WorldWideScience

Sample records for carlo likelihood analysis

  1. Steady state likelihood ratio sensitivity analysis for stiff kinetic Monte Carlo simulations.

    Science.gov (United States)

    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.

  2. Improvement and comparison of likelihood functions for model calibration and parameter uncertainty analysis within a Markov chain Monte Carlo scheme

    Science.gov (United States)

    Cheng, Qin-Bo; Chen, Xi; Xu, Chong-Yu; Reinhardt-Imjela, Christian; Schulte, Achim

    2014-11-01

    In this study, the likelihood functions for uncertainty analysis of hydrological models are compared and improved through the following steps: (1) the equivalent relationship between the Nash-Sutcliffe Efficiency coefficient (NSE) and the likelihood function with Gaussian independent and identically distributed residuals is proved; (2) a new estimation method of the Box-Cox transformation (BC) parameter is developed to improve the effective elimination of the heteroscedasticity of model residuals; and (3) three likelihood functions-NSE, Generalized Error Distribution with BC (BC-GED) and Skew Generalized Error Distribution with BC (BC-SGED)-are applied for SWAT-WB-VSA (Soil and Water Assessment Tool - Water Balance - Variable Source Area) model calibration in the Baocun watershed, Eastern China. Performances of calibrated models are compared using the observed river discharges and groundwater levels. The result shows that the minimum variance constraint can effectively estimate the BC parameter. The form of the likelihood function significantly impacts on the calibrated parameters and the simulated results of high and low flow components. SWAT-WB-VSA with the NSE approach simulates flood well, but baseflow badly owing to the assumption of Gaussian error distribution, where the probability of the large error is low, but the small error around zero approximates equiprobability. By contrast, SWAT-WB-VSA with the BC-GED or BC-SGED approach mimics baseflow well, which is proved in the groundwater level simulation. The assumption of skewness of the error distribution may be unnecessary, because all the results of the BC-SGED approach are nearly the same as those of the BC-GED approach.

  3. Caching and interpolated likelihoods: accelerating cosmological Monte Carlo Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Bouland, Adam; Easther, Richard; Rosenfeld, Katherine, E-mail: adam.bouland@aya.yale.edu, E-mail: richard.easther@yale.edu, E-mail: krosenfeld@cfa.harvard.edu [Department of Physics, Yale University, New Haven CT 06520 (United States)

    2011-05-01

    We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free parameters and computationally expensive to evaluate. We generate a high-order interpolating polynomial for the log-likelihood using the first points gathered by the Markov chains as a training set. This polynomial then accurately computes the majority of the likelihoods needed in the latter parts of the chains. We implement a simple version of this algorithm as a patch (InterpMC) to CosmoMC and show that it accelerates parameter estimatation by a factor of between two and four for well-converged chains. The current code is primarily intended as a ''proof of concept'', and we argue that there is considerable room for further performance gains. Unlike other approaches to accelerating parameter fits, we make no use of precomputed training sets or special choices of variables, and InterpMC is almost entirely transparent to the user.

  4. Caching and interpolated likelihoods: accelerating cosmological Monte Carlo Markov chains

    International Nuclear Information System (INIS)

    Bouland, Adam; Easther, Richard; Rosenfeld, Katherine

    2011-01-01

    We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free parameters and computationally expensive to evaluate. We generate a high-order interpolating polynomial for the log-likelihood using the first points gathered by the Markov chains as a training set. This polynomial then accurately computes the majority of the likelihoods needed in the latter parts of the chains. We implement a simple version of this algorithm as a patch (InterpMC) to CosmoMC and show that it accelerates parameter estimatation by a factor of between two and four for well-converged chains. The current code is primarily intended as a ''proof of concept'', and we argue that there is considerable room for further performance gains. Unlike other approaches to accelerating parameter fits, we make no use of precomputed training sets or special choices of variables, and InterpMC is almost entirely transparent to the user

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

    Science.gov (United States)

    Thorn, Graeme J; King, John R

    2016-01-01

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

  6. 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

  7. A comparison of maximum likelihood and other estimators of eigenvalues from several correlated Monte Carlo samples

    International Nuclear Information System (INIS)

    Beer, M.

    1980-01-01

    The maximum likelihood method for the multivariate normal distribution is applied to the case of several individual eigenvalues. Correlated Monte Carlo estimates of the eigenvalue are assumed to follow this prescription and aspects of the assumption are examined. Monte Carlo cell calculations using the SAM-CE and VIM codes for the TRX-1 and TRX-2 benchmark reactors, and SAM-CE full core results are analyzed with this method. Variance reductions of a few percent to a factor of 2 are obtained from maximum likelihood estimation as compared with the simple average and the minimum variance individual eigenvalue. The numerical results verify that the use of sample variances and correlation coefficients in place of the corresponding population statistics still leads to nearly minimum variance estimation for a sufficient number of histories and aggregates

  8. Unbinned likelihood analysis of EGRET observations

    International Nuclear Information System (INIS)

    Digel, Seth W.

    2000-01-01

    We present a newly-developed likelihood analysis method for EGRET data that defines the likelihood function without binning the photon data or averaging the instrumental response functions. The standard likelihood analysis applied to EGRET data requires the photons to be binned spatially and in energy, and the point-spread functions to be averaged over energy and inclination angle. The full-width half maximum of the point-spread function increases by about 40% from on-axis to 30 degree sign inclination, and depending on the binning in energy can vary by more than that in a single energy bin. The new unbinned method avoids the loss of information that binning and averaging cause and can properly analyze regions where EGRET viewing periods overlap and photons with different inclination angles would otherwise be combined in the same bin. In the poster, we describe the unbinned analysis method and compare its sensitivity with binned analysis for detecting point sources in EGRET data

  9. Bayesian Monte Carlo and Maximum Likelihood Approach for Uncertainty Estimation and Risk Management: Application to Lake Oxygen Recovery Model

    Science.gov (United States)

    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...

  10. Phylogenetic analysis using parsimony and likelihood methods.

    Science.gov (United States)

    Yang, Z

    1996-02-01

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

  11. Practical likelihood analysis for spatial generalized linear mixed models

    DEFF Research Database (Denmark)

    Bonat, W. H.; Ribeiro, Paulo Justiniano

    2016-01-01

    We investigate an algorithm for maximum likelihood estimation of spatial generalized linear mixed models based on the Laplace approximation. We compare our algorithm with a set of alternative approaches for two datasets from the literature. The Rhizoctonia root rot and the Rongelap are......, 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...... of Laplace approximation include the computation of the maximized log-likelihood value, which can be used for model selection and tests, and the possibility to obtain realistic confidence intervals for model parameters based on profile likelihoods. The Laplace approximation also avoids the tuning...

  12. Likelihood analysis of the minimal AMSB model

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-04-15

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

  13. Likelihood Analysis of Supersymmetric SU(5) GUTs

    CERN Document Server

    Bagnaschi, E.

    2017-01-01

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

  14. Recovery of Graded Response Model Parameters: A Comparison of Marginal Maximum Likelihood and Markov Chain Monte Carlo Estimation

    Science.gov (United States)

    Kieftenbeld, Vincent; Natesan, Prathiba

    2012-01-01

    Markov chain Monte Carlo (MCMC) methods enable a fully Bayesian approach to parameter estimation of item response models. In this simulation study, the authors compared the recovery of graded response model parameters using marginal maximum likelihood (MML) and Gibbs sampling (MCMC) under various latent trait distributions, test lengths, and…

  15. 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.)

  16. Likelihood analysis of supersymmetric SU(5) GUTs

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-10-15

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

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

    NARCIS (Netherlands)

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

    2016-01-01

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

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

    NARCIS (Netherlands)

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

    2011-01-01

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

  19. Constraint likelihood analysis for a network of gravitational wave detectors

    International Nuclear Information System (INIS)

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

    2005-01-01

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

  20. Likelihood-based Dynamic Factor Analysis for Measurement and Forecasting

    NARCIS (Netherlands)

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

    2015-01-01

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

  1. THESEUS: maximum likelihood superpositioning and analysis of macromolecular structures.

    Science.gov (United States)

    Theobald, Douglas L; Wuttke, Deborah S

    2006-09-01

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

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

    International Nuclear Information System (INIS)

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

    1987-10-01

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

  3. Secondary Analysis under Cohort Sampling Designs Using Conditional Likelihood

    Directory of Open Access Journals (Sweden)

    Olli Saarela

    2012-01-01

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

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

    OpenAIRE

    Rajiv D. Banker

    1993-01-01

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

  5. Generalized likelihood uncertainty estimation (GLUE) using adaptive Markov chain Monte Carlo sampling

    DEFF Research Database (Denmark)

    Blasone, Roberta-Serena; Vrugt, Jasper A.; Madsen, Henrik

    2008-01-01

    propose an alternative strategy to determine the value of the cutoff threshold based on the appropriate coverage of the resulting uncertainty bounds. We demonstrate the superiority of this revised GLUE method with three different conceptual watershed models of increasing complexity, using both synthetic......In the last few decades hydrologists have made tremendous progress in using dynamic simulation models for the analysis and understanding of hydrologic systems. However, predictions with these models are often deterministic and as such they focus on the most probable forecast, without an explicit...... of applications. However, the MC based sampling strategy of the prior parameter space typically utilized in GLUE is not particularly efficient in finding behavioral simulations. This becomes especially problematic for high-dimensional parameter estimation problems, and in the case of complex simulation models...

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

    Directory of Open Access Journals (Sweden)

    Kaarina Matilainen

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

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

    Science.gov (United States)

    Kirby, Lauren A J; Robinson, Jennifer L

    2017-11-01

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

  8. Design and analysis of Monte Carlo experiments

    NARCIS (Netherlands)

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

    2012-01-01

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

  9. 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.

  10. 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

  11. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

    KAUST Repository

    Cheon, Sooyoung; Liang, Faming

    2009-01-01

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

  12. 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.

  13. Theoretical Analysis of Penalized Maximum-Likelihood Patlak Parametric Image Reconstruction in Dynamic PET for Lesion Detection.

    Science.gov (United States)

    Yang, Li; Wang, Guobao; Qi, Jinyi

    2016-04-01

    Detecting cancerous lesions is a major clinical application of emission tomography. In a previous work, we studied penalized maximum-likelihood (PML) image reconstruction for lesion detection in static PET. Here we extend our theoretical analysis of static PET reconstruction to dynamic PET. We study both the conventional indirect reconstruction and direct reconstruction for Patlak parametric image estimation. In indirect reconstruction, Patlak parametric images are generated by first reconstructing a sequence of dynamic PET images, and then performing Patlak analysis on the time activity curves (TACs) pixel-by-pixel. In direct reconstruction, Patlak parametric images are estimated directly from raw sinogram data by incorporating the Patlak model into the image reconstruction procedure. PML reconstruction is used in both the indirect and direct reconstruction methods. We use a channelized Hotelling observer (CHO) to assess lesion detectability in Patlak parametric images. Simplified expressions for evaluating the lesion detectability have been derived and applied to the selection of the regularization parameter value to maximize detection performance. The proposed method is validated using computer-based Monte Carlo simulations. Good agreements between the theoretical predictions and the Monte Carlo results are observed. Both theoretical predictions and Monte Carlo simulation results show the benefit of the indirect and direct methods under optimized regularization parameters in dynamic PET reconstruction for lesion detection, when compared with the conventional static PET reconstruction.

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

    International Nuclear Information System (INIS)

    Bonvicini, G.

    2005-01-01

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

  15. 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)

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-03-02

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

  17. Multi-rate Poisson tree processes for single-locus species delimitation under maximum likelihood and Markov chain Monte Carlo.

    Science.gov (United States)

    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

  18. Uncertainty Propagation in Monte Carlo Depletion Analysis

    International Nuclear Information System (INIS)

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

    2008-01-01

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

  19. LikelihoodLib - Fitting, Function Maximization, and Numerical Analysis

    CERN Document Server

    Smirnov, I B

    2001-01-01

    A new class library is designed for function maximization, minimization, solution of equations and for other problems related to mathematical analysis of multi-parameter functions by numerical iterative methods. When we search the maximum or another special point of a function, we may change and fit all parameters simultaneously, sequentially, recursively, or by any combination of these methods. The discussion is focused on the first the most complicated method, although the others are also supported by the library. For this method we apply: control of precision by interval computations; the calculation of derivatives either by differential arithmetic, or by the method of finite differences with the step lengths which provide suppression of the influence of numerical noise; possible synchronization of the subjective function calls with minimization of the number of iterations; competitive application of various methods for step calculation, and converging to the solution by many trajectories.

  20. Analysis of Minute Features in Speckled Imagery with Maximum Likelihood Estimation

    Directory of Open Access Journals (Sweden)

    Alejandro C. Frery

    2004-12-01

    Full Text Available This paper deals with numerical problems arising when performing maximum likelihood parameter estimation in speckled imagery using small samples. The noise that appears in images obtained with coherent illumination, as is the case of sonar, laser, ultrasound-B, and synthetic aperture radar, is called speckle, and it can neither be assumed Gaussian nor additive. The properties of speckle noise are well described by the multiplicative model, a statistical framework from which stem several important distributions. Amongst these distributions, one is regarded as the universal model for speckled data, namely, the 𝒢0 law. This paper deals with amplitude data, so the 𝒢A0 distribution will be used. The literature reports that techniques for obtaining estimates (maximum likelihood, based on moments and on order statistics of the parameters of the 𝒢A0 distribution require samples of hundreds, even thousands, of observations in order to obtain sensible values. This is verified for maximum likelihood estimation, and a proposal based on alternate optimization is made to alleviate this situation. The proposal is assessed with real and simulated data, showing that the convergence problems are no longer present. A Monte Carlo experiment is devised to estimate the quality of maximum likelihood estimators in small samples, and real data is successfully analyzed with the proposed alternated procedure. Stylized empirical influence functions are computed and used to choose a strategy for computing maximum likelihood estimates that is resistant to outliers.

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

    Science.gov (United States)

    Moslemi, Vahid; Ashoor, Mansour

    2017-10-01

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

  2. Generalized linear models with random effects unified analysis via H-likelihood

    CERN Document Server

    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...

  3. 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

  4. 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.

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

    NARCIS (Netherlands)

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

    2015-01-01

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

  6. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

    KAUST Repository

    Cheon, Sooyoung

    2009-11-01

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

  7. An analysis of Monte Carlo tree search

    CSIR Research Space (South Africa)

    James, S

    2017-02-01

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

  8. Improved Monte Carlo Method for PSA Uncertainty Analysis

    International Nuclear Information System (INIS)

    Choi, Jongsoo

    2016-01-01

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

  9. Improved Monte Carlo Method for PSA Uncertainty Analysis

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-10-15

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

  10. Monte Carlo methods for the reliability analysis of Markov systems

    International Nuclear Information System (INIS)

    Buslik, A.J.

    1985-01-01

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

  11. 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...

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

    Science.gov (United States)

    Lohse, Konrad; Frantz, Laurent A F

    2014-04-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-07-25

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

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

    Science.gov (United States)

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

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

    Science.gov (United States)

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

    2016-03-01

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

  16. 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

  17. Empirical likelihood

    CERN Document Server

    Owen, Art B

    2001-01-01

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

  18. Approximate Likelihood

    CERN Multimedia

    CERN. Geneva

    2015-01-01

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

  19. Monte carlo depletion analysis of SMART core by MCNAP code

    International Nuclear Information System (INIS)

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

    2001-01-01

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

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

    Science.gov (United States)

    Dermoune, Azzouz; Simon, Eric Pierre

    2017-12-01

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

  1. Asymptotic analysis of spatial discretizations in implicit Monte Carlo

    International Nuclear Information System (INIS)

    Densmore, Jeffery D.

    2009-01-01

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

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

    Science.gov (United States)

    Jeon, Jihyoun; Hsu, Li; Gorfine, Malka

    2012-07-01

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

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

    NARCIS (Netherlands)

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

    1996-01-01

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

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

    Science.gov (United States)

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

    2015-05-01

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

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

    International Nuclear Information System (INIS)

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

    2000-01-01

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

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

    Science.gov (United States)

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

    2015-12-01

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

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

    Science.gov (United States)

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

    2011-01-01

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

  8. Reliability analysis of neutron transport simulation using Monte Carlo method

    International Nuclear Information System (INIS)

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

    1995-01-01

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

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

    CERN Document Server

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

    2010-01-01

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

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

    Science.gov (United States)

    Cash, W.

    1979-01-01

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

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

    Science.gov (United States)

    Egeland, Thore; Slooten, Klaas

    2016-11-01

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

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

    Science.gov (United States)

    Hajdziona, Marta; Molski, Andrzej

    2011-02-01

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

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

    Science.gov (United States)

    Hajdziona, Marta; Molski, Andrzej

    2011-02-07

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

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

    International Nuclear Information System (INIS)

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

    1981-01-01

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

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

    Science.gov (United States)

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

    2018-02-15

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

  16. Analysis of Pairwise Interactions in a Maximum Likelihood Sense to Identify Leaders in a Group

    Directory of Open Access Journals (Sweden)

    Violet Mwaffo

    2017-07-01

    Full Text Available Collective motion in animal groups manifests itself in the form of highly coordinated maneuvers determined by local interactions among individuals. A particularly critical question in understanding the mechanisms behind such interactions is to detect and classify leader–follower relationships within the group. In the technical literature of coupled dynamical systems, several methods have been proposed to reconstruct interaction networks, including linear correlation analysis, transfer entropy, and event synchronization. While these analyses have been helpful in reconstructing network models from neuroscience to public health, rules on the most appropriate method to use for a specific dataset are lacking. Here, we demonstrate the possibility of detecting leaders in a group from raw positional data in a model-free approach that combines multiple methods in a maximum likelihood sense. We test our framework on synthetic data of groups of self-propelled Vicsek particles, where a single agent acts as a leader and both the size of the interaction region and the level of inherent noise are systematically varied. To assess the feasibility of detecting leaders in real-world applications, we study a synthetic dataset of fish shoaling, generated by using a recent data-driven model for social behavior, and an experimental dataset of pharmacologically treated zebrafish. Not only does our approach offer a robust strategy to detect leaders in synthetic data but it also allows for exploring the role of psychoactive compounds on leader–follower relationships.

  17. Acceleration and sensitivity analysis of lattice kinetic Monte Carlo simulations using parallel processing and rate constant rescaling.

    Science.gov (United States)

    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).

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

    International Nuclear Information System (INIS)

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

    1997-01-01

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

  19. Anatomical likelihood estimation meta-analysis of grey and white matter anomalies in autism spectrum disorders

    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.

  20. Stratified source-sampling techniques for Monte Carlo eigenvalue analysis

    International Nuclear Information System (INIS)

    Mohamed, A.

    1998-01-01

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

  1. Monte Carlo analysis of Musashi TRIGA mark II reactor core

    International Nuclear Information System (INIS)

    Matsumoto, Tetsuo

    1999-01-01

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

  2. Can Asperger syndrome be distinguished from autism? An anatomic likelihood meta-analysis of MRI studies.

    Science.gov (United States)

    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

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

    Science.gov (United States)

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

    2010-01-01

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

  4. Implementation and analysis of an adaptive multilevel Monte Carlo algorithm

    KAUST Repository

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

    2014-01-01

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

  5. 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

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

    Science.gov (United States)

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

    2015-01-01

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

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

    Science.gov (United States)

    Xin, Cao; Chongshi, Gu

    2016-01-01

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

  8. 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

  9. Crop canopy BRDF simulation and analysis using Monte Carlo method

    NARCIS (Netherlands)

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

    2006-01-01

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

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

    OpenAIRE

    Aslıhan Kıymalıoğlu

    2014-01-01

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

  11. Data analytics using canonical correlation analysis and Monte Carlo simulation

    Science.gov (United States)

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

    2017-07-01

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

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

    Science.gov (United States)

    Abernethy, K.

    1986-01-01

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

  13. Monte Carlo based diffusion coefficients for LMFBR analysis

    International Nuclear Information System (INIS)

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

    2010-01-01

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

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

    OpenAIRE

    Kim, Sukwon

    2006-01-01

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

  15. 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

  16. Application to risk analysis of Monte Carlo method

    International Nuclear Information System (INIS)

    Mihara, Takashi

    2001-01-01

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

  17. Monte-Carlo Application for Nondestructive Nuclear Waste Analysis

    Science.gov (United States)

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

    2014-06-01

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

  18. The Monte Carlo Simulation Method for System Reliability and Risk Analysis

    CERN Document Server

    Zio, Enrico

    2013-01-01

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

  19. 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.

  20. 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.

  1. 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

  2. A longitudinal analysis of the impact of hospital service line profitability on the likelihood of readmission.

    Science.gov (United States)

    Navathe, Amol S; Volpp, Kevin G; Konetzka, R Tamara; Press, Matthew J; Zhu, Jingsan; Chen, Wei; Lindrooth, Richard C

    2012-08-01

    Quality of care may be linked to the profitability of admissions in addition to level of reimbursement. Prior policy reforms reduced payments that differentially affected the average profitability of various admission types. The authors estimated a Cox competing risks model, controlling for the simultaneous risk of mortality post discharge, to determine whether the average profitability of hospital service lines to which a patient was admitted was associated with the likelihood of readmission within 30 days. The sample included 12,705,933 Medicare Fee for Service discharges from 2,438 general acute care hospitals during 1997, 2001, and 2005. There was no evidence of an association between changes in average service line profitability and changes in readmission risk, even when controlling for risk of mortality. These findings are reassuring in that the profitability of patients' admissions did not affect readmission rates, and together with other evidence may suggest that readmissions are not an unambiguous quality indicator for in-hospital care.

  3. 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.

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

    Science.gov (United States)

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

    2016-01-01

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

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

    Science.gov (United States)

    Harbert, Robert S; Nixon, Kevin C

    2015-08-01

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

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

    Directory of Open Access Journals (Sweden)

    Wang Huai-Chun

    2009-09-01

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

  7. Analysis of error in Monte Carlo transport calculations

    International Nuclear Information System (INIS)

    Booth, T.E.

    1979-01-01

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

  8. 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

  9. 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.

  10. Proton therapy analysis using the Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

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

    2005-10-01

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

  11. 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.

  12. Statistical analysis of maximum likelihood estimator images of human brain FDG PET studies

    International Nuclear Information System (INIS)

    Llacer, J.; Veklerov, E.; Hoffman, E.J.; Nunez, J.; Coakley, K.J.

    1993-01-01

    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

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

    International Nuclear Information System (INIS)

    Raspet, R.; Baird, G.E.

    1978-01-01

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

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

    Science.gov (United States)

    Bueno, R. A.

    1977-01-01

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

  15. Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

    Science.gov (United States)

    Sharma, Sanjib

    2017-08-01

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

  16. Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors

    Science.gov (United States)

    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.

  17. [DIN-compatible vision assessment of increased reproducibility using staircase measurement and maximum likelihood analysis].

    Science.gov (United States)

    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.

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

    Science.gov (United States)

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

    2014-12-01

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

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

    Science.gov (United States)

    Xu, Maoqi; Chen, Liang

    2018-01-01

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

  20. POWER ANALYSIS FOR COMPLEX MEDIATIONAL DESIGNS USING MONTE CARLO METHODS

    OpenAIRE

    Thoemmes, Felix; MacKinnon, David P.; Reiser, Mark R.

    2010-01-01

    Applied researchers often include mediation effects in applications of advanced methods such as latent variable models and linear growth curve models. Guidance on how to estimate statistical power to detect mediation for these models has not yet been addressed in the literature. We describe a general framework for power analyses for complex mediational models. The approach is based on the well known technique of generating a large number of samples in a Monte Carlo study, and estimating power...

  1. Quasi-likelihood generalized linear regression analysis of fatality risk data.

    Science.gov (United States)

    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...

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

    DEFF Research Database (Denmark)

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

    2016-01-01

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

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

    Science.gov (United States)

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

    1984-01-01

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

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

    Science.gov (United States)

    Yang, Ji; Gu, Hongya; Yang, Ziheng

    2004-01-01

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

  5. Active neutron multiplicity analysis and Monte Carlo calculations

    International Nuclear Information System (INIS)

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

    1994-01-01

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

  6. Performance and Complexity Analysis of Blind FIR Channel Identification Algorithms Based on Deterministic Maximum Likelihood in SIMO Systems

    DEFF Research Database (Denmark)

    De Carvalho, Elisabeth; Omar, Samir; Slock, Dirk

    2013-01-01

    We analyze two algorithms that have been introduced previously for Deterministic Maximum Likelihood (DML) blind estimation of multiple FIR channels. The first one is a modification of the Iterative Quadratic ML (IQML) algorithm. IQML gives biased estimates of the channel and performs poorly at low...... to the initialization. Its asymptotic performance does not reach the DML performance though. The second strategy, called Pseudo-Quadratic ML (PQML), is naturally denoised. The denoising in PQML is furthermore more efficient than in DIQML: PQML yields the same asymptotic performance as DML, as opposed to DIQML......, but requires a consistent initialization. We furthermore compare DIQML and PQML to the strategy of alternating minimization w.r.t. symbols and channel for solving DML (AQML). An asymptotic performance analysis, a complexity evaluation and simulation results are also presented. The proposed DIQML and PQML...

  7. Maximum likelihood estimation of dose-response parameters for therapeutic operating characteristic (TOC) analysis of carcinoma of the nasopharynx

    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

  8. 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

  9. Data Analysis Recipes: Using Markov Chain Monte Carlo

    Science.gov (United States)

    Hogg, David W.; Foreman-Mackey, Daniel

    2018-05-01

    Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data. In this primarily pedagogical contribution, we give a brief overview of the most basic MCMC method and some practical advice for the use of MCMC in real inference problems. We give advice on method choice, tuning for performance, methods for initialization, tests of convergence, troubleshooting, and use of the chain output to produce or report parameter estimates with associated uncertainties. We argue that autocorrelation time is the most important test for convergence, as it directly connects to the uncertainty on the sampling estimate of any quantity of interest. We emphasize that sampling is a method for doing integrals; this guides our thinking about how MCMC output is best used. .

  10. Further Evaluation of Covariate Analysis using Empirical Bayes Estimates in Population Pharmacokinetics: the Perception of Shrinkage and Likelihood Ratio Test.

    Science.gov (United States)

    Xu, Xu Steven; Yuan, Min; Yang, Haitao; Feng, Yan; Xu, Jinfeng; Pinheiro, Jose

    2017-01-01

    Covariate analysis based on population pharmacokinetics (PPK) is used to identify clinically relevant factors. The likelihood ratio test (LRT) based on nonlinear mixed effect model fits is currently recommended for covariate identification, whereas individual empirical Bayesian estimates (EBEs) are considered unreliable due to the presence of shrinkage. The objectives of this research were to investigate the type I error for LRT and EBE approaches, to confirm the similarity of power between the LRT and EBE approaches from a previous report and to explore the influence of shrinkage on LRT and EBE inferences. Using an oral one-compartment PK model with a single covariate impacting on clearance, we conducted a wide range of simulations according to a two-way factorial design. The results revealed that the EBE-based regression not only provided almost identical power for detecting a covariate effect, but also controlled the false positive rate better than the LRT approach. Shrinkage of EBEs is likely not the root cause for decrease in power or inflated false positive rate although the size of the covariate effect tends to be underestimated at high shrinkage. In summary, contrary to the current recommendations, EBEs may be a better choice for statistical tests in PPK covariate analysis compared to LRT. We proposed a three-step covariate modeling approach for population PK analysis to utilize the advantages of EBEs while overcoming their shortcomings, which allows not only markedly reducing the run time for population PK analysis, but also providing more accurate covariate tests.

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

    Science.gov (United States)

    White, J.; Brakefield, L. K.

    2015-12-01

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

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

    NARCIS (Netherlands)

    Maucec, M.; Rigollet, C.

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

  13. A Markov Chain Monte Carlo Approach to Confirmatory Item Factor Analysis

    Science.gov (United States)

    Edwards, Michael C.

    2010-01-01

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

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

    CERN Document Server

    Cabrelli, Carlos A

    2008-01-01

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

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

    International Nuclear Information System (INIS)

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

    2017-01-01

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

  16. General purpose dynamic Monte Carlo with continuous energy for transient analysis

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-07-01

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

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

    Directory of Open Access Journals (Sweden)

    Barbara eTomasino

    2016-01-01

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

  18. 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

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

    Directory of Open Access Journals (Sweden)

    S. Razmyan

    2012-01-01

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

  20. 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.)

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

    Science.gov (United States)

    Kurkela, Kyle A; Dennis, Nancy A

    2016-01-29

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

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

    International Nuclear Information System (INIS)

    Densmore, Jeffery D.; Larsen, Edward W.

    2004-01-01

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

  3. 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)

  4. Sensitivity, specificity and likelihood ratios of PCR in the diagnosis of syphilis: a systematic review and meta-analysis.

    Science.gov (United States)

    Gayet-Ageron, Angèle; Lautenschlager, Stephan; Ninet, Béatrice; Perneger, Thomas V; Combescure, Christophe

    2013-05-01

    To systematically review and estimate pooled sensitivity and specificity of the polymerase chain reaction (PCR) technique compared to recommended reference tests in the diagnosis of suspected syphilis at various stages and in various biological materials. Systematic review and meta-analysis. Search of three electronic bibliographic databases from January 1990 to January 2012 and the abstract books of five congresses specialized in the infectious diseases' field (1999-2011). Search key terms included syphilis, Treponema pallidum or neurosyphilis and molecular amplification, polymerase chain reaction or PCR. We included studies that used both reference tests to diagnose syphilis plus PCR and we presented pooled estimates of PCR sensitivity, specificity, and positive and negative likelihood ratios (LR) per syphilis stages and biological materials. Of 1160 identified abstracts, 69 were selected and 46 studies used adequate reference tests to diagnose syphilis. Sensitivity was highest in the swabs from primary genital or anal chancres (78.4%; 95% CI: 68.2-86.0) and in blood from neonates with congenital syphilis (83.0%; 55.0-95.2). Most pooled specificities were ∼95%, except those in blood. A positive PCR is highly informative with a positive LR around 20 in ulcers or skin lesions. In the blood, the positive LR was syphilis diagnosis in lesions. PCR is a useful diagnostic tool in ulcers, especially when serology is still negative and in medical settings with a high prevalence of syphilis.

  5. Is there a critical lesion site for unilateral spatial neglect? A meta-analysis using activation likelihood estimation.

    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.

  6. Estimating the spatial scale of herbicide and soil interactions by nested sampling, hierarchical analysis of variance and residual maximum likelihood

    Energy Technology Data Exchange (ETDEWEB)

    Price, Oliver R., E-mail: oliver.price@unilever.co [Warwick-HRI, University of Warwick, Wellesbourne, Warwick, CV32 6EF (United Kingdom); University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom); Oliver, Margaret A. [University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom); Walker, Allan [Warwick-HRI, University of Warwick, Wellesbourne, Warwick, CV32 6EF (United Kingdom); Wood, Martin [University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom)

    2009-05-15

    An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field. - Estimating the spatial scale of herbicide and soil interactions by nested sampling.

  7. Estimating the spatial scale of herbicide and soil interactions by nested sampling, hierarchical analysis of variance and residual maximum likelihood

    International Nuclear Information System (INIS)

    Price, Oliver R.; Oliver, Margaret A.; Walker, Allan; Wood, Martin

    2009-01-01

    An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field. - Estimating the spatial scale of herbicide and soil interactions by nested sampling.

  8. Mapping grey matter reductions in schizophrenia: an anatomical likelihood estimation analysis of voxel-based morphometry studies.

    Science.gov (United States)

    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.

  9. Quasi-random Monte Carlo application in CGE systematic sensitivity analysis

    NARCIS (Netherlands)

    Chatzivasileiadis, T.

    2017-01-01

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

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

    International Nuclear Information System (INIS)

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

    2012-01-01

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

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

    International Nuclear Information System (INIS)

    Romanowicz, Renata; Young, Peter C.

    2003-01-01

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

  12. 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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-10-15

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

  14. 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)

  15. 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.

  16. Uncertainty Analysis of Power Grid Investment Capacity Based on Monte Carlo

    Science.gov (United States)

    Qin, Junsong; Liu, Bingyi; Niu, Dongxiao

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

  17. An Elaboration Likelihood Model Based Longitudinal Analysis of Attitude Change during the Process of IT Acceptance via Education Program

    Science.gov (United States)

    Lee, Woong-Kyu

    2012-01-01

    The principal objective of this study was to gain insight into attitude changes occurring during IT acceptance from the perspective of elaboration likelihood model (ELM). In particular, the primary target of this study was the process of IT acceptance through an education program. Although the Internet and computers are now quite ubiquitous, and…

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

    Science.gov (United States)

    Hoogenboom, J. Eduard; Sjenitzer, Bart L.

    2014-06-01

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

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

    International Nuclear Information System (INIS)

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

    2017-01-01

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

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

    International Nuclear Information System (INIS)

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

    2012-01-01

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

  1. A Monte Carlo based spent fuel analysis safeguards strategy assessment

    International Nuclear Information System (INIS)

    Fensin, Michael L.; Tobin, Stephen J.; Swinhoe, Martyn T.; Menlove, Howard O.; Sandoval, Nathan P.

    2009-01-01

    assessment process, the techniques employed to automate the coupled facets of the assessment process, and the standard burnup/enrichment/cooling time dependent spent fuel assembly library. We also clearly define the diversion scenarios that will be analyzed during the standardized assessments. Though this study is currently limited to generic PWR assemblies, it is expected that the results of the assessment will yield an adequate spent fuel analysis strategy knowledge that will help the down-select process for other reactor types

  2. A Monte Carlo Based Spent Fuel Analysis Safeguards Strategy Assessment

    Energy Technology Data Exchange (ETDEWEB)

    Fensin, Michael L.; Tobin, Stephen J.; Swinhoe, Martyn T.; Menlove, Howard O.; Sandoval, Nathan P. [Los Alamos National Laboratory, E540, Los Alamos, NM 87545 (United States)

    2009-06-15

    the generalized assessment process, the techniques employed to automate the coupled facets of the assessment process, and the standard burnup/enrichment/cooling time dependent spent fuel assembly library. We also clearly define the diversion scenarios that will be analyzed during the standardized assessments. Though this study is currently limited to generic PWR assemblies, it is expected that the results of the assessment will yield an adequate spent fuel analysis strategy knowledge that will help the down-select process for other reactor types. (authors)

  3. Likelihood analysis of the sub-GUT MSSM in light of LHC 13-TeV data

    Science.gov (United States)

    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.

  4. Likelihood analysis of the sub-GUT MSSM in light of LHC 13-TeV data

    Energy Technology Data Exchange (ETDEWEB)

    Costa, J.C.; Buchmueller, O.; Citron, M.; Richards, A. [Imperial College, High Energy Physics Group, Blackett Laboratory, London (United Kingdom); Bagnaschi, E.; Weiglein, G. [DESY, Hamburg (Germany); Sakurai, K. [University of Warsaw, Faculty of Physics, Institute of Theoretical Physics, Warsaw (Poland); Borsato, M.; Lucio, M.; Santos, D.M. [Universidade de Santiago de Compostela, Instituto Galego de Fisica de Altas Enerxias, Santiago de Compostela (Spain); Roeck, A. de [CERN, Experimental Physics Department, Geneva (Switzerland); Antwerp University, Wilrijk (Belgium); Dolan, M.J. [University of Melbourne, School of Physics, ARC Centre of Excellence for Particle Physics at the Terascale, Parkville (Australia); Ellis, J.R. [King' s College London, Theoretical Particle Physics and Cosmology Group, Department of Physics, London (United Kingdom); National Institute of Chemical Physics and Biophysics, Tallinn (Estonia); 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), Santander (Spain); Olive, K.A. [University of Minnesota, School of Physics and Astronomy, William I. Fine Theoretical Physics Institute, Minneapolis, MN (United States)

    2018-02-15

    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{sub in} below the supersymmetric grand unification scale M{sub GUT}, as can occur in mirage mediation and other models. In addition to M{sub in}, such 'sub-GUT' models have the 4 parameters of the CMSSM, namely a common gaugino mass m{sub 1/2}, a common soft supersymmetry-breaking scalar mass m{sub 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{sub in} ∝ 10{sup 5} to 10{sup 9} GeV, with M{sub in} ∝ M{sub GUT} disfavoured by Δχ{sup 2} ∝ 3 due to the BR(B{sub s,d} → μ{sup +}μ{sup -}) 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{sub χ{sup 0}{sub 1}} ∝ 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){sub μ} constraint, finding similar results whether or not it is included. (orig.)

  5. An analysis on Public Service Announcements (PSA) within the scope of Elaboration Likelihood Model: Orange and Hazelnut Consumption Samples

    OpenAIRE

    Bical, Adil; Yılmaz, R. Ayhan

    2018-01-01

    The purpose of the study is to reveal that how persuasion works in public service announcements on hazelnut and orange consumption ones broadcasted in Turkey. According to Petty and Cacioppo, Elaboration Likelihood Model explains the process of persuasion on two routes: central and peripheral. In-depth interviews were conducted to obtain the goal of the study. Respondents were asked whether they process the message of the PSA centrally or peripherally. Advertisements on consumption of hazelnu...

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

    Science.gov (United States)

    Chen, Feng; Chen, Suren; Ma, Xiaoxiang

    2018-06-01

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

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

    International Nuclear Information System (INIS)

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

    2012-01-01

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

  8. 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

  9. 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

  10. 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)

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

    International Nuclear Information System (INIS)

    Sakurai, Kiyoshi

    2003-01-01

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

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

    International Nuclear Information System (INIS)

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

    2010-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Xisheng Yu

    2014-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Mahdi Shadab Far

    2016-01-01

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

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

    Science.gov (United States)

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

    2016-01-01

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

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

    Science.gov (United States)

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

    2016-01-01

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

  17. 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...... improves precision substantially. Another source of error is that models testing away mixing dimensions must replicate the relevant dimensions of the quasi-random draws in the simulation of the restricted likelihood. These simulation errors are ignored in the standard estimation procedures used today...

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2001-09-01

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

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

    Directory of Open Access Journals (Sweden)

    Zhong Wu

    2017-04-01

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

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

    International Nuclear Information System (INIS)

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

    2007-01-01

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

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

    International Nuclear Information System (INIS)

    Hoogenboom, J.E.

    2013-01-01

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

  2. Logic of likelihood

    International Nuclear Information System (INIS)

    Wall, M.J.W.

    1992-01-01

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

  3. The phylogenetic likelihood library.

    Science.gov (United States)

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

    2015-03-01

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

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

    Science.gov (United States)

    Ying, Jiaju; Liu, Bingqi

    2018-02-01

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

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

    International Nuclear Information System (INIS)

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

    1984-03-01

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

  6. 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)

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

    Science.gov (United States)

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

    2018-05-29

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

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

    International Nuclear Information System (INIS)

    Braun, G.E.

    1986-01-01

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

  9. A Nuclear Ribosomal DNA Phylogeny of Acer Inferred with Maximum Likelihood, Splits Graphs, and Motif Analysis of 606 Sequences

    Science.gov (United States)

    Grimm, Guido W.; Renner, Susanne S.; Stamatakis, Alexandros; Hemleben, Vera

    2007-01-01

    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. PMID:19455198

  10. A Nuclear Ribosomal DNA Phylogeny of Acer Inferred with Maximum Likelihood, Splits Graphs, and Motif Analysis of 606 Sequences

    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.

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

    Science.gov (United States)

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

    2016-01-01

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

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

    International Nuclear Information System (INIS)

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

    2003-05-01

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

  13. Measuring the performance of vaccination programs using cross-sectional surveys: a likelihood framework and retrospective analysis.

    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

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

    International Nuclear Information System (INIS)

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

    2017-01-01

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

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

    Science.gov (United States)

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

    2017-10-01

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

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

    Science.gov (United States)

    Zhang, Zhiyong

    2014-12-01

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

  17. 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

  18. Noninvasive spectral imaging of skin chromophores based on multiple regression analysis aided by Monte Carlo simulation

    Science.gov (United States)

    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.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2011-07-01

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

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

    International Nuclear Information System (INIS)

    Sjenitzer, Bart L.; Hoogenboom, J. Eduard

    2011-01-01

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

  1. 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%.

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

    Science.gov (United States)

    Arampatzis, Georgios; Katsoulakis, Markos A

    2014-03-28

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

  3. 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

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

    International Nuclear Information System (INIS)

    Roet, David; Van Espen, Piet

    2003-01-01

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

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

    International Nuclear Information System (INIS)

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

    2007-01-01

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

  6. Uncertainty analysis using Monte Carlo method in the measurement of phase by ESPI

    International Nuclear Information System (INIS)

    Anguiano Morales, Marcelino; Martinez, Amalia; Rayas, J. A.; Cordero, Raul R.

    2008-01-01

    A method for simultaneously measuring whole field in-plane displacements by using optical fiber and based on the dual-beam illumination principle electronic speckle pattern interferometry (ESPI) is presented in this paper. A set of single mode optical fibers and beamsplitter are employed to split the laser beam into four beams of equal intensity.One pair of fibers is utilized to illuminate the sample in the horizontal plane so it is sensitive only to horizontal in-plane displacement. Another pair of optical fibers is set to be sensitive only to vertical in-plane displacement. Each pair of optical fibers differs in longitude to avoid unwanted interference. By means of a Fourier-transform method of fringe-pattern analysis (Takeda method), we can obtain the quantitative data of whole field displacements. We found the uncertainty associated with the phases by mean of Monte Carlo-based technique

  7. A spectral analysis of the domain decomposed Monte Carlo method for linear systems

    Energy Technology Data Exchange (ETDEWEB)

    Slattery, S. R.; Wilson, P. P. H. [Engineering Physics Department, University of Wisconsin - Madison, 1500 Engineering Dr., Madison, WI 53706 (United States); Evans, T. M. [Oak Ridge National Laboratory, 1 Bethel Valley Road, Oak Ridge, TN 37830 (United States)

    2013-07-01

    The domain decomposed behavior of the adjoint Neumann-Ulam Monte Carlo method for solving linear systems is analyzed using the spectral properties of the linear operator. Relationships for the average length of the adjoint random walks, a measure of convergence speed and serial performance, are made with respect to the eigenvalues of the linear operator. In addition, relationships for the effective optical thickness of a domain in the decomposition are presented based on the spectral analysis and diffusion theory. Using the effective optical thickness, the Wigner rational approximation and the mean chord approximation are applied to estimate the leakage fraction of stochastic histories from a domain in the decomposition as a measure of parallel performance and potential communication costs. The one-speed, two-dimensional neutron diffusion equation is used as a model problem to test the models for symmetric operators. In general, the derived approximations show good agreement with measured computational results. (authors)

  8. 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%.

  9. A spectral analysis of the domain decomposed Monte Carlo method for linear systems

    International Nuclear Information System (INIS)

    Slattery, S. R.; Wilson, P. P. H.; Evans, T. M.

    2013-01-01

    The domain decomposed behavior of the adjoint Neumann-Ulam Monte Carlo method for solving linear systems is analyzed using the spectral properties of the linear operator. Relationships for the average length of the adjoint random walks, a measure of convergence speed and serial performance, are made with respect to the eigenvalues of the linear operator. In addition, relationships for the effective optical thickness of a domain in the decomposition are presented based on the spectral analysis and diffusion theory. Using the effective optical thickness, the Wigner rational approximation and the mean chord approximation are applied to estimate the leakage fraction of stochastic histories from a domain in the decomposition as a measure of parallel performance and potential communication costs. The one-speed, two-dimensional neutron diffusion equation is used as a model problem to test the models for symmetric operators. In general, the derived approximations show good agreement with measured computational results. (authors)

  10. 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)

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

    Science.gov (United States)

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

    2018-04-01

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

  12. On the likelihood function of Gaussian max-stable processes

    KAUST Repository

    Genton, M. G.; Ma, Y.; Sang, H.

    2011-01-01

    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.

  13. On the likelihood function of Gaussian max-stable processes

    KAUST Repository

    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.

  14. Parameter sensitivity and uncertainty of the forest carbon flux model FORUG : a Monte Carlo analysis

    Energy Technology Data Exchange (ETDEWEB)

    Verbeeck, H.; Samson, R.; Lemeur, R. [Ghent Univ., Ghent (Belgium). Laboratory of Plant Ecology; Verdonck, F. [Ghent Univ., Ghent (Belgium). Dept. of Applied Mathematics, Biometrics and Process Control

    2006-06-15

    The FORUG model is a multi-layer process-based model that simulates carbon dioxide (CO{sub 2}) and water exchange between forest stands and the atmosphere. The main model outputs are net ecosystem exchange (NEE), total ecosystem respiration (TER), gross primary production (GPP) and evapotranspiration. This study used a sensitivity analysis to identify the parameters contributing to NEE uncertainty in the FORUG model. The aim was to determine if it is necessary to estimate the uncertainty of all parameters of a model to determine overall output uncertainty. Data used in the study were the meteorological and flux data of beech trees in Hesse. The Monte Carlo method was used to rank sensitivity and uncertainty parameters in combination with a multiple linear regression. Simulations were run in which parameters were assigned probability distributions and the effect of variance in the parameters on the output distribution was assessed. The uncertainty of the output for NEE was estimated. Based on the arbitrary uncertainty of 10 key parameters, a standard deviation of 0.88 Mg C per year per NEE was found, which was equal to 24 per cent of the mean value of NEE. The sensitivity analysis showed that the overall output uncertainty of the FORUG model could be determined by accounting for only a few key parameters, which were identified as corresponding to critical parameters in the literature. It was concluded that the 10 most important parameters determined more than 90 per cent of the output uncertainty. High ranking parameters included soil respiration; photosynthesis; and crown architecture. It was concluded that the Monte Carlo technique is a useful tool for ranking the uncertainty of parameters of process-based forest flux models. 48 refs., 2 tabs., 2 figs.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-15

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

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

    Science.gov (United States)

    Weatherill, Graeme; Burton, Paul W.

    2010-09-01

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

  17. 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...

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-07-01

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

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

    Science.gov (United States)

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

    2015-05-01

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

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

    Science.gov (United States)

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

    2017-01-01

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

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

    Science.gov (United States)

    Grodzki, Marcin; Darnowski, Piotr; Niewiński, Grzegorz

    2017-12-01

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

  2. 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.

  3. A user's guide to MICAP: A Monte Carlo Ionization Chamber Analysis Package

    Energy Technology Data Exchange (ETDEWEB)

    Johnson, J.O.; Gabriel, T.A.

    1988-01-01

    A collection of computer codes entitled MICAP - A Monte Carlo Ionization Chamber Analysis Package has been developed to determine the response of a gas-filled cavity ionization chamber in a mixed neutron and photon radiation environment. In particular, MICAP determines the neutron, photon, and total response of the ionization chamber. The applicability of MICAP encompasses all aspects of mixed field dosimetry analysis including detector design, preexperimental planning and post-experimental analysis. The MICAP codes include: RDNDF for reading and processing ENDF/B-formatted cross section files, MICRO for manipulating microscopic cross section data sets, MACRO for creating macroscopic cross section data sets, NEUTRON for transporting neutrons, RECOMB for calculating correction data due to ionization chamber saturation effects, HEAVY for transporting recoil heavy ions and charged particles, PECSP for generating photon and electron cross section and material data sets, PHOTPREP for generating photon source input tapes, and PHOTON for transporting photons and electrons. The codes are generally tailored to provide numerous input options, but whenever possible, default values are supplied which yield adequate results. All of the MICAP codes function independently, and are operational on the ORNL IBM 3033 computer system. 14 refs., 27 figs., 49 tabs.

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

    Directory of Open Access Journals (Sweden)

    Sugawara N

    2017-09-01

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

  5. Neural signatures of social conformity: A coordinate-based activation likelihood estimation meta-analysis of functional brain imaging studies.

    Science.gov (United States)

    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 © 2016 Elsevier Ltd. All rights reserved.

  6. Earthquake likelihood model testing

    Science.gov (United States)

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

    2007-01-01

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

  7. A study on Monte Carlo analysis of Pebble-type VHTR core for hydrogen production

    International Nuclear Information System (INIS)

    Kim, Hong Chul

    2005-02-01

    In order to pursue exact the core analysis for VHTR core which will be developed in future, a study on Monte Carol method was carried out. In Korea, pebble and prism type core are under investigation for VHTR core analysis. In this study, pebble-type core was investigated because it was known that it should not only maintain the nuclear fuel integrity but also have the advantage in economical efficiency and safety. The pebble-bed cores of HTR-PROTEUS critical facility in Swiss were selected for the benchmark model. After the detailed MCNP modeling of the whole facility, calculations of nuclear characteristics were performed. The two core configurations, Core 4.3 and Core 5 (reference state no. 3), among the 10 configurations of the HTR-PROTEUS cores were chosen to be analyzed in order to treat different fuel loading pattern and modeled. The former is a random packing core and the latter deterministic packing core. Based on the experimental data and the benchmark result of other research groups for the two different cores, some nuclear characteristics were calculated. Firstly, keff was calculated for these cores. The effect for TRIO homogeneity model was investigated. Control rod and shutdown rod worths also were calculated and the sensitivity analysis on cross-section library and reflector thickness was pursued. Lastly, neutron flux profiles were investigated in reflector regions. It is noted that Monte Carlo analysis of pebble-type VHTR core was firstly carried out in Korea. Also, this study should not only provide the basic data for pebble-type VHTR core analysis for hydrogen production but also be utilized as the verified data to validate a computer code for VHTR core analysis which will be developed in future

  8. 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

  9. Likelihood analysis of the pMSSM11 in light of LHC 13-TeV data

    International Nuclear Information System (INIS)

    Bagnaschi, E.; Sakurai, K.; Borsato, M.

    2017-11-01

    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)μ 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 q and a distinct third-generation squark mass m q3 , a common mass for the first-and second-generation sleptons m l and a distinct third-generation slepton mass m τ , a common trilinear mixing parameter A, the Higgs mixing parameter μ, the pseudoscalar Higgs mass M A and tan β. In the fit including (g-2) μ , a Bino-like χ 0 1 is preferred, whereas a Higgsino-like χ 0 1 is favoured when the (g-2)μ constraint is dropped. We identify the mechanisms that operate in different regions of the pMSSM11 parameter space to bring the relic density of the lightest neutralino, χ 0 1 , into the range indicated by cosmological data. In the fit including (g-2)μ, coannihilations with χ 0 2 and the Wino-like χ ± 1 or with nearly-degenerate first- and second-generation sleptons are favoured, whereas coannihilations with the χ 0 2 and the Higgsino-like χ ± 1 or with first- and second-generation squarks may be important when the (g - 2)μ constraint is dropped. Prospects remain for discovering strongly-interacting sparticles at the LHC as well as for discovering electroweakly-interacting sparticles at a future linear e + e - collider such as the ILC or CLIC.

  10. Likelihood analysis of the pMSSM11 in light of LHC 13-TeV data

    Energy Technology Data Exchange (ETDEWEB)

    Bagnaschi, E. [DESY, Hamburg (Germany); Sakurai, K. [Warsaw Univ. (Poland). Inst. of Theoretical Physics; Borsato, M. [Santiago de Compostela Univ. (Spain). Inst. Galego de Fisica de Altas Enerxias; and others

    2017-11-15

    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)μ constraint. The pMSSM11 is specified by the following parameters: 3 gaugino masses M{sub 1,2,3}, a common mass for the first-and second-generation squarks m{sub q} and a distinct third-generation squark mass m{sub q3}, a common mass for the first-and second-generation sleptons m{sub l} and a distinct third-generation slepton mass m{sub τ}, a common trilinear mixing parameter A, the Higgs mixing parameter μ, the pseudoscalar Higgs mass M{sub A} and tan β. In the fit including (g-2){sub μ}, a Bino-like χ{sup 0}{sub 1} is preferred, whereas a Higgsino-like χ{sup 0}{sub 1} is favoured when the (g-2)μ constraint is dropped. We identify the mechanisms that operate in different regions of the pMSSM11 parameter space to bring the relic density of the lightest neutralino, χ{sup 0}{sub 1}, into the range indicated by cosmological data. In the fit including (g-2)μ, coannihilations with χ{sup 0}{sub 2} and the Wino-like χ{sup ±}{sub 1} or with nearly-degenerate first- and second-generation sleptons are favoured, whereas coannihilations with the χ{sup 0}{sub 2} and the Higgsino-like χ{sup ±}{sub 1} or with first- and second-generation squarks may be important when the (g - 2)μ constraint is dropped. Prospects remain for discovering strongly-interacting sparticles at the LHC as well as for discovering electroweakly-interacting sparticles at a future linear e{sup +}e{sup -} collider such as the ILC or CLIC.

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

    Science.gov (United States)

    Gaebler, John A.; Tolson, Robert H.

    2010-01-01

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

  12. Use of Monte Carlo Bootstrap Method in the Analysis of Sample Sufficiency for Radioecological Data

    International Nuclear Information System (INIS)

    Silva, A. N. C. da; Amaral, R. S.; Araujo Santos Jr, J.; Wilson Vieira, J.; Lima, F. R. de A.

    2015-01-01

    There are operational difficulties in obtaining samples for radioecological studies. Population data may no longer be available during the study and obtaining new samples may not be possible. These problems do the researcher sometimes work with a small number of data. Therefore, it is difficult to know whether the number of samples will be sufficient to estimate the desired parameter. Hence, it is critical do the analysis of sample sufficiency. It is not interesting uses the classical methods of statistic to analyze sample sufficiency in Radioecology, because naturally occurring radionuclides have a random distribution in soil, usually arise outliers and gaps with missing values. The present work was developed aiming to apply the Monte Carlo Bootstrap method in the analysis of sample sufficiency with quantitative estimation of a single variable such as specific activity of a natural radioisotope present in plants. The pseudo population was a small sample with 14 values of specific activity of 226 Ra in forage palm (Opuntia spp.). Using the R software was performed a computational procedure to calculate the number of the sample values. The re sampling process with replacement took the 14 values of original sample and produced 10,000 bootstrap samples for each round. Then was calculated the estimated average θ for samples with 2, 5, 8, 11 and 14 values randomly selected. The results showed that if the researcher work with only 11 sample values, the average parameter will be within a confidence interval with 90% probability . (Author)

  13. 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

  14. 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)

  15. Numerical experiment on variance biases and Monte Carlo neutronics analysis with thermal hydraulic feedback

    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)

  16. 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.

  17. 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.

  18. A comparison of Bayesian and Monte Carlo sensitivity analysis for unmeasured confounding.

    Science.gov (United States)

    McCandless, Lawrence C; Gustafson, Paul

    2017-08-15

    Bias from unmeasured confounding is a persistent concern in observational studies, and sensitivity analysis has been proposed as a solution. In the recent years, probabilistic sensitivity analysis using either Monte Carlo sensitivity analysis (MCSA) or Bayesian sensitivity analysis (BSA) has emerged as a practical analytic strategy when there are multiple bias parameters inputs. BSA uses Bayes theorem to formally combine evidence from the prior distribution and the data. In contrast, MCSA samples bias parameters directly from the prior distribution. Intuitively, one would think that BSA and MCSA ought to give similar results. Both methods use similar models and the same (prior) probability distributions for the bias parameters. In this paper, we illustrate the surprising finding that BSA and MCSA can give very different results. Specifically, we demonstrate that MCSA can give inaccurate uncertainty assessments (e.g. 95% intervals) that do not reflect the data's influence on uncertainty about unmeasured confounding. Using a data example from epidemiology and simulation studies, we show that certain combinations of data and prior distributions can result in dramatic prior-to-posterior changes in uncertainty about the bias parameters. This occurs because the application of Bayes theorem in a non-identifiable model can sometimes rule out certain patterns of unmeasured confounding that are not compatible with the data. Consequently, the MCSA approach may give 95% intervals that are either too wide or too narrow and that do not have 95% frequentist coverage probability. Based on our findings, we recommend that analysts use BSA for probabilistic sensitivity analysis. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

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

    International Nuclear Information System (INIS)

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

    2000-01-01

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

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

    Science.gov (United States)

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

    1989-01-01

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

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

    International Nuclear Information System (INIS)

    Kongsoe, H.E.; Lauridsen, K.

    1993-09-01

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

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

    International Nuclear Information System (INIS)

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

    2013-01-01

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

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

    International Nuclear Information System (INIS)

    Shimizu, Takashi

    2007-01-01

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

  4. 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)

  5. Understanding product cost vs. performance through an in-depth system Monte Carlo analysis

    Science.gov (United States)

    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.

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

    International Nuclear Information System (INIS)

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

    2014-01-01

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

  7. Remote sensing analysis of vegetation at the San Carlos Apache Reservation, Arizona and surrounding area

    Science.gov (United States)

    Norman, Laura M.; Middleton, Barry R.; Wilson, Natalie R.

    2018-01-01

    Mapping of vegetation types is of great importance to the San Carlos Apache Tribe and their management of forestry and fire fuels. Various remote sensing techniques were applied to classify multitemporal Landsat 8 satellite data, vegetation index, and digital elevation model data. A multitiered unsupervised classification generated over 900 classes that were then recoded to one of the 16 generalized vegetation/land cover classes using the Southwest Regional Gap Analysis Project (SWReGAP) map as a guide. A supervised classification was also run using field data collected in the SWReGAP project and our field campaign. Field data were gathered and accuracy assessments were generated to compare outputs. Our hypothesis was that a resulting map would update and potentially improve upon the vegetation/land cover class distributions of the older SWReGAP map over the 24,000  km2 study area. The estimated overall accuracies ranged between 43% and 75%, depending on which method and field dataset were used. The findings demonstrate the complexity of vegetation mapping, the importance of recent, high-quality-field data, and the potential for misleading results when insufficient field data are collected.

  8. Benchmarking the MCNP code for Monte Carlo modelling of an in vivo neutron activation analysis system.

    Science.gov (United States)

    Natto, S A; Lewis, D G; Ryde, S J

    1998-01-01

    The Monte Carlo computer code MCNP (version 4A) has been used to develop a personal computer-based model of the Swansea in vivo neutron activation analysis (IVNAA) system. The model included specification of the neutron source (252Cf), collimators, reflectors and shielding. The MCNP model was 'benchmarked' against fast neutron and thermal neutron fluence data obtained experimentally from the IVNAA system. The Swansea system allows two irradiation geometries using 'short' and 'long' collimators, which provide alternative dose rates for IVNAA. The data presented here relate to the short collimator, although results of similar accuracy were obtained using the long collimator. The fast neutron fluence was measured in air at a series of depths inside the collimator. The measurements agreed with the MCNP simulation within the statistical uncertainty (5-10%) of the calculations. The thermal neutron fluence was measured and calculated inside the cuboidal water phantom. The depth of maximum thermal fluence was 3.2 cm (measured) and 3.0 cm (calculated). The width of the 50% thermal fluence level across the phantom at its mid-depth was found to be the same by both MCNP and experiment. This benchmarking exercise has given us a high degree of confidence in MCNP as a tool for the design of IVNAA systems.

  9. Markov chain Monte Carlo analysis to constrain dark matter properties with directional detection

    International Nuclear Information System (INIS)

    Billard, J.; Mayet, F.; Santos, D.

    2011-01-01

    Directional detection is a promising dark matter search strategy. Indeed, weakly interacting massive particle (WIMP)-induced recoils would present a direction dependence toward the Cygnus constellation, while background-induced recoils exhibit an isotropic distribution in the Galactic rest frame. Taking advantage of these characteristic features, and even in the presence of a sizeable background, it has recently been shown that data from forthcoming directional detectors could lead either to a competitive exclusion or to a conclusive discovery, depending on the value of the WIMP-nucleon cross section. However, it is possible to further exploit these upcoming data by using the strong dependence of the WIMP signal with: the WIMP mass and the local WIMP velocity distribution. Using a Markov chain Monte Carlo analysis of recoil events, we show for the first time the possibility to constrain the unknown WIMP parameters, both from particle physics (mass and cross section) and Galactic halo (velocity dispersion along the three axis), leading to an identification of non-baryonic dark matter.

  10. Application of Multi-Hypothesis Sequential Monte Carlo for Breakup Analysis

    Science.gov (United States)

    Faber, W. R.; Zaidi, W.; Hussein, I. I.; Roscoe, C. W. T.; Wilkins, M. P.; Schumacher, P. W., Jr.

    As more objects are launched into space, the potential for breakup events and space object collisions is ever increasing. These events create large clouds of debris that are extremely hazardous to space operations. Providing timely, accurate, and statistically meaningful Space Situational Awareness (SSA) data is crucial in order to protect assets and operations in space. The space object tracking problem, in general, is nonlinear in both state dynamics and observations, making it ill-suited to linear filtering techniques such as the Kalman filter. Additionally, given the multi-object, multi-scenario nature of the problem, space situational awareness requires multi-hypothesis tracking and management that is combinatorially challenging in nature. In practice, it is often seen that assumptions of underlying linearity and/or Gaussianity are used to provide tractable solutions to the multiple space object tracking problem. However, these assumptions are, at times, detrimental to tracking data and provide statistically inconsistent solutions. This paper details a tractable solution to the multiple space object tracking problem applicable to space object breakup events. Within this solution, simplifying assumptions of the underlying probability density function are relaxed and heuristic methods for hypothesis management are avoided. This is done by implementing Sequential Monte Carlo (SMC) methods for both nonlinear filtering as well as hypothesis management. This goal of this paper is to detail the solution and use it as a platform to discuss computational limitations that hinder proper analysis of large breakup events.

  11. Markov chain Monte Carlo linkage analysis: effect of bin width on the probability of linkage.

    Science.gov (United States)

    Slager, S L; Juo, S H; Durner, M; Hodge, S E

    2001-01-01

    We analyzed part of the Genetic Analysis Workshop (GAW) 12 simulated data using Monte Carlo Markov chain (MCMC) methods that are implemented in the computer program Loki. The MCMC method reports the "probability of linkage" (PL) across the chromosomal regions of interest. The point of maximum PL can then be taken as a "location estimate" for the location of the quantitative trait locus (QTL). However, Loki does not provide a formal statistical test of linkage. In this paper, we explore how the bin width used in the calculations affects the max PL and the location estimate. We analyzed age at onset (AO) and quantitative trait number 5, Q5, from 26 replicates of the general simulated data in one region where we knew a major gene, MG5, is located. For each trait, we found the max PL and the corresponding location estimate, using four different bin widths. We found that bin width, as expected, does affect the max PL and the location estimate, and we recommend that users of Loki explore how their results vary with different bin widths.

  12. A practical approach to the sensitivity analysis for kinetic Monte Carlo simulation of heterogeneous catalysis

    Science.gov (United States)

    Hoffmann, Max J.; Engelmann, Felix; Matera, Sebastian

    2017-01-01

    Lattice kinetic Monte Carlo simulations have become a vital tool for predictive quality atomistic understanding of complex surface chemical reaction kinetics over a wide range of reaction conditions. In order to expand their practical value in terms of giving guidelines for the atomic level design of catalytic systems, it is very desirable to readily evaluate a sensitivity analysis for a given model. The result of such a sensitivity analysis quantitatively expresses the dependency of the turnover frequency, being the main output variable, on the rate constants entering the model. In the past, the application of sensitivity analysis, such as degree of rate control, has been hampered by its exuberant computational effort required to accurately sample numerical derivatives of a property that is obtained from a stochastic simulation method. In this study, we present an efficient and robust three-stage approach that is capable of reliably evaluating the sensitivity measures for stiff microkinetic models as we demonstrate using the CO oxidation on RuO2(110) as a prototypical reaction. In the first step, we utilize the Fisher information matrix for filtering out elementary processes which only yield negligible sensitivity. Then we employ an estimator based on the linear response theory for calculating the sensitivity measure for non-critical conditions which covers the majority of cases. Finally, we adapt a method for sampling coupled finite differences for evaluating the sensitivity measure for lattice based models. This allows for an efficient evaluation even in critical regions near a second order phase transition that are hitherto difficult to control. The combined approach leads to significant computational savings over straightforward numerical derivatives and should aid in accelerating the nano-scale design of heterogeneous catalysts.

  13. Criticality analysis of thermal reactors for two energy groups applying Monte Carlo and neutron Albedo method

    International Nuclear Information System (INIS)

    Terra, Andre Miguel Barge Pontes Torres

    2005-01-01

    The Albedo method applied to criticality calculations to nuclear reactors is characterized by following the neutron currents, allowing to make detailed analyses of the physics phenomena about interactions of the neutrons with the core-reflector set, by the determination of the probabilities of reflection, absorption, and transmission. Then, allowing to make detailed appreciations of the variation of the effective neutron multiplication factor, keff. In the present work, motivated for excellent results presented in dissertations applied to thermal reactors and shieldings, was described the methodology to Albedo method for the analysis criticality of thermal reactors by using two energy groups admitting variable core coefficients to each re-entrant current. By using the Monte Carlo KENO IV code was analyzed relation between the total fraction of neutrons absorbed in the core reactor and the fraction of neutrons that never have stayed into the reflector but were absorbed into the core. As parameters of comparison and analysis of the results obtained by the Albedo method were used one dimensional deterministic code ANISN (ANIsotropic SN transport code) and Diffusion method. The keff results determined by the Albedo method, to the type of analyzed reactor, showed excellent agreement. Thus were obtained relative errors of keff values smaller than 0,78% between the Albedo method and code ANISN. In relation to the Diffusion method were obtained errors smaller than 0,35%, showing the effectiveness of the Albedo method applied to criticality analysis. The easiness of application, simplicity and clarity of the Albedo method constitute a valuable instrument to neutronic calculations applied to nonmultiplying and multiplying media. (author)

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

    International Nuclear Information System (INIS)

    Altiparmakov, D.

    1988-12-01

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

  15. Uncertainty analysis in the simulation of an HPGe detector using the Monte Carlo Code MCNP5

    International Nuclear Information System (INIS)

    Gallardo, Sergio; Pozuelo, Fausto; Querol, Andrea; Verdu, Gumersindo; Rodenas, Jose; Ortiz, J.; Pereira, Claubia

    2013-01-01

    A gamma spectrometer including an HPGe detector is commonly used for environmental radioactivity measurements. Many works have been focused on the simulation of the HPGe detector using Monte Carlo codes such as MCNP5. However, the simulation of this kind of detectors presents important difficulties due to the lack of information from manufacturers and due to loss of intrinsic properties in aging detectors. Some parameters such as the active volume or the Ge dead layer thickness are many times unknown and are estimated during simulations. In this work, a detailed model of an HPGe detector and a petri dish containing a certified gamma source has been done. The certified gamma source contains nuclides to cover the energy range between 50 and 1800 keV. As a result of the simulation, the Pulse Height Distribution (PHD) is obtained and the efficiency curve can be calculated from net peak areas and taking into account the certified activity of the source. In order to avoid errors due to the net area calculation, the simulated PHD is treated using the GammaVision software. On the other hand, it is proposed to use the Noether-Wilks formula to do an uncertainty analysis of model with the main goal of determining the efficiency curve of this detector and its associated uncertainty. The uncertainty analysis has been focused on dead layer thickness at different positions of the crystal. Results confirm the important role of the dead layer thickness in the low energy range of the efficiency curve. In the high energy range (from 300 to 1800 keV) the main contribution to the absolute uncertainty is due to variations in the active volume. (author)

  16. Monte Carlo Analysis of Reservoir Models Using Seismic Data and Geostatistical Models

    Science.gov (United States)

    Zunino, A.; Mosegaard, K.; Lange, K.; Melnikova, Y.; Hansen, T. M.

    2013-12-01

    We present a study on the analysis of petroleum reservoir models consistent with seismic data and geostatistical constraints performed on a synthetic reservoir model. Our aim is to invert directly for structure and rock bulk properties of the target reservoir zone. To infer the rock facies, porosity and oil saturation seismology alone is not sufficient but a rock physics model must be taken into account, which links the unknown properties to the elastic parameters. We then combine a rock physics model with a simple convolutional approach for seismic waves to invert the "measured" seismograms. To solve this inverse problem, we employ a Markov chain Monte Carlo (MCMC) method, because it offers the possibility to handle non-linearity, complex and multi-step forward models and provides realistic estimates of uncertainties. However, for large data sets the MCMC method may be impractical because of a very high computational demand. To face this challenge one strategy is to feed the algorithm with realistic models, hence relying on proper prior information. To address this problem, we utilize an algorithm drawn from geostatistics to generate geologically plausible models which represent samples of the prior distribution. The geostatistical algorithm learns the multiple-point statistics from prototype models (in the form of training images), then generates thousands of different models which are accepted or rejected by a Metropolis sampler. To further reduce the computation time we parallelize the software and run it on multi-core machines. The solution of the inverse problem is then represented by a collection of reservoir models in terms of facies, porosity and oil saturation, which constitute samples of the posterior distribution. We are finally able to produce probability maps of the properties we are interested in by performing statistical analysis on the collection of solutions.

  17. Uncertainty analysis in the simulation of an HPGe detector using the Monte Carlo Code MCNP5

    Energy Technology Data Exchange (ETDEWEB)

    Gallardo, Sergio; Pozuelo, Fausto; Querol, Andrea; Verdu, Gumersindo; Rodenas, Jose, E-mail: sergalbe@upv.es [Universitat Politecnica de Valencia, Valencia, (Spain). Instituto de Seguridad Industrial, Radiofisica y Medioambiental (ISIRYM); Ortiz, J. [Universitat Politecnica de Valencia, Valencia, (Spain). Servicio de Radiaciones. Lab. de Radiactividad Ambiental; Pereira, Claubia [Universidade Federal de Minas Gerais (UFMG), Belo Horizonte, MG (Brazil). Departamento de Engenharia Nuclear

    2013-07-01

    A gamma spectrometer including an HPGe detector is commonly used for environmental radioactivity measurements. Many works have been focused on the simulation of the HPGe detector using Monte Carlo codes such as MCNP5. However, the simulation of this kind of detectors presents important difficulties due to the lack of information from manufacturers and due to loss of intrinsic properties in aging detectors. Some parameters such as the active volume or the Ge dead layer thickness are many times unknown and are estimated during simulations. In this work, a detailed model of an HPGe detector and a petri dish containing a certified gamma source has been done. The certified gamma source contains nuclides to cover the energy range between 50 and 1800 keV. As a result of the simulation, the Pulse Height Distribution (PHD) is obtained and the efficiency curve can be calculated from net peak areas and taking into account the certified activity of the source. In order to avoid errors due to the net area calculation, the simulated PHD is treated using the GammaVision software. On the other hand, it is proposed to use the Noether-Wilks formula to do an uncertainty analysis of model with the main goal of determining the efficiency curve of this detector and its associated uncertainty. The uncertainty analysis has been focused on dead layer thickness at different positions of the crystal. Results confirm the important role of the dead layer thickness in the low energy range of the efficiency curve. In the high energy range (from 300 to 1800 keV) the main contribution to the absolute uncertainty is due to variations in the active volume. (author)

  18. Ascertainment correction for Markov chain Monte Carlo segregation and linkage analysis of a quantitative trait.

    Science.gov (United States)

    Ma, Jianzhong; Amos, Christopher I; Warwick Daw, E

    2007-09-01

    Although extended pedigrees are often sampled through probands with extreme levels of a quantitative trait, Markov chain Monte Carlo (MCMC) methods for segregation and linkage analysis have not been able to perform ascertainment corrections. Further, the extent to which ascertainment of pedigrees leads to biases in the estimation of segregation and linkage parameters has not been previously studied for MCMC procedures. In this paper, we studied these issues with a Bayesian MCMC approach for joint segregation and linkage analysis, as implemented in the package Loki. We first simulated pedigrees ascertained through individuals with extreme values of a quantitative trait in spirit of the sequential sampling theory of Cannings and Thompson [Cannings and Thompson [1977] Clin. Genet. 12:208-212]. Using our simulated data, we detected no bias in estimates of the trait locus location. However, in addition to allele frequencies, when the ascertainment threshold was higher than or close to the true value of the highest genotypic mean, bias was also found in the estimation of this parameter. When there were multiple trait loci, this bias destroyed the additivity of the effects of the trait loci, and caused biases in the estimation all genotypic means when a purely additive model was used for analyzing the data. To account for pedigree ascertainment with sequential sampling, we developed a Bayesian ascertainment approach and implemented Metropolis-Hastings updates in the MCMC samplers used in Loki. Ascertainment correction greatly reduced biases in parameter estimates. Our method is designed for multiple, but a fixed number of trait loci. Copyright (c) 2007 Wiley-Liss, Inc.

  19. Performance Analysis of Korean Liquid metal type TBM based on Monte Carlo code

    Energy Technology Data Exchange (ETDEWEB)

    Kim, C. H.; Han, B. S.; Park, H. J.; Park, D. K. [Seoul National Univ., Seoul (Korea, Republic of)

    2007-01-15

    The objective of this project is to analyze a nuclear performance of the Korean HCML(Helium Cooled Molten Lithium) 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 HCML ITER TBM through the transport calculation of MCCARD. In detail, we will conduct numerical experiments for analyzing the neutronic design of the Korean HCML TBM and the DEMO fusion blanket, and improving the nuclear performances. The results of the numerical experiments performed in this project will be utilized further for a design optimization of the Korean HCML TBM. In this project, Monte Carlo transport calculations for evaluating TBR (Tritium Breeding Ratio) and EMF (Energy Multiplication factor) were conducted to analyze a nuclear performance of the Korean HCML TBM. The activation characteristics and shielding performances for the Korean HCML TBM were analyzed using ORIGEN and MCCARD. We proposed the neutronic methodologies for analyzing the nuclear characteristics of the fusion blanket, which was applied to the blanket analysis of a DEMO fusion reactor. In the results, the TBR of the Korean HCML ITER TBM is 0.1352 and the EMF is 1.362. Taking into account a limitation for the Li amount in ITER TBM, it is expected that tritium self-sufficiency condition can be satisfied through a change of the Li quantity and enrichment. In the results of activation and shielding analysis, the activity drops to 1.5% of the initial value and the decay heat drops to 0.02% of the initial amount after 10 years from plasma shutdown.

  20. Analysis of the design of an X-ray tube using Monte Carlo; Analisis del diseno de un tubo de rayos X mediante Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Pena V, J. D.; Sosa A, M. A.; Ceron, P. V.; Vallejo, M. A. [Universidad de Guanajuato, Division de Ciencias e Ingenierias, Loma del Bosque No. 103, Lomas del Campestre, 37150 Leon, Guanajuato (Mexico); Vega C, H. R., E-mail: jd.penavidal@ugto.mx [Universidad Autonoma de Zacatecas, Unidad Academica de Estudios Nucleares, Cipres No. 10, Fracc. La Penuela, 98060 Zacatecas, Zac. (Mexico)

    2017-10-15

    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{sup 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)

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

    International Nuclear Information System (INIS)

    Mayers, J.; Cywinski, R.

    1985-03-01

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

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

    KAUST Repository

    Yan, Yuan

    2017-07-13

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

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

    KAUST Repository

    Yan, Yuan; Genton, Marc G.

    2017-01-01

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

  4. Implementation and assessment of a likelihood ratio approach for the evaluation of LA-ICP-MS evidence in forensic glass analysis.

    Science.gov (United States)

    van Es, Andrew; Wiarda, Wim; Hordijk, Maarten; Alberink, Ivo; Vergeer, Peter

    2017-05-01

    For the comparative analysis of glass fragments, a method using Laser Ablation Inductively Coupled Plasma Mass Spectrometry (LA-ICP-MS) is in use at the NFI, giving measurements of the concentration of 18 elements. An important question is how to evaluate the results as evidence that a glass sample originates from a known glass source or from an arbitrary different glass source. One approach is the use of matching criteria e.g. based on a t-test or overlap of confidence intervals. An important drawback of this method is the fact that the rarity of the glass composition is not taken into account. A similar match can have widely different evidential values. In addition the use of fixed matching criteria can give rise to a "fall off the cliff" effect. Small differences may result in a match or a non-match. In this work a likelihood ratio system is presented, largely based on the two-level model as proposed by Aitken and Lucy [1], and Aitken, Zadora and Lucy [2]. Results show that the output from the two-level model gives good discrimination between same and different source hypotheses, but a post-hoc calibration step is necessary to improve the accuracy of the likelihood ratios. Subsequently, the robustness and performance of the LR system are studied. Results indicate that the output of the LR system is robust to the sample properties of the dataset used for calibration. Furthermore, the empirical upper and lower bound method [3], designed to deal with extrapolation errors in the density models, results in minimum and maximum values of the LR outputted by the system of 3.1×10 -3 and 3.4×10 4 . Calibration of the system, as measured by empirical cross-entropy, shows good behavior over the complete prior range. Rates of misleading evidence are small: for same-source comparisons, 0.3% of LRs support a different-source hypothesis; for different-source comparisons, 0.2% supports a same-source hypothesis. The authors use the LR system in reporting of glass cases to

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

    DEFF Research Database (Denmark)

    Chakrabarti, Maumita; Thorseth, Anders; Jepsen, Jørgen

    2017-01-01

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

  6. Wavelet analysis of nonstationary fluctuations of Monte Carlo-simulated excitatory postsynaptic currents.

    Science.gov (United States)

    Aristizabal, F; Glavinovic, M I

    2003-10-01

    Tracking spectral changes of rapidly varying signals is a demanding task. In this study, we explore on Monte Carlo-simulated glutamate-activated AMPA patch and synaptic currents whether a wavelet analysis offers such a possibility. Unlike Fourier methods that determine only the frequency content of a signal, the wavelet analysis determines both the frequency and the time. This is owing to the nature of the basis functions, which are infinite for Fourier transforms (sines and cosines are infinite), but are finite for wavelet analysis (wavelets are localized waves). In agreement with previous reports, the frequency of the stationary patch current fluctuations is higher for larger currents, whereas the mean-variance plots are parabolic. The spectra of the current fluctuations and mean-variance plots are close to the theoretically predicted values. The median frequency of the synaptic and nonstationary patch currents is, however, time dependent, though at the peak of synaptic currents, the median frequency is insensitive to the number of glutamate molecules released. Such time dependence demonstrates that the "composite spectra" of the current fluctuations gathered over the whole duration of synaptic currents cannot be used to assess the mean open time or effective mean open time of AMPA channels. The current (patch or synaptic) versus median frequency plots show hysteresis. The median frequency is thus not a simple reflection of the overall receptor saturation levels and is greater during the rise phase for the same saturation level. The hysteresis is due to the higher occupancy of the doubly bound state during the rise phase and not due to the spatial spread of the saturation disk, which remains remarkably constant. Albeit time dependent, the variance of the synaptic and nonstationary patch currents can be accurately determined. Nevertheless the evaluation of the number of AMPA channels and their single current from the mean-variance plots of patch or synaptic

  7. Development of CAD-Based Geometry Processing Module for a Monte Carlo Particle Transport Analysis Code

    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

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

    Science.gov (United States)

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

    2018-03-01

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

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

    International Nuclear Information System (INIS)

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

    2005-01-01

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

  10. Model Reduction via Principe Component Analysis and Markov Chain Monte Carlo (MCMC) Methods

    Science.gov (United States)

    Gong, R.; Chen, J.; Hoversten, M. G.; Luo, J.

    2011-12-01

    Geophysical and hydrogeological inverse problems often include a large number of unknown parameters, ranging from hundreds to millions, depending on parameterization and problems undertaking. This makes inverse estimation and uncertainty quantification very challenging, especially for those problems in two- or three-dimensional spatial domains. Model reduction technique has the potential of mitigating the curse of dimensionality by reducing total numbers of unknowns while describing the complex subsurface systems adequately. In this study, we explore the use of principal component analysis (PCA) and Markov chain Monte Carlo (MCMC) sampling methods for model reduction through the use of synthetic datasets. We compare the performances of three different but closely related model reduction approaches: (1) PCA methods with geometric sampling (referred to as 'Method 1'), (2) PCA methods with MCMC sampling (referred to as 'Method 2'), and (3) PCA methods with MCMC sampling and inclusion of random effects (referred to as 'Method 3'). We consider a simple convolution model with five unknown parameters as our goal is to understand and visualize the advantages and disadvantages of each method by comparing their inversion results with the corresponding analytical solutions. We generated synthetic data with noise added and invert them under two different situations: (1) the noised data and the covariance matrix for PCA analysis are consistent (referred to as the unbiased case), and (2) the noise data and the covariance matrix are inconsistent (referred to as biased case). In the unbiased case, comparison between the analytical solutions and the inversion results show that all three methods provide good estimates of the true values and Method 1 is computationally more efficient. In terms of uncertainty quantification, Method 1 performs poorly because of relatively small number of samples obtained, Method 2 performs best, and Method 3 overestimates uncertainty due to inclusion

  11. Neutron dose rate analysis on HTGR-10 reactor using Monte Carlo code

    Science.gov (United States)

    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

  12. A Bayesian analysis of rare B decays with advanced Monte Carlo methods

    International Nuclear Information System (INIS)

    Beaujean, Frederik

    2012-01-01

    Searching for new physics in rare B meson decays governed by b → s transitions, we perform a model-independent global fit of the short-distance couplings C 7 , C 9 , and C 10 of the ΔB=1 effective field theory. We assume the standard-model set of b → sγ and b → sl + l - operators with real-valued C i . A total of 59 measurements by the experiments BaBar, Belle, CDF, CLEO, and LHCb of observables in B→K * γ, B→K (*) l + l - , and B s →μ + μ - 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 reveals a flipped-sign solution in addition to a standard-model-like solution for the couplings C i . The

  13. 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

  14. Neuroanatomical substrates of action perception and understanding: an anatomic likelihood estimation meta-analysis of lesion-symptom mapping studies in brain injured patients.

    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.

  15. Markov chain Monte Carlo methods for statistical analysis of RF photonic devices

    DEFF Research Database (Denmark)

    Piels, Molly; Zibar, Darko

    2016-01-01

    uncertainty is shown to give unsatisfactory and incorrect results due to the nonlinear relationship between the circuit parameters and the measured data. Markov chain Monte Carlo methods are shown to provide superior results, both for individual devices and for assessing within-die variation...

  16. 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

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

    International Nuclear Information System (INIS)

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

    2010-01-01

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

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

    Science.gov (United States)

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

    2011-12-01

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

  19. Likelihood devices in spatial statistics

    NARCIS (Netherlands)

    Zwet, E.W. van

    1999-01-01

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

  20. Subtracting and Fitting Histograms using Profile Likelihood

    CERN Document Server

    D'Almeida, F M L

    2008-01-01

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

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

    International Nuclear Information System (INIS)

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

    2015-01-01

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

  2. 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

  3. Analysis of the HTTR with Monte-Carlo and diffusion theory. An IRI-ECN intercomparison

    International Nuclear Information System (INIS)

    De Haas, J.B.M.; Wallerbos, E.J.M.

    2000-09-01

    In the framework of the IAEA Co-ordinated Research Program (CRP) 'Evaluation of HTGR Performance' for the start-up core physics benchmark of the High Temperature Engineering Test Reactor (HTTR) two-group cross section data for a fuel compact lattice and for a two-dimensional R-Z model have been generated for comparison purposes. For this comparison, 5.2% enriched uranium was selected. Furthermore, a simplified core configuration utilising only the selected type of fuel has been analysed with both the Monte Carlo code KENO and with the diffusion theory codes BOLD VENTURE and PANTHER. With a very detailed KENO model of this simplified core, k eff was calculated to be 1.1278±0.0005. Homogenisation of the core region was seen to increase k eff by 0.0340 which can be attributed to streaming of neutrons in the detailed model. The difference in k eff between the homogenised models of KENO and BOLD VENTURE amounts then only,Δk =0.0025. The PANTHER result for this core is k eff = 1. 1251, which is in good agreement with the KENO result. The fully loaded core configuration, with a range of enrichments, has also been analysed with both KENO and BOLD VENTURE. In this case the homogenisation was seen to increase k eff by 0.0375 (streaming effect). In BOLD VENTURE the critical state could be reached by the insertion of the control rods through adding an effective 10 B density over the insertion depth while the streaming of neutrons was accounted for by adjustment of the diffusion coefficient. The generation time and the effective fraction of delayed neutrons in the critical state have been calculated to be 1.11 ms and 0.705 %, respectively. This yields a prompt decay constant at critical of 6.9 s -1 . The analysis with PANTHER resulted in a k eff =1.1595 and a critical control rod setting of 244.5 cm compared to the detailed KENO results of: k eff = 1.1600 and 234.5 cm, again an excellent agreement. 5 refs

  4. Analysis of the HTTR with Monte-Carlo and diffusion theory. An IRI-ECN intercomparison

    Energy Technology Data Exchange (ETDEWEB)

    De Haas, J.B.M. [Nuclear Research and Consultancy Group NRG, Petten (Netherlands); Wallerbos, E.J.M. [Interfaculty Reactor Institute IRI, Delft University of Technology, Delft (Netherlands)

    2000-09-01

    In the framework of the IAEA Co-ordinated Research Program (CRP) 'Evaluation of HTGR Performance' for the start-up core physics benchmark of the High Temperature Engineering Test Reactor (HTTR) two-group cross section data for a fuel compact lattice and for a two-dimensional R-Z model have been generated for comparison purposes. For this comparison, 5.2% enriched uranium was selected. Furthermore, a simplified core configuration utilising only the selected type of fuel has been analysed with both the Monte Carlo code KENO and with the diffusion theory codes BOLD VENTURE and PANTHER. With a very detailed KENO model of this simplified core, k{sub eff} was calculated to be 1.1278{+-}0.0005. Homogenisation of the core region was seen to increase k{sub eff} by 0.0340 which can be attributed to streaming of neutrons in the detailed model. The difference in k{sub eff} between the homogenised models of KENO and BOLD VENTURE amounts then only,{delta}k =0.0025. The PANTHER result for this core is k{sub eff} = 1. 1251, which is in good agreement with the KENO result. The fully loaded core configuration, with a range of enrichments, has also been analysed with both KENO and BOLD VENTURE. In this case the homogenisation was seen to increase k{sub eff} by 0.0375 (streaming effect). In BOLD VENTURE the critical state could be reached by the insertion of the control rods through adding an effective {sup 10}B density over the insertion depth while the streaming of neutrons was accounted for by adjustment of the diffusion coefficient. The generation time and the effective fraction of delayed neutrons in the critical state have been calculated to be 1.11 ms and 0.705 %, respectively. This yields a prompt decay constant at critical of 6.9 s{sup -1}. The analysis with PANTHER resulted in a k{sub eff} =1.1595 and a critical control rod setting of 244.5 cm compared to the detailed KENO results of: k{sub eff} = 1.1600 and 234.5 cm, again an excellent agreement. 5 refs.

  5. Full likelihood analysis of genetic risk with variable age at onset disease--combining population-based registry data and demographic information.

    Directory of Open Access Journals (Sweden)

    Janne Pitkäniemi

    Full Text Available BACKGROUND: In genetic studies of rare complex diseases it is common to ascertain familial data from population based registries through all incident cases diagnosed during a pre-defined enrollment period. Such an ascertainment procedure is typically taken into account in the statistical analysis of the familial data by constructing either a retrospective or prospective likelihood expression, which conditions on the ascertainment event. Both of these approaches lead to a substantial loss of valuable data. METHODOLOGY AND FINDINGS: Here we consider instead the possibilities provided by a Bayesian approach to risk analysis, which also incorporates the ascertainment procedure and reference information concerning the genetic composition of the target population to the considered statistical model. Furthermore, the proposed Bayesian hierarchical survival model does not require the considered genotype or haplotype effects be expressed as functions of corresponding allelic effects. Our modeling strategy is illustrated by a risk analysis of type 1 diabetes mellitus (T1D in the Finnish population-based on the HLA-A, HLA-B and DRB1 human leucocyte antigen (HLA information available for both ascertained sibships and a large number of unrelated individuals from the Finnish bone marrow donor registry. The heterozygous genotype DR3/DR4 at the DRB1 locus was associated with the lowest predictive probability of T1D free survival to the age of 15, the estimate being 0.936 (0.926; 0.945 95% credible interval compared to the average population T1D free survival probability of 0.995. SIGNIFICANCE: The proposed statistical method can be modified to other population-based family data ascertained from a disease registry provided that the ascertainment process is well documented, and that external information concerning the sizes of birth cohorts and a suitable reference sample are available. We confirm the earlier findings from the same data concerning the HLA-DR3

  6. 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.

  7. Monte Carlo analysis of the accelerator-driven system at Kyoto University Research Reactor Institute

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Won Kyeong; Lee, Deok Jung [Nuclear Engineering Division, Ulsan National Institute of Science and Technology, Ulsan (Korea, Republic of); Lee, Hyun Chul [VHTR Technology Development Division, Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of); Pyeon, Cheol Ho [Nuclear Engineering Science Division, Kyoto University Research Reactor Institute, Osaka (Japan); Shin, Ho Cheol [Core and Fuel Analysis Group, Korea Hydro and Nuclear Power Central Research Institute, Daejeon (Korea, Republic of)

    2016-04-15

    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.

  8. Empirical Analysis of Stochastic Volatility Model by Hybrid Monte Carlo Algorithm

    International Nuclear Information System (INIS)

    Takaishi, Tetsuya

    2013-01-01

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

  9. 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.

  10. A numerical analysis of antithetic variates in Monte Carlo radiation transport with geometrical surface splitting

    International Nuclear Information System (INIS)

    Sarkar, P.K.; Prasad, M.A.

    1989-01-01

    A numerical study for effective implementation of the antithetic variates technique with geometric splitting/Russian roulette in Monte Carlo radiation transport calculations is presented. The study is based on the theory of Monte Carlo errors where a set of coupled integral equations are solved for the first and second moments of the score and for the expected number of flights per particle history. Numerical results are obtained for particle transmission through an infinite homogeneous slab shield composed of an isotropically scattering medium. Two types of antithetic transformations are considered. The results indicate that the antithetic transformations always lead to reduction in variance and increase in efficiency provided optimal antithetic parameters are chosen. A substantial gain in efficiency is obtained by incorporating antithetic transformations in rule of thumb splitting. The advantage gained for thick slabs (∼20 mfp) with low scattering probability (0.1-0.5) is attractively large . (author). 27 refs., 9 tabs

  11. Summary - COG: A new point-wise Monte Carlo code for burnup credit analysis

    International Nuclear Information System (INIS)

    Alesso, H.P.

    1989-01-01

    COG, a new point-wise Monte Carlo code being developed and tested at Lawrence Livermore National Laboratory (LLNL) for the Cray-1, solves the Boltzmann equation for the transport of neutrons, photons, and (in future versions) other particles. Techniques included in the code for modifying the random walk of particles make COG most suitable for solving deep-penetration (shielding) problems and a wide variety of criticality problems. COG is similar to a number of other computer codes used in the shielding community. Each code is a little different in its geometry input and its random-walk modification options. COG is a Monte Carlo code specifically designed for the CRAY (in 1986) to be as precise as the current state of physics knowledge. It has been extensively benchmarked and used as a shielding code at LLNL since 1986, and has recently been extended to accomplish criticality calculations. It will make an excellent tool for future shipping cask studies

  12. Single pin BWR benchmark problem for coupled Monte Carlo - Thermal hydraulics analysis

    International Nuclear Information System (INIS)

    Ivanov, A.; Sanchez, V.; Hoogenboom, J. E.

    2012-01-01

    As part of the European NURISP research project, a single pin BWR benchmark problem was defined. The aim of this initiative is to test the coupling strategies between Monte Carlo and subchannel codes developed by different project participants. In this paper the results obtained by the Delft Univ. of Technology and Karlsruhe Inst. of Technology will be presented. The benchmark problem was simulated with the following coupled codes: TRIPOLI-SUBCHANFLOW, MCNP-FLICA, MCNP-SUBCHANFLOW, and KENO-SUBCHANFLOW. (authors)

  13. Single pin BWR benchmark problem for coupled Monte Carlo - Thermal hydraulics analysis

    Energy Technology Data Exchange (ETDEWEB)

    Ivanov, A.; Sanchez, V. [Karlsruhe Inst. of Technology, Inst. for Neutron Physics and Reactor Technology, Herman-von-Helmholtz-Platz 1, 76344 Eggenstein-Leopoldshafen (Germany); Hoogenboom, J. E. [Delft Univ. of Technology, Faculty of Applied Sciences, Mekelweg 15, 2629 JB Delft (Netherlands)

    2012-07-01

    As part of the European NURISP research project, a single pin BWR benchmark problem was defined. The aim of this initiative is to test the coupling strategies between Monte Carlo and subchannel codes developed by different project participants. In this paper the results obtained by the Delft Univ. of Technology and Karlsruhe Inst. of Technology will be presented. The benchmark problem was simulated with the following coupled codes: TRIPOLI-SUBCHANFLOW, MCNP-FLICA, MCNP-SUBCHANFLOW, and KENO-SUBCHANFLOW. (authors)

  14. Analysis of Monte Carlo methods for the simulation of photon transport

    International Nuclear Information System (INIS)

    Carlsson, G.A.; Kusoffsky, L.

    1975-01-01

    In connection with the transport of low-energy photons (30 - 140 keV) through layers of water of different thicknesses, various aspects of Monte Carlo methods are examined in order to improve their effectivity (to produce statistically more reliable results with shorter computer times) and to bridge the gap between more physical methods and more mathematical ones. The calculations are compared with results of experiments involving the simulation of photon transport, using direct methods and collision density ones (J.S.)

  15. 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

  16. Birmingham COPD Cohort: a cross-sectional analysis of the factors associated with the likelihood of being in paid employment among people with COPD

    Directory of Open Access Journals (Sweden)

    Rai KK

    2017-01-01

    Full Text Available Kiran K Rai,1 Rachel E Jordan,1 W Stanley Siebert,2 Steven S Sadhra,3 David A Fitzmaurice,1 Alice J Sitch,1 Jon G Ayres,1,3 Peymané Adab1 1Institute of Applied Health Research, 2The Department of Business and Labour Economics, 3Institute of Clinical Sciences, University of Birmingham, Edgbaston, Birmingham, UK Background: Employment rates among those with chronic obstructive pulmonary disease (COPD are lower than those without COPD, but little is known about the factors that affect COPD patients’ ability to work. Methods: Multivariable analysis of the Birmingham COPD Cohort Study baseline data was used to assess the associations between lifestyle, clinical, and occupational characteristics and likelihood of being in paid employment among working-age COPD patients. Results: In total, 608 of 1,889 COPD participants were of working age, of whom 248 (40.8% were in work. Older age (60–64 years vs 30–49 years: odds ratio [OR] =0.28; 95% confidence interval [CI] =0.12–0.65, lower educational level (no formal qualification vs degree/higher level: OR =0.43; 95% CI =0.19–0.97, poorer prognostic score (highest vs lowest quartile of modified body mass index, airflow obstruction, dyspnea, and exercise (BODE score: OR =0.10; 95% CI =0.03–0.33, and history of high occupational exposure to vapors, gases, dusts, or fumes (VGDF; high VGDF vs no VGDF exposure: OR =0.32; 95% CI =0.12–0.85 were associated with a lower probability of being employed. Only the degree of breathlessness of BODE was significantly associated with employment. Conclusion: This is the first study to comprehensively assess the characteristics associated with employment in a community sample of people with COPD. Future interventions should focus on managing breathlessness and reducing occupational exposures to VGDF to improve the work capability among those with COPD. Keywords: chronic obstructive pulmonary disease, work, employed, breathlessness, severity, VGDF, UK

  17. 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

  18. Predicting Porosity and Permeability for the Canyon Formation, SACROC Unit (Kelly-Snyder Field), Using the Geologic Analysis via Maximum Likelihood System

    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

  19. Oxygen distribution in tumors: A qualitative analysis and modeling study providing a novel Monte Carlo approach

    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

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

    International Nuclear Information System (INIS)

    Morimoto, Y.; Maruyama, H.

    1987-01-01

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

  1. 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)

  2. A reliability analysis framework with Monte Carlo simulation for weld structure of crane's beam

    Science.gov (United States)

    Wang, Kefei; Xu, Hongwei; Qu, Fuzheng; Wang, Xin; Shi, Yanjun

    2018-04-01

    The reliability of the crane product in engineering is the core competitiveness of the product. This paper used Monte Carlo method analyzed the reliability of the weld metal structure of the bridge crane whose limit state function is mathematical expression. Then we obtained the minimum reliable welding feet height value for the welds between cover plate and web plate on main beam in different coefficients of variation. This paper provides a new idea and reference for the growth of the inherent reliability of crane.

  3. Variance analysis of the Monte-Carlo perturbation source method in inhomogeneous linear particle transport problems

    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

  4. Analysis of skin tissues spatial fluorescence distribution by the Monte Carlo simulation

    International Nuclear Information System (INIS)

    Churmakov, D Y; Meglinski, I V; Piletsky, S A; Greenhalgh, D A

    2003-01-01

    A novel Monte Carlo technique of simulation of spatial fluorescence distribution within the human skin is presented. The computational model of skin takes into account the spatial distribution of fluorophores, which would arise due to the structure of collagen fibres, compared to the epidermis and stratum corneum where the distribution of fluorophores is assumed to be homogeneous. The results of simulation suggest that distribution of auto-fluorescence is significantly suppressed in the near-infrared spectral region, whereas the spatial distribution of fluorescence sources within a sensor layer embedded in the epidermis is localized at an 'effective' depth

  5. Analysis of skin tissues spatial fluorescence distribution by the Monte Carlo simulation

    Energy Technology Data Exchange (ETDEWEB)

    Churmakov, D Y [School of Engineering, Cranfield University, Cranfield, MK43 0AL (United Kingdom); Meglinski, I V [School of Engineering, Cranfield University, Cranfield, MK43 0AL (United Kingdom); Piletsky, S A [Institute of BioScience and Technology, Cranfield University, Silsoe, MK45 4DT (United Kingdom); Greenhalgh, D A [School of Engineering, Cranfield University, Cranfield, MK43 0AL (United Kingdom)

    2003-07-21

    A novel Monte Carlo technique of simulation of spatial fluorescence distribution within the human skin is presented. The computational model of skin takes into account the spatial distribution of fluorophores, which would arise due to the structure of collagen fibres, compared to the epidermis and stratum corneum where the distribution of fluorophores is assumed to be homogeneous. The results of simulation suggest that distribution of auto-fluorescence is significantly suppressed in the near-infrared spectral region, whereas the spatial distribution of fluorescence sources within a sensor layer embedded in the epidermis is localized at an 'effective' depth.

  6. Analysis of skin tissues spatial fluorescence distribution by the Monte Carlo simulation

    Science.gov (United States)

    Y Churmakov, D.; Meglinski, I. V.; Piletsky, S. A.; Greenhalgh, D. A.

    2003-07-01

    A novel Monte Carlo technique of simulation of spatial fluorescence distribution within the human skin is presented. The computational model of skin takes into account the spatial distribution of fluorophores, which would arise due to the structure of collagen fibres, compared to the epidermis and stratum corneum where the distribution of fluorophores is assumed to be homogeneous. The results of simulation suggest that distribution of auto-fluorescence is significantly suppressed in the near-infrared spectral region, whereas the spatial distribution of fluorescence sources within a sensor layer embedded in the epidermis is localized at an `effective' depth.

  7. Analysis of aerial survey data on Florida manatee using Markov chain Monte Carlo.

    Science.gov (United States)

    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.

  8. 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

  9. 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

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

    International Nuclear Information System (INIS)

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

    2017-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-01

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

  12. Profile-likelihood Confidence Intervals in Item Response Theory Models.

    Science.gov (United States)

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

    2017-01-01

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

  13. The behavior of the likelihood ratio test for testing missingness

    OpenAIRE

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

    2003-01-01

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

  14. 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

  15. Analysis and modeling of localized heat generation by tumor-targeted nanoparticles (Monte Carlo methods)

    Science.gov (United States)

    Sanattalab, Ehsan; SalmanOgli, Ahmad; Piskin, Erhan

    2016-04-01

    We investigated the tumor-targeted nanoparticles that influence heat generation. We suppose that all nanoparticles are fully functionalized and can find the target using active targeting methods. Unlike the commonly used methods, such as chemotherapy and radiotherapy, the treatment procedure proposed in this study is purely noninvasive, which is considered to be a significant merit. It is found that the localized heat generation due to targeted nanoparticles is significantly higher than other areas. By engineering the optical properties of nanoparticles, including scattering, absorption coefficients, and asymmetry factor (cosine scattering angle), the heat generated in the tumor's area reaches to such critical state that can burn the targeted tumor. The amount of heat generated by inserting smart agents, due to the surface Plasmon resonance, will be remarkably high. The light-matter interactions and trajectory of incident photon upon targeted tissues are simulated by MIE theory and Monte Carlo method, respectively. Monte Carlo method is a statistical one by which we can accurately probe the photon trajectories into a simulation area.

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

    International Nuclear Information System (INIS)

    Densmore, Jeffery D.

    2011-01-01

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

  17. 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

  18. Uncertainty Propagation Analysis for the Monte Carlo Time-Dependent Simulations

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-10-15

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

  19. Obtaining reliable Likelihood Ratio tests from simulated likelihood functions

    DEFF Research Database (Denmark)

    Andersen, Laura Mørch

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

  20. Vectorized Monte Carlo

    International Nuclear Information System (INIS)

    Brown, F.B.

    1981-01-01

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

  1. Monte Carlo analysis of the effects of penetrations on the performance of a tokamak fusion reactor

    International Nuclear Information System (INIS)

    Santoro, R.T.; Tang, J.S.; Alsmiller, R.G. Jr.; Barnes, J.M.

    1977-01-01

    Adjoint Monte Carlo calculations have been carried out to estimate the nuclear heating and radiation damage in the toroidal field (TF) coils adjacent to a 28 x 68 cm 2 rectangular neutral beam injector duct that passes through the blanket and shield of a D-T burning Tokamak reactor. The plasma region, blanket, shield, and TF coils were represented in cylindrical geometry using the same dimensions and compositions as those of the Experimental Power Reactor. The radiation transport was accomplished using coupled 35-group neutron, 21-group gamma-ray cross sections and the nuclear heating and radiation damage were obtained using the latest available response functions. The presence of the neutral beam injector duct leads to increases in the nuclear heating rates in the TF coils ranging from a factor of 3 to a factor of 196 greater than in the fully shielded coils depending on the location. Substantial increases in the radation damage were also noted

  2. 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....

  3. Monte Carlo analysis of TRX lattices with ENDF/B version 3 data

    International Nuclear Information System (INIS)

    Hardy, J. Jr.

    1975-01-01

    Four TRX water-moderated lattices of slightly enriched uranium rods have been reanalyzed with consistent ENDF/B Version 3 data by means of the full-range Monte Carlo program RECAP. The following measured lattice parameters were studied: ratio of epithermal-to-thermal 238 U capture, ratio of epithermal-to-thermal 235 U fissions, ration of 238 U captures to 235 U fissions, ratio of 238 U fissions to 235 U fissions, and multiplication factor. In addition to the base calculations, some studies were done to find sensitivity of the TRX lattice parameters to selected variations of cross section data. Finally, additional experimental evidence is afforded by effective 238 U capture integrals for isolated rods. Shielded capture integrals were calculated for 238 U metal and oxide rods. These are compared with other measurements

  4. Optimization of a pinhole collimator in a SPECT scintillating fiber detector system: a Monte Carlo analysis

    International Nuclear Information System (INIS)

    Hademenos, G.J.

    1994-01-01

    Monte Carlo simulations were used to optimize the dimensions of a lead pinhole collimator in a photon emission computed tomography (SPECT) system consisting of a line of equally spaced Tc-99m point sources and a plastic scintillating fiber detector. The optimization was performed by evaluating the spatial resolution and scanner sensitivity for each source distribution location and collimator parameter variation. An optimal spatial resolution of 0.43 cm FWHM was observed for a source distribution positioned 2.0 cm from the collimated scintillating fiber detection system with a pinhole radius of 1.0 mm and a collimator thickness of 3.0 cm for a 10,000 emission photon simulation. The optimal sensitivity occurred for a source distance of 2.0 cm, a radius of 3.0 mm and a thickness of 3.0 cm. (author)

  5. Assessment of bioethanol yield by S. cerevisiae grown on oil palm residues: Monte Carlo simulation and sensitivity analysis.

    Science.gov (United States)

    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.

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

    International Nuclear Information System (INIS)

    Kodeli, I.; Tanner, R.

    2005-01-01

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

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

    International Nuclear Information System (INIS)

    Obadage, A.S.; Harnpornchai, N.

    2006-01-01

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

  8. A maximum likelihood framework for protein design

    Directory of Open Access Journals (Sweden)

    Philippe Hervé

    2006-06-01

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

  9. Monte Carlo simulation applied to order economic analysis Simulação de Monte Carlo aplicada à análise econômica de pedido

    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

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

    International Nuclear Information System (INIS)

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

    2006-01-01

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

  11. Monte Carlo analysis of thermal transpiration effects in capacitance diaphragm gauges with helicoidal baffle system

    International Nuclear Information System (INIS)

    Vargas, M; Stefanov, S; Wüest, M

    2012-01-01

    The Capacitance Diaphragm Gauge (CDG) is one of the most widely used vacuum gauges in low and middle vacuum ranges. This device consists basically of a very thin ceramic or metal diaphragm which forms one of the electrodes of a cap acitor. The pressure is determined by measuring the variation in the capacitance due to the deflection of the diaphragm caused by the pressure difference established across the membrane. In order to minimize zero drift, some CDGs are operated keeping the sensor at a higher temperature. This difference in the temperature between the sensor and the vacuum chamber makes the behaviour of the gauge non-linear due to thermal transpiration effects. This effect becomes more significant when we move from the transitional flow to the free molecular regime. Besides, CDGs may incorporate different baffle systems to avoid the condensation on the membrane or its contamination. In this work, the thermal transpiration effect on the behaviour of a rarefied gas and on the measurements in a CDG with a helicoidal baffle system is investigated by using the Direct Simulation Monte Carlo method (DSMC). The study covers the behaviour of the system under the whole range of rarefaction, from the continuum up to the free molecular limit and the results are compared with empirical results. Moreover, the influence of the boundary conditions on the thermal transpiration effects is investigated by using Maxwell boundary conditions.

  12. Analysis of inconsistent source sampling in monte carlo weight-window variance reduction methods

    Directory of Open Access Journals (Sweden)

    David P. Griesheimer

    2017-09-01

    Full Text Available The application of Monte Carlo (MC to large-scale fixed-source problems has recently become possible with new hybrid methods that automate generation of parameters for variance reduction techniques. Two common variance reduction techniques, weight windows and source biasing, have been automated and popularized by the consistent adjoint-driven importance sampling (CADIS method. This method uses the adjoint solution from an inexpensive deterministic calculation to define a consistent set of weight windows and source particles for a subsequent MC calculation. One of the motivations for source consistency is to avoid the splitting or rouletting of particles at birth, which requires computational resources. However, it is not always possible or desirable to implement such consistency, which results in inconsistent source biasing. This paper develops an original framework that mathematically expresses the coupling of the weight window and source biasing techniques, allowing the authors to explore the impact of inconsistent source sampling on the variance of MC results. A numerical experiment supports this new framework and suggests that certain classes of problems may be relatively insensitive to inconsistent source sampling schemes with moderate levels of splitting and rouletting.

  13. JMCT Monte Carlo simulation analysis of full core PWR Pin-By-Pin and shielding

    International Nuclear Information System (INIS)

    Deng, L.; Li, G.; Zhang, B.; Shangguan, D.; Ma, Y.; Hu, Z.; Fu, Y.; Li, R.; Hu, X.; Cheng, T.; Shi, D.

    2015-01-01

    This paper describes the application of the JMCT Monte Carlo code to the simulation of Kord Smith Challenge H-M model, BEAVRS model and Chinese SG-III model. For H-M model, the 6.3624 millions tally regions and the 98.3 billion neutron histories do. The detailed pin flux and energy deposition densities obtain. 95% regions have less 1% standard deviation. For BEAVRS model, firstly, we performed the neutron transport calculation of 398 axial planes in the Hot Zero Power (HZP) status. Almost the same results with MC21 and OpenMC results are achieved. The detailed pin-power density distribution and standard deviation are shown. Then, we performed the calculation of ten depletion steps in 30 axial plane cases. The depletion regions exceed 1.5 million and 12,000 processors uses. Finally, the Chinese SG-III laser model is simulated. The neutron and photon flux distributions are given, respectively. The results show that the JMCT code well suits for extremely large reactor and shielding simulation. (author)

  14. Comparative analysis of a fusion reactor blanket in cylindrical and toroidal geometry using Monte Carlo

    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

  15. Mathematical modeling, analysis and Markov Chain Monte Carlo simulation of Ebola epidemics

    Science.gov (United States)

    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.

  16. 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

  17. Scaling analysis and instantons for thermally assisted tunneling and quantum Monte Carlo simulations

    Science.gov (United States)

    Jiang, Zhang; Smelyanskiy, Vadim N.; Isakov, Sergei V.; Boixo, Sergio; Mazzola, Guglielmo; Troyer, Matthias; Neven, Hartmut

    2017-01-01

    We develop an instantonic calculus to derive an analytical expression for the thermally assisted tunneling decay rate of a metastable state in a fully connected quantum spin model. The tunneling decay problem can be mapped onto the Kramers escape problem of a classical random dynamical field. This dynamical field is simulated efficiently by path-integral quantum Monte Carlo (QMC). We show analytically that the exponential scaling with the number of spins of the thermally assisted quantum tunneling rate and the escape rate of the QMC process are identical. We relate this effect to the existence of a dominant instantonic tunneling path. The instanton trajectory is described by nonlinear dynamical mean-field theory equations for a single-site magnetization vector, which we solve exactly. Finally, we derive scaling relations for the "spiky" barrier shape when the spin tunneling and QMC rates scale polynomially with the number of spins N while a purely classical over-the-barrier activation rate scales exponentially with N .

  18. Analysis of the KANT experiment on beryllium using TRIPOLI-4 Monte Carlo code

    International Nuclear Information System (INIS)

    Lee, Yi-Kang

    2011-01-01

    Beryllium is an important material in fusion technology for multiplying neutrons in blankets. However, beryllium nuclear data are differently presented in modern nuclear data evaluations. Recent investigations with the TRIPOLI-4 Monte Carlo simulation of the tritium breeding ratio (TBR) demonstrated that beryllium reaction data are the main source of the calculation uncertainties between ENDF/B-VII.0 and JEFF-3.1. To clarify the calculation uncertainties from data libraries on beryllium, in this study TRIPOLI-4 calculations of the Karlsruhe Neutron Transmission (KANT) experiment have been performed by using ENDF/B-VII.0 and new JEFF-3.1.1 data libraries. The KANT Experiment on beryllium has been used to validate neutron transport codes and nuclear data libraries. An elaborated KANT experiment benchmark has been compiled and published in the NEA/SINBAD database and it has been used as reference in the present work. The neutron multiplication in bulk beryllium assemblies was considered with a central D-T neutron source. Neutron leakage spectra through the 5, 10, and 17 cm thick spherical beryllium shells were calculated and five-group partial leakage multiplications were reported and discussed. In general, improved C/E ratios on neutron leakage multiplications have been obtained. Both ENDF/B-VII.0 and JEFF-3.1.1 beryllium data libraries of TRIPOLI-4 are acceptable now for fusion neutronics calculations.

  19. 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)

  20. Analysis of scattered radiation in an irradiated body by means of the monte carlo simulation

    International Nuclear Information System (INIS)

    Kato, Hideki; Nakamura, Masaru; Tsuiki, Saeko; Shimizu, Ikuo; Higashi, Naoki; Kamada, Takao

    1992-01-01

    Isodose charts for oblique incidence are simply obtained from normal isodose data of correcting methods such as the tissue-air ratio (TAR) method, the effective source-skin distance (SSD) method etc. Although, in these correcting methods, the depth dose data on the beam axis remained as the normal depth dose data, which were measured on the geometry of perpendicular incidence. In this paper, the primary and scattered dose on the beam axis for 60 Co gamma-ray oblique incidence were calculated by means of the Monthe Carlo simulation, and the variation of the percentage depth dose and scatter factor were evaluated for oblique incident angles. The scattered dose distribution was altered for change in the oblique incident angle. Also, for increasing the angle, percentage depth dose (PDD) was decreased and the scatter factor was increased. If the depth dose for oblique incidence was calculated using normal PDD data and normal scatter factors, the results become an underestimation of the shallow region up to several cm, and an overesitimation for the deep region. (author)

  1. Spatio-temporal spike train analysis for large scale networks using the maximum entropy principle and Monte Carlo method

    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)

  2. Propagating Mixed Uncertainties in Cyber Attacker Payoffs: Exploration of Two-Phase Monte Carlo Sampling and Probability Bounds Analysis

    Energy Technology Data Exchange (ETDEWEB)

    Chatterjee, Samrat; Tipireddy, Ramakrishna; Oster, Matthew R.; Halappanavar, Mahantesh

    2016-09-16

    Securing cyber-systems on a continual basis against a multitude of adverse events is a challenging undertaking. Game-theoretic approaches, that model actions of strategic decision-makers, are increasingly being applied to address cybersecurity resource allocation challenges. Such game-based models account for multiple player actions and represent cyber attacker payoffs mostly as point utility estimates. Since a cyber-attacker’s payoff generation mechanism is largely unknown, appropriate representation and propagation of uncertainty is a critical task. In this paper we expand on prior work and focus on operationalizing the probabilistic uncertainty quantification framework, for a notional cyber system, through: 1) representation of uncertain attacker and system-related modeling variables as probability distributions and mathematical intervals, and 2) exploration of uncertainty propagation techniques including two-phase Monte Carlo sampling and probability bounds analysis.

  3. A Monte Carlo study comparing PIV, ULS and DWLS in the estimation of dichotomous confirmatory factor analysis.

    Science.gov (United States)

    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.

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

    Science.gov (United States)

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

    2017-05-01

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

  5. Ego involvement increases doping likelihood.

    Science.gov (United States)

    Ring, Christopher; Kavussanu, Maria

    2018-08-01

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

  6. Neutronic design and performance analysis of Korean ITER TBM by Monte Carlo method

    International Nuclear Information System (INIS)

    Kim, Chang Hyo; Han, Beom Seok; Park, Ho Jin

    2006-01-01

    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

  7. Carlos Romero

    Directory of Open Access Journals (Sweden)

    2008-05-01

    Full Text Available Entrevista (en español Presentación Carlos Romero, politólogo, es profesor-investigador en el Instituto de Estudios Políticos de la Facultad de Ciencias Jurídicas y Políticas de la Universidad Central de Venezuela, en donde se ha desempeñado como coordinador del Doctorado, subdirector y director del Centro de Estudios de Postgrado. Cuenta con ocho libros publicados sobre temas de análisis político y relaciones internacionales, siendo uno de los últimos Jugando con el globo. La política exter...

  8. Dimension-independent likelihood-informed MCMC

    KAUST Repository

    Cui, Tiangang

    2015-10-08

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

  9. Dimension-independent likelihood-informed MCMC

    KAUST Repository

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

    2015-01-01

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

  10. Monte Carlo analysis of the Neutron Standards Laboratory of the CIEMAT; Analisis Monte Carlo del Laboratorio de Patrones Neutronicos del CIEMAT

    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)

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

    Directory of Open Access Journals (Sweden)

    Azam Zaka

    2014-10-01

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

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

    International Nuclear Information System (INIS)

    Trias, Miquel; Vecchio, Alberto; Veitch, John

    2009-01-01

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

  13. Monte Carlo analysis of helium production in the ITER shielding blanket module

    International Nuclear Information System (INIS)

    Sato, S.

    1999-01-01

    In order to examine the shielding performances of the inboard blanket module in the international thermonuclear experimental reactor (ITER), shielding calculations have been carried out using a three-dimensional Monte Carlo method. The impact of radiation streaming through the front access holes and gaps between adjacent blanket modules on the helium gas production in the branch pipe weld locations and back plate have been estimated. The three-dimensional model represents an 18 sector of the overall torus region and includes the vacuum vessel, inboard blanket and back plate, plasma region, and outboard reflecting medium. And it includes the 1 m high inboard mid-plane module and the 20 mm wide gaps between adjacent modules. From the calculated results for the reference design, it has been found that the helium production at the plug of the branch pipe is four to five times higher than the design goal of 1 appm for a neutron fluence of 0.9 MW a m -2 at the inboard mid-plane first wall. Also, it has been found that the helium production at the back plate behind the horizontal gap is about three times higher than the design goal. In the reference design, the stainless steel (SS):H 2 O composition in the blanket module is 80:20%. Shielding calculations also have been carried out for the SS:H 2 O composition of 70:30, 60:40, 50:50 and 40:60%. From the evaluated results for their design, it has been found that the dependence of helium production on the SS:H 2 170 mm will reduce helium production to satisfy the design goal and not have a significant impact on weight limitations imposed by remote maintenance handling limitations. Also based on the calculated results, about 200 mm thick shields such as a key structure in the vertical gap are suggested to be installed in the horizontal gap as well to reduce the helium production at the back plate and to satisfy the design goal. (orig.)

  14. 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

  15. In-silico analysis on biofabricating vascular networks using kinetic Monte Carlo simulations.

    Science.gov (United States)

    Sun, Yi; Yang, Xiaofeng; Wang, Qi

    2014-03-01

    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 structures

  16. A new approach to hierarchical data analysis: Targeted maximum likelihood estimation for the causal effect of a cluster-level exposure.

    Science.gov (United States)

    Balzer, Laura B; Zheng, Wenjing; van der Laan, Mark J; Petersen, Maya L

    2018-01-01

    We often seek to estimate the impact of an exposure naturally occurring or randomly assigned at the cluster-level. For example, the literature on neighborhood determinants of health continues to grow. Likewise, community randomized trials are applied to learn about real-world implementation, sustainability, and population effects of interventions with proven individual-level efficacy. In these settings, individual-level outcomes are correlated due to shared cluster-level factors, including the exposure, as well as social or biological interactions between individuals. To flexibly and efficiently estimate the effect of a cluster-level exposure, we present two targeted maximum likelihood estimators (TMLEs). The first TMLE is developed under a non-parametric causal model, which allows for arbitrary interactions between individuals within a cluster. These interactions include direct transmission of the outcome (i.e. contagion) and influence of one individual's covariates on another's outcome (i.e. covariate interference). The second TMLE is developed under a causal sub-model assuming the cluster-level and individual-specific covariates are sufficient to control for confounding. Simulations compare the alternative estimators and illustrate the potential gains from pairing individual-level risk factors and outcomes during estimation, while avoiding unwarranted assumptions. Our results suggest that estimation under the sub-model can result in bias and misleading inference in an observational setting. Incorporating working assumptions during estimation is more robust than assuming they hold in the underlying causal model. We illustrate our approach with an application to HIV prevention and treatment.

  17. Factors Associated with Young Adults’ Pregnancy Likelihood

    Science.gov (United States)

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

    2014-01-01

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

  18. From reads to genes to pathways: differential expression analysis of RNA-Seq experiments using Rsubread and the edgeR quasi-likelihood pipeline [version 2; referees: 5 approved

    Directory of Open Access Journals (Sweden)

    Yunshun Chen

    2016-08-01

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

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

    Science.gov (United States)

    Wang, Z.

    2015-12-01

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

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

    African Journals Online (AJOL)

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

  1. Monte Carlo simulation of parameter confidence intervals for non-linear regression analysis of biological data using Microsoft Excel.

    Science.gov (United States)

    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.

  2. The Dynamic Monte Carlo Method for Transient Analysis of Nuclear Reactors

    NARCIS (Netherlands)

    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

  3. PICA, Photon-Induced Medium-Range Nuclear Cascade Analysis by Monte-Carlo

    International Nuclear Information System (INIS)

    2001-01-01

    1 - Description of program or function: PIC calculates the results of nuclear reactions caused by the collision of medium-energy photons with nuclei. The photon energy range in which the calculations are applicable is 30 4 are possible. The program PIC can accommodate incident monoenergetic photons as well as thin-target Bremsstrahlung spectra, thin-target Bremsstrahlung difference spectra and thick-target Bremsstrahlung spectra. For the last type of spectra the user must furnish the photon spectral data. PIC writes a history tape containing data on the properties of the particles (protons, neutrons, or pions) escaping from the nucleus. The data consists of the types of escaping particles and their energies and angles of emission. MECCAN utilizes the data on the PIC history tape to calculate cross sections such as the nonelastic cross section or the doubly differential cross section for energy-angle correlated distributions. EVAP then carries the nuclear reaction through an additional phase, that of evaporation, and calculates the energy spectra of particles (protons, neutrons, deuterons, tritons, 3 He, and alpha particles) 'boiled off' from the nucleus after the cascade has stopped, evaporation particle multiplicities, and evaporation residual nuclei (radio-chemical) cross sections. 2 - Method of solution: The interaction of high-energy photons with nuclei is described by using the intranuclear cascade and evaporation models. Monte Carlo methods are employed to provide a detailed description of each interaction. The initial interaction of the photon with the nucleus is obtained from the quasi-deuteron model of Levinger, that is, photon absorption by a neutron-proton pair moving within the nucleus or from one of the four pion-nucleon states formed in the photon-nucleon interaction. The effect of secondary nucleon-nucleus and/or pion-nucleus interactions following the photon absorption is accounted for by utilizing the intranuclear-cascade concept of high

  4. Likelihood estimators for multivariate extremes

    KAUST Repository

    Huser, Raphaë l; Davison, Anthony C.; Genton, Marc G.

    2015-01-01

    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.

  5. Likelihood estimators for multivariate extremes

    KAUST Repository

    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.

  6. Maximum Likelihood and Bayes Estimation in Randomly Censored Geometric Distribution

    Directory of Open Access Journals (Sweden)

    Hare Krishna

    2017-01-01

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

  7. 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

  8. Maximum likelihood of phylogenetic networks.

    Science.gov (United States)

    Jin, Guohua; Nakhleh, Luay; Snir, Sagi; Tuller, Tamir

    2006-11-01

    Horizontal gene transfer (HGT) is believed to be ubiquitous among bacteria, and plays a major role in their genome diversification as well as their ability to develop resistance to antibiotics. In light of its evolutionary significance and implications for human health, developing accurate and efficient methods for detecting and reconstructing HGT is imperative. In this article we provide a new HGT-oriented likelihood framework for many problems that involve phylogeny-based HGT detection and reconstruction. Beside the formulation of various likelihood criteria, we show that most of these problems are NP-hard, and offer heuristics for efficient and accurate reconstruction of HGT under these criteria. We implemented our heuristics and used them to analyze biological as well as synthetic data. In both cases, our criteria and heuristics exhibited very good performance with respect to identifying the correct number of HGT events as well as inferring their correct location on the species tree. Implementation of the criteria as well as heuristics and hardness proofs are available from the authors upon request. Hardness proofs can also be downloaded at http://www.cs.tau.ac.il/~tamirtul/MLNET/Supp-ML.pdf

  9. Transmutation approximations for the application of hybrid Monte Carlo/deterministic neutron transport to shutdown dose rate analysis

    International Nuclear Information System (INIS)

    Biondo, Elliott D.; Wilson, Paul P. H.

    2017-01-01

    In fusion energy systems (FES) neutrons born from burning plasma activate system components. The photon dose rate after shutdown from resulting radionuclides must be quantified. This shutdown dose rate (SDR) is calculated by coupling neutron transport, activation analysis, and photon transport. The size, complexity, and attenuating configuration of FES motivate the use of hybrid Monte Carlo (MC)/deterministic neutron transport. The Multi-Step Consistent Adjoint Driven Importance Sampling (MS-CADIS) method can be used to optimize MC neutron transport for coupled multiphysics problems, including SDR analysis, using deterministic estimates of adjoint flux distributions. When used for SDR analysis, MS-CADIS requires the formulation of an adjoint neutron source that approximates the transmutation process. In this work, transmutation approximations are used to derive a solution for this adjoint neutron source. It is shown that these approximations are reasonably met for typical FES neutron spectra and materials over a range of irradiation scenarios. When these approximations are met, the Groupwise Transmutation (GT)-CADIS method, proposed here, can be used effectively. GT-CADIS is an implementation of the MS-CADIS method for SDR analysis that uses a series of single-energy-group irradiations to calculate the adjoint neutron source. For a simple SDR problem, GT-CADIS provides speedups of 200 100 relative to global variance reduction with the Forward-Weighted (FW)-CADIS method and 9 _± 5 • _1_0_"_4 relative to analog. As a result, this work shows that GT-CADIS is broadly applicable to FES problems and will significantly reduce the computational resources necessary for SDR analysis.

  10. Development and Performance of Detectors for the Cryogenic Dark Matter Search Experiment with an Increased Sensitivity Based on a Maximum Likelihood Analysis of Beta Contamination

    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.

  11. Maximum likelihood analysis of bioassay data from long-term follow-up of two refractory PuO2 inhalation cases.

    Science.gov (United States)

    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

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

    Science.gov (United States)

    Lehmann, A; Scheffler, Ch; Hermanussen, M

    2010-02-01

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

  13. Analysis of Various Multi-Objective Optimization Evolutionary Algorithms for Monte Carlo Treatment Planning System

    CERN Document Server

    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.

  14. Monte Carlo Algorithms for a Bayesian Analysis of the Cosmic Microwave Background

    Science.gov (United States)

    Jewell, Jeffrey B.; Eriksen, H. K.; ODwyer, I. J.; Wandelt, B. D.; Gorski, K.; Knox, L.; Chu, M.

    2006-01-01

    A viewgraph presentation on the review of Bayesian approach to Cosmic Microwave Background (CMB) analysis, numerical implementation with Gibbs sampling, a summary of application to WMAP I and work in progress with generalizations to polarization, foregrounds, asymmetric beams, and 1/f noise is given.

  15. Simulation and the Monte Carlo method

    CERN Document Server

    Rubinstein, Reuven Y

    2016-01-01

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

  16. Evaluation of CANDU6 PCR (power coefficient of reactivity) with a 3-D whole-core Monte Carlo Analysis

    International Nuclear Information System (INIS)

    Motalab, Mohammad Abdul; Kim, Woosong; Kim, Yonghee

    2015-01-01

    Highlights: • The PCR of the CANDU6 reactor is slightly negative at low power, e.g. <80% P. • Doppler broadening of scattering resonances improves noticeably the FTC and make the PCR more negative or less positive in CANDU6. • The elevated inlet coolant condition can worsen significantly the PCR of CANDU6. • Improved design tools are needed for the safety evaluation of CANDU6 reactor. - Abstract: The power coefficient of reactivity (PCR) is a very important parameter for inherent safety and stability of nuclear reactors. The combined effect of a relatively less negative fuel temperature coefficient and a positive coolant temperature coefficient make the CANDU6 (CANada Deuterium Uranium) PCR very close to zero. In the original CANDU6 design, the PCR was calculated to be clearly negative. However, the latest physics design tools predict that the PCR is slightly positive for a wide operational range of reactor power. It is upon this contradictory observation that the CANDU6 PCR is re-evaluated in this work. In our previous study, the CANDU6 PCR was evaluated through a standard lattice analysis at mid-burnup and was found to be negative at low power. In this paper, the study was extended to a detailed 3-D CANDU6 whole-core model using the Monte Carlo code Serpent2. The Doppler broadening rejection correction (DBRC) method was implemented in the Serpent2 code in order to take into account thermal motion of the heavy uranium nucleus in the neutron-U scattering reactions. Time-average equilibrium core was considered for the evaluation of the representative PCR of CANDU6. Two thermal hydraulic models were considered in this work: one at design condition and the other at operating condition. Bundle-wise distributions of the coolant properties are modeled and the bundle-wise fuel temperature is also considered in this study. The evaluated nuclear data library ENDF/B-VII.0 was used throughout this Serpent2 evaluation. In these Monte Carlo calculations, a large number

  17. An Analysis on the Characteristic of Multi-response CADIS Method for the Monte Carlo Radiation Shielding Calculation

    International Nuclear Information System (INIS)

    Kim, Do Hyun; Shin, Chang Ho; Kim, Song Hyun

    2014-01-01

    It uses the deterministic method to calculate adjoint fluxes for the decision of the parameters used in the variance reductions. This is called as hybrid Monte Carlo method. The CADIS method, however, has a limitation to reduce the stochastic errors of all responses. The Forward Weighted CADIS (FW-CADIS) was introduced to solve this problem. To reduce the overall stochastic errors of the responses, the forward flux is used. In the previous study, the Multi-Response CADIS (MR-CAIDS) method was derived for minimizing sum of each squared relative error. In this study, the characteristic of the MR-CADIS method was evaluated and compared with the FW-CADIS method. In this study, how the CADIS, FW-CADIS, and MR-CADIS methods are applied to optimize and decide the parameters used in the variance reduction techniques was analyzed. The MR-CADIS Method uses a technique that the sum of squared relative error in each tally region was minimized to achieve uniform uncertainty. To compare the simulation efficiency of the methods, a simple shielding problem was evaluated. Using FW-CADIS method, it was evaluated that the average of the relative errors was minimized; however, MR-CADIS method gives a lowest variance of the relative errors. Analysis shows that, MR-CADIS method can efficiently and uniformly reduce the relative error of the plural response problem than FW-CADIS method

  18. Analysis of pumping performances in one-stage turbomolecular pump by 3D direct simulation Monte Carlo calculation

    International Nuclear Information System (INIS)

    Sheng Wang; Hisashi Ninokata

    2005-01-01

    The turbomolecular pump (TMP) has been applied in many fields for producing high and ultrahigh vacuum. It works mainly in conditions of free molecular and transitional flow where the mathematical model is the Boltzmann equation. In this paper, direct simulation Monte Carlo (DSMC) method is applied to simulate the one-stage TMP with a 3D analysis in a rotating reference frame. Considering the Coriolis and centrifugal accelerations, the equations about the molecular velocities and position are deduced. The VSS model and NTC collision schemes are used to calculate the intermolecular collisions. The diffuse reflection is employed on the molecular reflection from the surfaces of boundary. The transmission probabilities of gas flow in two opposite flow direction, the relationship between the mass flow rate and the pressure difference, the pumping performances including the maximum compression ratio on different outlet pressures in free molecular flow and transitional flow and the maximum pumping efficiency on different blade angles are calculated. The transmission probabilities are applied to analyze the relationship between the outlet pressure and the maximum pressure ratio. The numerical results show good quantitative agreement with the existing experiment data. (authors)

  19. Analysis of the neutrons dispersion in a semi-infinite medium based in transport theory and the Monte Carlo method

    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)

  20. Monte Carlo design study of a moderated {sup 252}Cf source for in vivo neutron activation analysis of aluminium

    Energy Technology Data Exchange (ETDEWEB)

    Lewis, D.G.; Natto, S.S.A.; Evans, C.J. [Swansea In Vivo Analysis and Cancer Research Group, Department of Physics, University of Wales, Swansea (United Kingdom); Ryde, S.J.S. [Swansea In Vivo Analysis and Cancer Research Group, Department of Medical Physics and Clinical Engineering, Singleton Hospital, Swansea (United Kingdom)

    1997-04-01

    The Monte Carlo computer code MCNP has been used to design a moderated 2{sup 52}Cf neutron source for in vivo neutron activation analysis of aluminium (Al) in the bones of the hand. The clinical motivation is the need to monitor l body burden in subjects with renal dysfunction, at risk of Al toxicity. The design involves the source positioned on the central axis at one end of a cylindrical deuterium oxide moderator. The moderator is surrounded by a graphite reflector, with the hand inserted at the end of the moderator opposing the source. For a 1 mg {sup 252}Cf source, 15 cm long x 20 cm radius moderator and 20 cm thick reflector, the estimated minimum detection limit is .5 mg Al for a 20 min irradiation, with an equivalent dose of 16.5 mSv to the hand. Increasing the moderator length and/or introducing a fast neutron filter (for example silicon) further reduces interference from fast-neutron-induced reactions on phosphorus in bone, at the expense of decreased fluence of the thermal neutrons which activate Al. Increased source strengths may be necessary to compensate for this decreased thermal fluence, or allow measurements to be made within an acceptable time limit for the comfort of the patient. (author)

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

    Science.gov (United States)

    Atar, Burcu; Kamata, Akihito

    2011-01-01

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

  2. Benchmark Analysis Of The High Temperature Gas Cooled Reactors Using Monte Carlo Technique

    International Nuclear Information System (INIS)

    Nguyen Kien Cuong; Huda, M.Q.

    2008-01-01

    Information about several past and present experimental and prototypical facilities based on High Temperature Gas-Cooled Reactor (HTGR) concepts have been examined to assess the potential of these facilities for use in this benchmarking effort. Both reactors and critical facilities applicable to pebble-bed type cores have been considered. Two facilities - HTR-PROTEUS of Switzerland and HTR-10 of China and one conceptual design from Germany - HTR-PAP20 - appear to have the greatest potential for use in benchmarking the codes. This study presents the benchmark analysis of these reactors technologies by using MCNP4C2 and MVP/GMVP Codes to support the evaluation and future development of HTGRs. The ultimate objective of this work is to identify and develop new capabilities needed to support Generation IV initiative. (author)

  3. Monte Carlo neutronics analysis of the ANS reactor three-element core design

    International Nuclear Information System (INIS)

    Wemple, C.A.

    1995-01-01

    The advanced neutron source (ANS) is a world-class research reactor and experimental center for neutron research, currently being designed at the Oak Ridge National Laboratory (ORNL). The reactor consists of a 330-MW(fission) highly enriched uranium core, which is cooled, moderated, and reflected with heavy water. It was designed to be the preeminent ultrahigh neutron flux reactor in the world, with facilities for research programs in biology, materials science, chemistry, fundamental and nuclear physics, and analytical chemistry. Irradiation facilities are provided for a variety of isotope production capabilities, as well as materials irradiation. This paper summarizes the neutronics efforts at the Idaho National Engineering Laboratory in support of the development and analysis of the three-element core for the advanced conceptual design phase

  4. The Monte Carlo method for shielding calculations analysis by MORSE code of a streaming case in the CAORSO BWR power reactor shielding (Italy)

    International Nuclear Information System (INIS)

    Zitouni, Y.

    1987-04-01

    In the field of shielding, the requirement of radiation transport calculations in severe conditions, characterized by irreducible three-dimensional geometries has increased the use of the Monte Carlo method. The latter has proved to be the only rigorous and appropriate calculational method in such conditions. However, further efforts at optimization are still necessary to render the technique practically efficient, despite recent improvements in the Monte Carlo codes, the progress made in the field of computers and the availability of accurate nuclear data. Moreover, the personal experience acquired in the field and the control of sophisticated calculation procedures are of the utmost importance. The aim of the work which has been carried out is the gathering of all the necessary elements and features that would lead to an efficient utilization of the Monte Carlo method used in connection with shielding problems. The study of the general aspects of the method and the exploitation techniques of the MORSE code, which has proved to be one of the most comprehensive of the Monte Carlo codes, lead to a successful analysis of an actual case. In fact, the severe conditions and difficulties met have been overcome using such a stochastic simulation code. Finally, a critical comparison between calculated and high-accuracy experimental results has allowed the final confirmation of the methodology used by us

  5. Monte Carlo reliability analysis of tophat stiffened composite plate structures under out of plane loading

    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.

  6. Statistical implications in Monte Carlo depletions - 051

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  7. Use of Monte Carlo analysis in a risk-based prioritization of toxic constituents in house dust.

    Science.gov (United States)

    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.

  8. ANALYSIS OF MONTE CARLO SIMULATION SAMPLING TECHNIQUES ON SMALL SIGNAL STABILITY OF WIND GENERATOR- CONNECTED POWER SYSTEM

    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.

  9. Posterior distributions for likelihood ratios in forensic science.

    Science.gov (United States)

    van den Hout, Ardo; Alberink, Ivo

    2016-09-01

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

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

    Science.gov (United States)

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

    2015-06-01

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

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

    Science.gov (United States)

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

    2015-11-01

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

  12. Tapered composite likelihood for spatial max-stable models

    KAUST Repository

    Sang, Huiyan

    2014-05-01

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

  13. Tapered composite likelihood for spatial max-stable models

    KAUST Repository

    Sang, Huiyan; Genton, Marc G.

    2014-01-01

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

  14. An Analysis of Spherical Particles Distribution Randomly Packed in a Medium for the Monte Carlo Implicit Modeling

    Energy Technology Data Exchange (ETDEWEB)

    Lee, Jae Yong; Kim, Song Hyun; Shin, Chang Ho; Kim, Jong Kyung [Hanyang Univ., Seoul (Korea, Republic of)

    2014-05-15

    In this study, as a preliminary study to develop an implicit method having high accuracy, the distribution characteristics of spherical particles were evaluated by using explicit modeling techniques in various volume packing fractions. This study was performed to evaluate implicitly simulated distribution of randomly packed spheres in a medium. At first, an explicit modeling method to simulate random packed spheres in a hexahedron medium was proposed. The distributed characteristics of l{sub p} and r{sub p}, which are used in the particle position sampling, was estimated. It is analyzed that the use of the direct exponential distribution, which is generally used in the implicit modeling, can cause the distribution bias of the spheres. It is expected that the findings in this study can be utilized for improving the accuracy in using the implicit method. Spherical particles, which are randomly distributed in medium, are utilized for the radiation shields, fusion reactor blanket, fuels of VHTR reactors. Due to the difficulty on the simulation of the stochastic distribution, Monte Carlo (MC) method has been mainly considered as the tool for the analysis of the particle transport. For the MC modeling of the spherical particles, three methods are known; repeated structure, explicit modeling, and implicit modeling. Implicit method (called as the track length sampling method) is a modeling method that is the sampling based modeling technique of each spherical geometry (or track length of the sphere) during the MC simulation. Implicit modeling method has advantages in high computational efficiency and user convenience. However, it is noted that the implicit method has lower modeling accuracy in various finite mediums.

  15. Simulation of variation of apparent resistivity in resistivity surveys using finite difference modelling with Monte Carlo analysis

    Science.gov (United States)

    Aguirre, E. E.; Karchewski, B.

    2017-12-01

    DC resistivity surveying is a geophysical method that quantifies the electrical properties of the subsurface of the earth by applying a source current between two electrodes and measuring potential differences between electrodes at known distances from the source. Analytical solutions for a homogeneous half-space and simple subsurface models are well known, as the former is used to define the concept of apparent resistivity. However, in situ properties are heterogeneous meaning that simple analytical models are only an approximation, and ignoring such heterogeneity can lead to misinterpretation of survey results costing time and money. The present study examines the extent to which random variations in electrical properties (i.e. electrical conductivity) affect potential difference readings and therefore apparent resistivities, relative to an assumed homogeneous subsurface model. We simulate the DC resistivity survey using a Finite Difference (FD) approximation of an appropriate simplification of Maxwell's equations implemented in Matlab. Electrical resistivity values at each node in the simulation were defined as random variables with a given mean and variance, and are assumed to follow a log-normal distribution. The Monte Carlo analysis for a given variance of electrical resistivity was performed until the mean and variance in potential difference measured at the surface converged. Finally, we used the simulation results to examine the relationship between variance in resistivity and variation in surface potential difference (or apparent resistivity) relative to a homogeneous half-space model. For relatively low values of standard deviation in the material properties (<10% of mean), we observed a linear correlation between variance of resistivity and variance in apparent resistivity.

  16. Monte Carlo analysis of experiments on the reactivity temperature coefficient for UO2 and MOX light water moderated lattices

    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

  17. From reads to genes to pathways: differential expression analysis of RNA-Seq experiments using Rsubread and the edgeR quasi-likelihood pipeline [version 1; referees: 2 approved

    Directory of Open Access Journals (Sweden)

    Yunshun Chen

    2016-06-01

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

  18. 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.

  19. 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

  20. Behavioral Analysis of Visitors to a Medical Institution’s Website Using Markov Chain Monte Carlo Methods

    Science.gov (United States)

    Tani, Yuji

    2016-01-01

    Background Consistent with the “attention, interest, desire, memory, action” (AIDMA) model of consumer behavior, patients collect information about available medical institutions using the Internet to select information for their particular needs. Studies of consumer behavior may be found in areas other than medical institution websites. Such research uses Web access logs for visitor search behavior. At this time, research applying the patient searching behavior model to medical institution website visitors is lacking. Objective We have developed a hospital website search behavior model using a Bayesian approach to clarify the behavior of medical institution website visitors and determine the probability of their visits, classified by search keyword. Methods We used the website data access log of a clinic of internal medicine and gastroenterology in the Sapporo suburbs, collecting data from January 1 through June 31, 2011. The contents of the 6 website pages included the following: home, news, content introduction for medical examinations, mammography screening, holiday person-on-duty information, and other. The search keywords we identified as best expressing website visitor needs were listed as the top 4 headings from the access log: clinic name, clinic name + regional name, clinic name + medical examination, and mammography screening. Using the search keywords as the explaining variable, we built a binomial probit model that allows inspection of the contents of each purpose variable. Using this model, we determined a beta value and generated a posterior distribution. We performed the simulation using Markov Chain Monte Carlo methods with a noninformation prior distribution for this model and determined the visit probability classified by keyword for each category. Results In the case of the keyword “clinic name,” the visit probability to the website, repeated visit to the website, and contents page for medical examination was positive. In the case of the

  1. Efficiency enhancement of optimized Latin hypercube sampling strategies: Application to Monte Carlo uncertainty analysis and meta-modeling

    Science.gov (United States)

    Rajabi, Mohammad Mahdi; Ataie-Ashtiani, Behzad; Janssen, Hans

    2015-02-01

    The majority of literature regarding optimized Latin hypercube sampling (OLHS) is devoted to increasing the efficiency of these sampling strategies through the development of new algorithms based on the combination of innovative space-filling criteria and specialized optimization schemes. However, little attention has been given to the impact of the initial design that is fed into the optimization algorithm, on the efficiency of OLHS strategies. Previous studies, as well as codes developed for OLHS, have relied on one of the following two approaches for the selection of the initial design in OLHS: (1) the use of random points in the hypercube intervals (random LHS), and (2) the use of midpoints in the hypercube intervals (midpoint LHS). Both approaches have been extensively used, but no attempt has been previously made to compare the efficiency and robustness of their resulting sample designs. In this study we compare the two approaches and show that the space-filling characteristics of OLHS designs are sensitive to the initial design that is fed into the optimization algorithm. It is also illustrated that the space-filling characteristics of OLHS designs based on midpoint LHS are significantly better those based on random LHS. The two approaches are compared by incorporating their resulting sample designs in Monte Carlo simulation (MCS) for uncertainty propagation analysis, and then, by employing the sample designs in the selection of the training set for constructing non-intrusive polynomial chaos expansion (NIPCE) meta-models which subsequently replace the original full model in MCSs. The analysis is based on two case studies involving numerical simulation of density dependent flow and solute transport in porous media within the context of seawater intrusion in coastal aquifers. We show that the use of midpoint LHS as the initial design increases the efficiency and robustness of the resulting MCSs and NIPCE meta-models. The study also illustrates that this

  2. 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.

  3. MXLKID: a maximum likelihood parameter identifier

    International Nuclear Information System (INIS)

    Gavel, D.T.

    1980-07-01

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

  4. Uncertainties in models of tropospheric ozone based on Monte Carlo analysis: Tropospheric ozone burdens, atmospheric lifetimes and surface distributions

    Science.gov (United States)

    Derwent, Richard G.; Parrish, David D.; Galbally, Ian E.; Stevenson, David S.; Doherty, Ruth M.; Naik, Vaishali; Young, Paul J.

    2018-05-01

    Recognising that global tropospheric ozone models have many uncertain input parameters, an attempt has been made to employ Monte Carlo sampling to quantify the uncertainties in model output that arise from global tropospheric ozone precursor emissions and from ozone production and destruction in a global Lagrangian chemistry-transport model. Ninety eight quasi-randomly Monte Carlo sampled model runs were completed and the uncertainties were quantified in tropospheric burdens and lifetimes of ozone, carbon monoxide and methane, together with the surface distribution and seasonal cycle in ozone. The results have shown a satisfactory degree of convergence and provide a first estimate of the likely uncertainties in tropospheric ozone model outputs. There are likely to be diminishing returns in carrying out many more Monte Carlo runs in order to refine further these outputs. Uncertainties due to model formulation were separately addressed using the results from 14 Atmospheric Chemistry Coupled Climate Model Intercomparison Project (ACCMIP) chemistry-climate models. The 95% confidence ranges surrounding the ACCMIP model burdens and lifetimes for ozone, carbon monoxide and methane were somewhat smaller than for the Monte Carlo estimates. This reflected the situation where the ACCMIP models used harmonised emissions data and differed only in their meteorological data and model formulations whereas a conscious effort was made to describe the uncertainties in the ozone precursor emissions and in the kinetic and photochemical data in the Monte Carlo runs. Attention was focussed on the model predictions of the ozone seasonal cycles at three marine boundary layer stations: Mace Head, Ireland, Trinidad Head, California and Cape Grim, Tasmania. Despite comprehensively addressing the uncertainties due to global emissions and ozone sources and sinks, none of the Monte Carlo runs were able to generate seasonal cycles that matched the observations at all three MBL stations. Although

  5. Probabilistic physics-of-failure models for component reliabilities using Monte Carlo simulation and Weibull analysis: a parametric study

    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

  6. Monte Carlo analysis of the slightly enriched uranium-D2O critical experiment LTRIIA (AWBA Development Program)

    International Nuclear Information System (INIS)

    Hardy, J. Jr.; Shore, J.M.

    1981-11-01

    The Savannah River Laboratory LTRIIA slightly-enriched uranium-D 2 O critical experiment was analyzed with ENDF/B-IV data and the RCP01 Monte Carlo program, which modeled the entire assembly in explicit detail. The integral parameters delta 25 and delta 28 showed good agreement with experiment. However, calculated K/sub eff/ was 2 to 3% low, due primarily to an overprediction of U238 capture. This is consistent with results obtained in similar analyses of the H 2 O-moderated TRX critical experiments. In comparisons with the VIM and MCNP2 Monte Carlo programs, good agreement was observed for calculated reeaction rates in the B 2 =0 cell

  7. Essays on empirical likelihood in economics

    NARCIS (Netherlands)

    Gao, Z.

    2012-01-01

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

  8. Analysis of polytype stability in PVT grown silicon carbide single crystal using competitive lattice model Monte Carlo simulations

    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.

  9. Monte Carlo analysis of experiments on the reactivity temperature coefficient for UO2 and MOX light water moderated lattices

    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

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

    International Nuclear Information System (INIS)

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

    1988-09-01

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

  11. Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo

    Science.gov (United States)

    Cheong, R. Y.; Gabda, D.

    2017-09-01

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

  12. Likelihood Approximation With Hierarchical Matrices For Large Spatial Datasets

    KAUST Repository

    Litvinenko, Alexander

    2017-09-03

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

  13. Analytic confidence level calculations using the likelihood ratio and fourier transform

    International Nuclear Information System (INIS)

    Hu Hongbo; Nielsen, J.

    2000-01-01

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

  14. Analysis of the dead layer of a detector of germanium with code ultrapure Monte Carlo SWORD-GEANT; Analisis del dead layer de un detector de germanio ultrapuro con el codigo de Monte Carlo SWORDS-GEANT

    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)

  15. 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

  16. Uncertainty Analysis and Overtopping Risk Evaluation of Maroon Dam withMonte Carlo and Latin Hypercube Methods

    Directory of Open Access Journals (Sweden)

    J. M. Vali Samani

    2016-02-01

    Full Text Available Introduction: The greatest part of constructed dams belongs to embankment dams and there are many examples of their failures throughout history. About one-third of the world’s dam failures have been caused by flood overtopping, which indicates that flood overtopping is an important factor affecting reservoir projects’ safety. Moreover, because of a poor understanding of the randomness of floods, reservoir water levels during flood seasons are often lowered artificially in order to avoid overtopping and protect the lives and property of downstream residents. So, estimation of dam overtopping risk with regard to uncertainties is more important than achieving the dam’s safety. This study presents the procedure for risk evaluation of dam overtopping due to various uncertaintiess in inflows and reservoir initial condition. Materials and Methods: This study aims to present a practical approach and compare the different uncertainty analysis methods in the evaluation of dam overtopping risk due to flood. For this purpose, Monte Carlo simulation and Latin hypercube sampling methods were used to calculate the overtopping risk, evaluate the uncertainty, and calculate the highest water level during different flood events. To assess these methods from a practical point of view, the Maroon dam was chosen for the case study. Figure. 1 indicates the work procedure, including three parts: 1 Identification and evaluation of effective factors on flood routing and dam overtopping, 2 Data collection and analysis for reservoir routing and uncertainty analysis, 3 Uncertainty and risk analysis. Figure 1- Diagram of dam overtopping risk evaluation Results and Discussion: Figure 2 shows the results of the computed overtopping risks for the Maroon Dam without considering the wind effect, for the initial water level of 504 m as an example. As it is shown in Figure. 2, the trends of the risk curves computed by the different uncertainty analysis methods are similar

  17. Monte Carlo criticality analysis of simple geometries containing tungsten-rhenium alloys engrained with uranium dioxide and uranium mononitride

    International Nuclear Information System (INIS)

    Webb, Jonathan A.; Charit, Indrajit

    2011-01-01

    geometries were also computationally submerged in a neutronically infinite medium of fresh water to determine the effects of rhenium addition on criticality accidents due to water submersion. The Monte Carlo analysis demonstrated that rhenium addition of up to 30 at.% can reduce the excess reactivity due to water submersion by up to $5.07 for UO 2 fueled cylinders, $3.87 for UO 2 fueled spheres and approximately $3.00 for UN fueled spheres and cylinders.

  18. A Monte Carlo Method for the Analysis of Gamma Radiation Transport from Distributed Sources in Laminated Shields

    International Nuclear Information System (INIS)

    Leimdoerfer, M.

    1964-02-01

    A description is given of a method for calculating the penetration and energy deposition of gamma radiation, based on Monte Carlo techniques. The essential feature is the application of the exponential transformation to promote the transport of penetrating quanta and to balance the steep spatial variations of the source distributions which appear in secondary gamma emission problems. The estimated statistical errors in a number of sample problems, involving concrete shields with thicknesses up to 500 cm, are shown to be quite favorable, even at relatively short computing times. A practical reactor shielding problem is also shown and the predictions compared with measurements

  19. Variance analysis of the Monte Carlo perturbation source method in inhomogeneous linear particle transport problems. Derivation of formulae

    International Nuclear Information System (INIS)

    Noack, K.

    1981-01-01

    The perturbation source method is used in the Monte Carlo method in calculating small effects in a particle field. It offers primising possibilities for introducing positive correlation between subtracting estimates even in the cases where other methods fail, in the case of geometrical variations of a given arrangement. The perturbation source method is formulated on the basis of integral equations for the particle fields. The formulae for the second moment of the difference of events are derived. Explicity a certain class of transport games and different procedures for generating the so-called perturbation particles are considered [ru

  20. A Monte Carlo Method for the Analysis of Gamma Radiation Transport from Distributed Sources in Laminated Shields

    Energy Technology Data Exchange (ETDEWEB)

    Leimdoerfer, M

    1964-02-15

    A description is given of a method for calculating the penetration and energy deposition of gamma radiation, based on Monte Carlo techniques. The essential feature is the application of the exponential transformation to promote the transport of penetrating quanta and to balance the steep spatial variations of the source distributions which appear in secondary gamma emission problems. The estimated statistical errors in a number of sample problems, involving concrete shields with thicknesses up to 500 cm, are shown to be quite favorable, even at relatively short computing times. A practical reactor shielding problem is also shown and the predictions compared with measurements.

  1. Neutronic analysis for conversion of the Ghana Research Reactor-1 facility using Monte Carlo methods and UO{sub 2} LEU fuel

    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.

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

    Directory of Open Access Journals (Sweden)

    Rajat Malik

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

  3. Asymptotic Likelihood Distribution for Correlated & Constrained Systems

    CERN Document Server

    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.

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

    OpenAIRE

    Cook , Steve

    2008-01-01

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

  5. Maximum-Likelihood Detection Of Noncoherent CPM

    Science.gov (United States)

    Divsalar, Dariush; Simon, Marvin K.

    1993-01-01

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

  6. Measurement of dose rates and Monte Carlo analysis of neutrons in a spent-fuel shipping vessel

    International Nuclear Information System (INIS)

    Ueki, K.; Namito, Y.; Fuse, T.

    1986-01-01

    On-board experiments were carried out in a spent-fuel shipping vessel, the Pacific Swan, in which 13 casks of TN-12A and Excellox 3 were loaded in five holds, and neutron and gamma-ray dose rates were measured on the hatch covers of the holds. Before shipping those casks, dose rates were also measured on the cask surfaces, one by one, to eliminate radiation from other casks. The Monte Carlo coupling technique was employed successfully to analyze the measured neutron dose rate distributions in the spent-fuel shipping vessel. Through this study, the Monte Carlo coupling code system, MORSE-CG/CASK-VESSEL, on which the MORSE-CG code was based, was established. The agreement between the measured and the calculated neutron dose rates on the TN-12A cask surface was quite satisfactory. The calculated neutron dose rates agreed with the measured values within a factor of 1.5 on the hold 3 hatch cover and within a factor of 2 on the hold 5 hatch cover in which the concrete shield was fixed in the Pacific Swan

  7. Diagrammatic Monte Carlo approach for diagrammatic extensions of dynamical mean-field theory: Convergence analysis of the dual fermion technique

    Science.gov (United States)

    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.

  8. 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

  9. Maximum likelihood window for time delay estimation

    International Nuclear Information System (INIS)

    Lee, Young Sup; Yoon, Dong Jin; Kim, Chi Yup

    2004-01-01

    Time delay estimation for the detection of leak location in underground pipelines is critically important. Because the exact leak location depends upon the precision of the time delay between sensor signals due to leak noise and the speed of elastic waves, the research on the estimation of time delay has been one of the key issues in leak lovating with the time arrival difference method. In this study, an optimal Maximum Likelihood window is considered to obtain a better estimation of the time delay. This method has been proved in experiments, which can provide much clearer and more precise peaks in cross-correlation functions of leak signals. The leak location error has been less than 1 % of the distance between sensors, for example the error was not greater than 3 m for 300 m long underground pipelines. Apart from the experiment, an intensive theoretical analysis in terms of signal processing has been described. The improved leak locating with the suggested method is due to the windowing effect in frequency domain, which offers a weighting in significant frequencies.

  10. Dynamic Monte Carlo transient analysis for the Organization for Economic Co-operation and Development Nuclear Energy Agency (OECD/NEA) C5G7-TD benchmark

    Energy Technology Data Exchange (ETDEWEB)

    Shaukat, Nadeem; Ryu, Min; Shim, Hyung Jin [Seoul National University, Seoul (Korea, Republic of)

    2017-08-15

    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.

  11. 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)

  12. Analysis of the uranium price predicted to 24 months, implementing neural networks and the Monte Carlo method like predictive tools

    International Nuclear Information System (INIS)

    Esquivel E, J.; Ramirez S, J. R.; Palacios H, J. C.

    2011-11-01

    The present work shows predicted prices of the uranium, using a neural network. The importance of predicting financial indexes of an energy resource, in this case, allows establishing budgetary measures, as well as the costs of the resource to medium period. The uranium is part of the main energy generating fuels and as such, its price rebounds in the financial analyses, due to this is appealed to predictive methods to obtain an outline referent to the financial behaviour that will have in a certain time. In this study, two methodologies are used for the prediction of the uranium price: the Monte Carlo method and the neural networks. These methods allow predicting the indexes of monthly costs, for a two years period, starting from the second bimonthly of 2011. For the prediction the uranium costs are used, registered from the year 2005. (Author)

  13. Analysis and Assessment of Operation Risk for Hybrid AC/DC Power System based on the Monte Carlo Method

    Science.gov (United States)

    Hu, Xiaojing; Li, Qiang; Zhang, Hao; Guo, Ziming; Zhao, Kun; Li, Xinpeng

    2018-06-01

    Based on the Monte Carlo method, an improved risk assessment method for hybrid AC/DC power system with VSC station considering the operation status of generators, converter stations, AC lines and DC lines is proposed. According to the sequential AC/DC power flow algorithm, node voltage and line active power are solved, and then the operation risk indices of node voltage over-limit and line active power over-limit are calculated. Finally, an improved two-area IEEE RTS-96 system is taken as a case to analyze and assessment its operation risk. The results show that the proposed model and method can intuitively and directly reflect the weak nodes and weak lines of the system, which can provide some reference for the dispatching department.

  14. Analysis and Assessment of Operation Risk for Hybrid AC/DC Power System based on the Monte Carlo Method

    Directory of Open Access Journals (Sweden)

    Hu Xiaojing

    2018-01-01

    Full Text Available Based on the Monte Carlo method, an improved risk assessment method for hybrid AC/DC power system with VSC station considering the operation status of generators, converter stations, AC lines and DC lines is proposed. According to the sequential AC/DC power flow algorithm, node voltage and line active power are solved, and then the operation risk indices of node voltage over-limit and line active power over-limit are calculated. Finally, an improved two-area IEEE RTS-96 system is taken as a case to analyze and assessment its operation risk. The results show that the proposed model and method can intuitively and directly reflect the weak nodes and weak lines of the system, which can provide some reference for the dispatching department.

  15. An analysis of exposure dose on hands of radiation workers using a Monte Carlo simulation in nuclear medicine

    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.

  16. An Analysis on the Calculation Efficiency of the Responses Caused by the Biased Adjoint Fluxes in Hybrid Monte Carlo Simulation

    International Nuclear Information System (INIS)

    Khuat, Quang Huy; Kim, Song Hyun; Kim, Do Hyun; Shin, Chang Ho

    2015-01-01

    This technique is known as Consistent Adjoint Driven Importance Sampling (CADIS) method and it is implemented in SCALE code system. In the CADIS method, adjoint transport equation has to be solved to determine deterministic importance functions. Using the CADIS method, a problem was noted that the biased adjoint flux estimated by deterministic methods can affect the calculation efficiency and error. The biases of adjoint function are caused by the methodology, calculation strategy, tolerance of result calculated by the deterministic method and inaccurate multi-group cross section libraries. In this paper, a study to analyze the influence of the biased adjoint functions into Monte Carlo computational efficiency is pursued. In this study, a method to estimate the calculation efficiency was proposed for applying the biased adjoint fluxes in the CADIS approach. For a benchmark problem, the responses and FOMs using SCALE code system were evaluated as applying the adjoint fluxes. The results show that the biased adjoint fluxes significantly affects the calculation efficiencies

  17. 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.

  18. Exploring Monte Carlo methods

    CERN Document Server

    Dunn, William L

    2012-01-01

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

  19. Monte Carlo methods

    Directory of Open Access Journals (Sweden)

    Bardenet Rémi

    2013-07-01

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

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

    Science.gov (United States)

    Rukhin, Andrew L

    2011-01-01

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

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

    KAUST Repository

    Jin, Ick Hoon

    2014-03-01

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

  2. Development of phased mission analysis program with Monte Carlo method. Improvement of the variance reduction technique with biasing towards top event

    International Nuclear Information System (INIS)

    Yang Jinan; Mihara, Takatsugu

    1998-12-01

    This report presents a variance reduction technique to estimate the reliability and availability of highly complex systems during phased mission time using the Monte Carlo simulation. In this study, we introduced the variance reduction technique with a concept of distance between the present system state and the cut set configurations. Using this technique, it becomes possible to bias the transition from the operating states to the failed states of components towards the closest cut set. Therefore a component failure can drive the system towards a cut set configuration more effectively. JNC developed the PHAMMON (Phased Mission Analysis Program with Monte Carlo Method) code which involved the two kinds of variance reduction techniques: (1) forced transition, and (2) failure biasing. However, these techniques did not guarantee an effective reduction in variance. For further improvement, a variance reduction technique incorporating the distance concept was introduced to the PHAMMON code and the numerical calculation was carried out for the different design cases of decay heat removal system in a large fast breeder reactor. Our results indicate that the technique addition of this incorporating distance concept is an effective means of further reducing the variance. (author)

  3. Converging stereotactic radiotherapy using kilovoltage X-rays: experimental irradiation of normal rabbit lung and dose-volume analysis with Monte Carlo simulation.

    Science.gov (United States)

    Kawase, Takatsugu; Kunieda, Etsuo; Deloar, Hossain M; Tsunoo, Takanori; Seki, Satoshi; Oku, Yohei; Saitoh, Hidetoshi; Saito, Kimiaki; Ogawa, Eileen N; Ishizaka, Akitoshi; Kameyama, Kaori; Kubo, Atsushi

    2009-10-01

    To validate the feasibility of developing a radiotherapy unit with kilovoltage X-rays through actual irradiation of live rabbit lungs, and to explore the practical issues anticipated in future clinical application to humans through Monte Carlo dose simulation. A converging stereotactic irradiation unit was developed, consisting of a modified diagnostic computed tomography (CT) scanner. A tiny cylindrical volume in 13 normal rabbit lungs was individually irradiated with single fractional absorbed doses of 15, 30, 45, and 60 Gy. Observational CT scanning of the whole lung was performed every 2 weeks for 30 weeks after irradiation. After 30 weeks, histopathologic specimens of the lungs were examined. Dose distribution was simulated using the Monte Carlo method, and dose-volume histograms were calculated according to the data. A trial estimation of the effect of respiratory movement on dose distribution was made. A localized hypodense change and subsequent reticular opacity around the planning target volume (PTV) were observed in CT images of rabbit lungs. Dose-volume histograms of the PTVs and organs at risk showed a focused dose distribution to the target and sufficient dose lowering in the organs at risk. Our estimate of the dose distribution, taking respiratory movement into account, revealed dose reduction in the PTV. A converging stereotactic irradiation unit using kilovoltage X-rays was able to generate a focused radiobiologic reaction in rabbit lungs. Dose-volume histogram analysis and estimated sagittal dose distribution, considering respiratory movement, clarified the characteristics of the irradiation received from this type of unit.

  4. 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

  5. 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

  6. Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.

    Science.gov (United States)

    Xie, Yanmei; Zhang, Biao

    2017-04-20

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

  7. 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....

  8. Maximum likelihood estimation for integrated diffusion processes

    DEFF Research Database (Denmark)

    Baltazar-Larios, Fernando; Sørensen, Michael

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

  9. Timing and Magnitude of Initial Change in Disease Activity Score 28 Predicts the Likelihood of Achieving Low Disease Activity at 1 Year in Rheumatoid Arthritis Patients Treated with Certolizumab Pegol: A Post-hoc Analysis of the RAPID 1 Trial

    NARCIS (Netherlands)

    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

  10. Monte Carlo: Basics

    OpenAIRE

    Murthy, K. P. N.

    2001-01-01

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

  11. Likelihood inference for unions of interacting discs

    DEFF Research Database (Denmark)

    Møller, Jesper; Helisova, K.

    2010-01-01

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

  12. Coupling Monte Carlo simulations with thermal analysis for correcting microdosimetric spectra from a novel micro-calorimeter

    Science.gov (United States)

    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

  13. 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.

  14. Analysis of the TRIGA Mark-II benchmark IEU-COMP-THERM-003 with Monte Carlo code MVP

    International Nuclear Information System (INIS)

    Mahmood, Mohammad Sayem; Nagaya, Yasunobu; Mori, Takamasa

    2004-03-01

    The benchmark experiments of the TRIGA Mark-II reactor in the ICSBEP handbook have been analyzed with the Monte Carlo code MVP using the cross section libraries based on JENDL-3.3, JENDL-3.2 and ENDF/B-VI.8. The MCNP calculations have been also performed with the ENDF/B-VI.6 library for comparison between the MVP and MCNP results. For both cores labeled 132 and 133, which have different core configurations, the ratio of the calculated to the experimental results (C/E) for k eff obtained by the MVP code is 0.999 for JENDL-3.3, 1.003 for JENDL-3.2, and 0.998 for ENDF/B-VI.8. For the MCNP code, the C/E values are 0.998 for both Core 132 and 133. All the calculated results agree with the reference values within the experimental uncertainties. The results obtained by MVP with ENDF/B-VI.8 and MCNP with ENDF/B-VI.6 differ only by 0.02% for Core 132, and by 0.01% for Core 133. (author)

  15. 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)

  16. Theoretical simulation and analysis of large size BMP-LSC by 3D Monte Carlo ray tracing model

    Institute of Scientific and Technical Information of China (English)

    Feng Zhang; Ning-Ning Zhang; Yi Zhang; Sen Yan; Song Sun; Jun Bao; Chen Gao

    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.

  17. DS86 neutron dose. Monte Carlo analysis for depth profile of {sup 152}Eu activity in a large stone sample

    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)

  18. Monte Carlo analysis of the effects of a blanket-shield penetration on the performance of a tokamak fusion reactor

    International Nuclear Information System (INIS)

    Santoro, R.T.; Tang, J.S.; Alsmiller, R.G. Jr.; Barnes, J.M.

    1977-05-01

    Adjoint Monte Carlo calculations have been carried out using the three-dimensional radiation transport code, MORSE, to estimate the nuclear heating and radiation damage in the toroidal field (TF) coils adjacent to a 28 x 68 cm 2 rectangular neutral beam injector duct that passes through the blanket and shield of a D-T burning Tokamak reactor. The plasma region, blanket, shield, and TF coils were represented in cylindrical geometry using the same dimensions and compositions as those of the Experimental Power Reactor. The radiation transport was accomplished using coupled 35-group neutron, 21-group gamma-ray cross sections obtained by collapsing the DLC-37 cross-section library. Nuclear heating and radiation damage rates were estimated using the latest available nuclear response functions. The presence of the neutral beam injector duct leads to increases in the nuclear heating rates in the TF coils ranging from a factor of 3 to a factor of 196 depending on the location. Increases in the radiation damage also result in the TF coils. The atomic displacement rates increase from factors of 2 to 138 and the hydrogen and helium gas production rates increase from factors of 11 to 7600 and from 15 to 9700, respectively

  19. 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...

  20. The use of Monte-Carlo simulation and order statistics for uncertainty analysis of a LBLOCA transient (LOFT-L2-5)

    International Nuclear Information System (INIS)

    Chojnacki, E.; Benoit, J.P.

    2007-01-01

    Best estimate computer codes are increasingly used in nuclear industry for the accident management procedures and have been planned to be used for the licensing procedures. Contrary to conservative codes which are supposed to give penalizing results, best estimate codes attempt to calculate accidental transients in a realistic way. It becomes therefore of prime importance, in particular for technical organization as IRSN in charge of safety assessment, to know the uncertainty on the results of such codes. Thus, CSNI has sponsored few years ago (published in 1998) the Uncertainty Methods Study (UMS) program on uncertainty methodologies used for a SBLOCA transient (LSTF-CL-18) and is now supporting the BEMUSE program for a LBLOCA transient (LOFT-L2-5). The large majority of BEMUSE participants (9 out of 10) use uncertainty methodologies based on a probabilistic modelling and all of them use Monte-Carlo simulations to propagate the uncertainties through their computer codes. Also, all of 'probabilistic participants' intend to use order statistics to determine the sampling size of the Monte-Carlo simulation and to derive the uncertainty ranges associated to their computer calculations. The first aim of this paper is to remind the advantages and also the assumptions of the probabilistic modelling and more specifically of order statistics (as Wilks' formula) in uncertainty methodologies. Indeed Monte-Carlo methods provide flexible and extremely powerful techniques for solving many of the uncertainty propagation problems encountered in nuclear safety analysis. However it is important to keep in mind that probabilistic methods are data intensive. That means, probabilistic methods cannot produce robust results unless a considerable body of information has been collected. A main interest of the use of order statistics results is to allow to take into account an unlimited number of uncertain parameters and, from a restricted number of code calculations to provide statistical

  1. Combined FDTD-Monte Carlo analysis and a novel design for ZnO scintillator rods in polycarbonate membrane for X-ray imaging

    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.

  2. Combined FDTD-Monte Carlo analysis and a novel design for ZnO scintillator rods in polycarbonate membrane for X-ray imaging

    International Nuclear Information System (INIS)

    Mohammadian-Behbahani, Mohammad-Reza; Saramad, Shahyar; Mohammadi, Mohammad

    2017-01-01

    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.

  3. Multiple Improvements of Multiple Imputation Likelihood Ratio Tests

    OpenAIRE

    Chan, Kin Wai; Meng, Xiao-Li

    2017-01-01

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

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

    Science.gov (United States)

    Webster, L.

    1976-01-01

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

  5. Penggunaan Elaboration Likelihood Model dalam Menganalisis Penerimaan Teknologi Informasi

    OpenAIRE

    vitrian, vitrian2

    2010-01-01

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

  6. Democracy, Autocracy and the Likelihood of International Conflict

    OpenAIRE

    Tangerås, Thomas

    2008-01-01

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

  7. 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

  8. Efficient Bit-to-Symbol Likelihood Mappings

    Science.gov (United States)

    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.

  9. Likelihood-ratio-based biometric verification

    NARCIS (Netherlands)

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

    2002-01-01

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

  10. Likelihood Ratio-Based Biometric Verification

    NARCIS (Netherlands)

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

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

  11. Monte carlo simulation for soot dynamics

    KAUST Repository

    Zhou, Kun

    2012-01-01

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

  12. MORSE Monte Carlo code

    International Nuclear Information System (INIS)

    Cramer, S.N.

    1984-01-01

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

  13. Validation of the Continuous-Energy Monte Carlo Criticality-Safety Analysis System MVP and JENDL-3.2 Using the Internationally Evaluated Criticality Benchmarks

    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

  14. Monte Carlo calculations and neutron spectrometry in quantitative prompt gamma neutron activation analysis (PGNAA) of bulk samples using an isotopic neutron source

    International Nuclear Information System (INIS)

    Spyrou, N.M.; Awotwi-Pratt, J.B.; Williams, A.M.

    2004-01-01

    An activation analysis facility based on an isotopic neutron source (185 GBq 241 Am/Be) which can perform both prompt and cyclic activation analysis on bulk samples, has been used for more than 20 years in many applications including 'in vivo' activation analysis and the determination of the composition of bio-environmental samples, such as, landfill waste and coal. Although the comparator method is often employed, because of the variety in shape, size and elemental composition of these bulk samples, it is often difficult and time consuming to construct appropriate comparator samples for reference. One of the obvious problems is the distribution and energy of the neutron flux in these bulk and comparator samples. In recent years, it was attempted to adopt the absolute method based on a monostandard and to make calculations using a Monte Carlo code (MCNP4C2) to explore this further. In particular, a model of the irradiation facility has been made using the MCNP4C2 code in order to investigate the factors contributing to the quantitative determination of the elemental concentrations through prompt gamma neutron activation analysis (PGNAA) and most importantly, to estimate how the neutron energy spectrum and neutron dose vary with penetration depth into the sample. This simulation is compared against the scattered and transmitted neutron energy spectra that are experimentally and empirically determined using a portable neutron spectrometry system. (author)

  15. Energy dispersive X-ray fluorescence spectroscopy/Monte Carlo simulation approach for the non-destructive analysis of corrosion patina-bearing alloys in archaeological bronzes: The case of the bowl from the Fareleira 3 site (Vidigueira, South Portugal)

    Energy Technology Data Exchange (ETDEWEB)

    Bottaini, C. [Hercules Laboratory, University of Évora, Palacio do Vimioso, Largo Marquês de Marialva 8, 7000-809 Évora (Portugal); Mirão, J. [Hercules Laboratory, University of Évora, Palacio do Vimioso, Largo Marquês de Marialva 8, 7000-809 Évora (Portugal); Évora Geophysics Centre, Rua Romão Ramalho 59, 7000 Évora (Portugal); Figuereido, M. [Archaeologist — Monte da Capelinha, Apartado 54, 7005, São Miguel de Machede, Évora (Portugal); Candeias, A. [Hercules Laboratory, University of Évora, Palacio do Vimioso, Largo Marquês de Marialva 8, 7000-809 Évora (Portugal); Évora Chemistry Centre, Rua Romão Ramalho 59, 7000 Évora (Portugal); Brunetti, A. [Department of Political Science and Communication, University of Sassari, Via Piandanna 2, 07100 Sassari (Italy); Schiavon, N., E-mail: schiavon@uevora.pt [Hercules Laboratory, University of Évora, Palacio do Vimioso, Largo Marquês de Marialva 8, 7000-809 Évora (Portugal); Évora Geophysics Centre, Rua Romão Ramalho 59, 7000 Évora (Portugal)

    2015-01-01

    Energy dispersive X-ray fluorescence (EDXRF) is a well-known technique for non-destructive and in situ analysis of archaeological artifacts both in terms of the qualitative and quantitative elemental composition because of its rapidity and non-destructiveness. In this study EDXRF and realistic Monte Carlo simulation using the X-ray Monte Carlo (XRMC) code package have been combined to characterize a Cu-based bowl from the Iron Age burial from Fareleira 3 (Southern Portugal). The artifact displays a multilayered structure made up of three distinct layers: a) alloy substrate; b) green oxidized corrosion patina; and c) brownish carbonate soil-derived crust. To assess the reliability of Monte Carlo simulation in reproducing the composition of the bulk metal of the objects without recurring to potentially damaging patina's and crust's removal, portable EDXRF analysis was performed on cleaned and patina/crust coated areas of the artifact. Patina has been characterized by micro X-ray Diffractometry (μXRD) and Back-Scattered Scanning Electron Microscopy + Energy Dispersive Spectroscopy (BSEM + EDS). Results indicate that the EDXRF/Monte Carlo protocol is well suited when a two-layered model is considered, whereas in areas where the patina + crust surface coating is too thick, X-rays from the alloy substrate are not able to exit the sample. - Highlights: • EDXRF/Monte Carlo simulation is used to characterize an archeological alloy. • EDXRF analysis was performed on cleaned and patina coated areas of the artifact. • EDXRF/Montes Carlo protocol is well suited when a two-layered model is considered. • When the patina is too thick, X-rays from substrate are unable to exit the sample.

  16. Converging Stereotactic Radiotherapy Using Kilovoltage X-Rays: Experimental Irradiation of Normal Rabbit Lung and Dose-Volume Analysis With Monte Carlo Simulation

    International Nuclear Information System (INIS)

    Kawase, Takatsugu; Kunieda, Etsuo; Deloar, Hossain M.; Tsunoo, Takanori; Seki, Satoshi; Oku, Yohei; Saitoh, Hidetoshi; Saito, Kimiaki; Ogawa, Eileen N.; Ishizaka, Akitoshi; Kameyama, Kaori; Kubo, Atsushi

    2009-01-01

    Purpose: To validate the feasibility of developing a radiotherapy unit with kilovoltage X-rays through actual irradiation of live rabbit lungs, and to explore the practical issues anticipated in future clinical application to humans through Monte Carlo dose simulation. Methods and Materials: A converging stereotactic irradiation unit was developed, consisting of a modified diagnostic computed tomography (CT) scanner. A tiny cylindrical volume in 13 normal rabbit lungs was individually irradiated with single fractional absorbed doses of 15, 30, 45, and 60 Gy. Observational CT scanning of the whole lung was performed every 2 weeks for 30 weeks after irradiation. After 30 weeks, histopathologic specimens of the lungs were examined. Dose distribution was simulated using the Monte Carlo method, and dose-volume histograms were calculated according to the data. A trial estimation of the effect of respiratory movement on dose distribution was made. Results: A localized hypodense change and subsequent reticular opacity around the planning target volume (PTV) were observed in CT images of rabbit lungs. Dose-volume histograms of the PTVs and organs at risk showed a focused dose distribution to the target and sufficient dose lowering in the organs at risk. Our estimate of the dose distribution, taking respiratory movement into account, revealed dose reduction in the PTV. Conclusions: A converging stereotactic irradiation unit using kilovoltage X-rays was able to generate a focused radiobiologic reaction in rabbit lungs. Dose-volume histogram analysis and estimated sagittal dose distribution, considering respiratory movement, clarified the characteristics of the irradiation received from this type of unit.

  17. Physical constraints on the likelihood of life on exoplanets

    Science.gov (United States)

    Lingam, Manasvi; Loeb, Abraham

    2018-04-01

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

  18. Analysis of the ITER computational shielding benchmark with the Monte Carlo TRIPOLI-4{sup ®} neutron gamma coupled calculations

    Energy Technology Data Exchange (ETDEWEB)

    Lee, Yi-Kang, E-mail: yi-kang.lee@cea.fr

    2016-11-01

    Highlights: • Verification and validation of TRIPOLI-4 radiation transport calculations for ITER shielding benchmark. • Evaluation of CEA-V5.1.1 and FENDL-3.0 nuclear data libraries on D–T fusion neutron continuous energy transport calculations. • Advances in nuclear analyses for nuclear heating and radiation damage in iron. • This work also demonstrates that the “safety factors” concept is necessary in the nuclear analyses of ITER. - Abstract: With the growing interest in using the continuous-energy TRIPOLI-4{sup ®} Monte Carlo radiation transport code for ITER applications, a key issue that arises is whether or not the released TRIPOLI-4 code and its associated nuclear data libraries are verified and validated for the D–T fusion neutronics calculations. Previous published benchmark results of TRIPOLI-4 code on the ITER related activities have concentrated on the first wall loading, the reactor dosimetry, the nuclear heating, and the tritium breeding ratio. To enhance the TRIPOLI-4 verification and validation on neutron-gamma coupled calculations for fusion device application, the computational ITER shielding benchmark of M. E. Sawan was performed in this work by using the 2013 released TRIPOLI-4.9S code and the associated CEA-V5.1.1 data library. First wall, blanket, vacuum vessel and toroidal field magnet of the inboard and outboard components were fully modelled in this 1-D toroidal cylindrical benchmark. The 14.1 MeV source neutrons were sampled from a uniform isotropic distribution in the plasma zone. Nuclear responses including neutron and gamma fluxes, nuclear heating, and material damage indicator were benchmarked against previous published results. The capabilities of the TRIPOLI-4 code on the evaluation of above physics parameters were presented. The nuclear data library from the new FENDL-3.0 evaluation was also benchmarked against the CEA-V5.1.1 results for the neutron transport calculations. The results show that both data libraries

  19. Analysis of the ITER computational shielding benchmark with the Monte Carlo TRIPOLI-4® neutron gamma coupled calculations

    International Nuclear Information System (INIS)

    Lee, Yi-Kang

    2016-01-01

    Highlights: • Verification and validation of TRIPOLI-4 radiation transport calculations for ITER shielding benchmark. • Evaluation of CEA-V5.1.1 and FENDL-3.0 nuclear data libraries on D–T fusion neutron continuous energy transport calculations. • Advances in nuclear analyses for nuclear heating and radiation damage in iron. • This work also demonstrates that the “safety factors” concept is necessary in the nuclear analyses of ITER. - Abstract: With the growing interest in using the continuous-energy TRIPOLI-4 ® Monte Carlo radiation transport code for ITER applications, a key issue that arises is whether or not the released TRIPOLI-4 code and its associated nuclear data libraries are verified and validated for the D–T fusion neutronics calculations. Previous published benchmark results of TRIPOLI-4 code on the ITER related activities have concentrated on the first wall loading, the reactor dosimetry, the nuclear heating, and the tritium breeding ratio. To enhance the TRIPOLI-4 verification and validation on neutron-gamma coupled calculations for fusion device application, the computational ITER shielding benchmark of M. E. Sawan was performed in this work by using the 2013 released TRIPOLI-4.9S code and the associated CEA-V5.1.1 data library. First wall, blanket, vacuum vessel and toroidal field magnet of the inboard and outboard components were fully modelled in this 1-D toroidal cylindrical benchmark. The 14.1 MeV source neutrons were sampled from a uniform isotropic distribution in the plasma zone. Nuclear responses including neutron and gamma fluxes, nuclear heating, and material damage indicator were benchmarked against previous published results. The capabilities of the TRIPOLI-4 code on the evaluation of above physics parameters were presented. The nuclear data library from the new FENDL-3.0 evaluation was also benchmarked against the CEA-V5.1.1 results for the neutron transport calculations. The results show that both data libraries can be

  20. 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 ...

  1. Theoretical analysis of nuclear reactors (Phase III), I-V, Part V, Establishment of Monte Carlo method for solving the integral transport equation

    International Nuclear Information System (INIS)

    Pop-Jordanov, J.

    1963-02-01

    General mathematical Monte Carlo approach is described with the elements which enable solution of specific problems (verification was done by estimation of a simple integral). Special attention was devoted to systematic presentation which demanded explanation of fundamental topics of statistics and probability. This demands a procedure for modelling the stochastic process i.e. Monte Carlo method [sr

  2. Review of Elaboration Likelihood Model of persuasion

    OpenAIRE

    藤原, 武弘; 神山, 貴弥

    1989-01-01

    This article mainly introduces Elaboration Likelihood Model (ELM), proposed by Petty & Cacioppo, that is, a general attitude change theory. ELM posturates two routes to persuasion; central and peripheral route. Attitude change by central route is viewed as resulting from a diligent consideration of the issue-relevant informations presented. On the other hand, attitude change by peripheral route is viewed as resulting from peripheral cues in the persuasion context. Secondly we compare these tw...

  3. Scale invariant for one-sided multivariate likelihood ratio tests

    Directory of Open Access Journals (Sweden)

    Samruam Chongcharoen

    2010-07-01

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

  4. 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.

  5. Uncertainty of the Soil–Water Characteristic Curve and Its Effects on Slope Seepage and Stability Analysis under Conditions of Rainfall Using the Markov Chain Monte Carlo Method

    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.

  6. Track 4: basic nuclear science variance reduction for Monte Carlo criticality simulations. 2. Assessment of MCNP Statistical Analysis of keff Eigenvalue Convergence with an Analytical Criticality Verification Test Set

    International Nuclear Information System (INIS)

    Sood, Avnet; Forster, R. Arthur; Parsons, D. Kent

    2001-01-01

    Monte Carlo simulations of nuclear criticality eigenvalue problems are often performed by general purpose radiation transport codes such as MCNP. MCNP performs detailed statistical analysis of the criticality calculation and provides feedback to the user with warning messages, tables, and graphs. The purpose of the analysis is to provide the user with sufficient information to assess spatial convergence of the eigenfunction and thus the validity of the criticality calculation. As a test of this statistical analysis package in MCNP, analytic criticality verification benchmark problems have been used for the first time to assess the performance of the criticality convergence tests in MCNP. The MCNP statistical analysis capability has been recently assessed using the 75 multigroup criticality verification analytic problem test set. MCNP was verified with these problems at the 10 -4 to 10 -5 statistical error level using 40 000 histories per cycle and 2000 active cycles. In all cases, the final boxed combined k eff answer was given with the standard deviation and three confidence intervals that contained the analytic k eff . To test the effectiveness of the statistical analysis checks in identifying poor eigenfunction convergence, ten problems from the test set were deliberately run incorrectly using 1000 histories per cycle, 200 active cycles, and 10 inactive cycles. Six problems with large dominance ratios were chosen from the test set because they do not achieve the normal spatial mode in the beginning of the calculation. To further stress the convergence tests, these problems were also started with an initial fission source point 1 cm from the boundary thus increasing the likelihood of a poorly converged initial fission source distribution. The final combined k eff confidence intervals for these deliberately ill-posed problems did not include the analytic k eff value. In no case did a bad confidence interval go undetected. Warning messages were given signaling that

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

    CERN Document Server

    Ha, Il Do; Lee, Youngjo

    2017-01-01

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

  8. A Monte Carlo Library Least Square approach in the Neutron Inelastic-scattering and Thermal-capture Analysis (NISTA) process in bulk coal samples

    Science.gov (United States)

    Reyhancan, Iskender Atilla; Ebrahimi, Alborz; Çolak, Üner; Erduran, M. Nizamettin; Angin, Nergis

    2017-01-01

    A new Monte-Carlo Library Least Square (MCLLS) approach for treating non-linear radiation analysis problem in Neutron Inelastic-scattering and Thermal-capture Analysis (NISTA) was developed. 14 MeV neutrons were produced by a neutron generator via the 3H (2H , n) 4He reaction. The prompt gamma ray spectra from bulk samples of seven different materials were measured by a Bismuth Germanate (BGO) gamma detection system. Polyethylene was used as neutron moderator along with iron and lead as neutron and gamma ray shielding, respectively. The gamma detection system was equipped with a list mode data acquisition system which streams spectroscopy data directly to the computer, event-by-event. A GEANT4 simulation toolkit was used for generating the single-element libraries of all the elements of interest. These libraries were then used in a Linear Library Least Square (LLLS) approach with an unknown experimental sample spectrum to fit it with the calculated elemental libraries. GEANT4 simulation results were also used for the selection of the neutron shielding material.

  9. Correlation of 210Po implanted in glass with radon gas exposure: sensitivity analysis of critical parameters using a Monte-Carlo approach.

    Science.gov (United States)

    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.

  10. Validation of a continuous-energy Monte Carlo burn-up code MVP-BURN and its application to analysis of post irradiation experiment

    International Nuclear Information System (INIS)

    Okumura, Keisuke; Mori, Takamasa; Nakagawa, Masayuki; Kaneko, Kunio

    2000-01-01

    In order to confirm the reliability of a continuous-energy Monte Carlo burn-up calculation code MVP-BURN, it was applied to the burn-up benchmark problems for a high conversion LWR lattice and a BWR lattice with burnable poison rods. The results of MVP-BURN have shown good agreements with those of a deterministic code SRAC95 for burn-up changes of infinite neutron multiplication factor, conversion ratio, power distribution, and number densities of major fuel nuclides. Serious propagation of statistical errors along burn-up was not observed even in a highly heterogeneous lattice. MVP-BURN was applied to the analysis of a post irradiation experiment for a sample fuel irradiated up to 34.1 GWd/t, together with SRAC95 and SWAT. It was confirmed that the effect of statistical errors of MVP-BURN on a burned fuel composition was sufficiently small, and it could give a reference solution for other codes. In the analysis, the results of the three codes with JENDL-3.2 agreed with measured values within an error of 10% for most nuclides. However, large underestimation by about 20% was observed for 238 Pu, 242m Am and 244 Cm. It is probable that these discrepancies are a common problem for most current nuclear data files. (author)

  11. 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)

  12. CERN honours Carlo Rubbia

    CERN Document Server

    2009-01-01

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

  13. 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.

  14. Dimension-Independent Likelihood-Informed MCMC

    KAUST Repository

    Cui, Tiangang; Law, Kody; Marzouk, Youssef

    2015-01-01

    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.

  15. Multi-Channel Maximum Likelihood Pitch Estimation

    DEFF Research Database (Denmark)

    Christensen, Mads Græsbøll

    2012-01-01

    In this paper, a method for multi-channel pitch estimation is proposed. The method is a maximum likelihood estimator and is based on a parametric model where the signals in the various channels share the same fundamental frequency but can have different amplitudes, phases, and noise characteristics....... This essentially means that the model allows for different conditions in the various channels, like different signal-to-noise ratios, microphone characteristics and reverberation. Moreover, the method does not assume that a certain array structure is used but rather relies on a more general model and is hence...

  16. Dimension-Independent Likelihood-Informed MCMC

    KAUST Repository

    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.

  17. Approximate maximum parsimony and ancestral maximum likelihood.

    Science.gov (United States)

    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.

  18. Development of core design/analysis technology for integral reactor; verification of SMART nuclear design by Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Chang Hyo; Hong, In Seob; Han, Beom Seok; Jeong, Jong Seong [Seoul National University, Seoul (Korea)

    2002-03-01

    The objective of this project is to verify neutronics characteristics of the SMART core design as to compare computational results of the MCNAP code with those of the MASTER code. To achieve this goal, we will analyze neutronics characteristics of the SMART core using the MCNAP code and compare these results with results of the MASTER code. We improved parallel computing module and developed error analysis module of the MCNAP code. We analyzed mechanism of the error propagation through depletion computation and developed a calculation module for quantifying these errors. We performed depletion analysis for fuel pins and assemblies of the SMART core. We modeled a 3-D structure of the SMART core and considered a variation of material compositions by control rods operation and performed depletion analysis for the SMART core. We computed control-rod worths of assemblies and a reactor core for operation of individual control-rod groups. We computed core reactivity coefficients-MTC, FTC and compared these results with computational results of the MASTER code. To verify error analysis module of the MCNAP code, we analyzed error propagation through depletion of the SMART B-type assembly. 18 refs., 102 figs., 36 tabs. (Author)

  19. Spectral and cross-spectral analysis of uneven time series with the smoothed Lomb-Scargle periodogram and Monte Carlo evaluation of statistical significance

    Science.gov (United States)

    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

  20. Comparisons of likelihood and machine learning methods of individual classification

    Science.gov (United States)

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

    2002-01-01

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