and understood. In this article a new mathematical model incorporating both vaccination and quarantine to study the dynamics of Ebola epidemic has been developed and comprehensively analyzed. The existence as well as uniqueness of the solution to the model is also verified and the basic reproduction number is calculated. Besides, stability conditions are also checked and finally simulation is done using both Euler method and one of the top ten most influential algorithm known as Markov Chain Monte Carlo (MCMC) method. Different rates of vaccination to predict the effect of vaccination on the infected individual over time and that of quarantine are discussed. The results show that quarantine and vaccination are very effective ways to control Ebola epidemic. From our study it was also seen that there is less possibility of an individual for getting Ebola virus for the second time if they survived his/her first infection. Last but not least real data has been fitted to the model, showing that it can used to predict the dynamic of Ebola epidemic.
Hueser, J. E.; Brock, F. J.; Melfi, L. T., Jr.; Bird, G. A.
1984-01-01
A new solution procedure has been developed to analyze the flowfield properties in the vicinity of the Inertial Upper Stage/Spacecraft during the 1st stage (SRMI) burn. Continuum methods are used to compute the nozzle flow and the exhaust plume flowfield as far as the boundary where the breakdown of translational equilibrium leaves these methods invalid. The Direct Simulation Monte Carlo (DSMC) method is applied everywhere beyond this breakdown boundary. The flowfield distributions of density, velocity, temperature, relative abundance, surface flux density, and pressure are discussed for each species for 2 sets of boundary conditions: vacuum and freestream. The interaction of the exhaust plume and the freestream with the spacecraft and the 2-stream direct interaction are discussed. The results show that the low density, high velocity, counter flowing free-stream substantially modifies the flowfield properties and the flux density incident on the spacecraft. A freestream bow shock is observed in the data, located forward of the high density region of the exhaust plume into which the freestream gas does not penetrate. The total flux density incident on the spacecraft, integrated over the SRM1 burn interval is estimated to be of the order of 10 to the 22nd per sq m (about 1000 atomic layers).
Monte Carlo analysis of the Neutron Standards Laboratory of the CIEMAT
International Nuclear Information System (INIS)
Vega C, H. R.; Mendez V, R.; Guzman G, K. A.
2014-10-01
By means of Monte Carlo methods was characterized the neutrons field produced by calibration sources in the Neutron Standards Laboratory of the Centro de Investigaciones Energeticas, Medioambientales y Tecnologicas (CIEMAT). The laboratory has two neutron calibration sources: 241 AmBe and 252 Cf which are stored in a water pool and are placed on the calibration bench using controlled systems at distance. To characterize the neutrons field was built a three-dimensional model of the room where it was included the stainless steel bench, the irradiation table and the storage pool. The sources model included double encapsulated of steel, as cladding. With the purpose of determining the effect that produces the presence of the different components of the room, during the characterization the neutrons spectra, the total flow and the rapidity of environmental equivalent dose to 100 cm of the source were considered. The presence of the walls, floor and ceiling of the room is causing the most modification in the spectra and the integral values of the flow and the rapidity of environmental equivalent dose. (Author)
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...... of the quasirandom draws in the simulation of the restricted likelihood. Again this is not standard in research or statistical programs. The paper therefore recommends using fully antithetic draws replicating the relevant dimensions of the quasi-random draws in the simulation of the restricted likelihood...... parameters this practice is very likely to cause misleading test results for the number of draws usually used today. The paper shows that increasing the number of draws is a very inefficient solution strategy requiring very large numbers of draws to ensure against misleading test statistics. The paper shows...
International Nuclear Information System (INIS)
Nasser, Hassan; Cessac, Bruno; Marre, Olivier
2013-01-01
Understanding the dynamics of neural networks is a major challenge in experimental neuroscience. For that purpose, a modelling of the recorded activity that reproduces the main statistics of the data is required. In the first part, we present a review on recent results dealing with spike train statistics analysis using maximum entropy models (MaxEnt). Most of these studies have focused on modelling synchronous spike patterns, leaving aside the temporal dynamics of the neural activity. However, the maximum entropy principle can be generalized to the temporal case, leading to Markovian models where memory effects and time correlations in the dynamics are properly taken into account. In the second part, we present a new method based on Monte Carlo sampling which is suited for the fitting of large-scale spatio-temporal MaxEnt models. The formalism and the tools presented here will be essential to fit MaxEnt spatio-temporal models to large neural ensembles. (paper)
Nestler, Steffen
2013-02-01
We conducted a Monte Carlo study to investigate the performance of the polychoric instrumental variable estimator (PIV) in comparison to unweighted least squares (ULS) and diagonally weighted least squares (DWLS) in the estimation of a confirmatory factor analysis model with dichotomous indicators. The simulation involved 144 conditions (1,000 replications per condition) that were defined by a combination of (a) two types of latent factor models, (b) four sample sizes (100, 250, 500, 1,000), (c) three factor loadings (low, moderate, strong), (d) three levels of non-normality (normal, moderately, and extremely non-normal), and (e) whether the factor model was correctly specified or misspecified. The results showed that when the model was correctly specified, PIV produced estimates that were as accurate as ULS and DWLS. Furthermore, the simulation showed that PIV was more robust to structural misspecifications than ULS and DWLS. © 2012 The British Psychological Society.
The behavior of the likelihood ratio test for testing missingness
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
Vozinaki, Anthi Eirini K.; Karatzas, George P.; Sibetheros, Ioannis A.; Varouchakis, Emmanouil A.
2014-05-01
Damage curves are the most significant component of the flood loss estimation models. Their development is quite complex. Two types of damage curves exist, historical and synthetic curves. Historical curves are developed from historical loss data from actual flood events. However, due to the scarcity of historical data, synthetic damage curves can be alternatively developed. Synthetic curves rely on the analysis of expected damage under certain hypothetical flooding conditions. A synthetic approach was developed and presented in this work for the development of damage curves, which are subsequently used as the basic input to a flood loss estimation model. A questionnaire-based survey took place among practicing and research agronomists, in order to generate rural loss data based on the responders' loss estimates, for several flood condition scenarios. In addition, a similar questionnaire-based survey took place among building experts, i.e. civil engineers and architects, in order to generate loss data for the urban sector. By answering the questionnaire, the experts were in essence expressing their opinion on how damage to various crop types or building types is related to a range of values of flood inundation parameters, such as floodwater depth and velocity. However, the loss data compiled from the completed questionnaires were not sufficient for the construction of workable damage curves; to overcome this problem, a Weighted Monte Carlo method was implemented, in order to generate extra synthetic datasets with statistical properties identical to those of the questionnaire-based data. The data generated by the Weighted Monte Carlo method were processed via Logistic Regression techniques in order to develop accurate logistic damage curves for the rural and the urban sectors. A Python-based code was developed, which combines the Weighted Monte Carlo method and the Logistic Regression analysis into a single code (WMCLR Python code). Each WMCLR code execution
Neutronic design and performance analysis of Korean ITER TBM by Monte Carlo method
Energy Technology Data Exchange (ETDEWEB)
Kim, Chang Hyo; Han, Beom Seok; Park, Ho Jin [Seoul Nat. Univ., Seoul (Korea, Republic of)
2006-01-15
The objective of this project is to develop a neutronic design of the Korean TBM(Test Blanket Module) which will be installed in ITER(International Thermonuclear Experimental Reactor). This project is intended to analyze a neutronic design and nuclear performances of the Korean ITER TBM through the transport calculation of MCCARD. In detail, we will conduct numerical experiments for developing the neutronic design of the Korean ITER TBM and improving the nuclear performances. The results of the numerical experiments produced in this project will be utilized for a design optimization of the Korean ITER TBM. In this project, we proposed the neutronic methodologies for analyzing the nuclear characteristics of the fusion blanket. In order to investigate the behavior of neutrons and photons in the fusion blanket, Monte Carlo transport calculation was conducted with MCCARD. In addition, to optimize the neutronic performances of the fusion blanket, we introduced the design concept using a graphite reflector and a Pb multiplier. Through various numerical experiments, it was verified that these design concepts can be utilized efficiently to improve neutronic performances and resolve many drawbacks. The graphite-reflected HCML blanket can provide the neutronic performances far better than the non-reflected blanket, and a slightly-enriched Li breeder can satisfy the tritium self-sufficiency. The HCSB blanket design concept with a graphite reflector and a Pb multiplier was proposed. According to results of the neutronic analyses, the graphite-reflected HCSB blanket with a Pb multiplier can provide the neutronic performances comparable with those of the conventional HCSB blanket.
Aydin, Zeynep; Marcussen, Thomas; Ertekin, Alaattin Selcuk; Oxelman, Bengt
2014-01-01
Coalescent-based inference of phylogenetic relationships among species takes into account gene tree incongruence due to incomplete lineage sorting, but for such methods to make sense species have to be correctly delimited. Because alternative assignments of individuals to species result in different parametric models, model selection methods can be applied to optimise model of species classification. In a Bayesian framework, Bayes factors (BF), based on marginal likelihood estimates, can be used to test a range of possible classifications for the group under study. Here, we explore BF and the Akaike Information Criterion (AIC) to discriminate between different species classifications in the flowering plant lineage Silene sect. Cryptoneurae (Caryophyllaceae). We estimated marginal likelihoods for different species classification models via the Path Sampling (PS), Stepping Stone sampling (SS), and Harmonic Mean Estimator (HME) methods implemented in BEAST. To select among alternative species classification models a posterior simulation-based analog of the AIC through Markov chain Monte Carlo analysis (AICM) was also performed. The results are compared to outcomes from the software BP&P. Our results agree with another recent study that marginal likelihood estimates from PS and SS methods are useful for comparing different species classifications, and strongly support the recognition of the newly described species S. ertekinii.
Energy Technology Data Exchange (ETDEWEB)
Vega C, H. R. [Universidad Autonoma de Zacatecas, Unidad Academica de Estudios Nucleares, Cipres No. 10, Fracc. La Penuela, 98068 Zacatecas (Mexico); Mendez V, R. [Centro de Investigaciones Energeticas, Medioambientales y Tecnologicas, Av. Complutense 40, 28040 Madrid (Spain); Guzman G, K. A., E-mail: fermineutron@yahoo.com [Universidad Politecnica de Madrid, Departamento de Ingenieria Nuclear, C. Jose Gutierrez Abascal 2, 28006 Madrid (Spain)
2014-10-15
By means of Monte Carlo methods was characterized the neutrons field produced by calibration sources in the Neutron Standards Laboratory of the Centro de Investigaciones Energeticas, Medioambientales y Tecnologicas (CIEMAT). The laboratory has two neutron calibration sources: {sup 241}AmBe and {sup 252}Cf which are stored in a water pool and are placed on the calibration bench using controlled systems at distance. To characterize the neutrons field was built a three-dimensional model of the room where it was included the stainless steel bench, the irradiation table and the storage pool. The sources model included double encapsulated of steel, as cladding. With the purpose of determining the effect that produces the presence of the different components of the room, during the characterization the neutrons spectra, the total flow and the rapidity of environmental equivalent dose to 100 cm of the source were considered. The presence of the walls, floor and ceiling of the room is causing the most modification in the spectra and the integral values of the flow and the rapidity of environmental equivalent dose. (Author)
In-silico analysis on biofabricating vascular networks using kinetic Monte Carlo simulations
International Nuclear Information System (INIS)
Sun, Yi; Yang, Xiaofeng; Wang, Qi
2014-01-01
We present a computational modeling approach to study the fusion of multicellular aggregate systems in a novel scaffold-less biofabrication process, known as ‘bioprinting’. In this novel technology, live multicellular aggregates are used as fundamental building blocks to make tissues or organs (collectively known as the bio-constructs,) via the layer-by-layer deposition technique or other methods; the printed bio-constructs embedded in maturogens, consisting of nutrient-rich bio-compatible hydrogels, are then placed in bioreactors to undergo the cellular aggregate fusion process to form the desired functional bio-structures. Our approach reported here is an agent-based modeling method, which uses the kinetic Monte Carlo (KMC) algorithm to evolve the cellular system on a lattice. In this method, the cells and the hydrogel media, in which cells are embedded, are coarse-grained to material’s points on a three-dimensional (3D) lattice, where the cell–cell and cell–medium interactions are quantified by adhesion and cohesion energies. In a multicellular aggregate system with a fixed number of cells and fixed amount of hydrogel media, where the effect of cell differentiation, proliferation and death are tactically neglected, the interaction energy is primarily dictated by the interfacial energy between cell and cell as well as between cell and medium particles on the lattice, respectively, based on the differential adhesion hypothesis. By using the transition state theory to track the time evolution of the multicellular system while minimizing the interfacial energy, KMC is shown to be an efficient time-dependent simulation tool to study the evolution of the multicellular aggregate system. In this study, numerical experiments are presented to simulate fusion and cell sorting during the biofabrication process of vascular networks, in which the bio-constructs are fabricated via engineering designs. The results predict the feasibility of fabricating the vascular
Energy Technology Data Exchange (ETDEWEB)
Trias, Miquel [Departament de Fisica, Universitat de les Illes Balears, Cra. Valldemossa Km. 7.5, E-07122 Palma de Mallorca (Spain); Vecchio, Alberto; Veitch, John, E-mail: miquel.trias@uib.e, E-mail: av@star.sr.bham.ac.u, E-mail: jveitch@star.sr.bham.ac.u [School of Physics and Astronomy, University of Birmingham, Edgbaston, Birmingham B15 2TT (United Kingdom)
2009-10-21
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.
DEFF Research Database (Denmark)
Paisley, Larry; Tharaldsen, J.; Jarp, J.
2001-01-01
-serum samples have been negative for BHV-1 antibodies. This paper describes the use of Monte Carlo simulation models for the analysis and interpretation of the results of the surveillance and provides support for the contention that the Norwegian cattle population is not infected by BHV-1....
Missert, Andrew D.; T2K Collaboration
2017-09-01
A new event reconstruction algorithm, fiTQun, has been developed for the Super-Kamiokande detector. Super-Kamiokande is a ring-imaging water Cherenkov detector with a 22.5-kton fiducial volume located 1000 m underground in the Kamioka Mine in Japan. Neutrino events in the detector’s central volume produce charged particles whose Cherenkov rings are imaged by more than 11,000 photomultiplier tubes (PMTs) that line the walls of the detector. This new reconstruction software is able to reconstruct the detailed kinematics of the neutrino interaction from the charge and timing information of each PMT. In contrast to previous reconstruction algorithms that use image processing and pattern recognition techniques, fiTQun uses a maximum-likelihood approach that takes advantage of the known Cherenkov emission profiles and the detector response to evaluate the likelihood of a given reconstruction hypothesis. This approach provides a unifying framework for all aspects of the event reconstruction, including kinematics, ring counting, and particle identification. Using fiTQun to reconstruct neutrino events for the Tokai-to-Kamioka (T2K) experiment can greatly improve the current event selection by reducing pion backgrounds, improving separation of electrons and muons, and reconstructing the neutrino energy with greater precision. These improvements should significantly increase T2K’s sensitivity to the oscillation parameters.
Lambert, Ronald J W; Mytilinaios, Ioannis; Maitland, Luke; Brown, Angus M
2012-08-01
This study describes a method to obtain parameter confidence intervals from the fitting of non-linear functions to experimental data, using the SOLVER and Analysis ToolPaK Add-In of the Microsoft Excel spreadsheet. Previously we have shown that Excel can fit complex multiple functions to biological data, obtaining values equivalent to those returned by more specialized statistical or mathematical software. However, a disadvantage of using the Excel method was the inability to return confidence intervals for the computed parameters or the correlations between them. Using a simple Monte-Carlo procedure within the Excel spreadsheet (without recourse to programming), SOLVER can provide parameter estimates (up to 200 at a time) for multiple 'virtual' data sets, from which the required confidence intervals and correlation coefficients can be obtained. The general utility of the method is exemplified by applying it to the analysis of the growth of Listeria monocytogenes, the growth inhibition of Pseudomonas aeruginosa by chlorhexidine and the further analysis of the electrophysiological data from the compound action potential of the rodent optic nerve. Copyright © 2011 Elsevier Ireland Ltd. All rights reserved.
Monte Carlo Error Analysis Applied to Core Formation: The Single-stage Model Revived
Cottrell, E.; Walter, M. J.
2009-12-01
The last decade has witnessed an explosion of studies that scrutinize whether or not the siderophile element budget of the modern mantle can plausibly be explained by metal-silicate equilibration in a deep magma ocean during core formation. The single-stage equilibrium scenario is seductive because experiments that equilibrate metal and silicate can then serve as a proxy for the early earth, and the physical and chemical conditions of core formation can be identified. Recently, models have become more complex as they try to accommodate the proliferation of element partitioning data sets, each of which sets its own limits on the pressure, temperature, and chemistry of equilibration. The ability of single stage models to explain mantle chemistry has subsequently been challenged, resulting in the development of complex multi-stage core formation models. Here we show that the extent to which extant partitioning data are consistent with single-stage core formation depends heavily upon (1) the assumptions made when regressing experimental partitioning data (2) the certainty with which regression coefficients are known and (3) the certainty with which the core/mantle concentration ratios of the siderophile elements are known. We introduce a Monte Carlo algorithm coded in MATLAB that samples parameter space in pressure and oxygen fugacity for a given mantle composition (nbo/t) and liquidus, and returns the number of equilibrium single-stage liquidus “solutions” that are permissible, taking into account the uncertainty in regression parameters and range of acceptable core/mantle ratios. Here we explore the consequences of regression parameter uncertainty and the impact of regression construction on model outcomes. We find that the form of the partition coefficient (Kd with enforced valence state, or D) and the handling of the temperature effect (based on 1-atm free energy data or high P-T experimental observations) critically affects model outcomes. We consider the most
Obtaining reliable likelihood ratio tests from simulated likelihood functions
DEFF Research Database (Denmark)
Andersen, Laura Mørch
2014-01-01
programs - to base test statistics for mixed models on simulations using asymmetric draws (e.g. Halton draws). Problem 1: Inconsistent LR tests due to asymmetric draws: This paper shows that when the estimated likelihood functions depend on standard deviations of mixed parameters this practice is very......Mixed models: Models allowing for continuous heterogeneity by assuming that value of one or more parameters follow a specified distribution have become increasingly popular. This is known as ‘mixing’ parameters, and it is standard practice by researchers - and the default option in many statistical...... are used, models reducing the dimension of the mixing distribution must replicate the relevant dimensions of the quasi-random draws in the simulation of the restricted likelihood. Again this is not standard in research or statistical programs. The paper therefore recommends using fully antithetic draws...
The Dynamic Monte Carlo Method for Transient Analysis of Nuclear Reactors
Sjenitzer, B.L.
2013-01-01
In this thesis a new method for the analysis of power transients in a nuclear reactor is developed, which is more accurate than the present state-of-the-art methods. Transient analysis is important tool when designing nuclear reactors, since they predict the behaviour of a reactor during changing
Sustainability likelihood of remediation options for metal-contaminated soil/sediment.
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.
Ng, C M
2013-10-01
The development of a population PK/PD model, an essential component for model-based drug development, is both time- and labor-intensive. A graphical-processing unit (GPU) computing technology has been proposed and used to accelerate many scientific computations. The objective of this study was to develop a hybrid GPU-CPU implementation of parallelized Monte Carlo parametric expectation maximization (MCPEM) estimation algorithm for population PK data analysis. A hybrid GPU-CPU implementation of the MCPEM algorithm (MCPEMGPU) and identical algorithm that is designed for the single CPU (MCPEMCPU) were developed using MATLAB in a single computer equipped with dual Xeon 6-Core E5690 CPU and a NVIDIA Tesla C2070 GPU parallel computing card that contained 448 stream processors. Two different PK models with rich/sparse sampling design schemes were used to simulate population data in assessing the performance of MCPEMCPU and MCPEMGPU. Results were analyzed by comparing the parameter estimation and model computation times. Speedup factor was used to assess the relative benefit of parallelized MCPEMGPU over MCPEMCPU in shortening model computation time. The MCPEMGPU consistently achieved shorter computation time than the MCPEMCPU and can offer more than 48-fold speedup using a single GPU card. The novel hybrid GPU-CPU implementation of parallelized MCPEM algorithm developed in this study holds a great promise in serving as the core for the next-generation of modeling software for population PK/PD analysis.
Messerly, Richard A; Rowley, Richard L; Knotts, Thomas A; Wilding, W Vincent
2015-09-14
A rigorous statistical analysis is presented for Gibbs ensemble Monte Carlo simulations. This analysis reduces the uncertainty in the critical point estimate when compared with traditional methods found in the literature. Two different improvements are recommended due to the following results. First, the traditional propagation of error approach for estimating the standard deviations used in regression improperly weighs the terms in the objective function due to the inherent interdependence of the vapor and liquid densities. For this reason, an error model is developed to predict the standard deviations. Second, and most importantly, a rigorous algorithm for nonlinear regression is compared to the traditional approach of linearizing the equations and propagating the error in the slope and the intercept. The traditional regression approach can yield nonphysical confidence intervals for the critical constants. By contrast, the rigorous algorithm restricts the confidence regions to values that are physically sensible. To demonstrate the effect of these conclusions, a case study is performed to enhance the reliability of molecular simulations to resolve the n-alkane family trend for the critical temperature and critical density.
Dimension-independent likelihood-informed MCMC
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.
Simulation and the Monte Carlo method
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...
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.
RELIABILITY ANALYSIS OF A STEEL BEAM USING THE MONTE CARLO METHOD
Klink, Beatriz Gonçalves; da Silva, Lara Alves
2017-01-01
paper aims to show the feasibility of structural analysis in steel beams, basedon the precepts of reliability. We assessed the reliability and security of a steel I-beam profile (I 254 (10”) x 37,7), MR250, subject to an applied bending moment. The purpose was to evaluate the appropriateness of the component in handling specific project stresses. First we provide a dimensioning analysis based on Brazilian structural standards and then a verification of the beam’s relative safety, in terms of ...
Tydrichova, Magdalena
2017-01-01
In this project, various available multi-objective optimization evolutionary algorithms were compared considering their performance and distribution of solutions. The main goal was to select the most suitable algorithms for applications in cancer hadron therapy planning. For our purposes, a complex testing and analysis software was developed. Also, many conclusions and hypothesis have been done for the further research.
Laosiritaworn, Yongjua; Laosiritaworn, Yongyut; Laosiritaworn, Wimalin S.
2017-09-01
In this work, the disease spreading under SIR framework (susceptible-infected-recovered) agent-based model was investigated via magnetic spin model, stochastic Monte Carlo simulation, and Neural Network analysis. The defined systems were two-dimensional lattice-like, where the spins (representing susceptible, infected, and recovered agents) were allocated on lattice cells. The lattice size, spin density, and infectious period were varied to observe its influence on disease spreading period. In the simulation, each spin was randomly allocated on the lattice and interacted with its first neighbouring spins for disease spreading. The subgroup magnetization profiles were recorded. From the results, numbers of agents in each subgroup as a function of time was found to depend on all considered parameters. Specifically, the disease spreading period slightly increases with increasing system size, decreases with increasing spin density, and exponentially decays with increasing infectious period. Due to many degrees of freedom associated, Neural Network was used to establish complex relationship among parameters. Multi-layer perceptron was considered, where optimized network architecture of 3-19-15-1 was found. Good agreement between predicted and actual outputs was evident. This confirms the validity of using Neural Network as supplements in modelling SIR disease spreading and provides profound database for future deployment.
International Nuclear Information System (INIS)
Arreola V, G.; Vazquez R, R.; Guzman A, J. R.
2012-10-01
In this work a comparative analysis of the results for the neutrons dispersion in a not multiplicative semi-infinite medium is presented. One of the frontiers of this medium is located in the origin of coordinates, where a neutrons source in beam form, i.e., μο=1 is also. The neutrons dispersion is studied on the statistical method of Monte Carlo and through the unidimensional transport theory and for an energy group. The application of transport theory gives a semi-analytic solution for this problem while the statistical solution for the flow was obtained applying the MCNPX code. The dispersion in light water and heavy water was studied. A first remarkable result is that both methods locate the maximum of the neutrons distribution to less than two mean free trajectories of transport for heavy water, while for the light water is less than ten mean free trajectories of transport; the differences between both methods is major for the light water case. A second remarkable result is that the tendency of both distributions is similar in small mean free trajectories, while in big mean free trajectories the transport theory spreads to an asymptote value and the solution in base statistical method spreads to zero. The existence of a neutron current of low energy and toward the source is demonstrated, in contrary sense to the neutron current of high energy coming from the own source. (Author)
DEFF Research Database (Denmark)
Salling, Kim Bang; Leleur, Steen
2007-01-01
to the construction cost and the travel time sav-ings. The obtained model results aim to provide an input to informed decision-making based on an account of the level of desired risk as concerns feasibility risks. This level is presented as the probability of obtaining at least a benefit-cost ratio of a specified...... value. Finally, some conclusions and a perspective are presented.......This paper presents an appraisal study of three different airport proposals in Greenland by the use of an adapted version of the Danish CBA-DK model. The assessment model is based on both a deterministic calculation by the use of conventional cost-benefit analysis and a stochastic calculation...
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
Amtmann, E.; Kimura, T.; Oyama, J.; Doden, E.; Potulski, M.
1979-01-01
At the age of 30 days female Sprague-Dawley rats were placed on a 3.66 m radius centrifuge and subsequently exposed almost continuously for 810 days to either 2.76 or 4.15 G. An age-matched control group of rats was raised near the centrifuge facility at earth gravity. Three further control groups of rats were obtained from the animal colony and sacrificed at the age of 34, 72 and 102 days. A total of 16 variables were simultaneously factor analyzed by maximum-likelihood extraction routine and the factor loadings presented after-rotation to simple structure by a varimax rotation routine. The variables include the G-load, age, body mass, femoral length and cross-sectional area, inner and outer radii, density and strength at the mid-length of the femur, dry weight of gluteus medius, semimenbranosus and triceps surae muscles. Factor analyses on A) all controls, B) all controls and the 2.76 G group, and C) all controls and centrifuged animals, produced highly similar loading structures of three common factors which accounted for 74%, 68% and 68%. respectively, of the total variance. The 3 factors were interpreted as: 1. An age and size factor which stimulates the growth in length and diameter and increases the density and strength of the femur. This factor is positively correlated with G-load but is also active in the control animals living at earth gravity. 2. A growth inhibition factor which acts on body size, femoral length and on both the outer and inner radius at mid-length of the femur. This factor is intensified by centrifugation.
Directory of Open Access Journals (Sweden)
TEMITOPE RAPHAEL AYODELE
2016-04-01
Full Text Available Monte Carlo simulation using Simple Random Sampling (SRS technique is popularly known for its ability to handle complex uncertainty problems. However, to produce a reasonable result, it requires huge sample size. This makes it to be computationally expensive, time consuming and unfit for online power system applications. In this article, the performance of Latin Hypercube Sampling (LHS technique is explored and compared with SRS in term of accuracy, robustness and speed for small signal stability application in a wind generator-connected power system. The analysis is performed using probabilistic techniques via eigenvalue analysis on two standard networks (Single Machine Infinite Bus and IEEE 16–machine 68 bus test system. The accuracy of the two sampling techniques is determined by comparing their different sample sizes with the IDEAL (conventional. The robustness is determined based on a significant variance reduction when the experiment is repeated 100 times with different sample sizes using the two sampling techniques in turn. Some of the results show that sample sizes generated from LHS for small signal stability application produces the same result as that of the IDEAL values starting from 100 sample size. This shows that about 100 sample size of random variable generated using LHS method is good enough to produce reasonable results for practical purpose in small signal stability application. It is also revealed that LHS has the least variance when the experiment is repeated 100 times compared to SRS techniques. This signifies the robustness of LHS over that of SRS techniques. 100 sample size of LHS produces the same result as that of the conventional method consisting of 50000 sample size. The reduced sample size required by LHS gives it computational speed advantage (about six times over the conventional method.
Use of Monte Carlo analysis in a risk-based prioritization of toxic constituents in house dust.
Ginsberg, Gary L; Belleggia, Giuliana
2017-12-01
Many chemicals have been detected in house dust with exposures to the general public and particularly young children of potential health concern. House dust is also an indicator of chemicals present in consumer products and the built environment that may constitute a health risk. The current analysis compiles a database of recent house dust concentrations from the United States and Canada, focusing upon semi-volatile constituents. Seven constituents from the phthalate and flame retardant categories were selected for risk-based screening and prioritization: diethylhexyl phthalate (DEHP), butyl benzyl phthalate (BBzP), diisononyl phthalate (DINP), a pentabrominated diphenyl ether congener (BDE-99), hexabromocyclododecane (HBCDD), tris(1,3-dichloro-2-propyl) phosphate (TDCIPP) and tris(2-chloroethyl) phosphate (TCEP). Monte Carlo analysis was used to represent the variability in house dust concentration as well as the uncertainty in the toxicology database in the estimation of children's exposure and risk. Constituents were prioritized based upon the percentage of the distribution of risk results for cancer and non-cancer endpoints that exceeded a hazard quotient (HQ) of 1. The greatest percent HQ exceedances were for DEHP (cancer and non-cancer), BDE-99 (non-cancer) and TDCIPP (cancer). Current uses and the potential for reducing levels of these constituents in house dust are discussed. Exposure and risk for other phthalates and flame retardants in house dust may increase if they are used to substitute for these prioritized constituents. Therefore, alternative assessment and green chemistry solutions are important elements in decreasing children's exposure to chemicals of concern in the indoor environment. Copyright © 2017 Elsevier Ltd. All rights reserved.
International Nuclear Information System (INIS)
Sobey, A.J.; Blake, J.I.R.; Shenoi, R.A.
2013-01-01
Composite materials are often utilised for their high strength to weight ratio, excellent corrosion resistance, etc. but are also characterised by variabilities and uncertainties in their mechanical properties owing to the material make-up, process and fabrication techniques. It is essential that modelling techniques continue to be developed to take account of these variabilities and uncertainties and as more complicated structures are developed it is important to have rapid assessment methods to determine the reliability of these structures. Grillage analysis methods have been previously used for assessment of tophat stiffened composite structures using simple failure criteria. As new criteria are introduced, such as by the World Wide Failure Exercise, the response of more complex topologies must be introduced. This paper therefore assesses the reliability of composite grillages using Navier grillage method incorporating up to date failure criteria. An example, taken from boatbuilding, is used to show the results of using these more complex assessment methods showing that it is of high importance to use the correct assessment criteria.
Likelihood estimators for multivariate extremes
Huser, Raphaël
2015-11-17
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.
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.
Avtandilashvili, Maia; Brey, Richard; James, Anthony C
2012-07-01
The U.S. Transuranium and Uranium Registries' tissue donors 0202 and 0407 are the two most highly exposed of the 18 registrants who were involved in the 1965 plutonium fire accident at a defense nuclear facility. Material released during the fire was well characterized as "high fired" refractory plutonium dioxide with 0.32-μm mass median diameter. The extensive bioassay data from long-term follow-up of these two cases were used to evaluate the applicability of the Human Respiratory Tract Model presented by International Commission on Radiological Protection in Publication 66 and its revision proposed by Gregoratto et al. in order to account for the observed long-term retention of insoluble material in the lungs. The maximum likelihood method was used to calculate the point estimates of intake and tissue doses and to examine the effect of different lung clearance, blood absorption, and systemic models on the goodness-of-fit and estimated dose values. With appropriate adjustments, Gregoratto et al. particle transport model coupled with the customized blood absorption parameters yielded a credible fit to the bioassay data for both cases and predicted the Case 0202 liver and skeletal activities measured postmortem. PuO2 particles produced by the plutonium fire are extremely insoluble. About 1% of this material is absorbed from the respiratory tract relatively rapidly, at a rate of about 1 to 2 d (half-time about 8 to 16 h). The remainder (99%) is absorbed extremely slowly, at a rate of about 5 × 10(-6) d (half-time about 400 y). When considering this situation, it appears that doses to other body organs are negligible in comparison to those to tissues of the respiratory tract. About 96% of the total committed weighted dose equivalent is contributed by the lungs. Doses absorbed by these workers' lungs were high: 3.2 Gy to AI and 6.5 Gy to LNTH for Case 0202 (18 y post-intake) and 3.2 Gy to AI and 55.5 Gy to LNTH for Case 0407 (43 y post-intake). This evaluation
Energy Technology Data Exchange (ETDEWEB)
Driscoll, Donald D [Case Western Reserve Univ., Cleveland, OH (United States)
2004-05-01
of a beta-eliminating cut based on a maximum-likelihood characterization described above.
Comparison of IRT Likelihood Ratio Test and Logistic Regression DIF Detection Procedures
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…
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
International Nuclear Information System (INIS)
Erradi, L.; Chetaine, A.; Chakir, E.; Kharchaf, A.; Elbardouni, T.; Elkhoukhi, T.
2005-01-01
In a previous work, we have analysed the main French experiments available on the reactivity temperature coefficient (RTC): CREOLE and MISTRAL experiments. In these experiments, the RTC has been measured in both UO 2 and UO 2 -PuO 2 PWR type lattices. Our calculations, using APOLLO2 code with CEA93 library based on JEF2.2 evaluation, have shown that the calculation error in UO 2 lattices is less than 1 pcm/C degrees which is considered as the target accuracy. On the other hand the calculation error in the MOX lattices is more significant in both low and high temperature ranges: an average error of -2 ± 0.5 pcm/C degrees is observed in low temperatures and an error of +3 ± 2 pcm/C degrees is obtained for temperatures higher than 250 C degrees. In the present work, we analysed additional experimental benchmarks on the RTC of UO 2 and MOX light water moderated lattices. To analyze these benchmarks and with the aim of minimizing uncertainties related to modelling of the experimental set up, we chose the Monte Carlo method which has the advantage of taking into account in the most exact manner the geometry of the experimental configurations. This analysis shows for the UO 2 lattices, a maximum experiment-calculation deviation of about 0,7 pcm/C degrees, which is below the target accuracy for this type of lattices. For the KAMINI experiment, which relates to the measurement of the RTC in a light water moderated lattice using U-233 as fuel our analysis shows that the ENDF/B6 library gives the best result, with an experiment-calculation deviation of the order of -0,16 pcm/C degrees. The analysis of the benchmarks using MOX fuel made it possible to highlight a discrepancy between experiment and calculation on the RTC of about -0.7 pcm/C degrees (for a range of temperatures going from 20 to 248 C degrees) and -1,2 pcm/C degrees (for a range of temperatures going from 20 to 80 C degrees). This result, in particular the tendency which has the error to decrease when the
Variational Monte Carlo Technique
Indian Academy of Sciences (India)
ias
RESONANCE ⎜ August 2014. GENERAL ⎜ ARTICLE. Variational Monte Carlo Technique. Ground State Energies of Quantum Mechanical Systems. Sukanta Deb. Keywords. Variational methods, Monte. Carlo techniques, harmonic os- cillators, quantum mechanical systems. Sukanta Deb is an. Assistant Professor in the.
Indian Academy of Sciences (India)
. Keywords. Gibbs sampling, Markov Chain. Monte Carlo, Bayesian inference, stationary distribution, conver- gence, image restoration. Arnab Chakraborty. We describe the mathematics behind the Markov. Chain Monte Carlo method of ...
International Nuclear Information System (INIS)
Hall, P.L.; Strutt, J.E.
2003-01-01
In reliability engineering, component failures are generally classified in one of three ways: (1) early life failures; (2) failures having random onset times; and (3) late life or 'wear out' failures. When the time-distribution of failures of a population of components is analysed in terms of a Weibull distribution, these failure types may be associated with shape parameters β having values 1 respectively. Early life failures are frequently attributed to poor design (e.g. poor materials selection) or problems associated with manufacturing or assembly processes. We describe a methodology for the implementation of physics-of-failure models of component lifetimes in the presence of parameter and model uncertainties. This treats uncertain parameters as random variables described by some appropriate statistical distribution, which may be sampled using Monte Carlo methods. The number of simulations required depends upon the desired accuracy of the predicted lifetime. Provided that the number of sampled variables is relatively small, an accuracy of 1-2% can be obtained using typically 1000 simulations. The resulting collection of times-to-failure are then sorted into ascending order and fitted to a Weibull distribution to obtain a shape factor β and a characteristic life-time η. Examples are given of the results obtained using three different models: (1) the Eyring-Peck (EP) model for corrosion of printed circuit boards; (2) a power-law corrosion growth (PCG) model which represents the progressive deterioration of oil and gas pipelines; and (3) a random shock-loading model of mechanical failure. It is shown that for any specific model the values of the Weibull shape parameters obtained may be strongly dependent on the degree of uncertainty of the underlying input parameters. Both the EP and PCG models can yield a wide range of values of β, from β>1, characteristic of wear-out behaviour, to β<1, characteristic of early-life failure, depending on the degree of
Posterior distributions for likelihood ratios in forensic science.
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.
LIKEDM: Likelihood calculator of dark matter detection
Huang, Xiaoyuan; Tsai, Yue-Lin Sming; Yuan, Qiang
2017-04-01
With the large progress in searches for dark matter (DM) particles with indirect and direct methods, we develop a numerical tool that enables fast calculations of the likelihoods of specified DM particle models given a number of observational data, such as charged cosmic rays from space-borne experiments (e.g., PAMELA, AMS-02), γ-rays from the Fermi space telescope, and underground direct detection experiments. The purpose of this tool - LIKEDM, likelihood calculator for dark matter detection - is to bridge the gap between a particle model of DM and the observational data. The intermediate steps between these two, including the astrophysical backgrounds, the propagation of charged particles, the analysis of Fermi γ-ray data, as well as the DM velocity distribution and the nuclear form factor, have been dealt with in the code. We release the first version (v1.0) focusing on the constraints from indirect detection of DM with charged cosmic and gamma rays. Direct detection will be implemented in the next version. This manual describes the framework, usage, and related physics of the code.
Optimized Large-scale CMB Likelihood and Quadratic Maximum Likelihood Power Spectrum Estimation
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.
Tapered composite likelihood for spatial max-stable models
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.
Estimation for Non-Gaussian Locally Stationary Processes with Empirical Likelihood Method
Directory of Open Access Journals (Sweden)
Hiroaki Ogata
2012-01-01
Full Text Available An application of the empirical likelihood method to non-Gaussian locally stationary processes is presented. Based on the central limit theorem for locally stationary processes, we give the asymptotic distributions of the maximum empirical likelihood estimator and the empirical likelihood ratio statistics, respectively. It is shown that the empirical likelihood method enables us to make inferences on various important indices in a time series analysis. Furthermore, we give a numerical study and investigate a finite sample property.
Directory of Open Access Journals (Sweden)
Hui-Jun Guo
2014-09-01
Full Text Available Polytype stability is very important for high quality SiC single crystal growth. However, the growth conditions for the 4H, 6H and 15R polytypes are similar, and the mechanism of polytype stability is not clear. The kinetics aspects, such as surface-step nucleation, are important. The kinetic Monte Carlo method is a common tool to study surface kinetics in crystal growth. However, the present lattice models for kinetic Monte Carlo simulations cannot solve the problem of the competitive growth of two or more lattice structures. In this study, a competitive lattice model was developed for kinetic Monte Carlo simulation of the competition growth of the 4H and 6H polytypes of SiC. The site positions are fixed at the perfect crystal lattice positions without any adjustment of the site positions. Surface steps on seeds and large ratios of diffusion/deposition have positive effects on the 4H polytype stability. The 3D polytype distribution in a physical vapor transport method grown SiC ingot showed that the facet preserved the 4H polytype even if the 6H polytype dominated the growth surface. The theoretical and experimental results of polytype growth in SiC suggest that retaining the step growth mode is an important factor to maintain a stable single 4H polytype during SiC growth.
International Nuclear Information System (INIS)
Chakir, E.; Erradi, L.; Bardouni, T El.; Khoukhi, T El.; Boukhal, H.; Meroun, O.; Bakkari, B El
2007-01-01
Full text: In a previous work, we have analysed the main french experiments available on the reactivity temperature coefficient (RTC) : CREAOLE and Mistral experiments. In these experiments, the RTC has been measured in both UO2 and UO2-PuO2 PWR type lattices. Our calculations, using APPOLO2 code with CEA93 library based on JEF2.2 evaluation, have shown that the calculation error in UO2 lattices is less than 1 pcm/Deg C which is considered as the target accuracy. On the other hand the calculation error in the MOX lattices is more significant in both low and high temperature ranges : an average error of -2 ± 0.5 pcm/Deg C is observed in low temperatures and an error of +3±2 pcm/Deg C is obtained for temperature higher than 250Deg C. In the present work, we analysed additional experimental benchmarks on the RTC of UO2 and MOX light water moderated lattices. To analyze these benchmarks and with the aim of minimizing uncertainties related to modelling of the experimental set up, we chose the Monte Carlo Method which has the advantage of taking into account in the most exact manner the geometry of the experimental configurations. Thus we have used the code MCNP5, for its recognized power and its availability. This analysis shows for the UO2 lattices, an average experiment-calculation deviation of about 0,5 pcm/Deg C, which is largely below the target accuracy for this type of lattices, that we estimate at approximately 1 pcm/Deg C. For the KAMINI experiment, which relates to the measurement of the RTC in light water moderated lattice using U-233 as fuel our analysis shows that the Endf/B6 library gives the best result, with an experiment -calculation deviation of the order of -0,16 pcm/Deg C. The analysis of the benchmarks using MOX fuel made it possible to highlight a discrepancy between experiment and calculation on the RTC of about -0.7pcm/Deg C ( for a range of temperature going from 20 to 248 Deg C) and -1.2 pcm/Deg C ( for a range of temperature going from 20 to
Energy Technology Data Exchange (ETDEWEB)
Gallardo, S.; Querol, A.; Ortiz, J.; Rodenas, J.; Verdu, G.
2014-07-01
In this paper the use of Monte Carlo code SWORD-GEANT is proposed to simulate an ultra pure germanium detector High Purity Germanium detector (HPGe) detector ORTEC specifically GMX40P4, coaxial geometry. (Author)
Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo
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.
Mohd Salleh, Nur Afiqah; Richardson, Lindsey; Kerr, Thomas; Shoveller, Jean; Montaner, Julio; Kamarulzaman, Adeeba; Milloy, M-J
2018-03-07
Among people living with HIV (PLWH), high levels of adherence to prescribed antiretroviral therapy (ART) is required to achieve optimal treatment outcomes. However, little is known about the effects of daily pill burden on adherence amongst PLWH who use drugs. We sought to investigate the association between daily pill burden and adherence to ART among members of this key population in Vancouver, Canada. We used data from the AIDS Care Cohort to Evaluate Exposure to Survival Services study, a long-running community-recruited cohort of PLWH who use illicit drugs linked to comprehensive HIV clinical records. The longitudinal relationship between daily pill burden and the odds of ≥95% adherence to ART among ART-exposed individuals was analyzed using multivariable generalized linear mixed-effects modeling, adjusting for sociodemographic, behavioural, and structural factors linked to adherence. Between December 2005 and May 2014, the study enrolled 770 ART-exposed participants, including 257 (34%) women, with a median age of 43 years. At baseline, 437 (56.7%) participants achieved ≥95% adherence in the previous 180 days. Among all interview periods, the median adherence was 100% (interquartile range 71%-100%). In a multivariable model, a greater number of pills per day was negatively associated with ≥95% adherence (adjusted odds ratio [AOR] 0.87 per pill, 95% confidence interval [CI] 0.84-0.91). Further analysis showed that once-a-day ART regimens were positively associated with optimal adherence (AOR 1.39, 95% CI 1.07-1.80). In conclusion, simpler dosing demands (ie, fewer pills and once-a-day single tablet regimens) promoted optimal adherence among PLWH who use drugs. Our findings highlight the need for simpler dosing to be encouraged explicitly for PWUD with multiple adherence barriers.
Markov Chain Monte Carlo Methods
Indian Academy of Sciences (India)
Markov Chain Monte Carlo Methods. 2. The Markov Chain Case. K B Athreya, Mohan Delampady and T Krishnan. K B Athreya is a Professor at. Cornell University. His research interests include mathematical analysis, probability theory and its application and statistics. He enjoys writing for Resonance. His spare time is ...
Markov Chain Monte Carlo Methods
Indian Academy of Sciences (India)
GENERAL ! ARTICLE. Markov Chain Monte Carlo Methods. 3. Statistical Concepts. K B Athreya, Mohan Delampady and T Krishnan. K B Athreya is a Professor at. Cornell University. His research interests include mathematical analysis, probability theory and its application and statistics. He enjoys writing for Resonance.
International Nuclear Information System (INIS)
Takano, M.; Masukawa, F.; Naito, Y.
1994-01-01
The MCACE code, a radiation shielding analysis code by the Monte Carlo method is examined and modified to execute on a parallel computer. The parallelized MCACE code has achieved a speed-up of 52.5 times when random walk processes are executed by 128 batches of 400 particles on the parallel computer AP-1000 equipped with 64 cell processors. In order to achieve high performance, the number of particles for each batch must be large enough to reduce a fluctuation among the execution times in the cell processors, which are mainly caused by differences in random walk processes. (authors). 3 refs., 2 figs., 1 tab
A Predictive Likelihood Approach to Bayesian Averaging
Directory of Open Access Journals (Sweden)
Tomáš Jeřábek
2015-01-01
Full Text Available Multivariate time series forecasting is applied in a wide range of economic activities related to regional competitiveness and is the basis of almost all macroeconomic analysis. In this paper we combine multivariate density forecasts of GDP growth, inflation and real interest rates from four various models, two type of Bayesian vector autoregression (BVAR models, a New Keynesian dynamic stochastic general equilibrium (DSGE model of small open economy and DSGE-VAR model. The performance of models is identified using historical dates including domestic economy and foreign economy, which is represented by countries of the Eurozone. Because forecast accuracy of observed models are different, the weighting scheme based on the predictive likelihood, the trace of past MSE matrix, model ranks are used to combine the models. The equal-weight scheme is used as a simple combination scheme. The results show that optimally combined densities are comparable to the best individual models.
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.
Energy Technology Data Exchange (ETDEWEB)
Anim-Sampong, S.; Akaho, E.H.K.; Maakuu, B.T.; Gbadago, J.K. [Ghana Research Reactor-1 Centre, Dept. of Nuclear Engineering and Materials Science, National Nuclear Research Institute, Ghana Atomic Energy Commission, Legon, Accra (Ghana); Andam, A. [Kwame Nkrumah Univ. of Science and Technology, Dept. of Physics (Ghana); Liaw, J.J.R.; Matos, J.E. [Argonne National Lab., RERTR Programme, Div. of Nuclear Engineering (United States)
2007-07-01
Monte Carlo particle transport methods and software (MCNP) have been applied to the modelling, simulation and neutronic analysis for the conversion of the HEU-fuelled (high enrichment uranium) core of the Ghana Research Reactor-1 (GHARR-1) facility. The results show that the MCNP model of the GHARR-1 facility, which is a commercial version of the Miniature Neutron Source Reactor (MNSR) is good as the simulated neutronic and other reactor physics parameters agree with very well with experimental and zero power results. Three UO{sub 2} LEU (low enrichment uranium) fuels with different enrichments (12.6% and 19.75%), core configurations, core loadings were utilized in the conversion studies. The nuclear criticality and kinetic parameters obtained from the Monte Carlo simulation and neutronic analysis using three UO{sub 2} LEU fuels are in close agreement with results obtained for the reference 90.2% U-Al HEU core. The neutron flux variation in the core, fission chamber and irradiation channels for the LEU UO{sub 2} fuels show the same trend as the HEU core as presented in the paper. The Monte Carlo model confirms a reduction (8% max) in the peak neutron fluxes simulated in the irradiation channels which are utilized for experimental and commercial activities. However, the reductions or 'losses' in the flux levels neither affects the criticality safety, reactor operations and safety nor utilization of the reactor. Employing careful core loading optimization techniques and fuel loadings and enrichment, it is possible to eliminate the apparent reductions or 'losses' in the neutron fluxes as suggested in this paper. Concerning neutronics, it can be concluded that all the 3 LEU fuels qualify as LEU candidates for core conversion of the GHARR-1 facility.
Meier, R. R.; Lee, J.-S.
1982-01-01
The transport of resonance radiation under optically thick conditions is shown to be accurately described by a Monte Carlo model of the atomic oxygen 1304 A airglow triplet in which partial frequency redistribution, temperature gradients, pure absorption and multilevel scattering are accounted for. All features of the data can be explained by photoelectron impact excitation and the resonant scattering of sunlight, where the latter source dominates below 100 and above 500 km and is stronger at intermediate altitudes than previously thought. It is concluded that the OI 1304 A emission can be used in studies of excitation processes and atomic oxygen densities in planetary atmospheres.
Directory of Open Access Journals (Sweden)
Fernando Rodrigues Amorim
2017-12-01
Full Text Available The acquisition of projects aimed at rural tourism represents an alternative for generating income. The objective of this study was to evaluate the viability of purchasing a farm that is structured as a hostel, located in Joanópolis, interior of São Paulo, Brazil. The method was based on exploratory research based on a case study comparing the economic viability of this project. However, this viability is surrounded by uncertainties and risks. With this, the Monte Carlo method was used to analyze this probability. The data were obtained through the Department of Tourism in the city of Joanópolis from primary and secondary data. The calculations were made for work during a year drawn up in a cash flow with the monthly expenses of the hostel. From the results it was concluded that it is feasible to buy this hostel in the real and optimistic scenario and in the Monte Carlo method analyzing the project’s total NPV values
Gukelberger, Jan; Kozik, Evgeny; Hafermann, Hartmut
2017-07-01
The dual fermion approach provides a formally exact prescription for calculating properties of a correlated electron system in terms of a diagrammatic expansion around dynamical mean-field theory (DMFT). Most practical implementations, however, neglect higher-order interaction vertices beyond two-particle scattering in the dual effective action and further truncate the diagrammatic expansion in the two-particle scattering vertex to a leading-order or ladder-type approximation. In this work, we compute the dual fermion expansion for the two-dimensional Hubbard model including all diagram topologies with two-particle interactions to high orders by means of a stochastic diagrammatic Monte Carlo algorithm. We benchmark the obtained self-energy against numerically exact diagrammatic determinant Monte Carlo simulations to systematically assess convergence of the dual fermion series and the validity of these approximations. We observe that, from high temperatures down to the vicinity of the DMFT Néel transition, the dual fermion series converges very quickly to the exact solution in the whole range of Hubbard interactions considered (4 ≤U /t ≤12 ), implying that contributions from higher-order vertices are small. As the temperature is lowered further, we observe slower series convergence, convergence to incorrect solutions, and ultimately divergence. This happens in a regime where magnetic correlations become significant. We find, however, that the self-consistent particle-hole ladder approximation yields reasonable and often even highly accurate results in this regime.
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
Directory of Open Access Journals (Sweden)
Nadeem Shaukat
2017-08-01
Full Text Available With ever-advancing computer technology, the Monte Carlo (MC neutron transport calculation is expanding its application area to nuclear reactor transient analysis. Dynamic MC (DMC neutron tracking for transient analysis requires efficient algorithms for delayed neutron generation, neutron population control, and initial condition modeling. In this paper, a new MC steady-state simulation method based on time-dependent MC neutron tracking is proposed for steady-state initial condition modeling; during this process, prompt neutron sources and delayed neutron precursors for the DMC transient simulation can easily be sampled. The DMC method, including the proposed time-dependent DMC steady-state simulation method, has been implemented in McCARD and applied for two-dimensional core kinetics problems in the time-dependent neutron transport benchmark C5G7-TD. The McCARD DMC calculation results show good agreement with results of a deterministic transport analysis code, nTRACER.
Likelihood Approximation With Hierarchical Matrices For Large Spatial Datasets
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.
Essays on empirical likelihood in economics
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.
Composite likelihood method for inferring local pedigrees
DEFF Research Database (Denmark)
Ko, Amy; Nielsen, Rasmus
2017-01-01
such as polygamous families, multi-generational families, and pedigrees in which many of the member individuals are missing. Computational speed is greatly enhanced by the use of a composite likelihood function which approximates the full likelihood. We validate our method on simulated data and show that it can...
minimum thresholds of monte carlo cycles for nigerian empirical
African Journals Online (AJOL)
2012-11-03
Nov 3, 2012 ... Abstract. Monte Carlo simulation has proven to be an effective means of incorporating reliability analysis into the ... Monte Carlo simulation cycle of 2, 500 thresholds were enough to be used to provide sufficient repeatability for ... rameters using Monte Carlo method with the aid of. MATrixLABoratory.
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
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.
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
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
Theoretical simulation and analysis of large size BMP-LSC by 3D Monte Carlo ray tracing model
International Nuclear Information System (INIS)
Zhang Feng; Zhang Ning-Ning; Yan Sen; Song Sun; Jun Bao; Chen Gao; Zhang Yi
2017-01-01
Luminescent solar concentrators (LSC) can reduce the area of solar cells by collecting light from a large area and concentrating the captured light onto relatively small area photovoltaic (PV) cells, and thereby reducing the cost of PV electricity generation. LSCs with bottom-facing cells (BMP-LSC) can collect both direct light and indirect light, so further improving the efficiency of the PV cells. However, it is hard to analyze the effect of each parameter by experiment because there are too many parameters involved in the BMP-LSC. In this paper, all the physical processes of the light transmission and collection in the BMP-LSC were analyzed. A three-dimensional Monte Carlo ray tracing program was developed to study the transmission of photons in the LSC. A larger-size LSC was simulated, and the effects of dye concentration, the LSC thickness, the cell area, and the cell distance were systematically analyzed. (paper)
Energy Technology Data Exchange (ETDEWEB)
Jang, Dong Gun [Dept. of Nuclear Medicine, Dongnam Institute of Radiological and Medical Sciences Cancer Center, Pusan (Korea, Republic of); Kang, SeSik; Kim, Jung Hoon; KIm, Chang Soo [Dept. of Radiological Science, College of Health Sciences, Catholic University, Pusan (Korea, Republic of)
2015-12-15
Workers in nuclear medicine have performed various tasks such as production, distribution, preparation and injection of radioisotope. This process could cause high radiation exposure to workers’ hand. The purpose of this study was to investigate shielding effect for r-rays of 140 and 511 keV by using Monte-Carlo simulation. As a result, it was effective, regardless of lead thickness for radiation shielding in 140 keV r-ray. However, it was effective in shielding material with thickness of more than only 1.1 mm in 511 keV r-ray. And also it doesn’t effective in less than 1.1 mm due to secondary scatter ray and exposure dose was rather increased. Consequently, energy of radionuclide and thickness of shielding materials should be considered to reduce radiation exposure.
Development and Application of MCNP5 and KENO-VI Monte Carlo Models for the Atucha-2 PHWR Analysis
Directory of Open Access Journals (Sweden)
M. Pecchia
2011-01-01
Full Text Available The geometrical complexity and the peculiarities of Atucha-2 PHWR require the adoption of advanced Monte Carlo codes for performing realistic neutronic simulations. Core models of Atucha-2 PHWR were developed using both MCNP5 and KENO-VI codes. The developed models were applied for calculating reactor criticality states at beginning of life, reactor cell constants, and control rods volumes. The last two applications were relevant for performing successive three dimensional neutron kinetic analyses since it was necessary to correctly evaluate the effect of each oblique control rod in each cell discretizing the reactor. These corrective factors were then applied to the cell cross sections calculated by the two-dimensional deterministic lattice physics code HELIOS. These results were implemented in the RELAP-3D model to perform safety analyses for the licensing process.
Hu, Kaifeng; Ellinger, James J; Chylla, Roger A; Markley, John L
2011-12-15
Time-zero 2D (13)C HSQC (HSQC(0)) spectroscopy offers advantages over traditional 2D NMR for quantitative analysis of solutions containing a mixture of compounds because the signal intensities are directly proportional to the concentrations of the constituents. The HSQC(0) spectrum is derived from a series of spectra collected with increasing repetition times within the basic HSQC block by extrapolating the repetition time to zero. Here we present an alternative approach to data collection, gradient-selective time-zero (1)H-(13)C HSQC(0) in combination with fast maximum likelihood reconstruction (FMLR) data analysis and the use of two concentration references for absolute concentration determination. Gradient-selective data acquisition results in cleaner spectra, and NMR data can be acquired in both constant-time and non-constant-time mode. Semiautomatic data analysis is supported by the FMLR approach, which is used to deconvolute the spectra and extract peak volumes. The peak volumes obtained from this analysis are converted to absolute concentrations by reference to the peak volumes of two internal reference compounds of known concentration: DSS (4,4-dimethyl-4-silapentane-1-sulfonic acid) at the low concentration limit (which also serves as chemical shift reference) and MES (2-(N-morpholino)ethanesulfonic acid) at the high concentration limit. The linear relationship between peak volumes and concentration is better defined with two references than with one, and the measured absolute concentrations of individual compounds in the mixture are more accurate. We compare results from semiautomated gsHSQC(0) with those obtained by the original manual phase-cycled HSQC(0) approach. The new approach is suitable for automatic metabolite profiling by simultaneous quantification of multiple metabolites in a complex mixture.
Hu, Kaifeng; Ellinger, James J.; Chylla, Roger A.; Markley, John L.
2011-01-01
Time-zero 2D 13C HSQC (HSQC0) spectroscopy offers advantages over traditional 2D NMR for quantitative analysis of solutions containing a mixture of compounds because the signal intensities are directly proportional to the concentrations of the constituents. The HSQC0 spectrum is derived from a series of spectra collected with increasing repetition times within the basic HSQC block by extrapolating the repetition time to zero. Here we present an alternative approach to data collection, gradient-selective time-zero 1H-13C HSQC0 in combination with fast maximum likelihood reconstruction (FMLR) data analysis and the use of two concentration references for absolute concentration determination. Gradient-selective data acquisition results in cleaner spectra, and NMR data can be acquired in both constant-time and non-constant time mode. Semi-automatic data analysis is supported by the FMLR approach, which is used to deconvolute the spectra and extract peak volumes. The peak volumes obtained from this analysis are converted to absolute concentrations by reference to the peak volumes of two internal reference compounds of known concentration: DSS (4,4-dimethyl-4-silapentane-1-sulfonic acid) at the low concentration limit (which also serves as chemical shift reference) and MES (2-(N-morpholino)ethanesulfonic acid) at the high concentration limit. The linear relationship between peak volumes and concentration is better defined with two references than with one, and the measured absolute concentrations of individual compounds in the mixture are more accurate. We compare results from semi-automated gsHSQC0 with those obtained by the original manual phase-cycled HSQC0 approach. The new approach is suitable for automatic metabolite profiling by simultaneous quantification of multiple metabolites in a complex mixture. PMID:22029275
Nuttin, A.; Capellan, N.; David, S.; Doligez, X.; El Mhari, C.; Méplan, O.
2014-06-01
Safety analysis of innovative reactor designs requires three dimensional modeling to ensure a sufficiently realistic description, starting from steady state. Actual Monte Carlo (MC) neutron transport codes are suitable candidates to simulate large complex geometries, with eventual innovative fuel. But if local values such as power densities over small regions are needed, reliable results get more difficult to obtain within an acceptable computation time. In this scope, NEA has proposed a performance test of full PWR core calculations based on Monte Carlo neutron transport, which we have used to define an optimal detail level for convergence of steady state coupled neutronics. Coupling between MCNP for neutronics and the subchannel code COBRA for thermal-hydraulics has been performed using the C++ tool MURE, developed for about ten years at LPSC and IPNO. In parallel with this study and within the same MURE framework, a simplified code of nodal kinetics based on two-group and few-point diffusion equations has been developed and validated on a typical CANDU LOCA. Methods for the computation of necessary diffusion data have been defined and applied to NU (Nat. U) and Th fuel CANDU after assembly evolutions by MURE. Simplicity of CANDU LOCA model has made possible a comparison of these two fuel behaviours during such a transient.
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.
Use of SAMC for Bayesian analysis of statistical models with intractable normalizing constants
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.
On the use of marginal posteriors in marginal likelihood estimation via importance-sampling
Perrakis, K.; Ntzoufras, I.; Tsionas, E. G.
2013-01-01
We investigate the efficiency of a marginal likelihood estimator where the product of the marginal posterior distributions is used as an importance-sampling function. The approach is generally applicable to multi-block parameter vector settings, does not require additional Markov Chain Monte Carlo (MCMC) sampling and is not dependent on the type of MCMC scheme used to sample from the posterior. The proposed approach is applied to normal regression models, finite normal mixtures and longitudin...
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...... 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 analysing Peter Diggle's heather data set, where we discuss the results of simulation......-based maximum likelihood inference and the effect of specifying different reference Poisson models....
Statistical-likelihood Exo-Planetary Habitability Index (SEPHI)
Rodríguez-Mozos, J. M.; Moya, A.
2017-11-01
A new index, the Statistical-likelihood Exo-Planetary Habitability Index (SEPHI), is presented. It has been developed to cover the current and future features required for a classification scheme disentangling whether any exoplanet discovered is potentially habitable compared with life on Earth. SEPHI uses likelihood functions to estimate the habitability potential. It is defined as the geometric mean of four sub-indexes related to four comparison criteria: Is the planet telluric? Does it have an atmosphere dense enough and a gravity compatible with life? Does it have liquid water on its surface? Does it have a magnetic field shielding its surface from harmful radiation and stellar winds? SEPHI can be estimated with only seven physical characteristics: planetary mass, planetary radius, planetary orbital period, stellar mass, stellar radius, stellar effective temperature and planetary system age. We have applied SEPHI to all the planets in the Exoplanet Encyclopaedia using a Monte Carlo method. Kepler-1229b, Kepler-186f and Kepler-442b have the largest SEPHI values assuming certain physical descriptions. Kepler-1229b is the most unexpected planet in this privileged position since no previous study pointed to this planet as a potentially interesting and habitable one. In addition, most of the tidally locked Earth-like planets present a weak magnetic field, incompatible with habitability potential. We must stress that our results are linked to the physics used in this study. Any change in the physics used implies only an updating of the likelihood functions. We have developed a web application allowing the online estimation of SEPHI (http://sephi.azurewebsites.net/).
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.
Muryn, John S.; Morgan, Ashraf G.; Liptak, Chris L.; Dong, Frank F.; Segars, W. Paul; Primak, Andrew N.; Li, Xiang
2017-04-01
In Monte Carlo simulation of CT dose, many input parameters are required (e.g. bowtie filter properties and scan start/end location). Our goal was to examine the uncertainties in patient dose when input parameters were inaccurate. Using a validated Monte Carlo program, organ dose from a chest CT scan was simulated for an average-size female phantom using a reference set of input parameter values (treated as the truth). Additional simulations were performed in which errors were purposely introduced into the input parameter values. The effects on four dose quantities were analyzed: organ dose (mGy/mAs), effective dose (mSv/mAs), CTDIvol-normalized organ dose (unitless), and DLP-normalized effective dose (mSv/mGy · cm). At 120 kVp, when spectral half value layer deviated from its true value by ±1.0 mm Al, the four dose quantities had errors of 18%, 7%, 14% and 2%, respectively. None of the dose quantities were affected significantly by errors in photon path length through the graphite section of the bowtie filter; path length error as large as 5 mm produced dose errors of ⩽2%. In contrast, error of this magnitude in the aluminum section produced dose errors of ⩽14%. At a total collimation of 38.4 mm, when radiation beam width deviated from its true value by ± 3 mm, dose errors were ⩽7%. Errors in tube starting angle had little impact on effective dose (errors ⩽ 1%) however, they produced organ dose errors as high as 66%. When the assumed scan length was longer by 4 cm than the truth, organ dose errors were up to 137%. The corresponding error was 24% for effective dose, but only 3% for DLP-normalized effective dose. Lastly, when the scan isocenter deviated from the patient’s anatomical center by 5 cm, organ and effective dose errors were up 18% and 8%, respectively.
Fathi, K.; Galer, S.; Kirkby, K. J.; Palmans, H.; Nisbet, A.
2017-11-01
The high uncertainty in the Relative Biological Effectiveness (RBE) values of particle therapy beam, which are used in combination with the quantity absorbed dose in radiotherapy, together with the increase in the number of particle therapy centres worldwide necessitate a better understating of the biological effect of such modalities. The present novel study is part of performance testing and development of a micro-calorimeter based on Superconducting QUantum Interference Devices (SQUIDs). Unlike other microdosimetric detectors that are used for investigating the energy distribution, this detector provides a direct measurement of energy deposition at the micrometre scale, that can be used to improve our understanding of biological effects in particle therapy application, radiation protection and environmental dosimetry. Temperature rises of less than 1μK are detectable and when combined with the low specific heat capacity of the absorber at cryogenic temperature, extremely high energy deposition sensitivity of approximately 0.4 eV can be achieved. The detector consists of 3 layers: tissue equivalent (TE) absorber, superconducting (SC) absorber and silicon substrate. Ideally all energy would be absorbed in the TE absorber and heat rise in the superconducting layer would arise due to heat conduction from the TE layer. However, in practice direct particle absorption occurs in all 3 layers and must be corrected for. To investigate the thermal behaviour within the detector, and quantify any possible correction, particle tracks were simulated employing Geant4 (v9.6) Monte Carlo simulations. The track information was then passed to the COMSOL Multiphysics (Finite Element Method) software. The 3D heat transfer within each layer was then evaluated in a time-dependent model. For a statistically reliable outcome, the simulations had to be repeated for a large number of particles. An automated system has been developed that couples Geant4 Monte Carlo output to COMSOL for
Fathi, Kamran
The high uncertainty in the Relative Biological Effectiveness (RBE) values of particle therapy beams, which are used in combination with the quantity absorbed dose in radiotherapy, together with the increase in the number of particle therapy centres worldwide necessitate a better understating of the biological effect of such modalities. The present novel study is part of performance testing and development of a microcalorimeter based on Superconducting QUantum Interference Devices (SQUIDs). Unlike other microdosimetric detectors that are used for investigating the energy distribution, this detector provides a direct measurement of energy deposition at the micrometer scale, that can be used to improve our understanding of biological effects in particle therapy application, radiation protection and environmental dosimetry. Temperature rises of less than 1 muK are detectable and when combined with the low specific heat capacity of the absorber at cryogenic temperature, extremely high energy deposition sensitivity of approximately 0.4 eV can be achieved. The detector consists of three layers: a Tissue Equivalent (TE) absorber, a SuperConducting (SC) absorber and a silicon substrate. Ideally all energy would be deposited in the TE absorber and the heat rise in the SC layer would arise due to heat conduction from the TE layer. However, in practice direct particle absorption occurs in all three layers and must be corrected for. To investigate the thermal behavior within the detector, and quantify any possible correction, particle tracks were simulated employing Geant4 (v9.6) Monte Carlo simulations. The track information was then passed to the COMSOL Multiphysics (Finite Element Method) software. The 3D heat transfer within each layer was then evaluated in a time-dependent model. For a statistically reliable outcome, the simulations had to be repeated for a large number of particles. An automated system has been developed that couples Geant4 Monte Carlo output to COMSOL
Asymptotic Likelihood Distribution for Correlated & Constrained Systems
Agarwal, Ujjwal
2016-01-01
It describes my work as summer student at CERN. The report discusses the asymptotic distribution of the likelihood ratio for total no. of parameters being h and 2 out of these being are constrained and correlated.
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
A Monte Carlo Analysis of Weight Data from UF_{6} Cylinder Feed and Withdrawal Stations
Energy Technology Data Exchange (ETDEWEB)
Garner, James R [ORNL; Whitaker, J Michael [ORNL
2015-01-01
As the number of nuclear facilities handling uranium hexafluoride (UF_{6}) cylinders (e.g., UF_{6} production, enrichment, and fuel fabrication) increase in number and throughput, more automated safeguards measures will likely be needed to enable the International Atomic Energy Agency (IAEA) to achieve its safeguards objectives in a fiscally constrained environment. Monitoring the process data from the load cells built into the cylinder feed and withdrawal (F/W) stations (i.e., cylinder weight data) can significantly increase the IAEA’s ability to efficiently achieve the fundamental safeguards task of confirming operations as declared (i.e., no undeclared activities). Researchers at the Oak Ridge National Laboratory, Los Alamos National Laboratory, the Joint Research Center (in Ispra, Italy), and University of Glasgow are investigating how this weight data can be used for IAEA safeguards purposes while fully protecting the operator’s proprietary and sensitive information related to operations. A key question that must be resolved is, what is the necessary frequency of recording data from the process F/W stations to achieve safeguards objectives? This paper summarizes Monte Carlo simulations of typical feed, product, and tails withdrawal cycles and evaluates longer sampling frequencies to determine the expected errors caused by low-frequency sampling and its impact on material balance calculations.
Analysis of MCLP, Q-MALP, and MQ-MALP with Travel Time Uncertainty Using Monte Carlo Simulation
Directory of Open Access Journals (Sweden)
Noraida Abdul Ghani
2017-01-01
Full Text Available This paper compares the application of the Monte Carlo simulation in incorporating travel time uncertainties in ambulance location problem using three models: Maximum Covering Location Problem (MCLP, Queuing Maximum Availability Location Problem (Q-MALP, and Multiserver Queuing Maximum Availability Location Problem (MQ-MALP. A heuristic method is developed to site the ambulances. The models are applied to the 33-node problem representing Austin, Texas, and the 55-node problem. For the 33-node problem, the results show that the servers are less spatially distributed in Q-MALP and MQ-MALP when the uncertainty of server availability is considered using either the independent or dependent travel time. On the other hand, for the 55-node problem, the spatial distribution of the servers obtained by locating a server to the highest hit node location is more dispersed in MCLP and Q-MALP. The implications of the new model for the ambulance services system design are discussed as well as the limitations of the modeling approach.
Beaufils, Sylvie; Cormier, Laurent; Bionducci, Monica; Ecolivet, Claude; Calas, Georges; Le Sauze, André; Marchand, Roger
2003-03-01
Reverse Monte Carlo simulations have been performed on the alkali metaphosphate glasses Na0.5Li0.5PO3 and LiPO3 concerning structural experimental data obtained by neutron and x-ray diffraction at 300 K for both systems and versus temperature up to the melting point for the mixed composition. It appears that the contrast effect due to the negative scattering length of Li is not the only reason for the difference in the intensity of the prepeak observed in both systems. The main structural difference lies in the intermediate-range order, while the short-range order is quite similar in both systems. Moreover, it is shown that the intensity increase of the prepeak in the Na0.5Li0.5PO3 structure factor is due to the partial structure factors of the PO4 tetrahedron, sustaining the hypothesis of an ordering between several PO4 tetrahedra and voids with temperature.
Energy Technology Data Exchange (ETDEWEB)
Endo, Satoru; Hoshi, Masaharu; Takada, Jun [Hiroshima Univ. (Japan). Research Inst. for Radiation Biology and Medicine; Iwatani, Kazuo; Oka, Takamitsu; Shizuma, Kiyoshi; Imanaka, Tetsuji; Fujita, Shoichiro; Hasai, Hiromi
1999-06-01
The depth profile of {sup 152}Eu activity induced in a large granite stone pillar by Hiroshima atomic bomb neutrons was calculated by a Monte Carlo N-Particle Transport Code (MCNP). The pillar was on the Motoyasu Bridge, located at a distance of 132 m (WSW) from the hypocenter. It was a square column with a horizontal sectional size of 82.5 cm x 82.5 cm and height of 179 cm. Twenty-one cells from the north to south surface at the central height of the column were specified for the calculation and {sup 152}Eu activities for each cell were calculated. The incident neutron spectrum was assumed to be the angular fluence data of the Dosimetry System 1986 (DS86). The angular dependence of the spectrum was taken into account by dividing the whole solid angle into twenty-six directions. The calculated depth profile of specific activity did not agree with the measured profile. A discrepancy was found in the absolute values at each depth with a mean multiplication factor of 0.58 and also in the shape of the relative profile. The results indicated that a reassessment of the neutron energy spectrum in DS86 is required for correct dose estimation. (author)
Monte Carlo design of a system for the detection of explosive materials and analysis of the dose
International Nuclear Information System (INIS)
Hernandez A, P. L.; Medina C, D.; Rodriguez I, J. L.; Salas L, M. A.; Vega C, H. R.
2015-10-01
The problems associated with insecurity and terrorism have forced to designing systems for detecting nuclear materials, drugs and explosives that are installed on roads, ports and airports. Organic materials are composed of C, H, O and N; similarly the explosive materials are manufactured which can be distinguished by the concentration of these elements. Its elemental composition, particularly the concentration of hydrogen and oxygen, allow distinguish them from other organic substances. When these materials are irradiated with neutrons nuclear reactions (n, γ) are produced, where the emitted photons are ready gamma rays whose energy is characteristic of each element and its abundance allows estimating their concentration. The aim of this study was designed using Monte Carlo methods a system with neutron source, gamma rays detector and moderator able to distinguish the presence of Rdx and urea. In design were used as moderators: paraffin, light water, polyethylene and graphite; as detectors were used HPGe and the NaI(Tl). The design that showed the best performance was the moderator of light water and HPGe, with a source of 241 AmBe. For this design, the values of ambient dose equivalent around the system were calculated. (Author)
Monte carlo simulation for soot dynamics
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.
Energy Technology Data Exchange (ETDEWEB)
Mohammadian-Behbahani, Mohammad-Reza [Department of Energy Engineering and Physics, Amir-Kabir University of Technology (Tehran Polytechnic), Tehran (Iran, Islamic Republic of); School of Particles and Accelerators, Institute for Research in Fundamental Sciences (IPM), Tehran (Iran, Islamic Republic of); Saramad, Shahyar, E-mail: ssaramad@aut.ac.ir [Department of Energy Engineering and Physics, Amir-Kabir University of Technology (Tehran Polytechnic), Tehran (Iran, Islamic Republic of); School of Particles and Accelerators, Institute for Research in Fundamental Sciences (IPM), Tehran (Iran, Islamic Republic of); Mohammadi, Mohammad [Department of Electrical Engineering, Amir-Kabir University of Technology (Tehran Polytechnic), Tehran (Iran, Islamic Republic of); School of Particles and Accelerators, Institute for Research in Fundamental Sciences (IPM), Tehran (Iran, Islamic Republic of)
2017-05-01
A combination of Finite Difference Time Domain (FDTD) and Monte Carlo (MC) methods is proposed for simulation and analysis of ZnO microscintillators grown in polycarbonate membrane. A planar 10 keV X-ray source irradiating the detector is simulated by MC method, which provides the amount of absorbed X-ray energy in the assembly. The transport of generated UV scintillation light and its propagation in the detector was studied by the FDTD method. Detector responses to different probable scintillation sites and under different energies of X-ray source from 10 to 25 keV are reported. Finally, the tapered geometry for the scintillators is proposed, which shows enhanced spatial resolution in comparison to cylindrical geometry for imaging applications.
Energy Technology Data Exchange (ETDEWEB)
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.
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
Waldmann, Patrik; Hallander, Jon; Hoti, Fabian; Sillanpää, Mikko J
2008-06-01
Accurate and fast computation of quantitative genetic variance parameters is of great importance in both natural and breeding populations. For experimental designs with complex relationship structures it can be important to include both additive and dominance variance components in the statistical model. In this study, we introduce a Bayesian Gibbs sampling approach for estimation of additive and dominance genetic variances in the traditional infinitesimal model. The method can handle general pedigrees without inbreeding. To optimize between computational time and good mixing of the Markov chain Monte Carlo (MCMC) chains, we used a hybrid Gibbs sampler that combines a single site and a blocked Gibbs sampler. The speed of the hybrid sampler and the mixing of the single-site sampler were further improved by the use of pretransformed variables. Two traits (height and trunk diameter) from a previously published diallel progeny test of Scots pine (Pinus sylvestris L.) and two large simulated data sets with different levels of dominance variance were analyzed. We also performed Bayesian model comparison on the basis of the posterior predictive loss approach. Results showed that models with both additive and dominance components had the best fit for both height and diameter and for the simulated data with high dominance. For the simulated data with low dominance, we needed an informative prior to avoid the dominance variance component becoming overestimated. The narrow-sense heritability estimates in the Scots pine data were lower compared to the earlier results, which is not surprising because the level of dominance variance was rather high, especially for diameter. In general, the hybrid sampler was considerably faster than the blocked sampler and displayed better mixing properties than the single-site sampler.
Variational Monte Carlo Technique
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 19; Issue 8. Variational Monte Carlo Technique: Ground State Energies of Quantum Mechanical Systems. Sukanta Deb. General Article Volume 19 Issue 8 August 2014 pp 713-739 ...
Directory of Open Access Journals (Sweden)
Raed Alzghool
2017-01-01
Full Text Available For estimation of the stochastic volatility model (SVM, this paper suggests the quasi-likelihood (QL and asymptotic quasi-likelihood (AQL methods. The QL approach is quite simple and does not require full knowledge of the likelihood functions of the SVM. The AQL technique is based on the QL method and is used when the covariance matrix Σ is unknown. The AQL approach replaces the true variance–covariance matrix Σ by nonparametric kernel estimator of Σ in QL.
International Nuclear Information System (INIS)
Mitake, Susumu
2003-01-01
Validation of the continuous-energy Monte Carlo criticality-safety analysis system, comprising the MVP code and neutron cross sections based on JENDL-3.2, was examined using benchmarks evaluated in the 'International Handbook of Evaluated Criticality Safety Benchmark Experiments'. Eight experiments (116 configurations) for the plutonium solution and plutonium-uranium mixture systems performed at Valduc, Battelle Pacific Northwest Laboratories, and other facilities were selected and used in the studies. The averaged multiplication factors calculated with MVP and MCNP-4B using the same neutron cross-section libraries based on JENDL-3.2 were in good agreement. Based on methods provided in the Japanese nuclear criticality-safety handbook, the estimated criticality lower-limit multiplication factors to be used as a subcriticality criterion for the criticality-safety evaluation of nuclear facilities were obtained. The analysis proved the applicability of the MVP code to the criticality-safety analysis of nuclear fuel facilities, particularly to the analysis of systems fueled with plutonium and in homogeneous and thermal-energy conditions
International Nuclear Information System (INIS)
Lee, Kyung-Hoon; Kim, Kang-Seog; Cho, Jin-Young; Song, Jae-Seung; Noh, Jae-Man; Lee, Chung-Chan
2008-01-01
The IAEA's gas-cooled reactor program has coordinated international cooperation for an evaluation of a high temperature gas-cooled reactor's performance, which includes a validation of the physics analysis codes and the performance models for the proposed GT-MHR. This benchmark problem consists of the pin and block calculations and the reactor physics of the control rod worth for the GT-MHR with a weapon grade plutonium fuel. Benchmark analysis has been performed by using the HELIOS/MASTER deterministic code package and the MCNP Monte Carlo code. The deterministic code package adopts a conventional 2-step procedure in which a few group constants are generated by a transport lattice calculation, and the reactor physics analysis is performed by a 3-dimensional diffusion calculation. In order to solve particular modeling issues in GT-MHR, recently developed technologies were utilized and new analysis procedure was devised. Double heterogeneity effect could be covered by using the reactivity-equivalent physical transformation (RPT) method. Strong core-reflector interaction could be resolved by applying an equivalence theory to the generation of the reflector cross sections. In order to accurately handle with very large control rods which are asymmetrically located in a fuel and a reflector block, the surface dependent discontinuity factors (SDFs) were considered in applying an equivalence theory. A new method has been devised to consider SDFs without any modification of the nodal solver in MASTER. All computational results of the HELIOS/MASTER code package were compared with those of MCNP. The multiplication factors of HELIOS for the pin cells are in very good agreement with those of MCNP to within a maximum error of 693 pcm Δρ. The maximum differences of the multiplication factors for the fuel blocks are about 457 pcm Δρ and the control rod worths of HELIOS are consistent with those of MCNP to within a maximum error of 3.09%. On considering a SDF in the core
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
Maximum likelihood decay curve fits by the simplex method
International Nuclear Information System (INIS)
Gregorich, K.E.
1991-01-01
A multicomponent decay curve analysis technique has been developed and incorporated into the decay curve fitting computer code, MLDS (maximum likelihood decay by the simplex method). The fitting criteria are based on the maximum likelihood technique for decay curves made up of time binned events. The probabilities used in the likelihood functions are based on the Poisson distribution, so decay curves constructed from a small number of events are treated correctly. A simple utility is included which allows the use of discrete event times, rather than time-binned data, to make maximum use of the decay information. The search for the maximum in the multidimensional likelihood surface for multi-component fits is performed by the simplex method, which makes the success of the iterative fits extremely insensitive to the initial values of the fit parameters and eliminates the problems of divergence. The simplex method also avoids the problem of programming the partial derivatives of the decay curves with respect to all the variable parameters, which makes the implementation of new types of decay curves straightforward. Any of the decay curve parameters can be fixed or allowed to vary. Asymmetric error limits for each of the free parameters, which do not consider the covariance of the other free parameters, are determined. A procedure is presented for determining the error limits which contain the associated covariances. The curve fitting procedure in MLDS can easily be adapted for fits to other curves with any functional form. (orig.)
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....
van der Heijde, Désirée; Keystone, Edward C.; Curtis, Jeffrey R.; Landewé, Robert B.; Schiff, Michael H.; Khanna, Dinesh; Kvien, Tore K.; Ionescu, Lucian; Gervitz, Leon M.; Davies, Owen R.; Luijtens, Kristel; Furst, Daniel E.
2012-01-01
Objective. To determine the relationship between timing and magnitude of Disease Activity Score [DAS28(ESR)] nonresponse (DAS28 improvement thresholds not reached) during the first 12 weeks of treatment with certolizumab pegol (CZP) plus methotrexate, and the likelihood of achieving low disease
Directory of Open Access Journals (Sweden)
Weiping Liu
2017-10-01
Full Text Available It is important to determine the soil–water characteristic curve (SWCC for analyzing slope seepage and stability under the conditions of rainfall. However, SWCCs exhibit high uncertainty because of complex influencing factors, which has not been previously considered in slope seepage and stability analysis under conditions of rainfall. This study aimed to evaluate the uncertainty of the SWCC and its effects on the seepage and stability analysis of an unsaturated soil slope under conditions of rainfall. The SWCC model parameters were treated as random variables. An uncertainty evaluation of the parameters was conducted based on the Bayesian approach and the Markov chain Monte Carlo (MCMC method. Observed data from granite residual soil were used to test the uncertainty of the SWCC. Then, different confidence intervals for the model parameters of the SWCC were constructed. The slope seepage and stability analysis under conditions of rainfall with the SWCC of different confidence intervals was investigated using finite element software (SEEP/W and SLOPE/W. The results demonstrated that SWCC uncertainty had significant effects on slope seepage and stability. In general, the larger the percentile value, the greater the reduction of negative pore-water pressure in the soil layer and the lower the safety factor of the slope. Uncertainties in the model parameters of the SWCC can lead to obvious errors in predicted pore-water pressure profiles and the estimated safety factor of the slope under conditions of rainfall.
Maximum likelihood estimation of fractionally cointegrated systems
DEFF Research Database (Denmark)
Lasak, Katarzyna
In this paper we consider a fractionally cointegrated error correction model and investigate asymptotic properties of the maximum likelihood (ML) estimators of the matrix of the cointe- gration relations, the degree of fractional cointegration, the matrix of the speed of adjustment to the equilib......In this paper we consider a fractionally cointegrated error correction model and investigate asymptotic properties of the maximum likelihood (ML) estimators of the matrix of the cointe- gration relations, the degree of fractional cointegration, the matrix of the speed of adjustment...
International Nuclear Information System (INIS)
Shedlock, D.; Haghighat, A.
2005-01-01
In the United States, the Nuclear Waste Policy Act of 1982 mandated centralised storage of spent nuclear fuel by 1988. However, the Yucca Mountain project is currently scheduled to start accepting spent nuclear fuel in 2010. Since many nuclear power plants were only designed for ∼10 y of spent fuel pool storage, >35 plants have been forced into alternate means of spent fuel storage. In order to continue operation and make room in spent fuel pools, nuclear generators are turning towards independent spent fuel storage installations (ISFSIs). Typical vertical concrete ISFSIs are ∼6.1 m high and 3.3 m in diameter. The inherently large system, and the presence of thick concrete shields result in difficulties for both Monte Carlo (MC) and discrete ordinates (S N ) calculations. MC calculations require significant variance reduction and multiple runs to obtain a detailed dose distribution. S N models need a large number of spatial meshes to accurately model the geometry and high quadrature orders to reduce ray effects, therefore, requiring significant amounts of computer memory and time. The use of various differencing schemes is needed to account for radial heterogeneity in material cross sections and densities. Two P 3 , S 12 , discrete ordinate, PENTRAN (parallel environment neutral-particle Transport) models were analysed and different MC models compared. A multigroup MCNP model was developed for direct comparison to the S N models. The biased A 3MCNP (automated adjoint accelerated MCNP) and unbiased (MCNP) continuous energy MC models were developed to assess the adequacy of the CASK multigroup (22 neutron, 18 gamma) cross sections. The PENTRAN S N results are in close agreement (5%) with the multigroup MC results; however, they differ by ∼20-30% from the continuous-energy MC predictions. This large difference can be attributed to the expected difference between multigroup and continuous energy cross sections, and the fact that the CASK library is based on the
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...
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)
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...
The likelihood for supernova neutrino analyses
Ianni, A; Strumia, A; Torres, F R; Villante, F L; Vissani, F
2009-01-01
We derive the event-by-event likelihood that allows to extract the complete information contained in the energy, time and direction of supernova neutrinos, and specify it in the case of SN1987A data. We resolve discrepancies in the previous literature, numerically relevant already in the concrete case of SN1987A data.
Maximum likelihood estimation of exponential distribution under ...
African Journals Online (AJOL)
Maximum likelihood estimation of exponential distribution under type-ii censoring from imprecise data. ... Journal of Fundamental and Applied Sciences ... This paper deals with the estimation of exponential mean parameter under Type-II censoring scheme when the lifetime observations are fuzzy and are assumed to be ...
Efficient Bit-to-Symbol Likelihood Mappings
Moision, Bruce E.; Nakashima, Michael A.
2010-01-01
This innovation is an efficient algorithm designed to perform bit-to-symbol and symbol-to-bit likelihood mappings that represent a significant portion of the complexity of an error-correction code decoder for high-order constellations. Recent implementation of the algorithm in hardware has yielded an 8- percent reduction in overall area relative to the prior design.
Energy Technology Data Exchange (ETDEWEB)
Kusoglu Sarikaya, C.; Rafatov, I., E-mail: rafatov@metu.edu.tr [Department of Physics, Middle East Technical University, 06800 Ankara (Turkey); Kudryavtsev, A. A. [Saint Petersburg State University, St. Petersburg (Russian Federation)
2016-06-15
The work deals with the Particle in Cell/Monte Carlo Collision (PIC/MCC) analysis of the problem of detection and identification of impurities in the nonlocal plasma of gas discharge using the Plasma Electron Spectroscopy (PLES) method. For this purpose, 1d3v PIC/MCC code for numerical simulation of glow discharge with nonlocal electron energy distribution function is developed. The elastic, excitation, and ionization collisions between electron-neutral pairs and isotropic scattering and charge exchange collisions between ion-neutral pairs and Penning ionizations are taken into account. Applicability of the numerical code is verified under the Radio-Frequency capacitively coupled discharge conditions. The efficiency of the code is increased by its parallelization using Open Message Passing Interface. As a demonstration of the PLES method, parallel PIC/MCC code is applied to the direct current glow discharge in helium doped with a small amount of argon. Numerical results are consistent with the theoretical analysis of formation of nonlocal EEDF and existing experimental data.
Walsh, C; McLaughlin, J P
2001-05-14
In recent years, 210Po implanted in glass artefacts has been used as an indicator of the mean radon gas concentration in dwellings in the past. Glass artefacts have been selected in many dwellings and the alpha-recoil implanted 210Po concentration has been measured using various techniques. Some of these retrospective techniques use a model to estimate the retrospective radon gas on the basis of this surface 210Po activity. The accumulation of 210Po on glass surfaces is determined by the deposition regime over the exposure period. The 210Po activity is determined not only by the radon progeny deposition velocities, but by other room parameters such as ventilation rate, aerosol conditions and the surface to volume ratio of the room. Up to now in using room models, a nominal or 'base-case' scenario is used, i.e. a single value is chosen for each input parameter. In this paper a Monte-Carlo analysis is presented in which a probability distribution for each parameter is chosen, based on measurements quoted in the literature. A 210Po surface activity is calculated using a single value drawn from each of the parameter distributions using a pseudo-random number generator. This process is repeated n times (up to 20,000), producing n independent scenarios with corresponding 210Po values. This process permits a sensitivity analysis to be carried out to see the effect of changes in inputs on the model output.
Hrivnacova, I; Berejnov, V V; Brun, R; Carminati, F; Fassò, A; Futo, E; Gheata, A; Caballero, I G; Morsch, Andreas
2003-01-01
The concept of Virtual Monte Carlo (VMC) has been developed by the ALICE Software Project to allow different Monte Carlo simulation programs to run without changing the user code, such as the geometry definition, the detector response simulation or input and output formats. Recently, the VMC classes have been integrated into the ROOT framework, and the other relevant packages have been separated from the AliRoot framework and can be used individually by any other HEP project. The general concept of the VMC and its set of base classes provided in ROOT will be presented. Existing implementations for Geant3, Geant4 and FLUKA and simple examples of usage will be described.
Pardo-Igúzquiza, Eulogio; Rodríguez-Tovar, Francisco J.
2012-12-01
Many spectral analysis techniques have been designed assuming sequences taken with a constant sampling interval. However, there are empirical time series in the geosciences (sediment cores, fossil abundance data, isotope analysis, …) that do not follow regular sampling because of missing data, gapped data, random sampling or incomplete sequences, among other reasons. In general, interpolating an uneven series in order to obtain a succession with a constant sampling interval alters the spectral content of the series. In such cases it is preferable to follow an approach that works with the uneven data directly, avoiding the need for an explicit interpolation step. The Lomb-Scargle periodogram is a popular choice in such circumstances, as there are programs available in the public domain for its computation. One new computer program for spectral analysis improves the standard Lomb-Scargle periodogram approach in two ways: (1) It explicitly adjusts the statistical significance to any bias introduced by variance reduction smoothing, and (2) it uses a permutation test to evaluate confidence levels, which is better suited than parametric methods when neighbouring frequencies are highly correlated. Another novel program for cross-spectral analysis offers the advantage of estimating the Lomb-Scargle cross-periodogram of two uneven time series defined on the same interval, and it evaluates the confidence levels of the estimated cross-spectra by a non-parametric computer intensive permutation test. Thus, the cross-spectrum, the squared coherence spectrum, the phase spectrum, and the Monte Carlo statistical significance of the cross-spectrum and the squared-coherence spectrum can be obtained. Both of the programs are written in ANSI Fortran 77, in view of its simplicity and compatibility. The program code is of public domain, provided on the website of the journal (http://www.iamg.org/index.php/publisher/articleview/frmArticleID/112/). Different examples (with simulated and
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.
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.
東條, 匡志; tojo, masashi
2007-01-01
In this study, a BWR core calculation method is developed. The continuous energy Monte Carlo burn-up calculation code is newly applied to BWR assembly calculations of production level. The applicability of the present new calculation method is verified through the tracking-calculation of commercial BWR.The mechanism and quantitative effects of the error propagations, the spatial discretization and of the temperature distribution in fuel pellet on the Monte Carlo burn-up calculations are clari...
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.
Analysis of dpa Rates in the HFIR Reactor Vessel using a Hybrid Monte Carlo/Deterministic Method*
Risner J.M.; Blakeman E.D.
2016-01-01
The Oak Ridge High Flux Isotope Reactor (HFIR), which began full-power operation in 1966, provides one of the highest steady-state neutron flux levels of any research reactor in the world. An ongoing vessel integrity analysis program to assess radiation-induced embrittlement of the HFIR reactor vessel requires the calculation of neutron and gamma displacements per atom (dpa), particularly at locations near the beam tube nozzles, where radiation streaming effects are most pronounced. In this s...
Directory of Open Access Journals (Sweden)
Bin Zhou
Full Text Available It is difficult to evaluate and compare interventions for reducing exposure to air pollutants, including polycyclic aromatic hydrocarbons (PAHs, a widely found air pollutant in both indoor and outdoor air. This study presents the first application of the Monte Carlo population exposure assessment model to quantify the effects of different intervention strategies on inhalation exposure to PAHs and the associated lung cancer risk. The method was applied to the population in Beijing, China, in the year 2006. Several intervention strategies were designed and studied, including atmospheric cleaning, smoking prohibition indoors, use of clean fuel for cooking, enhancing ventilation while cooking and use of indoor cleaners. Their performances were quantified by population attributable fraction (PAF and potential impact fraction (PIF of lung cancer risk, and the changes in indoor PAH concentrations and annual inhalation doses were also calculated and compared. The results showed that atmospheric cleaning and use of indoor cleaners were the two most effective interventions. The sensitivity analysis showed that several input parameters had major influence on the modeled PAH inhalation exposure and the rankings of different interventions. The ranking was reasonably robust for the remaining majority of parameters. The method itself can be extended to other pollutants and in different places. It enables the quantitative comparison of different intervention strategies and would benefit intervention design and relevant policy making.
Foster, Winfred A., Jr.; Crowder, Winston; Steadman, Todd E.
2014-01-01
This paper presents the results of statistical analyses performed to predict the thrust imbalance between two solid rocket motor boosters to be used on the Space Launch System (SLS) vehicle. Two legacy internal ballistics codes developed for the Space Shuttle program were coupled with a Monte Carlo analysis code to determine a thrust imbalance envelope for the SLS vehicle based on the performance of 1000 motor pairs. Thirty three variables which could impact the performance of the motors during the ignition transient and thirty eight variables which could impact the performance of the motors during steady state operation of the motor were identified and treated as statistical variables for the analyses. The effects of motor to motor variation as well as variations between motors of a single pair were included in the analyses. The statistical variations of the variables were defined based on data provided by NASA's Marshall Space Flight Center for the upgraded five segment booster and from the Space Shuttle booster when appropriate. The results obtained for the statistical envelope are compared with the design specification thrust imbalance limits for the SLS launch vehicle
Variational Monte Carlo Technique
Indian Academy of Sciences (India)
ias
nonprobabilistic) problem [5]. ... In quantum mechanics, the MC methods are used to simulate many-particle systems us- ing random ...... D Ceperley, G V Chester and M H Kalos, Monte Carlo simulation of a many-fermion study, Physical Review Vol.
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 7; Issue 3. Markov Chain Monte Carlo - Examples. Arnab Chakraborty. General Article Volume 7 Issue 3 March 2002 pp 25-34. Fulltext. Click here to view fulltext PDF. Permanent link: https://www.ias.ac.in/article/fulltext/reso/007/03/0025-0034. Keywords.
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...
A systematic error in maximum likelihood fitting
International Nuclear Information System (INIS)
Bergmann, U.C.; Riisager, K.
2002-01-01
The maximum likelihood method is normally regarded as the safest method for parameter estimation. We show that this method will give a bias in the often occurring situation where a spectrum of counts is fitted with a theoretical function, unless the fit function is very simple. The bias can become significant when the spectrum contains less than about 100 counts or when the fit interval is too short
Energy Technology Data Exchange (ETDEWEB)
Labarile, A.; Barrachina, T.; Miró, R.; Verdú, G., E-mail: alabarile@iqn.upv.es, E-mail: tbarrachina@iqn.upv.es, E-mail: rmiro@iqn.upv.es, E-mail: gverdu@iqn.upv.es [Institute for Industrial, Radiophysical and Environmental Safety - ISIRYM, Valencia (Spain); Pereira, C., E-mail: claubia@nuclear.ufmg.br [Universidade Federal de Minas Gerais (UFMG), Belo Horizonte, MG (Brazil). Departamento de Engenharia Nuclear
2017-07-01
The use of Best-Estimate computer codes is one of the greatest concerns in the nuclear industry especially for licensing analysis. Of paramount importance is the estimation of the uncertainties of the whole system to establish the safety margins based on highly reliable results. The estimation of these uncertainties should be performed by applying a methodology to propagate the uncertainties from the input parameters and the models implemented in the code to the output parameters. This study employs two different approaches for the Sensitivity Analysis (SA) and Uncertainty Quantification (UQ), the adjoint-based perturbation theory of TSUNAMI-3D, and the stochastic sampling technique of SAMPLER/KENO. The cases studied are two models of Light Water Reactors in the framework of the OECD/NEA UAM-LWR benchmark, a Boiling Water Reactor (BWR) and a Pressurized Water Reactor (PWR). Both of them at Hot Full Power (HFP) and Hot Zero Power (HZP) conditions, with and without control rod. This work presents the results of k{sub eff} from different simulation, and discuss the comparison of the two methods employed. In particular, a list of the major contributors to the uncertainty of k{sub eff} in terms of microscopic cross sections; their sensitivity coefficients; a comparison between the results of the two modules and with reference values; statistical information from the stochastic approach, and the probability and statistical confidence reached in the simulations. The reader will find all these information discussed in this paper. (author)
International Nuclear Information System (INIS)
Artioli, Carlo; Sarotto, Massimo; Grasso, Giacomo; Krepel, Jiri
2009-01-01
This paper deals with the neutronic design of ELSY (the European Lead-cooled SYstem), a 600 MW e Fast Reactor developed within the 6th EURATOM Framework Programme. ELSY aims at being an 'adiabatic' system (as far as possible) in order to fulfill both the requirements of sustainability and proliferation resistance. It represents the European solution for the Lead Fast Reactor (LFR), one of the six candidate typologies proposed by the Generation-IV International Forum (GIF). The analysis of the ELSY reference configuration, with typical pure MOX loading, is here presented. An introductory investigation of the adiabatic and, possibly, the burner options viability is also achieved by providing a rough estimate of the Minor Actinides (MAs) equilibrium concentrations and time constants. One of the main challenge-points in the design of the core, made up of wrapper-less square Fuel Assemblies (FAs) according to the common scheme of PWRs, is the small delta-T between the coolant average outlet temperature (480degC) and the allowable cladding one (550degC): it requires a rather flat radial power distribution, obtained by segmenting the core in three zones with different enrichments. Three different control sets have been introduced in order to achieve the required reliability for reactor shutdown and safety systems: eight traditional concept Control Rod (CR) assemblies together with two independent systems of sparse control 'Finger Absorber' Rods (FARs), small B 4 C rods that can be inserted, in principle, in the center of each FA. One of the two finger absorber systems includes a subset of rods devoted to the regulation of the criticality swing during the cycle: their number can be limited indeed since the small reactivity swing (some hundreds pcm) due to the about unitary breeding ratio. Such an innovative solution can also be positioned in order to maintain an optimal power flattening during the fuel cycle. To verify the feasibility of this solution, a very detailed
Energy Technology Data Exchange (ETDEWEB)
Nguyen, Tran Thi Thao; Nakamoto, Takahiro; Shibayama, Yusuke [Graduate School of Medical Sciences, Kyushu University (Japan); Arimura, Hidetaka [Faculty of Medical Sciences, Kyushu University (Japan); Oku, Yoshifumi [Kagoshima University Hospital (Japan); Yoshiura, Takashi [Graduate School of Diagnostic Radiotherapy, Kagoshima University (Japan)
2016-06-15
Purpose: The aim of this study was to investigate the impacts of tissue inhomogeneity on dose distributions using a three-dimensional (3D) gamma analysis in cervical intracavitary brachytherapy using Monte Carlo (MC) simulations. Methods: MC simulations for comparison of dose calculations were performed in a water phantom and a series of CT images of a cervical cancer patient (stage: Ib; age: 27) by employing a MC code, Particle and Heavy Ion Transport Code System (PHIT) version 2.73. The {sup 192}Ir source was set at fifteen dwell positions, according to clinical practice, in an applicator consisting of a tandem and two ovoids. Dosimetric comparisons were performed for the dose distributions in the water phantom and CT images by using gamma index image and gamma pass rate (%). The gamma index is the minimum Euclidean distance between two 3D spatial dose distributions of the water phantom and CT images in a same space. The gamma pass rates (%) indicate the percentage of agreement points, which mean that two dose distributions are similar, within an acceptance criteria (3 mm/3%). The volumes of physical and clinical interests for the gamma analysis were a whole calculated volume and a region larger than t% of a dose (close to a target), respectively. Results: The gamma pass rates were 77.1% for a whole calculated volume and 92.1% for a region within 1% dose region. The differences of 7.7% to 22.9 % between two dose distributions in the water phantom and CT images were found around the applicator region and near the target. Conclusion: This work revealed the large difference on the dose distributions near the target in the presence of the tissue inhomogeneity. Therefore, the tissue inhomogeneity should be corrected in the dose calculation for clinical treatment.
Analysis of dpa Rates in the HFIR Reactor Vessel using a Hybrid Monte Carlo/Deterministic Method*
Directory of Open Access Journals (Sweden)
Risner J.M.
2016-01-01
Full Text Available The Oak Ridge High Flux Isotope Reactor (HFIR, which began full-power operation in 1966, provides one of the highest steady-state neutron flux levels of any research reactor in the world. An ongoing vessel integrity analysis program to assess radiation-induced embrittlement of the HFIR reactor vessel requires the calculation of neutron and gamma displacements per atom (dpa, particularly at locations near the beam tube nozzles, where radiation streaming effects are most pronounced. In this study we apply the Forward-Weighted Consistent Adjoint Driven Importance Sampling (FW-CADIS technique in the ADVANTG code to develop variance reduction parameters for use in the MCNP radiation transport code. We initially evaluated dpa rates for dosimetry capsule locations, regions in the vicinity of the HB-2 beamline, and the vessel beltline region. We then extended the study to provide dpa rate maps using three-dimensional cylindrical mesh tallies that extend from approximately 12 in. below to approximately 12 in. above the height of the core. The mesh tally structures contain over 15,000 mesh cells, providing a detailed spatial map of neutron and photon dpa rates at all locations of interest. Relative errors in the mesh tally cells are typically less than 1%.
Analysis of dpa rates in the HFIR reactor vessel using a hybrid Monte Carlo/deterministic method
Energy Technology Data Exchange (ETDEWEB)
Blakeman, Edward [Retired
2016-01-01
The Oak Ridge High Flux Isotope Reactor (HFIR), which began full-power operation in 1966, provides one of the highest steady-state neutron flux levels of any research reactor in the world. An ongoing vessel integrity analysis program to assess radiation-induced embrittlement of the HFIR reactor vessel requires the calculation of neutron and gamma displacements per atom (dpa), particularly at locations near the beam tube nozzles, where radiation streaming effects are most pronounced. In this study we apply the Forward-Weighted Consistent Adjoint Driven Importance Sampling (FW-CADIS) technique in the ADVANTG code to develop variance reduction parameters for use in the MCNP radiation transport code. We initially evaluated dpa rates for dosimetry capsule locations, regions in the vicinity of the HB-2 beamline, and the vessel beltline region. We then extended the study to provide dpa rate maps using three-dimensional cylindrical mesh tallies that extend from approximately 12 below to approximately 12 above the axial extent of the core. The mesh tally structures contain over 15,000 mesh cells, providing a detailed spatial map of neutron and photon dpa rates at all locations of interest. Relative errors in the mesh tally cells are typically less than 1%.
Analysis of dpa Rates in the HFIR Reactor Vessel using a Hybrid Monte Carlo/Deterministic Method
Risner, J. M.; Blakeman, E. D.
2016-02-01
The Oak Ridge High Flux Isotope Reactor (HFIR), which began full-power operation in 1966, provides one of the highest steady-state neutron flux levels of any research reactor in the world. An ongoing vessel integrity analysis program to assess radiation-induced embrittlement of the HFIR reactor vessel requires the calculation of neutron and gamma displacements per atom (dpa), particularly at locations near the beam tube nozzles, where radiation streaming effects are most pronounced. In this study we apply the Forward-Weighted Consistent Adjoint Driven Importance Sampling (FW-CADIS) technique in the ADVANTG code to develop variance reduction parameters for use in the MCNP radiation transport code. We initially evaluated dpa rates for dosimetry capsule locations, regions in the vicinity of the HB-2 beamline, and the vessel beltline region. We then extended the study to provide dpa rate maps using three-dimensional cylindrical mesh tallies that extend from approximately 12 in. below to approximately 12 in. above the height of the core. The mesh tally structures contain over 15,000 mesh cells, providing a detailed spatial map of neutron and photon dpa rates at all locations of interest. Relative errors in the mesh tally cells are typically less than 1%. Notice: This manuscript has been authored by UT-Battelle, LLC, under Contract No. DE-AC0500OR22725 with the US Department of Energy. The US Government retains and the publisher, by accepting the article for publication, acknowledges that the US Government retains a nonexclusive, paid-up, irrevocable, worldwide license to publish or reproduce the published form of this manuscript, or allow others to do so, for the US Government purposes.
Likelihood-mapping: a simple method to visualize phylogenetic content of a sequence alignment.
Strimmer, K; von Haeseler, A
1997-06-24
We introduce a graphical method, likelihood-mapping, to visualize the phylogenetic content of a set of aligned sequences. The method is based on an analysis of the maximum likelihoods for the three fully resolved tree topologies that can be computed for four sequences. The three likelihoods are represented as one point inside an equilateral triangle. The triangle is partitioned in different regions. One region represents star-like evolution, three regions represent a well-resolved phylogeny, and three regions reflect the situation where it is difficult to distinguish between two of the three trees. The location of the likelihoods in the triangle defines the mode of sequence evolution. If n sequences are analyzed, then the likelihoods for each subset of four sequences are mapped onto the triangle. The resulting distribution of points shows whether the data are suitable for a phylogenetic reconstruction or not.
Likelihood-mapping: A simple method to visualize phylogenetic content of a sequence alignment
Strimmer, Korbinian; von Haeseler, Arndt
1997-01-01
We introduce a graphical method, likelihood-mapping, to visualize the phylogenetic content of a set of aligned sequences. The method is based on an analysis of the maximum likelihoods for the three fully resolved tree topologies that can be computed for four sequences. The three likelihoods are represented as one point inside an equilateral triangle. The triangle is partitioned in different regions. One region represents star-like evolution, three regions represent a well-resolved phylogeny, and three regions reflect the situation where it is difficult to distinguish between two of the three trees. The location of the likelihoods in the triangle defines the mode of sequence evolution. If n sequences are analyzed, then the likelihoods for each subset of four sequences are mapped onto the triangle. The resulting distribution of points shows whether the data are suitable for a phylogenetic reconstruction or not. PMID:9192648
Statistical modelling of survival data with random effects h-likelihood approach
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...
Energy Technology Data Exchange (ETDEWEB)
Hernandez A, P. L.; Medina C, D.; Rodriguez I, J. L.; Salas L, M. A.; Vega C, H. R., E-mail: pabloyae_2@hotmail.com [Universidad Autonoma de Zacatecas, Unidad Academica de Estudios Nucleares, Cipres No. 10, Fracc. La Penuela, 98068 Zacatecas, Zac. (Mexico)
2015-10-15
The problems associated with insecurity and terrorism have forced to designing systems for detecting nuclear materials, drugs and explosives that are installed on roads, ports and airports. Organic materials are composed of C, H, O and N; similarly the explosive materials are manufactured which can be distinguished by the concentration of these elements. Its elemental composition, particularly the concentration of hydrogen and oxygen, allow distinguish them from other organic substances. When these materials are irradiated with neutrons nuclear reactions (n, γ) are produced, where the emitted photons are ready gamma rays whose energy is characteristic of each element and its abundance allows estimating their concentration. The aim of this study was designed using Monte Carlo methods a system with neutron source, gamma rays detector and moderator able to distinguish the presence of Rdx and urea. In design were used as moderators: paraffin, light water, polyethylene and graphite; as detectors were used HPGe and the NaI(Tl). The design that showed the best performance was the moderator of light water and HPGe, with a source of {sup 241}AmBe. For this design, the values of ambient dose equivalent around the system were calculated. (Author)
Kalos, Melvin H
2008-01-01
This introduction to Monte Carlo methods seeks to identify and study the unifying elements that underlie their effective application. Initial chapters provide a short treatment of the probability and statistics needed as background, enabling those without experience in Monte Carlo techniques to apply these ideas to their research.The book focuses on two basic themes: The first is the importance of random walks as they occur both in natural stochastic systems and in their relationship to integral and differential equations. The second theme is that of variance reduction in general and importance sampling in particular as a technique for efficient use of the methods. Random walks are introduced with an elementary example in which the modeling of radiation transport arises directly from a schematic probabilistic description of the interaction of radiation with matter. Building on this example, the relationship between random walks and integral equations is outlined
Carr, Steven M; Duggan, Ana T; Stenson, Garry B; Marshall, H Dawn
2015-01-01
Phylogenomic analysis of highly-resolved intraspecific phylogenies obtained from complete mitochondrial DNA genomes has had great success in clarifying relationships within and among human populations, but has found limited application in other wild species. Analytical challenges include assessment of random versus non-random phylogeographic distributions, and quantification of differences in tree topologies among populations. Harp Seals (Pagophilus groenlandicus Erxleben, 1777) have a biogeographic distribution based on four discrete trans-Atlantic breeding and whelping populations located on "fast ice" attached to land in the White Sea, Greenland Sea, the Labrador ice Front, and Southern Gulf of St Lawrence. This East to West distribution provides a set of a priori phylogeographic hypotheses. Outstanding biogeographic questions include the degree of genetic distinctiveness among these populations, in particular between the Greenland Sea and White Sea grounds. We obtained complete coding-region DNA sequences (15,825 bp) for 53 seals. Each seal has a unique mtDNA genome sequence, which differ by 6 ~ 107 substitutions. Six major clades / groups are detectable by parsimony, neighbor-joining, and Bayesian methods, all of which are found in breeding populations on either side of the Atlantic. The species coalescent is at 180 KYA; the most recent clade, which accounts for 66% of the diversity, reflects an expansion during the mid-Wisconsinan glaciation 40~60 KYA. FST is significant only between the White Sea and Greenland Sea or Ice Front populations. Hierarchal AMOVA of 2-, 3-, or 4-island models identifies small but significant ΦSC among populations within groups, but not among groups. A novel Monte-Carlo simulation indicates that the observed distribution of individuals within breeding populations over the phylogenetic tree requires significantly fewer dispersal events than random expectation, consistent with island or a priori East to West 2- or 3-stepping
Dimension-Independent Likelihood-Informed MCMC
Cui, Tiangang
2015-01-07
Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters, which in principle can be described as functions. By exploiting low-dimensional structure in the change from prior to posterior [distributions], we introduce a suite of MCMC samplers that can adapt to the complex structure of the posterior distribution, yet are well-defined on function space. Posterior sampling in nonlinear inverse problems arising from various partial di erential equations and also a stochastic differential equation are used to demonstrate the e ciency of these dimension-independent likelihood-informed samplers.
Approximate maximum parsimony and ancestral maximum likelihood.
Alon, Noga; Chor, Benny; Pardi, Fabio; Rapoport, Anat
2010-01-01
We explore the maximum parsimony (MP) and ancestral maximum likelihood (AML) criteria in phylogenetic tree reconstruction. Both problems are NP-hard, so we seek approximate solutions. We formulate the two problems as Steiner tree problems under appropriate distances. The gist of our approach is the succinct characterization of Steiner trees for a small number of leaves for the two distances. This enables the use of known Steiner tree approximation algorithms. The approach leads to a 16/9 approximation ratio for AML and asymptotically to a 1.55 approximation ratio for MP.
Directory of Open Access Journals (Sweden)
Pedro Medina Avendaño
1981-01-01
Full Text Available Carlos Vega Duarte tenía la sencillez de los seres elementales y puros. Su corazón era limpio como oro de aluvión. Su trato directo y coloquial ponía de relieve a un santandereano sin contaminaciones que amaba el fulgor de las armas y se encandilaba con el destello de las frases perfectas
Energy Technology Data Exchange (ETDEWEB)
Wollaber, Allan Benton [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-06-16
This is a powerpoint presentation which serves as lecture material for the Parallel Computing summer school. It goes over the fundamentals of the Monte Carlo calculation method. The material is presented according to the following outline: Introduction (background, a simple example: estimating π), Why does this even work? (The Law of Large Numbers, The Central Limit Theorem), How to sample (inverse transform sampling, rejection), and An example from particle transport.
Wormhole Hamiltonian Monte Carlo
Lan, S; Streets, J; Shahbaba, B
2014-01-01
Copyright © 2014, Association for the Advancement of Artificial Intelligence. In machine learning and statistics, probabilistic inference involving multimodal distributions is quite difficult. This is especially true in high dimensional problems, where most existing algorithms cannot easily move from one mode to another. To address this issue, we propose a novel Bayesian inference approach based on Markov Chain Monte Carlo. Our method can effectively sample from multimodal distributions, espe...
International Nuclear Information System (INIS)
Creutz, M.
1986-01-01
The author discusses a recently developed algorithm for simulating statistical systems. The procedure interpolates between molecular dynamics methods and canonical Monte Carlo. The primary advantages are extremely fast simulations of discrete systems such as the Ising model and a relative insensitivity to random number quality. A variation of the algorithm gives rise to a deterministic dynamics for Ising spins. This model may be useful for high speed simulation of non-equilibrium phenomena
Efficiency and accuracy of Monte Carlo (importance) sampling
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
Madsen, Line Meldgaard; Fiandaca, Gianluca; Auken, Esben; Christiansen, Anders Vest
2017-12-01
The application of time-domain induced polarization (TDIP) is increasing with advances in acquisition techniques, data processing and spectral inversion schemes. An inversion of TDIP data for the spectral Cole-Cole parameters is a non-linear problem, but by applying a 1-D Markov Chain Monte Carlo (MCMC) inversion algorithm, a full non-linear uncertainty analysis of the parameters and the parameter correlations can be accessed. This is essential to understand to what degree the spectral Cole-Cole parameters can be resolved from TDIP data. MCMC inversions of synthetic TDIP data, which show bell-shaped probability distributions with a single maximum, show that the Cole-Cole parameters can be resolved from TDIP data if an acquisition range above two decades in time is applied. Linear correlations between the Cole-Cole parameters are observed and by decreasing the acquisitions ranges, the correlations increase and become non-linear. It is further investigated how waveform and parameter values influence the resolution of the Cole-Cole parameters. A limiting factor is the value of the frequency exponent, C. As C decreases, the resolution of all the Cole-Cole parameters decreases and the results become increasingly non-linear. While the values of the time constant, τ, must be in the acquisition range to resolve the parameters well, the choice between a 50 per cent and a 100 per cent duty cycle for the current injection does not have an influence on the parameter resolution. The limits of resolution and linearity are also studied in a comparison between the MCMC and a linearized gradient-based inversion approach. The two methods are consistent for resolved models, but the linearized approach tends to underestimate the uncertainties for poorly resolved parameters due to the corresponding non-linear features. Finally, an MCMC inversion of 1-D field data verifies that spectral Cole-Cole parameters can also be resolved from TD field measurements.
International Nuclear Information System (INIS)
Velo, Alexandre F.; Carvalho, Diego V.; Alvarez, Alexandre G.; Hamada, Margarida M.; Mesquita, Carlos H.
2017-01-01
The greatest impact of the tomography technology application currently occurs in medicine. The great success of medical tomography is due to the human body presents reasonably standardized dimensions with well established chemical composition. Generally, these favorable conditions are not found in large industrial objects. In the industry there is much interest in using the information of the tomograph in order to know the interior of: (1) manufactured industrial objects or (2) machines and their means of production. In these cases, the purpose of the tomograph is to: (a) control the quality of the final product and (b) optimize production, contributing to the pilot phase of the projects and analyzing the quality of the means of production. In different industrial processes, e. g. in chemical reactors and distillation columns, the phenomena related to multiphase processes are usually fast, requiring high temporal resolution of the computed tomography (CT) data acquisition. In this context, Instant non-scanning tomograph and fifth generation tomograph meets these requirements. An instant non scanning tomography system is being developed at the IPEN/CNEN. In this work, in order to optimize the system, this tomograph comprised different collimators was simulated, with Monte Carlo method using the MCNP4C. The image quality was evaluated with MATLAB® 2013b, by analysis of the following parameters: contrast to noise (CNR), root mean square ratio (RMSE), signal to noise ratio (SNR) and the spatial resolution by the Modulation Transfer Function (MTF(f)), to analyze which collimator fits better to the instant non scanning tomography. It was simulated three situations; (1) with no collimator; (2) ?25 mm x 50 mm cylindrical collimator with a septum of ø5.0 mm x 50 mm; (3) ø25 mm x 50 mm cylindrical collimator with a slit septum of 24 mm x 5.0 mm x 50 mm. (author)
Energy Technology Data Exchange (ETDEWEB)
Brockway, D.; Soran, P.; Whalen, P.
1985-01-01
A Monte Carlo algorithm to efficiently calculate static alpha eigenvalues, N = ne/sup ..cap alpha..t/, for supercritical systems has been developed and tested. A direct Monte Carlo approach to calculating a static alpha is to simply follow the buildup in time of neutrons in a supercritical system and evaluate the logarithmic derivative of the neutron population with respect to time. This procedure is expensive, and the solution is very noisy and almost useless for a system near critical. The modified approach is to convert the time-dependent problem to a static ..cap alpha../sup -/eigenvalue problem and regress ..cap alpha.. on solutions of a/sup -/ k/sup -/eigenvalue problem. In practice, this procedure is much more efficient than the direct calculation, and produces much more accurate results. Because the Monte Carlo codes are intrinsically three-dimensional and use elaborate continuous-energy cross sections, this technique is now used as a standard for evaluating other calculational techniques in odd geometries or with group cross sections.
Directory of Open Access Journals (Sweden)
Charlie Samuya Veric
2001-12-01
Full Text Available The importance of Carlos Bulosan in Filipino and Filipino-American radical history and literature is indisputable. His eminence spans the pacific, and he is known, diversely, as a radical poet, fictionist, novelist, and labor organizer. Author of the canonical America Iis the Hearts, Bulosan is celebrated for chronicling the conditions in America in his time, such as racism and unemployment. In the history of criticism on Bulosan's life and work, however, there is an undeclared general consensus that views Bulosan and his work as coherent permanent texts of radicalism and anti-imperialism. Central to the existence of such a tradition of critical reception are the generations of critics who, in more ways than one, control the discourse on and of Carlos Bulosan. This essay inquires into the sphere of the critical reception that orders, for our time and for the time ahead, the reading and interpretation of Bulosan. What eye and seeing, the essay asks, determine the perception of Bulosan as the angel of radicalism? What is obscured in constructing Bulosan as an immutable figure of the political? What light does the reader conceive when the personal is brought into the open and situated against the political? the essay explores the answers to these questions in Bulosan's loving letters to various friends, strangers, and white American women. The presence of these interrogations, the essay believes, will secure ultimately the continuing importance of Carlos Bulosan to radical literature and history.
2009-01-01
On 7 April CERN will be holding a symposium to mark the 75th birthday of Carlo Rubbia, who shared the 1984 Nobel Prize for Physics with Simon van der Meer for contributions to the discovery of the W and Z bosons, carriers of the weak interaction. Following a presentation by Rolf Heuer, lectures will be given by eminent speakers on areas of science to which Carlo Rubbia has made decisive contributions. Michel Spiro, Director of the French National Institute of Nuclear and Particle Physics (IN2P3) of the CNRS, Lyn Evans, sLHC Project Leader, and Alan Astbury of the TRIUMF Laboratory will talk about the physics of the weak interaction and the discovery of the W and Z bosons. Former CERN Director-General Herwig Schopper will lecture on CERN’s accelerators from LEP to the LHC. Giovanni Bignami, former President of the Italian Space Agency and Professor at the IUSS School for Advanced Studies in Pavia will speak about his work with Carlo Rubbia. Finally, Hans Joachim Sch...
2009-01-01
On 7 April CERN will be holding a symposium to mark the 75th birthday of Carlo Rubbia, who shared the 1984 Nobel Prize for Physics with Simon van der Meer for contributions to the discovery of the W and Z bosons, carriers of the weak interaction. Following a presentation by Rolf Heuer, lectures will be given by eminent speakers on areas of science to which Carlo Rubbia has made decisive contributions. Michel Spiro, Director of the French National Institute of Nuclear and Particle Physics (IN2P3) of the CNRS, Lyn Evans, sLHC Project Leader, and Alan Astbury of the TRIUMF Laboratory will talk about the physics of the weak interaction and the discovery of the W and Z bosons. Former CERN Director-General Herwig Schopper will lecture on CERN’s accelerators from LEP to the LHC. Giovanni Bignami, former President of the Italian Space Agency, will speak about his work with Carlo Rubbia. Finally, Hans Joachim Schellnhuber of the Potsdam Institute for Climate Research and Sven Kul...
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.)
Dynamic bounds coupled with Monte Carlo simulations
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
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....
Comparisons of likelihood and machine learning methods of individual classification
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
International Nuclear Information System (INIS)
Olah, G.A.; Trewhella, J.
1995-01-01
Analysis of scattering data based on a Monte Carlo integration method was used to obtain a low resolution model of the 4Ca2+.troponin c.troponin I complex. This modeling method allows rapid testing of plausible structures where the best fit model can be ascertained by a comparison between model structure scattering profiles and measured scattering data. In the best fit model, troponin I appears as a spiral structure that wraps about 4CA2+.trophonin C which adopts an extended dumbell conformation similar to that observed in the crystal structures of troponin C. The Monte Carlo modeling method can be applied to other biological systems in which detailed structural information is lacking
Cosmological Parameters from CMB Maps without Likelihood Approximation
Racine, B.; Jewell, J. B.; Eriksen, H. K.; Wehus, I. K.
2016-03-01
We propose an efficient Bayesian Markov chain Monte Carlo (MCMC) algorithm for estimating cosmological parameters from cosmic microwave background (CMB) data without the use of likelihood approximations. It builds on a previously developed Gibbs sampling framework that allows for exploration of the joint CMB sky signal and power spectrum posterior, P({\\boldsymbol{s}},{C}{\\ell }| {\\boldsymbol{d}}), and addresses a long-standing problem of efficient parameter estimation simultaneously in regimes of high and low signal-to-noise ratio. To achieve this, our new algorithm introduces a joint Markov chain move in which both the signal map and power spectrum are synchronously modified, by rescaling the map according to the proposed power spectrum before evaluating the Metropolis-Hastings accept probability. Such a move was already introduced by Jewell et al., who used it to explore low signal-to-noise posteriors. However, they also found that the same algorithm is inefficient in the high signal-to-noise regime, since a brute-force rescaling operation does not account for phase information. This problem is mitigated in the new algorithm by subtracting the Wiener filter mean field from the proposed map prior to rescaling, leaving high signal-to-noise information invariant in the joint step, and effectively only rescaling the low signal-to-noise component. To explore the full posterior, the new joint move is then interleaved with a standard conditional Gibbs move for the sky map. We apply our new algorithm to simplified simulations for which we can evaluate the exact posterior to study both its accuracy and its performance, and find good agreement with the exact posterior; marginal means agree to ≲0.006σ and standard deviations to better than ˜3%. The Markov chain correlation length is of the same order of magnitude as those obtained by other standard samplers in the field.
Knupp, L S; Veloso, C M; Marcondes, M I; Silveira, T S; Silva, A L; Souza, N O; Knupp, S N R; Cannas, A
2016-03-01
The aim of this study was to analyze the economic viability of producing dairy goat kids fed liquid diets in alternative of goat milk and slaughtered at two different ages. Forty-eight male newborn Saanen and Alpine kids were selected and allocated to four groups using a completely randomized factorial design: goat milk (GM), cow milk (CM), commercial milk replacer (CMR) and fermented cow colostrum (FC). Each group was then divided into two groups: slaughter at 60 and 90 days of age. The animals received Tifton hay and concentrate ad libitum. The values of total costs of liquid and solid feed plus labor, income and average gross margin were calculated. The data were then analyzed using the Monte Carlo techniques with the @Risk 5.5 software, with 1000 iterations of the variables being studied through the model. The kids fed GM and CMR generated negative profitability values when slaughtered at 60 days (US$ -16.4 and US$ -2.17, respectively) and also at 90 days (US$ -30.8 and US$ -0.18, respectively). The risk analysis showed that there is a 98% probability that profitability would be negative when GM is used. In this regard, CM and FC presented low risk when the kids were slaughtered at 60 days (8.5% and 21.2%, respectively) and an even lower risk when animals were slaughtered at 90 days (5.2% and 3.8%, respectively). The kids fed CM and slaughtered at 90 days presented the highest average gross income (US$ 67.88) and also average gross margin (US$ 18.43/animal). For the 60-day rearing regime to be economically viable, the CMR cost should not exceed 11.47% of the animal-selling price. This implies that the replacer cannot cost more than US$ 0.39 and 0.43/kg for the 60- and 90-day feeding regimes, respectively. The sensitivity analysis showed that the variables with the greatest impact on the final model's results were animal selling price, liquid diet cost, final weight at slaughter and labor. In conclusion, the production of male dairy goat kids can be economically
Morrison, Geoffrey Stewart; Enzinger, Ewald
2018-01-01
Score based procedures for the calculation of forensic likelihood ratios are popular across different branches of forensic science. They have two stages, first a function or model which takes measured features from known-source and questioned-source pairs as input and calculates scores as output, then a subsequent model which converts scores to likelihood ratios. We demonstrate that scores which are purely measures of similarity are not appropriate for calculating forensically interpretable likelihood ratios. In addition to taking account of similarity between the questioned-origin specimen and the known-origin sample, scores must also take account of the typicality of the questioned-origin specimen with respect to a sample of the relevant population specified by the defence hypothesis. We use Monte Carlo simulations to compare the output of three score based procedures with reference likelihood ratio values calculated directly from the fully specified Monte Carlo distributions. The three types of scores compared are: 1. non-anchored similarity-only scores; 2. non-anchored similarity and typicality scores; and 3. known-source anchored same-origin scores and questioned-source anchored different-origin scores. We also make a comparison with the performance of a procedure using a dichotomous "match"/"non-match" similarity score, and compare the performance of 1 and 2 on real data. Copyright © 2017 The Authors. Published by Elsevier B.V. All rights reserved.
Composite likelihood and two-stage estimation in family studies
DEFF Research Database (Denmark)
Andersen, Elisabeth Anne Wreford
2002-01-01
Composite likelihood; Two-stage estimation; Family studies; Copula; Optimal weights; All possible pairs......Composite likelihood; Two-stage estimation; Family studies; Copula; Optimal weights; All possible pairs...
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.
Dishonestly increasing the likelihood of winning
Directory of Open Access Journals (Sweden)
Shaul Shalvi
2012-05-01
Full Text Available People not only seek to avoid losses or secure gains; they also attempt to create opportunities for obtaining positive outcomes. When distributing money between gambles with equal probabilities, people often invest in turning negative gambles into positive ones, even at a cost of reduced expected value. Results of an experiment revealed that (1 the preference to turn a negative outcome into a positive outcome exists when people's ability to do so depends on their performance levels (rather than merely on their choice, (2 this preference is amplified when the likelihood to turn negative into positive is high rather than low, and (3 this preference is attenuated when people can lie about their performance levels, allowing them to turn negative into positive not by performing better but rather by lying about how well they performed.
International Nuclear Information System (INIS)
Talley, T.L.; Evans, F.
1988-01-01
Prior work demonstrated the importance of nuclear scattering to fusion product energy deposition in hot plasmas. This suggests careful examination of nuclear physics details in burning plasma simulations. An existing Monte Carlo fast ion transport code is being expanded to be a test bed for this examination. An initial extension, the energy deposition of fast alpha particles in a hot deuterium plasma, is reported. The deposition times and deposition ranges are modified by allowing nuclear scattering. Up to 10% of the initial alpha particle energy is carried to greater ranges and times by the more mobile recoil deuterons. 4 refs., 5 figs., 2 tabs
Higher Order Bootstrap likelihood | Ogbonmwam | Journal of the ...
African Journals Online (AJOL)
In this work, higher order optimal window width is used to generate bootstrap kernel density likelihood. A simulated study is conducted to compare the distributions of the higher order bootstrap likelihoods with the exact (empirical) bootstrap likelihood. Our results indicate that the optimal window width of orders 2 and 4 ...
Monte Carlo simulation of experiments
International Nuclear Information System (INIS)
Opat, G.I.
1977-07-01
An outline of the technique of computer simulation of particle physics experiments by the Monte Carlo method is presented. Useful special purpose subprograms are listed and described. At each stage the discussion is made concrete by direct reference to the programs SIMUL8 and its variant MONTE-PION, written to assist in the analysis of the radiative decay experiments μ + → e + ν sub(e) antiνγ and π + → e + ν sub(e)γ, respectively. These experiments were based on the use of two large sodium iodide crystals, TINA and MINA, as e and γ detectors. Instructions for the use of SIMUL8 and MONTE-PION are given. (author)
Blake, S; Vial, P; Holloway, L; McNamara, A; Greer, P; Kuncic, Z
2012-06-01
To investigate the sensitivity of a Monte Carlo (MC) model of a standard clinical amorphous silicon (a-Si) electron portal imaging device (EPID) to variations in optical photon transport parameters. The Geant4 MC toolkit was used to develop a comprehensive model of an indirect-detection a-Si EPID incorporating x-ray and optical photon transport. The EPID was modeled as a series of uniform layers with properties specified by the manufacturer (PerkinElmer, Santa Clara, CA) of a research EPID at our centre. Optical processes that were modeled include bulk absorption, Rayleigh scattering, and boundary processes (reflection and refraction). Model performance was evaluated by scoring optical photons absorbed by the a-Si photodiode as a function of radial distance from a point source of x-rays on an event-by-event basis (0.025 mm resolution). Primary x-ray energies were sampled from a clinical 6 MV photon spectrum. Simulations were performed by varying optical transport parameters and the resulting point spread functions (PSFs) were compared. The optical parameters investigated include: x-ray transport cutoff thresholds; absorption path length; optical energy spectrum; refractive indices; and the 'roughness' of boundaries within phosphor screen layers. The transport cutoffs and refractive indices studied were found to minimally affect resulting PSFs. A monoenergetic optical spectrum slightly broadened the PSF in comparison with the use of a polyenergetic spectrum. The absorption path length only significantly altered the PSF when decreased drastically. Variations in the treatment of boundaries noticeably broadened resulting PSFs. Variation in optical transport parameters was found to affect resulting PSF calculations. Current work is focusing on repeating this analysis with a coarser resolution more typical of a commercial a-Si EPID to observe if these effects continue to alter the EPID PSF. Experimental measurement of the EPID line spread function to validate these
Ficaro, Edward Patrick
The ^{252}Cf -source-driven noise analysis (CSDNA) requires the measurement of the cross power spectral density (CPSD) G_ {23}(omega), between a pair of neutron detectors (subscripts 2 and 3) located in or near the fissile assembly, and the CPSDs, G_{12}( omega) and G_{13}( omega), between the neutron detectors and an ionization chamber 1 containing ^{252}Cf also located in or near the fissile assembly. The key advantage of this method is that the subcriticality of the assembly can be obtained from the ratio of spectral densities,{G _sp{12}{*}(omega)G_ {13}(omega)over G_{11 }(omega)G_{23}(omega) },using a point kinetic model formulation which is independent of the detector's properties and a reference measurement. The multigroup, Monte Carlo code, KENO-NR, was developed to eliminate the dependence of the measurement on the point kinetic formulation. This code utilizes time dependent, analog neutron tracking to simulate the experimental method, in addition to the underlying nuclear physics, as closely as possible. From a direct comparison of simulated and measured data, the calculational model and cross sections are validated for the calculation, and KENO-NR can then be rerun to provide a distributed source k_ {eff} calculation. Depending on the fissile assembly, a few hours to a couple of days of computation time are needed for a typical simulation executed on a desktop workstation. In this work, KENO-NR demonstrated the ability to accurately estimate the measured ratio of spectral densities from experiments using capture detectors performed on uranium metal cylinders, a cylindrical tank filled with aqueous uranyl nitrate, and arrays of safe storage bottles filled with uranyl nitrate. Good agreement was also seen between simulated and measured values of the prompt neutron decay constant from the fitted CPSDs. Poor agreement was seen between simulated and measured results using composite ^6Li-glass-plastic scintillators at large subcriticalities for the tank of
Vrugt, Jasper A.; ter Braak, Cajo J. F.; Diks, Cees G. H.; Schoups, Gerrit
2013-01-01
During the past decades much progress has been made in the development of computer based methods for parameter and predictive uncertainty estimation of hydrologic models. The goal of this paper is twofold. As part of this special anniversary issue we first shortly review the most important historical developments in hydrologic model calibration and uncertainty analysis that has led to current perspectives. Then, we introduce theory, concepts and simulation results of a novel data assimilation scheme for joint inference of model parameters and state variables. This Particle-DREAM method combines the strengths of sequential Monte Carlo sampling and Markov chain Monte Carlo simulation and is especially designed for treatment of forcing, parameter, model structural and calibration data error. Two different variants of Particle-DREAM are presented to satisfy assumptions regarding the temporal behavior of the model parameters. Simulation results using a 40-dimensional atmospheric “toy” model, the Lorenz attractor and a rainfall-runoff model show that Particle-DREAM, P-DREAM(VP) and P-DREAM(IP) require far fewer particles than current state-of-the-art filters to closely track the evolving target distribution of interest, and provide important insights into the information content of discharge data and non-stationarity of model parameters. Our development follows formal Bayes, yet Particle-DREAM and its variants readily accommodate hydrologic signatures, informal likelihood functions or other (in)sufficient statistics if those better represent the salient features of the calibration data and simulation model used.
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 eff and differential coefficients of concerned parameter, the polynomial estimator of k eff 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)
Maximum-likelihood and other processors for incoherent and coherent matched-field localization.
Dosso, Stan E; Wilmut, Michael J
2012-10-01
This paper develops a series of maximum-likelihood processors for matched-field source localization given various states of information regarding the frequency and time variation of source amplitude and phase, and compares these with existing approaches to coherent processing with incomplete source knowledge. The comparison involves elucidating each processor's approach to source spectral information within a unifying formulation, which provides a conceptual framework for classifying and comparing processors and explaining their relative performance, as quantified in a numerical study. The maximum-likelihood processors represent optimal estimators given the assumption of Gaussian noise, and are based on analytically maximizing the corresponding likelihood function over explicit unknown source spectral parameters. Cases considered include knowledge of the relative variation in source amplitude over time and/or frequency (e.g., a flat spectrum), and tracking the relative phase variation over time, as well as incoherent and coherent processing. Other approaches considered include the conventional (Bartlett) processor, cross-frequency incoherent processor, pair-wise processor, and coherent normalized processor. Processor performance is quantified as the probability of correct localization from Monte Carlo appraisal over a large number of random realizations of noise, source location, and environmental parameters. Processors are compared as a function of signal-to-noise ratio, number of frequencies, and number of sensors.
tmle : An R Package for Targeted Maximum Likelihood Estimation
Directory of Open Access Journals (Sweden)
Susan Gruber
2012-11-01
Full Text Available Targeted maximum likelihood estimation (TMLE is a general approach for constructing an efficient double-robust semi-parametric substitution estimator of a causal effect parameter or statistical association measure. tmle is a recently developed R package that implements TMLE of the effect of a binary treatment at a single point in time on an outcome of interest, controlling for user supplied covariates, including an additive treatment effect, relative risk, odds ratio, and the controlled direct effect of a binary treatment controlling for a binary intermediate variable on the pathway from treatment to the out- come. Estimation of the parameters of a marginal structural model is also available. The package allows outcome data with missingness, and experimental units that contribute repeated records of the point-treatment data structure, thereby allowing the analysis of longitudinal data structures. Relevant factors of the likelihood may be modeled or fit data-adaptively according to user specifications, or passed in from an external estimation procedure. Effect estimates, variances, p values, and 95% confidence intervals are provided by the software.
REDUCING THE LIKELIHOOD OF LONG TENNIS MATCHES
Directory of Open Access Journals (Sweden)
Tristan Barnett
2006-12-01
Full Text Available Long matches can cause problems for tournaments. For example, the starting times of subsequent matches can be substantially delayed causing inconvenience to players, spectators, officials and television scheduling. They can even be seen as unfair in the tournament setting when the winner of a very long match, who may have negative aftereffects from such a match, plays the winner of an average or shorter length match in the next round. Long matches can also lead to injuries to the participating players. One factor that can lead to long matches is the use of the advantage set as the fifth set, as in the Australian Open, the French Open and Wimbledon. Another factor is long rallies and a greater than average number of points per game. This tends to occur more frequently on the slower surfaces such as at the French Open. The mathematical method of generating functions is used to show that the likelihood of long matches can be substantially reduced by using the tiebreak game in the fifth set, or more effectively by using a new type of game, the 50-40 game, throughout the match
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.
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
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
Hara, Kazuya; Toshima, Takuya; Hara, Shinsuke; Fujishiro, Hiroki I.
2013-08-01
The mechanisms of delay time generation in graded gate field-plate (FP) AlGaN/GaN high electron mobility transistors (HEMTs) are investigated using Monte Carlo simulation. The graded gate FP suppresses the increase in the maximum electric field with the drain voltage by extending the high electric field area toward the drain. However, in addition to the FP capacitance delay time caused by the capacitance between the FP and the channel, the extension of the high electric field area itself increases the electron accumulation delay time caused by electron occupation of the upper valleys. Eventually, as the FP angle increases, the intrinsic cutoff frequency fT decreases.
Metropolis Methods for Quantum Monte Carlo Simulations
Ceperley, D. M.
2003-01-01
Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of the Metropolis algorithm employed in quantum Monte Carlo: Variational Monte Carlo, dynamical methods for projector monte carlo ({\\it i.e.} diffusion Monte Carlo with rejection), multilevel sampling in path integral Monte Carlo, the sampling of permutations, ...
Transfer Entropy as a Log-Likelihood Ratio
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.
Maximum Likelihood Blood Velocity Estimator Incorporating Properties of Flow Physics
DEFF Research Database (Denmark)
Schlaikjer, Malene; Jensen, Jørgen Arendt
2004-01-01
)-data under investigation. The flow physic properties are exploited in the second term, as the range of velocity values investigated in the cross-correlation analysis are compared to the velocity estimates in the temporal and spatial neighborhood of the signal segment under investigation. The new estimator...... has been compared to the cross-correlation (CC) estimator and the previously developed maximum likelihood estimator (MLE). The results show that the CMLE can handle a larger velocity search range and is capable of estimating even low velocity levels from tissue motion. The CC and the MLE produce...... for the CC and the MLE. When the velocity search range is set to twice the limit of the CC and the MLE, the number of incorrect velocity estimates are 0, 19.1, and 7.2% for the CMLE, CC, and MLE, respectively. The ability to handle a larger search range and estimating low velocity levels was confirmed...
Applications of Maxent to quantum Monte Carlo
Energy Technology Data Exchange (ETDEWEB)
Silver, R.N.; Sivia, D.S.; Gubernatis, J.E. (Los Alamos National Lab., NM (USA)); Jarrell, M. (Ohio State Univ., Columbus, OH (USA). Dept. of Physics)
1990-01-01
We consider the application of maximum entropy methods to the analysis of data produced by computer simulations. The focus is the calculation of the dynamical properties of quantum many-body systems by Monte Carlo methods, which is termed the Analytical Continuation Problem.'' For the Anderson model of dilute magnetic impurities in metals, we obtain spectral functions and transport coefficients which obey Kondo Universality.'' 24 refs., 7 figs.
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.)
Parallelizing Monte Carlo with PMC
International Nuclear Information System (INIS)
Rathkopf, J.A.; Jones, T.R.; Nessett, D.M.; Stanberry, L.C.
1994-11-01
PMC (Parallel Monte Carlo) is a system of generic interface routines that allows easy porting of Monte Carlo packages of large-scale physics simulation codes to Massively Parallel Processor (MPP) computers. By loading various versions of PMC, simulation code developers can configure their codes to run in several modes: serial, Monte Carlo runs on the same processor as the rest of the code; parallel, Monte Carlo runs in parallel across many processors of the MPP with the rest of the code running on other MPP processor(s); distributed, Monte Carlo runs in parallel across many processors of the MPP with the rest of the code running on a different machine. This multi-mode approach allows maintenance of a single simulation code source regardless of the target machine. PMC handles passing of messages between nodes on the MPP, passing of messages between a different machine and the MPP, distributing work between nodes, and providing independent, reproducible sequences of random numbers. Several production codes have been parallelized under the PMC system. Excellent parallel efficiency in both the distributed and parallel modes results if sufficient workload is available per processor. Experiences with a Monte Carlo photonics demonstration code and a Monte Carlo neutronics package are described
Heinrich, Josué Miguel; Niizawa, Ignacio; Botta, Fausto Adrián; Trombert, Alejandro Raúl; Irazoqui, Horacio Antonio
2012-01-01
In a previous study, we developed a methodology to assess the intrinsic optical properties governing the radiation field in algae suspensions. With these properties at our disposal, a Monte Carlo simulation program is developed and used in this study as a predictive autonomous program applied to the simulation of experiments that reproduce the common illumination conditions that are found in processes of large scale production of microalgae, especially when using open ponds such as raceway ponds. The simulation module is validated by comparing the results of experimental measurements made on artificially illuminated algal suspension with those predicted by the Monte Carlo program. This experiment deals with a situation that resembles that of an open pond or that of a raceway pond, except for the fact that for convenience, the experimental arrangement appears as if those reactors were turned upside down. It serves the purpose of assessing to what extent the scattering phenomena are important for the prediction of the spatial distribution of the radiant energy density. The simulation module developed can be applied to compute the local energy density inside photobioreactors with the goal to optimize its design and their operating conditions. © 2012 Wiley Periodicals, Inc. Photochemistry and Photobiology © 2012 The American Society of Photobiology.
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
A Specific Network Link and Path Likelihood Prediction Tool
National Research Council Canada - National Science Library
Moy, Gary
1996-01-01
.... Providing a specific network link and path likelihood prediction tool gives strategic military commanders additional intelligence information and enables them to manage their limited resources more efficiently...
Molenaar, P.C.M.; Nesselroade, J.R.
1998-01-01
The study of intraindividual variability pervades empirical inquiry in virtually all subdisciplines of psychology. The statistical analysis of multivariate time-series data - a central product of intraindividual investigations - requires special modeling techniques. The dynamic factor model (DFM),
Lectures on Monte Carlo methods
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
Wormhole Hamiltonian Monte Carlo
Lan, Shiwei; Streets, Jeffrey; Shahbaba, Babak
2015-01-01
In machine learning and statistics, probabilistic inference involving multimodal distributions is quite difficult. This is especially true in high dimensional problems, where most existing algorithms cannot easily move from one mode to another. To address this issue, we propose a novel Bayesian inference approach based on Markov Chain Monte Carlo. Our method can effectively sample from multimodal distributions, especially when the dimension is high and the modes are isolated. To this end, it exploits and modifies the Riemannian geometric properties of the target distribution to create wormholes connecting modes in order to facilitate moving between them. Further, our proposed method uses the regeneration technique in order to adapt the algorithm by identifying new modes and updating the network of wormholes without affecting the stationary distribution. To find new modes, as opposed to redis-covering those previously identified, we employ a novel mode searching algorithm that explores a residual energy function obtained by subtracting an approximate Gaussian mixture density (based on previously discovered modes) from the target density function. PMID:25861551
Wormhole Hamiltonian Monte Carlo.
Lan, Shiwei; Streets, Jeffrey; Shahbaba, Babak
2014-07-31
In machine learning and statistics, probabilistic inference involving multimodal distributions is quite difficult. This is especially true in high dimensional problems, where most existing algorithms cannot easily move from one mode to another. To address this issue, we propose a novel Bayesian inference approach based on Markov Chain Monte Carlo. Our method can effectively sample from multimodal distributions, especially when the dimension is high and the modes are isolated. To this end, it exploits and modifies the Riemannian geometric properties of the target distribution to create wormholes connecting modes in order to facilitate moving between them. Further, our proposed method uses the regeneration technique in order to adapt the algorithm by identifying new modes and updating the network of wormholes without affecting the stationary distribution. To find new modes, as opposed to redis-covering those previously identified, we employ a novel mode searching algorithm that explores a residual energy function obtained by subtracting an approximate Gaussian mixture density (based on previously discovered modes) from the target density function.
Freni, Gabriele; Mannina, Giorgio; Viviani, Gapare
2009-12-15
In the last years, the attention on integrated analysis of sewer networks, wastewater treatment plants and receiving waters has been growing. However, the common lack of data in the urban water-quality field and the incomplete knowledge regarding the interpretation of the main phenomena taking part in integrated urban water systems draw attention to the necessity of evaluating the reliability of model results. Uncertainty analysis can provide useful hints and information regarding the best model approach to be used by assessing its degrees of significance and reliability. Few studies deal with uncertainty assessment in the integrated urban-drainage field. In order to fill this gap, there has been a general trend towards transferring the knowledge and the methodologies from other fields. In this respect, the Generalised Likelihood Uncertainty Evaluation (GLUE) methodology, which is widely applied in the field of hydrology, can be a possible candidate for providing a solution to the above problem. However, the methodology relies on several user-defined hypotheses in the selection of a specific formulation of the likelihood measure. This paper presents a survey aimed at evaluating the influence of the likelihood measure formulation in the assessment of uncertainty in integrated urban-drainage modelling. To accomplish this objective, a home-made integrated urban-drainage model was applied to the Savena case study (Bologna, IT). In particular, the integrated urban-drainage model uncertainty was evaluated employing different likelihood measures. The results demonstrate that the subjective selection of the likelihood measure greatly affects the GLUE uncertainty analysis.
Calibration of two complex ecosystem models with different likelihood functions
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.
Advanced Multilevel Monte Carlo Methods
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.
Handbook of Monte Carlo methods
National Research Council Canada - National Science Library
Kroese, Dirk P; Taimre, Thomas; Botev, Zdravko I
2011-01-01
... in rapid succession, the staggering number of related techniques, ideas, concepts and algorithms makes it difficult to maintain an overall picture of the Monte Carlo approach. This book attempts to encapsulate the emerging dynamics of this field of study"--
TARC: Carlo Rubbia's Energy Amplifier
Laurent Guiraud
1997-01-01
Transmutation by Adiabatic Resonance Crossing (TARC) is Carlo Rubbia's energy amplifier. This CERN experiment demonstrated that long-lived fission fragments, such as 99-TC, can be efficiently destroyed.
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
Likelihood ratio tests in rare variant detection for continuous phenotypes.
Zeng, Ping; Zhao, Yang; Liu, Jin; Liu, Liya; Zhang, Liwei; Wang, Ting; Huang, Shuiping; Chen, Feng
2014-09-01
It is believed that rare variants play an important role in human phenotypes; however, the detection of rare variants is extremely challenging due to their very low minor allele frequency. In this paper, the likelihood ratio test (LRT) and restricted likelihood ratio test (ReLRT) are proposed to test the association of rare variants based on the linear mixed effects model, where a group of rare variants are treated as random effects. Like the sequence kernel association test (SKAT), a state-of-the-art method for rare variant detection, LRT and ReLRT can effectively overcome the problem of directionality of effect inherent in the burden test in practice. By taking full advantage of the spectral decomposition, exact finite sample null distributions for LRT and ReLRT are obtained by simulation. We perform extensive numerical studies to evaluate the performance of LRT and ReLRT, and compare to the burden test, SKAT and SKAT-O. The simulations have shown that LRT and ReLRT can correctly control the type I error, and the controls are robust to the weights chosen and the number of rare variants under study. LRT and ReLRT behave similarly to the burden test when all the causal rare variants share the same direction of effect, and outperform SKAT across various situations. When both positive and negative effects exist, LRT and ReLRT suffer from few power reductions compared to the other two competing methods; under this case, an additional finding from our simulations is that SKAT-O is no longer the optimal test, and its power is even lower than that of SKAT. The exome sequencing SNP data from Genetic Analysis Workshop 17 were employed to illustrate the proposed methods, and interesting results are described. © 2014 John Wiley & Sons Ltd/University College London.
Carlos Chagas: biographical sketch.
Moncayo, Alvaro
2010-01-01
Carlos Chagas was born on 9 July 1878 in the farm "Bon Retiro" located close to the City of Oliveira in the interior of the State of Minas Gerais, Brazil. He started his medical studies in 1897 at the School of Medicine of Rio de Janeiro. In the late XIX century, the works by Louis Pasteur and Robert Koch induced a change in the medical paradigm with emphasis in experimental demonstrations of the causal link between microbes and disease. During the same years in Germany appeared the pathological concept of disease, linking organic lesions with symptoms. All these innovations were adopted by the reforms of the medical schools in Brazil and influenced the scientific formation of Chagas. Chagas completed his medical studies between 1897 and 1903 and his examinations during these years were always ranked with high grades. Oswaldo Cruz accepted Chagas as a doctoral candidate and directed his thesis on "Hematological studies of Malaria" which was received with honors by the examiners. In 1903 the director appointed Chagas as research assistant at the Institute. In those years, the Institute of Manguinhos, under the direction of Oswaldo Cruz, initiated a process of institutional growth and gathered a distinguished group of Brazilian and foreign scientists. In 1907, he was requested to investigate and control a malaria outbreak in Lassance, Minas Gerais. In this moment Chagas could not have imagined that this field research was the beginning of one of the most notable medical discoveries. Chagas was, at the age of 28, a Research Assistant at the Institute of Manguinhos and was studying a new flagellate parasite isolated from triatomine insects captured in the State of Minas Gerais. Chagas made his discoveries in this order: first the causal agent, then the vector and finally the human cases. These notable discoveries were carried out by Chagas in twenty months. At the age of 33 Chagas had completed his discoveries and published the scientific articles that gave him world
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.
Image-Based Multi-Target Tracking through Multi-Bernoulli Filtering with Interactive Likelihoods.
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.
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.
Yang, Jing; Youssef, Mostafa; Yildiz, Bilge
2018-01-01
In this work, we quantify oxygen self-diffusion in monoclinic-phase zirconium oxide as a function of temperature and oxygen partial pressure. A migration barrier of each type of oxygen defect was obtained by first-principles calculations. Random walk theory was used to quantify the diffusivities of oxygen interstitials by using the calculated migration barriers. Kinetic Monte Carlo simulations were used to calculate diffusivities of oxygen vacancies by distinguishing the threefold- and fourfold-coordinated lattice oxygen. By combining the equilibrium defect concentrations obtained in our previous work together with the herein calculated diffusivity of each defect species, we present the resulting oxygen self-diffusion coefficients and the corresponding atomistically resolved transport mechanisms. The predicted effective migration barriers and diffusion prefactors are in reasonable agreement with the experimentally reported values. This work provides insights into oxygen diffusion engineering in Zr O2 -related devices and parametrization for continuum transport modeling.
DEFF Research Database (Denmark)
Madsen, Line Meldgaard; Fiandaca, Gianluca; Auken, Esben
2017-01-01
The application of time-domain induced polarization (TDIP) is increasing with advances in acquisition techniques, data processing and spectral inversion schemes. An inversion of TDIP data for the spectral Cole-Cole parameters is a non-linear problem, but by applying a 1-D Markov Chain Monte Carlo...... increase and become non-linear. It is further investigated how waveform and parameter values influence the resolution of the Cole-Cole parameters. A limiting factor is the value of the frequency exponent, C. As C decreases, the resolution of all the Cole-Cole parameters decreases and the results become...... increasingly non-linear. While the values of the time constant, tau, must be in the acquisition range to resolve the parameters well, the choice between a 50 per cent and a 100 per cent duty cycle for the current injection does not have an influence on the parameter resolution. The limits of resolution...
DEFF Research Database (Denmark)
Hobolth, Asger
2008-01-01
-dimensional integrals required in the EM algorithm are estimated using MCMC sampling. The MCMC sampler requires simulation of sample paths from a continuous time Markov process, conditional on the beginning and ending states and the paths of the neighboring sites. An exact path sampling algorithm is developed......The evolution of DNA sequences can be described by discrete state continuous time Markov processes on a phylogenetic tree. We consider neighbor-dependent evolutionary models where the instantaneous rate of substitution at a site depends on the states of the neighboring sites. Neighbor......-dependent substitution models are analytically intractable and must be analyzed using either approximate or simulation-based methods. We describe statistical inference of neighbor-dependent models using a Markov chain Monte Carlo expectation maximization (MCMC-EM) algorithm. In the MCMC-EM algorithm, the high...
International Nuclear Information System (INIS)
Yeh, Chi-Yuan; Tung, Chuan-Jung; Chao, Tsi-Chain; Lin, Mu-Han; Lee, Chung-Chi
2014-01-01
The purpose of this study was to examine dose distribution of a skull base tumor and surrounding critical structures in response to high dose intensity-modulated radiosurgery (IMRS) with Monte Carlo (MC) simulation using a dual resolution sandwich phantom. The measurement-based Monte Carlo (MBMC) method (Lin et al., 2009) was adopted for the study. The major components of the MBMC technique involve (1) the BEAMnrc code for beam transport through the treatment head of a Varian 21EX linear accelerator, (2) the DOSXYZnrc code for patient dose simulation and (3) an EPID-measured efficiency map which describes non-uniform fluence distribution of the IMRS treatment beam. For the simulated case, five isocentric 6 MV photon beams were designed to deliver a total dose of 1200 cGy in two fractions to the skull base tumor. A sandwich phantom for the MBMC simulation was created based on the patient's CT scan of a skull base tumor [gross tumor volume (GTV)=8.4 cm 3 ] near the right 8th cranial nerve. The phantom, consisted of a 1.2-cm thick skull base region, had a voxel resolution of 0.05×0.05×0.1 cm 3 and was sandwiched in between 0.05×0.05×0.3 cm 3 slices of a head phantom. A coarser 0.2×0.2×0.3 cm 3 single resolution (SR) phantom was also created for comparison with the sandwich phantom. A particle history of 3×10 8 for each beam was used for simulations of both the SR and the sandwich phantoms to achieve a statistical uncertainty of <2%. Our study showed that the planning target volume (PTV) receiving at least 95% of the prescribed dose (VPTV95) was 96.9%, 96.7% and 99.9% for the TPS, SR, and sandwich phantom, respectively. The maximum and mean doses to large organs such as the PTV, brain stem, and parotid gland for the TPS, SR and sandwich MC simulations did not show any significant difference; however, significant dose differences were observed for very small structures like the right 8th cranial nerve, right cochlea, right malleus and right semicircular
Monte-Carlo simulation and analysis of the spectrum of p + sup 1 sup 1 B three-body sequential decay
Li Chen; Meng Qiu Ying; Zhang Pei Hua; Lin Er Kang
2002-01-01
The new experimental data of sup 1 sup 1 B(p, alpha sub 1) sup 8 Be* sup ( sup 1 sup ) (2 alpha) three-body decay show that the continuous alpha spectrum of the two alpha particles produced by the intermediate nuclear sup 8 Be* sup ( sup 1 sup ) looks like a saddle type distribution. To explain the experimental facts, the authors have written a Monte Carlo simulation program to the p + sup 1 sup 1 B reaction. The calculation results of the program indicate that the anisotropy distribution emission of the decay alpha particles produced by sup 8 Be* sup ( sup 1 sup ) can give a satisfying explanation to the experimental spectrum
International Nuclear Information System (INIS)
Abrefah, G.R.
2009-02-01
The Monte-Carlo method and experimental methods were used to determine the neutron fluxes in the irradiation channels of the Ghana Research Reactor -1. The MCNP5 code was used for this purpose to simulate the radial and axial distribution of the neutron fluxes within all the ten irradiation channels. The results obtained were compared with the experimental results. After the MCNP simulation and experimental procedure, it was observed that axially, the fluxes rise to a peak before falling and then finally leveling out. Axially and radially, it was also observed that the fluxes in the centre of the channels were lower than on the sides. Radially, the fluxes dip in the centre while it increases steadily towards the sides of the channels. The results have shown that there are flux variations within the irradiation channels both axially and radially. (au)
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....
Efficient Detection of Repeating Sites to Accelerate Phylogenetic Likelihood Calculations.
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.
International Nuclear Information System (INIS)
Hardin, M; Elson, H; Lamba, M; Wolf, E; Warnick, R
2014-01-01
Purpose: To quantify the clinically observed dose enhancement adjacent to cranial titanium fixation plates during post-operative radiotherapy. Methods: Irradiation of a titanium burr hole cover was simulated using Monte Carlo code MCNPX for a 6 MV photon spectrum to investigate backscatter dose enhancement due to increased production of secondary electrons within the titanium plate. The simulated plate was placed 3 mm deep in a water phantom, and dose deposition was tallied for 0.2 mm thick cells adjacent to the entrance and exit sides of the plate. These results were compared to a simulation excluding the presence of the titanium to calculate relative dose enhancement on the entrance and exit sides of the plate. To verify simulated results, two titanium burr hole covers (Synthes, Inc. and Biomet, Inc.) were irradiated with 6 MV photons in a solid water phantom containing GafChromic MD-55 film. The phantom was irradiated on a Varian 21EX linear accelerator at multiple gantry angles (0–180 degrees) to analyze the angular dependence of the backscattered radiation. Relative dose enhancement was quantified using computer software. Results: Monte Carlo simulations indicate a relative difference of 26.4% and 7.1% on the entrance and exit sides of the plate respectively. Film dosimetry results using a similar geometry indicate a relative difference of 13% and -10% on the entrance and exit sides of the plate respectively. Relative dose enhancement on the entrance side of the plate decreased with increasing gantry angle from 0 to 180 degrees. Conclusion: Film and simulation results demonstrate an increase in dose to structures immediately adjacent to cranial titanium fixation plates. Increased beam obliquity has shown to alleviate dose enhancement to some extent. These results are consistent with clinically observed effects
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.
Krishnamoorthy, K; Oral, Evrim
2017-12-01
Standardized likelihood ratio test (SLRT) for testing the equality of means of several log-normal distributions is proposed. The properties of the SLRT and an available modified likelihood ratio test (MLRT) and a generalized variable (GV) test are evaluated by Monte Carlo simulation and compared. Evaluation studies indicate that the SLRT is accurate even for small samples, whereas the MLRT could be quite liberal for some parameter values, and the GV test is in general conservative and less powerful than the SLRT. Furthermore, a closed-form approximate confidence interval for the common mean of several log-normal distributions is developed using the method of variance estimate recovery, and compared with the generalized confidence interval with respect to coverage probabilities and precision. Simulation studies indicate that the proposed confidence interval is accurate and better than the generalized confidence interval in terms of coverage probabilities. The methods are illustrated using two examples.
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
Evolutionary Sequential Monte Carlo Samplers for Change-Point Models
Directory of Open Access Journals (Sweden)
Arnaud Dufays
2016-03-01
Full Text Available Sequential Monte Carlo (SMC methods are widely used for non-linear filtering purposes. However, the SMC scope encompasses wider applications such as estimating static model parameters so much that it is becoming a serious alternative to Markov-Chain Monte-Carlo (MCMC methods. Not only do SMC algorithms draw posterior distributions of static or dynamic parameters but additionally they provide an estimate of the marginal likelihood. The tempered and time (TNT algorithm, developed in this paper, combines (off-line tempered SMC inference with on-line SMC inference for drawing realizations from many sequential posterior distributions without experiencing a particle degeneracy problem. Furthermore, it introduces a new MCMC rejuvenation step that is generic, automated and well-suited for multi-modal distributions. As this update relies on the wide heuristic optimization literature, numerous extensions are readily available. The algorithm is notably appropriate for estimating change-point models. As an example, we compare several change-point GARCH models through their marginal log-likelihoods over time.
A Walk on the Wild Side: The Impact of Music on Risk-Taking Likelihood.
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.
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.
Inferring fixed effects in a mixed linear model from an integrated likelihood
DEFF Research Database (Denmark)
Gianola, Daniel; Sorensen, Daniel
2008-01-01
A new method for likelihood-based inference of fixed effects in mixed linear models, with variance components treated as nuisance parameters, is presented. The method uses uniform-integration of the likelihood; the implementation employs the expectation-maximization (EM) algorithm for elimination...... of all nuisances, viewing random effects and variance components as missing data. In a simulation of a grazing trial, the procedure was compared with four widely used estimators of fixed effects in mixed models, and found to be competitive. An analysis of body weight in freshwater crayfish was conducted...
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...
Chou, Chih-Ping; Bentler, P. M.
1990-01-01
The empirical performance under null/alternative hypotheses of the likelihood ratio difference test (LRDT); Lagrange Multiplier test (evaluating the impact of model modification with a specific model); and Wald test (using a general model) were compared. The new tests for covariance structure analysis performed as well as did the LRDT. (RLC)
Uncertainty about the true source. A note on the likelihood ratio at the activity level.
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.
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.
Multilevel sequential Monte Carlo samplers
Beskos, Alexandros
2016-08-29
In this article we consider the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods which depend on the step-size level . hL. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretization levels . âˆž>h0>h1â‹¯>hL. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence and a sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. It is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context. That is, relative to exact sampling and Monte Carlo for the distribution at the finest level . hL. The approach is numerically illustrated on a Bayesian inverse problem. Â© 2016 Elsevier B.V.
Likelihood based testing for no fractional cointegration
DEFF Research Database (Denmark)
Lasak, Katarzyna
. The standard cointegration analysis only considers the assumption that deviations from equilibrium can be integrated of order zero, which is very restrictive in many cases and may imply an important loss of power in the fractional case. We consider the alternative hypotheses with equilibrium deviations...... that can be mean reverting with order of integration possibly greater than zero. Moreover, the degree of fractional cointegration is not assumed to be known, and the asymptotic null distribution of both tests is found when considering an interval of possible values. The power of the proposed tests under...
Mixture densities, maximum likelihood, and the EM algorithm
Redner, R. A.; Walker, H. F.
1982-01-01
The problem of estimating the parameters which determine a mixture density is reviewed as well as maximum likelihood estimation for it. A particular iterative procedure for numerically approximating maximum likelihood estimates for mixture density problems is considered. This EM algorithm, is a specialization to the mixture density context of a general algorithm of the same name used to approximate maximum likelihood estimates for incomplete data problems. The formulation and theoretical and practical properties of the EM algorithm for mixture densities are discussed focussing in particular on mixtures of densities from exponential families.
Likelihood ratio model for classification of forensic evidence
Energy Technology Data Exchange (ETDEWEB)
Zadora, G., E-mail: gzadora@ies.krakow.pl [Institute of Forensic Research, Westerplatte 9, 31-033 Krakow (Poland); Neocleous, T., E-mail: tereza@stats.gla.ac.uk [University of Glasgow, Department of Statistics, 15 University Gardens, Glasgow G12 8QW (United Kingdom)
2009-05-29
One of the problems of analysis of forensic evidence such as glass fragments, is the determination of their use-type category, e.g. does a glass fragment originate from an unknown window or container? Very small glass fragments arise during various accidents and criminal offences, and could be carried on the clothes, shoes and hair of participants. It is therefore necessary to obtain information on their physicochemical composition in order to solve the classification problem. Scanning Electron Microscopy coupled with an Energy Dispersive X-ray Spectrometer and the Glass Refractive Index Measurement method are routinely used in many forensic institutes for the investigation of glass. A natural form of glass evidence evaluation for forensic purposes is the likelihood ratio-LR = p(E|H{sub 1})/p(E|H{sub 2}). The main aim of this paper was to study the performance of LR models for glass object classification which considered one or two sources of data variability, i.e. between-glass-object variability and(or) within-glass-object variability. Within the proposed model a multivariate kernel density approach was adopted for modelling the between-object distribution and a multivariate normal distribution was adopted for modelling within-object distributions. Moreover, a graphical method of estimating the dependence structure was employed to reduce the highly multivariate problem to several lower-dimensional problems. The performed analysis showed that the best likelihood model was the one which allows to include information about between and within-object variability, and with variables derived from elemental compositions measured by SEM-EDX, and refractive values determined before (RI{sub b}) and after (RI{sub a}) the annealing process, in the form of dRI = log{sub 10}|RI{sub a} - RI{sub b}|. This model gave better results than the model with only between-object variability considered. In addition, when dRI and variables derived from elemental compositions were used, this
Likelihood ratio model for classification of forensic evidence
International Nuclear Information System (INIS)
Zadora, G.; Neocleous, T.
2009-01-01
One of the problems of analysis of forensic evidence such as glass fragments, is the determination of their use-type category, e.g. does a glass fragment originate from an unknown window or container? Very small glass fragments arise during various accidents and criminal offences, and could be carried on the clothes, shoes and hair of participants. It is therefore necessary to obtain information on their physicochemical composition in order to solve the classification problem. Scanning Electron Microscopy coupled with an Energy Dispersive X-ray Spectrometer and the Glass Refractive Index Measurement method are routinely used in many forensic institutes for the investigation of glass. A natural form of glass evidence evaluation for forensic purposes is the likelihood ratio-LR = p(E|H 1 )/p(E|H 2 ). The main aim of this paper was to study the performance of LR models for glass object classification which considered one or two sources of data variability, i.e. between-glass-object variability and(or) within-glass-object variability. Within the proposed model a multivariate kernel density approach was adopted for modelling the between-object distribution and a multivariate normal distribution was adopted for modelling within-object distributions. Moreover, a graphical method of estimating the dependence structure was employed to reduce the highly multivariate problem to several lower-dimensional problems. The performed analysis showed that the best likelihood model was the one which allows to include information about between and within-object variability, and with variables derived from elemental compositions measured by SEM-EDX, and refractive values determined before (RI b ) and after (RI a ) the annealing process, in the form of dRI = log 10 |RI a - RI b |. This model gave better results than the model with only between-object variability considered. In addition, when dRI and variables derived from elemental compositions were used, this model outperformed two other
DarkBit: a GAMBIT module for computing dark matter observables and likelihoods
Bringmann, Torsten; Conrad, Jan; Cornell, Jonathan M.; Dal, Lars A.; Edsjö, Joakim; Farmer, Ben; Kahlhoefer, Felix; Kvellestad, Anders; Putze, Antje; Savage, Christopher; Scott, Pat; Weniger, Christoph; White, Martin; Wild, Sebastian
2017-12-01
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.
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.)
Vasallo, B. G.; González, T.; Talbo, V.; Lechaux, Y.; Wichmann, N.; Bollaert, S.; Mateos, J.
2018-01-01
III-V Impact-ionization (II) metal-oxide-semiconductor FETs (I-MOSFETs) and tunnel FETs (TFETs) are being explored as promising devices for low-power digital applications. To assist the development of these devices from the physical point of view, a Monte Carlo (MC) model which includes impact ionization processes and band-to-band tunneling is presented. The MC simulator reproduces the I-V characteristics of experimental ungated In0.53Ga0.47As 100 nm PIN diodes, in which tunneling emerges for lower applied voltages than impact ionization events, thus being appropriate for TFETs. When the structure is enlarged up to 200 nm, the ON-state is achieved by means of impact ionization processes; however, the necessary applied voltage is higher, with the consequent drawback for low-power applications. In InAs PIN ungated structures, the onset of both impact ionization processes and band-to-band tunneling takes place for similar applied voltages, lower than 1 V; thus they are suitable for the design of low-power I-MOSFETs.
Berkemeier, Thomas; Ammann, Markus; Krieger, Ulrich K.; Peter, Thomas; Spichtinger, Peter; Pöschl, Ulrich; Shiraiwa, Manabu; Huisman, Andrew J.
2017-06-01
We present a Monte Carlo genetic algorithm (MCGA) for efficient, automated, and unbiased global optimization of model input parameters by simultaneous fitting to multiple experimental data sets. The algorithm was developed to address the inverse modelling problems associated with fitting large sets of model input parameters encountered in state-of-the-art kinetic models for heterogeneous and multiphase atmospheric chemistry. The MCGA approach utilizes a sequence of optimization methods to find and characterize the solution of an optimization problem. It addresses an issue inherent to complex models whose extensive input parameter sets may not be uniquely determined from limited input data. Such ambiguity in the derived parameter values can be reliably detected using this new set of tools, allowing users to design experiments that should be particularly useful for constraining model parameters. We show that the MCGA has been used successfully to constrain parameters such as chemical reaction rate coefficients, diffusion coefficients, and Henry's law solubility coefficients in kinetic models of gas uptake and chemical transformation of aerosol particles as well as multiphase chemistry at the atmosphere-biosphere interface. While this study focuses on the processes outlined above, the MCGA approach should be portable to any numerical process model with similar computational expense and extent of the fitting parameter space.
Directory of Open Access Journals (Sweden)
T. Berkemeier
2017-06-01
Full Text Available We present a Monte Carlo genetic algorithm (MCGA for efficient, automated, and unbiased global optimization of model input parameters by simultaneous fitting to multiple experimental data sets. The algorithm was developed to address the inverse modelling problems associated with fitting large sets of model input parameters encountered in state-of-the-art kinetic models for heterogeneous and multiphase atmospheric chemistry. The MCGA approach utilizes a sequence of optimization methods to find and characterize the solution of an optimization problem. It addresses an issue inherent to complex models whose extensive input parameter sets may not be uniquely determined from limited input data. Such ambiguity in the derived parameter values can be reliably detected using this new set of tools, allowing users to design experiments that should be particularly useful for constraining model parameters. We show that the MCGA has been used successfully to constrain parameters such as chemical reaction rate coefficients, diffusion coefficients, and Henry's law solubility coefficients in kinetic models of gas uptake and chemical transformation of aerosol particles as well as multiphase chemistry at the atmosphere–biosphere interface. While this study focuses on the processes outlined above, the MCGA approach should be portable to any numerical process model with similar computational expense and extent of the fitting parameter space.
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
International Nuclear Information System (INIS)
Murillo Alvarez, Ricardo
2015-01-01
A retrospective analysis is realized on the casuistry of patients treated with hemispherectomy in the Hospital Nacional de Ninos Dr. Carlos Saenz Herrera, in the period between the years 1993-2014. The bases of refractory epilepsy and the need of surgery as therapeutic are reviewed in patients treated. The hemispherectomies are quantified in the period between 1993-2014. The results obtained of the work carried at the Unidad de Monitoreo y Cirugia de Epilepsia from Hospital Nacional de Ninos is analyzed in the group of patients. The improvement in quality of life is documented in patients treated with hemispherectomy. Reduction in the amount of drugs used and suppression of subsequent seizures to surgery are determined in patients [es
Energy Technology Data Exchange (ETDEWEB)
Arreola V, G. [IPN, Escuela Superior de Fisica y Matematicas, Posgrado en Ciencias Fisicomatematicas, area en Ingenieria Nuclear, Unidad Profesional Adolfo Lopez Mateos, Edificio 9, Col. San Pedro Zacatenco, 07730 Mexico D. F. (Mexico); Vazquez R, R.; Guzman A, J. R., E-mail: energia.arreola.uam@gmail.com [Universidad Autonoma Metropolitana, Unidad Iztapalapa, Area de Ingenieria en Recursos Energeticos, Av. San Rafael Atlixco 186, Col. Vicentina, 09340 Mexico D. F. (Mexico)
2012-10-15
In this work a comparative analysis of the results for the neutrons dispersion in a not multiplicative semi-infinite medium is presented. One of the frontiers of this medium is located in the origin of coordinates, where a neutrons source in beam form, i.e., {mu}{omicron}=1 is also. The neutrons dispersion is studied on the statistical method of Monte Carlo and through the unidimensional transport theory and for an energy group. The application of transport theory gives a semi-analytic solution for this problem while the statistical solution for the flow was obtained applying the MCNPX code. The dispersion in light water and heavy water was studied. A first remarkable result is that both methods locate the maximum of the neutrons distribution to less than two mean free trajectories of transport for heavy water, while for the light water is less than ten mean free trajectories of transport; the differences between both methods is major for the light water case. A second remarkable result is that the tendency of both distributions is similar in small mean free trajectories, while in big mean free trajectories the transport theory spreads to an asymptote value and the solution in base statistical method spreads to zero. The existence of a neutron current of low energy and toward the source is demonstrated, in contrary sense to the neutron current of high energy coming from the own source. (Author)
Firmani, G.; Matta, J.
2012-04-01
The expansion of mining in the Pilbara region of Western Australia is resulting in the need to develop better water strategies to make below water table resources accessible, manage surplus water and deal with water demands for processing ore and construction. In all these instances, understanding the local and regional hydrogeology is fundamental to allow sustainable mining; minimising the impacts to the environment. An understanding of the uncertainties of the hydrogeology is necessary to quantify the risks and make objective decisions rather than relying on subjective judgements. The aim of this paper is to review some of the methods proposed by the published literature and find approaches that can be practically implemented in an attempt to estimate model uncertainties. In particular, this paper adopts two general probabilistic approaches that address the parametric uncertainty estimation and its propagation in predictive scenarios: the first order analysis and Monte Carlo simulations. A case example application of the two techniques is also presented for the dewatering strategy of a large below water table open cut iron ore mine in the Pilbara region of Western Australia. This study demonstrates the weakness of the deterministic approach, as the coefficients of variation of some model parameters were greater than 1.0; and suggests a review of the model calibration method and conceptualisation. The uncertainty propagation into predictive scenarios was calculated assuming the parameters with a coefficient of variation higher than 0.25 as deterministic, due to computational difficulties to achieve an accurate result with the Monte Carlo method. The conclusion of this case study was that the first order analysis appears to be a successful and simple tool when the coefficients of variation of calibrated parameters are less than 0.25.
Monte Carlo capabilities of the SCALE code system
International Nuclear Information System (INIS)
Rearden, B.T.; Petrie, L.M.; Peplow, D.E.; Bekar, K.B.; Wiarda, D.; Celik, C.; Perfetti, C.M.; Ibrahim, A.M.; Hart, S.W.D.; Dunn, M.E.; Marshall, W.J.
2015-01-01
Highlights: • Foundational Monte Carlo capabilities of SCALE are described. • Improvements in continuous-energy treatments are detailed. • New methods for problem-dependent temperature corrections are described. • New methods for sensitivity analysis and depletion are described. • Nuclear data, users interfaces, and quality assurance activities are summarized. - Abstract: SCALE is a widely used suite of tools for nuclear systems modeling and simulation that provides comprehensive, verified and validated, user-friendly capabilities for criticality safety, reactor physics, radiation shielding, and sensitivity and uncertainty analysis. For more than 30 years, regulators, licensees, and research institutions around the world have used SCALE for nuclear safety analysis and design. SCALE provides a “plug-and-play” framework that includes three deterministic and three Monte Carlo radiation transport solvers that can be selected based on the desired solution, including hybrid deterministic/Monte Carlo simulations. SCALE includes the latest nuclear data libraries for continuous-energy and multigroup radiation transport as well as activation, depletion, and decay calculations. SCALE’s graphical user interfaces assist with accurate system modeling, visualization, and convenient access to desired results. SCALE 6.2 will provide several new capabilities and significant improvements in many existing features, especially with expanded continuous-energy Monte Carlo capabilities for criticality safety, shielding, depletion, and sensitivity and uncertainty analysis. An overview of the Monte Carlo capabilities of SCALE is provided here, with emphasis on new features for SCALE 6.2
Bayesian adaptive Markov chain Monte Carlo estimation of genetic parameters.
Mathew, B; Bauer, A M; Koistinen, P; Reetz, T C; Léon, J; Sillanpää, M J
2012-10-01
Accurate and fast estimation of genetic parameters that underlie quantitative traits using mixed linear models with additive and dominance effects is of great importance in both natural and breeding populations. Here, we propose a new fast adaptive Markov chain Monte Carlo (MCMC) sampling algorithm for the estimation of genetic parameters in the linear mixed model with several random effects. In the learning phase of our algorithm, we use the hybrid Gibbs sampler to learn the covariance structure of the variance components. In the second phase of the algorithm, we use this covariance structure to formulate an effective proposal distribution for a Metropolis-Hastings algorithm, which uses a likelihood function in which the random effects have been integrated out. Compared with the hybrid Gibbs sampler, the new algorithm had better mixing properties and was approximately twice as fast to run. Our new algorithm was able to detect different modes in the posterior distribution. In addition, the posterior mode estimates from the adaptive MCMC method were close to the REML (residual maximum likelihood) estimates. Moreover, our exponential prior for inverse variance components was vague and enabled the estimated mode of the posterior variance to be practically zero, which was in agreement with the support from the likelihood (in the case of no dominance). The method performance is illustrated using simulated data sets with replicates and field data in barley.
Improved maximum likelihood reconstruction of complex multi-generational pedigrees.
Sheehan, Nuala A; Bartlett, Mark; Cussens, James
2014-11-01
The reconstruction of pedigrees from genetic marker data is relevant to a wide range of applications. Likelihood-based approaches aim to find the pedigree structure that gives the highest probability to the observed data. Existing methods either entail an exhaustive search and are hence restricted to small numbers of individuals, or they take a more heuristic approach and deliver a solution that will probably have high likelihood but is not guaranteed to be optimal. By encoding the pedigree learning problem as an integer linear program we can exploit efficient optimisation algorithms to construct pedigrees guaranteed to have maximal likelihood for the standard situation where we have complete marker data at unlinked loci and segregation of genes from parents to offspring is Mendelian. Previous work demonstrated efficient reconstruction of pedigrees of up to about 100 individuals. The modified method that we present here is not so restricted: we demonstrate its applicability with simulated data on a real human pedigree structure of over 1600 individuals. It also compares well with a very competitive approximate approach in terms of solving time and accuracy. In addition to identifying a maximum likelihood pedigree, we can obtain any number of pedigrees in decreasing order of likelihood. This is useful for assessing the uncertainty of a maximum likelihood solution and permits model averaging over high likelihood pedigrees when this would be appropriate. More importantly, when the solution is not unique, as will often be the case for large pedigrees, it enables investigation into the properties of maximum likelihood pedigree estimates which has not been possible up to now. Crucially, we also have a means of assessing the behaviour of other approximate approaches which all aim to find a maximum likelihood solution. Our approach hence allows us to properly address the question of whether a reasonably high likelihood solution that is easy to obtain is practically as