Accuracy of remotely sensed data: Sampling and analysis procedures

NASA Technical Reports Server (NTRS)

Congalton, R. G.; Oderwald, R. G.; Mead, R. A.

1982-01-01

A review and update of the discrete multivariate analysis techniques used for accuracy assessment is given. A listing of the computer program written to implement these techniques is given. New work on evaluating accuracy assessment using Monte Carlo simulation with different sampling schemes is given. The results of matrices from the mapping effort of the San Juan National Forest is given. A method for estimating the sample size requirements for implementing the accuracy assessment procedures is given. A proposed method for determining the reliability of change detection between two maps of the same area produced at different times is given.

Test equality between two binary screening tests with a confirmatory procedure restricted on screen positives.

PubMed

Lui, Kung-Jong; Chang, Kuang-Chao

2015-01-01

In studies of screening accuracy, we may commonly encounter the data in which a confirmatory procedure is administered to only those subjects with screen positives for ethical concerns. We focus our discussion on simultaneously testing equality of sensitivity and specificity between two binary screening tests when only subjects with screen positives receive the confirmatory procedure. We develop four asymptotic test procedures and one exact test procedure. We derive sample size calculation formula for a desired power of detecting a difference at a given nominal [Formula: see text]-level. We employ Monte Carlo simulation to evaluate the performance of these test procedures and the accuracy of the sample size calculation formula developed here in a variety of situations. Finally, we use the data obtained from a study of the prostate-specific-antigen test and digital rectal examination test on 949 Black men to illustrate the practical use of these test procedures and the sample size calculation formula.

Predicting a future lifetime through Box-Cox transformation.

PubMed

Yang, Z

1999-09-01

In predicting a future lifetime based on a sample of past lifetimes, the Box-Cox transformation method provides a simple and unified procedure that is shown in this article to meet or often outperform the corresponding frequentist solution in terms of coverage probability and average length of prediction intervals. Kullback-Leibler information and second-order asymptotic expansion are used to justify the Box-Cox procedure. Extensive Monte Carlo simulations are also performed to evaluate the small sample behavior of the procedure. Certain popular lifetime distributions, such as Weibull, inverse Gaussian and Birnbaum-Saunders are served as illustrative examples. One important advantage of the Box-Cox procedure lies in its easy extension to linear model predictions where the exact frequentist solutions are often not available.

An Empirical Comparison of Selected Two-Sample Hypothesis Testing Procedures Which Are Locally Most Powerful Under Certain Conditions.

ERIC Educational Resources Information Center

Hoover, H. D.; Plake, Barbara

The relative power of the Mann-Whitney statistic, the t-statistic, the median test, a test based on exceedances (A,B), and two special cases of (A,B) the Tukey quick test and the revised Tukey quick test, was investigated via a Monte Carlo experiment. These procedures were compared across four population probability models: uniform, beta, normal,…

Slice sampling technique in Bayesian extreme of gold price modelling

NASA Astrophysics Data System (ADS)

Rostami, Mohammad; Adam, Mohd Bakri; Ibrahim, Noor Akma; Yahya, Mohamed Hisham

2013-09-01

In this paper, a simulation study of Bayesian extreme values by using Markov Chain Monte Carlo via slice sampling algorithm is implemented. We compared the accuracy of slice sampling with other methods for a Gumbel model. This study revealed that slice sampling algorithm offers more accurate and closer estimates with less RMSE than other methods . Finally we successfully employed this procedure to estimate the parameters of Malaysia extreme gold price from 2000 to 2011.

Statistical differences between relative quantitative molecular fingerprints from microbial communities.

PubMed

Portillo, M C; Gonzalez, J M

2008-08-01

Molecular fingerprints of microbial communities are a common method for the analysis and comparison of environmental samples. The significance of differences between microbial community fingerprints was analyzed considering the presence of different phylotypes and their relative abundance. A method is proposed by simulating coverage of the analyzed communities as a function of sampling size applying a Cramér-von Mises statistic. Comparisons were performed by a Monte Carlo testing procedure. As an example, this procedure was used to compare several sediment samples from freshwater ponds using a relative quantitative PCR-DGGE profiling technique. The method was able to discriminate among different samples based on their molecular fingerprints, and confirmed the lack of differences between aliquots from a single sample.

Generating Nonnormal Multivariate Data Using Copulas: Applications to SEM.

PubMed

Mair, Patrick; Satorra, Albert; Bentler, Peter M

2012-07-01

This article develops a procedure based on copulas to simulate multivariate nonnormal data that satisfy a prespecified variance-covariance matrix. The covariance matrix used can comply with a specific moment structure form (e.g., a factor analysis or a general structural equation model). Thus, the method is particularly useful for Monte Carlo evaluation of structural equation models within the context of nonnormal data. The new procedure for nonnormal data simulation is theoretically described and also implemented in the widely used R environment. The quality of the method is assessed by Monte Carlo simulations. A 1-sample test on the observed covariance matrix based on the copula methodology is proposed. This new test for evaluating the quality of a simulation is defined through a particular structural model specification and is robust against normality violations.

Improving the sampling efficiency of Monte Carlo molecular simulations: an evolutionary approach

NASA Astrophysics Data System (ADS)

Leblanc, Benoit; Braunschweig, Bertrand; Toulhoat, Hervé; Lutton, Evelyne

We present a new approach in order to improve the convergence of Monte Carlo (MC) simulations of molecular systems belonging to complex energetic landscapes: the problem is redefined in terms of the dynamic allocation of MC move frequencies depending on their past efficiency, measured with respect to a relevant sampling criterion. We introduce various empirical criteria with the aim of accounting for the proper convergence in phase space sampling. The dynamic allocation is performed over parallel simulations by means of a new evolutionary algorithm involving 'immortal' individuals. The method is bench marked with respect to conventional procedures on a model for melt linear polyethylene. We record significant improvement in sampling efficiencies, thus in computational load, while the optimal sets of move frequencies are liable to allow interesting physical insights into the particular systems simulated. This last aspect should provide a new tool for designing more efficient new MC moves.

A simple methodology for characterization of germanium coaxial detectors by using Monte Carlo simulation and evolutionary algorithms.

PubMed

Guerra, J G; Rubiano, J G; Winter, G; Guerra, A G; Alonso, H; Arnedo, M A; Tejera, A; Gil, J M; Rodríguez, R; Martel, P; Bolivar, J P

2015-11-01

The determination in a sample of the activity concentration of a specific radionuclide by gamma spectrometry needs to know the full energy peak efficiency (FEPE) for the energy of interest. The difficulties related to the experimental calibration make it advisable to have alternative methods for FEPE determination, such as the simulation of the transport of photons in the crystal by the Monte Carlo method, which requires an accurate knowledge of the characteristics and geometry of the detector. The characterization process is mainly carried out by Canberra Industries Inc. using proprietary techniques and methodologies developed by that company. It is a costly procedure (due to shipping and to the cost of the process itself) and for some research laboratories an alternative in situ procedure can be very useful. The main goal of this paper is to find an alternative to this costly characterization process, by establishing a method for optimizing the parameters of characterizing the detector, through a computational procedure which could be reproduced at a standard research lab. This method consists in the determination of the detector geometric parameters by using Monte Carlo simulation in parallel with an optimization process, based on evolutionary algorithms, starting from a set of reference FEPEs determined experimentally or computationally. The proposed method has proven to be effective and simple to implement. It provides a set of characterization parameters which it has been successfully validated for different source-detector geometries, and also for a wide range of environmental samples and certified materials. Copyright © 2015 Elsevier Ltd. All rights reserved.

Estimating Uncertainty in Annual Forest Inventory Estimates

Treesearch

Ronald E. McRoberts; Veronica C. Lessard

1999-01-01

The precision of annual forest inventory estimates may be negatively affected by uncertainty from a variety of sources including: (1) sampling error; (2) procedures for updating plots not measured in the current year; and (3) measurement errors. The impact of these sources of uncertainty on final inventory estimates is investigated using Monte Carlo simulation...

Feature Screening for Ultrahigh Dimensional Categorical Data with Applications.

PubMed

Huang, Danyang; Li, Runze; Wang, Hansheng

2014-01-01

Ultrahigh dimensional data with both categorical responses and categorical covariates are frequently encountered in the analysis of big data, for which feature screening has become an indispensable statistical tool. We propose a Pearson chi-square based feature screening procedure for categorical response with ultrahigh dimensional categorical covariates. The proposed procedure can be directly applied for detection of important interaction effects. We further show that the proposed procedure possesses screening consistency property in the terminology of Fan and Lv (2008). We investigate the finite sample performance of the proposed procedure by Monte Carlo simulation studies, and illustrate the proposed method by two empirical datasets.

Avoiding overstating the strength of forensic evidence: Shrunk likelihood ratios/Bayes factors.

PubMed

Morrison, Geoffrey Stewart; Poh, Norman

2018-05-01

When strength of forensic evidence is quantified using sample data and statistical models, a concern may be raised as to whether the output of a model overestimates the strength of evidence. This is particularly the case when the amount of sample data is small, and hence sampling variability is high. This concern is related to concern about precision. This paper describes, explores, and tests three procedures which shrink the value of the likelihood ratio or Bayes factor toward the neutral value of one. The procedures are: (1) a Bayesian procedure with uninformative priors, (2) use of empirical lower and upper bounds (ELUB), and (3) a novel form of regularized logistic regression. As a benchmark, they are compared with linear discriminant analysis, and in some instances with non-regularized logistic regression. The behaviours of the procedures are explored using Monte Carlo simulated data, and tested on real data from comparisons of voice recordings, face images, and glass fragments. Copyright © 2018 The Authors. Published by Elsevier B.V. All rights reserved.

Incorporating partially identified sample segments into acreage estimation procedures: Estimates using only observations from the current year

NASA Technical Reports Server (NTRS)

Sielken, R. L., Jr. (Principal Investigator)

1981-01-01

Several methods of estimating individual crop acreages using a mixture of completely identified and partially identified (generic) segments from a single growing year are derived and discussed. A small Monte Carlo study of eight estimators is presented. The relative empirical behavior of these estimators is discussed as are the effects of segment sample size and amount of partial identification. The principle recommendations are (1) to not exclude, but rather incorporate partially identified sample segments into the estimation procedure, (2) try to avoid having a large percentage (say 80%) of only partially identified segments, in the sample, and (3) use the maximum likelihood estimator although the weighted least squares estimator and least squares ratio estimator both perform almost as well. Sets of spring small grains (North Dakota) data were used.

Implementation of unsteady sampling procedures for the parallel direct simulation Monte Carlo method

NASA Astrophysics Data System (ADS)

Cave, H. M.; Tseng, K.-C.; Wu, J.-S.; Jermy, M. C.; Huang, J.-C.; Krumdieck, S. P.

2008-06-01

An unsteady sampling routine for a general parallel direct simulation Monte Carlo method called PDSC is introduced, allowing the simulation of time-dependent flow problems in the near continuum range. A post-processing procedure called DSMC rapid ensemble averaging method (DREAM) is developed to improve the statistical scatter in the results while minimising both memory and simulation time. This method builds an ensemble average of repeated runs over small number of sampling intervals prior to the sampling point of interest by restarting the flow using either a Maxwellian distribution based on macroscopic properties for near equilibrium flows (DREAM-I) or output instantaneous particle data obtained by the original unsteady sampling of PDSC for strongly non-equilibrium flows (DREAM-II). The method is validated by simulating shock tube flow and the development of simple Couette flow. Unsteady PDSC is found to accurately predict the flow field in both cases with significantly reduced run-times over single processor code and DREAM greatly reduces the statistical scatter in the results while maintaining accurate particle velocity distributions. Simulations are then conducted of two applications involving the interaction of shocks over wedges. The results of these simulations are compared to experimental data and simulations from the literature where there these are available. In general, it was found that 10 ensembled runs of DREAM processing could reduce the statistical uncertainty in the raw PDSC data by 2.5-3.3 times, based on the limited number of cases in the present study.

A Bayesian Approach to Person Fit Analysis in Item Response Theory Models. Research Report.

ERIC Educational Resources Information Center

Glas, Cees A. W.; Meijer, Rob R.

A Bayesian approach to the evaluation of person fit in item response theory (IRT) models is presented. In a posterior predictive check, the observed value on a discrepancy variable is positioned in its posterior distribution. In a Bayesian framework, a Markov Chain Monte Carlo procedure can be used to generate samples of the posterior distribution…

Data re-arranging techniques leading to proper variable selections in high energy physics

NASA Astrophysics Data System (ADS)

Kůs, Václav; Bouř, Petr

2017-12-01

We introduce a new data based approach to homogeneity testing and variable selection carried out in high energy physics experiments, where one of the basic tasks is to test the homogeneity of weighted samples, mainly the Monte Carlo simulations (weighted) and real data measurements (unweighted). This technique is called ’data re-arranging’ and it enables variable selection performed by means of the classical statistical homogeneity tests such as Kolmogorov-Smirnov, Anderson-Darling, or Pearson’s chi-square divergence test. P-values of our variants of homogeneity tests are investigated and the empirical verification through 46 dimensional high energy particle physics data sets is accomplished under newly proposed (equiprobable) quantile binning. Particularly, the procedure of homogeneity testing is applied to re-arranged Monte Carlo samples and real DATA sets measured at the particle accelerator Tevatron in Fermilab at DØ experiment originating from top-antitop quark pair production in two decay channels (electron, muon) with 2, 3, or 4+ jets detected. Finally, the variable selections in the electron and muon channels induced by the re-arranging procedure for homogeneity testing are provided for Tevatron top-antitop quark data sets.

Particle rejuvenation of Rao-Blackwellized sequential Monte Carlo smoothers for conditionally linear and Gaussian models

NASA Astrophysics Data System (ADS)

Nguyen, Ngoc Minh; Corff, Sylvain Le; Moulines, Éric

2017-12-01

This paper focuses on sequential Monte Carlo approximations of smoothing distributions in conditionally linear and Gaussian state spaces. To reduce Monte Carlo variance of smoothers, it is typical in these models to use Rao-Blackwellization: particle approximation is used to sample sequences of hidden regimes while the Gaussian states are explicitly integrated conditional on the sequence of regimes and observations, using variants of the Kalman filter/smoother. The first successful attempt to use Rao-Blackwellization for smoothing extends the Bryson-Frazier smoother for Gaussian linear state space models using the generalized two-filter formula together with Kalman filters/smoothers. More recently, a forward-backward decomposition of smoothing distributions mimicking the Rauch-Tung-Striebel smoother for the regimes combined with backward Kalman updates has been introduced. This paper investigates the benefit of introducing additional rejuvenation steps in all these algorithms to sample at each time instant new regimes conditional on the forward and backward particles. This defines particle-based approximations of the smoothing distributions whose support is not restricted to the set of particles sampled in the forward or backward filter. These procedures are applied to commodity markets which are described using a two-factor model based on the spot price and a convenience yield for crude oil data.

Exploring theory space with Monte Carlo reweighting

DOE PAGES

Gainer, James S.; Lykken, Joseph; Matchev, Konstantin T.; ...

2014-10-13

Theories of new physics often involve a large number of unknown parameters which need to be scanned. Additionally, a putative signal in a particular channel may be due to a variety of distinct models of new physics. This makes experimental attempts to constrain the parameter space of motivated new physics models with a high degree of generality quite challenging. We describe how the reweighting of events may allow this challenge to be met, as fully simulated Monte Carlo samples generated for arbitrary benchmark models can be effectively re-used. Specifically, we suggest procedures that allow more efficient collaboration between theorists andmore » experimentalists in exploring large theory parameter spaces in a rigorous way at the LHC.« less

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Where Do We Draw the Line? Assigning Cases to Subsamples for MAMBAC, MAXCOV, and MAXEIG Taxometric Analyses

ERIC Educational Resources Information Center

Walters, Glenn D.; Ruscio, John

2010-01-01

There are several important decisions that must be made when implementing taxometric procedures such as mean above minus below a cut (MAMBAC), maximum covariance (MAXCOV), and maximum eigenvalue (MAXEIG). A Monte Carlo study was performed with 10,000 (5,000 categorical, 5,000 dimensional) samples to examine 5 ways to locate the first and last…

Design and implementation of coded aperture coherent scatter spectral imaging of cancerous and healthy breast tissue samples

PubMed Central

Lakshmanan, Manu N.; Greenberg, Joel A.; Samei, Ehsan; Kapadia, Anuj J.

2016-01-01

Abstract. A scatter imaging technique for the differentiation of cancerous and healthy breast tissue in a heterogeneous sample is introduced in this work. Such a technique has potential utility in intraoperative margin assessment during lumpectomy procedures. In this work, we investigate the feasibility of the imaging method for tumor classification using Monte Carlo simulations and physical experiments. The coded aperture coherent scatter spectral imaging technique was used to reconstruct three-dimensional (3-D) images of breast tissue samples acquired through a single-position snapshot acquisition, without rotation as is required in coherent scatter computed tomography. We perform a quantitative assessment of the accuracy of the cancerous voxel classification using Monte Carlo simulations of the imaging system; describe our experimental implementation of coded aperture scatter imaging; show the reconstructed images of the breast tissue samples; and present segmentations of the 3-D images in order to identify the cancerous and healthy tissue in the samples. From the Monte Carlo simulations, we find that coded aperture scatter imaging is able to reconstruct images of the samples and identify the distribution of cancerous and healthy tissues (i.e., fibroglandular, adipose, or a mix of the two) inside them with a cancerous voxel identification sensitivity, specificity, and accuracy of 92.4%, 91.9%, and 92.0%, respectively. From the experimental results, we find that the technique is able to identify cancerous and healthy tissue samples and reconstruct differential coherent scatter cross sections that are highly correlated with those measured by other groups using x-ray diffraction. Coded aperture scatter imaging has the potential to provide scatter images that automatically differentiate cancerous and healthy tissue inside samples within a time on the order of a minute per slice. PMID:26962543

Design and implementation of coded aperture coherent scatter spectral imaging of cancerous and healthy breast tissue samples.

PubMed

Lakshmanan, Manu N; Greenberg, Joel A; Samei, Ehsan; Kapadia, Anuj J

2016-01-01

A scatter imaging technique for the differentiation of cancerous and healthy breast tissue in a heterogeneous sample is introduced in this work. Such a technique has potential utility in intraoperative margin assessment during lumpectomy procedures. In this work, we investigate the feasibility of the imaging method for tumor classification using Monte Carlo simulations and physical experiments. The coded aperture coherent scatter spectral imaging technique was used to reconstruct three-dimensional (3-D) images of breast tissue samples acquired through a single-position snapshot acquisition, without rotation as is required in coherent scatter computed tomography. We perform a quantitative assessment of the accuracy of the cancerous voxel classification using Monte Carlo simulations of the imaging system; describe our experimental implementation of coded aperture scatter imaging; show the reconstructed images of the breast tissue samples; and present segmentations of the 3-D images in order to identify the cancerous and healthy tissue in the samples. From the Monte Carlo simulations, we find that coded aperture scatter imaging is able to reconstruct images of the samples and identify the distribution of cancerous and healthy tissues (i.e., fibroglandular, adipose, or a mix of the two) inside them with a cancerous voxel identification sensitivity, specificity, and accuracy of 92.4%, 91.9%, and 92.0%, respectively. From the experimental results, we find that the technique is able to identify cancerous and healthy tissue samples and reconstruct differential coherent scatter cross sections that are highly correlated with those measured by other groups using x-ray diffraction. Coded aperture scatter imaging has the potential to provide scatter images that automatically differentiate cancerous and healthy tissue inside samples within a time on the order of a minute per slice.

Testing homogeneity of proportion ratios for stratified correlated bilateral data in two-arm randomized clinical trials.

PubMed

Pei, Yanbo; Tian, Guo-Liang; Tang, Man-Lai

2014-11-10

Stratified data analysis is an important research topic in many biomedical studies and clinical trials. In this article, we develop five test statistics for testing the homogeneity of proportion ratios for stratified correlated bilateral binary data based on an equal correlation model assumption. Bootstrap procedures based on these test statistics are also considered. To evaluate the performance of these statistics and procedures, we conduct Monte Carlo simulations to study their empirical sizes and powers under various scenarios. Our results suggest that the procedure based on score statistic performs well generally and is highly recommended. When the sample size is large, procedures based on the commonly used weighted least square estimate and logarithmic transformation with Mantel-Haenszel estimate are recommended as they do not involve any computation of maximum likelihood estimates requiring iterative algorithms. We also derive approximate sample size formulas based on the recommended test procedures. Finally, we apply the proposed methods to analyze a multi-center randomized clinical trial for scleroderma patients. Copyright © 2014 John Wiley & Sons, Ltd.

Kullback-Leibler information function and the sequential selection of experiments to discriminate among several linear models

NASA Technical Reports Server (NTRS)

Sidik, S. M.

1972-01-01

The error variance of the process prior multivariate normal distributions of the parameters of the models are assumed to be specified, prior probabilities of the models being correct. A rule for termination of sampling is proposed. Upon termination, the model with the largest posterior probability is chosen as correct. If sampling is not terminated, posterior probabilities of the models and posterior distributions of the parameters are computed. An experiment was chosen to maximize the expected Kullback-Leibler information function. Monte Carlo simulation experiments were performed to investigate large and small sample behavior of the sequential adaptive procedure.

A modified Monte Carlo model for the ionospheric heating rates

NASA Technical Reports Server (NTRS)

Mayr, H. G.; Fontheim, E. G.; Robertson, S. C.

1972-01-01

A Monte Carlo method is adopted as a basis for the derivation of the photoelectron heat input into the ionospheric plasma. This approach is modified in an attempt to minimize the computation time. The heat input distributions are computed for arbitrarily small source elements that are spaced at distances apart corresponding to the photoelectron dissipation range. By means of a nonlinear interpolation procedure their individual heating rate distributions are utilized to produce synthetic ones that fill the gaps between the Monte Carlo generated distributions. By varying these gaps and the corresponding number of Monte Carlo runs the accuracy of the results is tested to verify the validity of this procedure. It is concluded that this model can reduce the computation time by more than a factor of three, thus improving the feasibility of including Monte Carlo calculations in self-consistent ionosphere models.

Improved diffusion Monte Carlo propagators for bosonic systems using Itô calculus

NASA Astrophysics Data System (ADS)

Hâkansson, P.; Mella, M.; Bressanini, Dario; Morosi, Gabriele; Patrone, Marta

2006-11-01

The construction of importance sampled diffusion Monte Carlo (DMC) schemes accurate to second order in the time step is discussed. A central aspect in obtaining efficient second order schemes is the numerical solution of the stochastic differential equation (SDE) associated with the Fokker-Plank equation responsible for the importance sampling procedure. In this work, stochastic predictor-corrector schemes solving the SDE and consistent with Itô calculus are used in DMC simulations of helium clusters. These schemes are numerically compared with alternative algorithms obtained by splitting the Fokker-Plank operator, an approach that we analyze using the analytical tools provided by Itô calculus. The numerical results show that predictor-corrector methods are indeed accurate to second order in the time step and that they present a smaller time step bias and a better efficiency than second order split-operator derived schemes when computing ensemble averages for bosonic systems. The possible extension of the predictor-corrector methods to higher orders is also discussed.

Statistical aspects of carbon fiber risk assessment modeling. [fire accidents involving aircraft

NASA Technical Reports Server (NTRS)

Gross, D.; Miller, D. R.; Soland, R. M.

1980-01-01

The probabilistic and statistical aspects of the carbon fiber risk assessment modeling of fire accidents involving commercial aircraft are examined. Three major sources of uncertainty in the modeling effort are identified. These are: (1) imprecise knowledge in establishing the model; (2) parameter estimation; and (3)Monte Carlo sampling error. All three sources of uncertainty are treated and statistical procedures are utilized and/or developed to control them wherever possible.

Notes on testing non-inferiority under the partial verification design with a confirmatory procedure limited to screen positives.

PubMed

Lui, Kung-Jong

2012-05-01

When a new test with fewer invasions or less expenses to administer than the traditional test is developed, we may be interested in testing whether the former is non-inferior to the latter with respect to test accuracy. We define non-inferiority via both the odds ratio (OR) of correctly identifying a case and the OR of correctly identifying a non-case between two tests under comparison. We focus our discussion on testing the non-inferiority of a new screening test to a traditional screening test when a confirmatory procedure is performed only on patients with screen positives. On the basis of well-established methods for paired-sample data, we derive an asymptotic test procedure and an exact test procedure with respect to the two ORs defined here. Using Monte Carlo simulation, we evaluate the performance of these test procedures in a variety of situations. We note that the test procedures proposed here can also be applicable if we are interested in testing non-inferiority with respect to the ratio of sensitivities and the ratio of specificities. We discuss interval estimation of these ORs and sample size calculation based on the asymptotic test procedure considered here. We use the data taken from a study of the prostate-specific-antigen (PSA) test and the digital rectal examination (DRE) test to illustrate the practical use of these test procedures, interval estimators and sample size calculation formula. Copyright © 2012 Elsevier Inc. All rights reserved.

Combined Monte Carlo/torsion-angle molecular dynamics for ensemble modeling of proteins, nucleic acids and carbohydrates.

PubMed

Zhang, Weihong; Howell, Steven C; Wright, David W; Heindel, Andrew; Qiu, Xiangyun; Chen, Jianhan; Curtis, Joseph E

2017-05-01

We describe a general method to use Monte Carlo simulation followed by torsion-angle molecular dynamics simulations to create ensembles of structures to model a wide variety of soft-matter biological systems. Our particular emphasis is focused on modeling low-resolution small-angle scattering and reflectivity structural data. We provide examples of this method applied to HIV-1 Gag protein and derived fragment proteins, TraI protein, linear B-DNA, a nucleosome core particle, and a glycosylated monoclonal antibody. This procedure will enable a large community of researchers to model low-resolution experimental data with greater accuracy by using robust physics based simulation and sampling methods which are a significant improvement over traditional methods used to interpret such data. Published by Elsevier Inc.

Accuracy and convergence of coupled finite-volume/Monte Carlo codes for plasma edge simulations of nuclear fusion reactors

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ghoos, K., E-mail: kristel.ghoos@kuleuven.be; Dekeyser, W.; Samaey, G.

2016-10-01

The plasma and neutral transport in the plasma edge of a nuclear fusion reactor is usually simulated using coupled finite volume (FV)/Monte Carlo (MC) codes. However, under conditions of future reactors like ITER and DEMO, convergence issues become apparent. This paper examines the convergence behaviour and the numerical error contributions with a simplified FV/MC model for three coupling techniques: Correlated Sampling, Random Noise and Robbins Monro. Also, practical procedures to estimate the errors in complex codes are proposed. Moreover, first results with more complex models show that an order of magnitude speedup can be achieved without any loss in accuracymore » by making use of averaging in the Random Noise coupling technique.« less

Manual hierarchical clustering of regional geochemical data using a Bayesian finite mixture model

USGS Publications Warehouse

Ellefsen, Karl J.; Smith, David

2016-01-01

Interpretation of regional scale, multivariate geochemical data is aided by a statistical technique called “clustering.” We investigate a particular clustering procedure by applying it to geochemical data collected in the State of Colorado, United States of America. The clustering procedure partitions the field samples for the entire survey area into two clusters. The field samples in each cluster are partitioned again to create two subclusters, and so on. This manual procedure generates a hierarchy of clusters, and the different levels of the hierarchy show geochemical and geological processes occurring at different spatial scales. Although there are many different clustering methods, we use Bayesian finite mixture modeling with two probability distributions, which yields two clusters. The model parameters are estimated with Hamiltonian Monte Carlo sampling of the posterior probability density function, which usually has multiple modes. Each mode has its own set of model parameters; each set is checked to ensure that it is consistent both with the data and with independent geologic knowledge. The set of model parameters that is most consistent with the independent geologic knowledge is selected for detailed interpretation and partitioning of the field samples.

Efficient robust doubly adaptive regularized regression with applications.

PubMed

Karunamuni, Rohana J; Kong, Linglong; Tu, Wei

2018-01-01

We consider the problem of estimation and variable selection for general linear regression models. Regularized regression procedures have been widely used for variable selection, but most existing methods perform poorly in the presence of outliers. We construct a new penalized procedure that simultaneously attains full efficiency and maximum robustness. Furthermore, the proposed procedure satisfies the oracle properties. The new procedure is designed to achieve sparse and robust solutions by imposing adaptive weights on both the decision loss and the penalty function. The proposed method of estimation and variable selection attains full efficiency when the model is correct and, at the same time, achieves maximum robustness when outliers are present. We examine the robustness properties using the finite-sample breakdown point and an influence function. We show that the proposed estimator attains the maximum breakdown point. Furthermore, there is no loss in efficiency when there are no outliers or the error distribution is normal. For practical implementation of the proposed method, we present a computational algorithm. We examine the finite-sample and robustness properties using Monte Carlo studies. Two datasets are also analyzed.

In situ study of live specimens in an environmental scanning electron microscope.

PubMed

Tihlaříková, Eva; Neděla, Vilém; Shiojiri, Makoto

2013-08-01

In this paper we introduce new methodology for the observation of living biological samples in an environmental scanning electron microscope (ESEM). The methodology is based on an unconventional initiation procedure for ESEM chamber pumping, free from purge-flood cycles, and on the ability to control thermodynamic processes close to the sample. The gradual and gentle change of the working environment from air to water vapor enables the study of not only living samples in dynamic in situ experiments and their manifestation of life (sample walking) but also its experimentally stimulated physiological reactions. Moreover, Monte Carlo simulations of primary electron beam energy losses in a water layer on the sample surface were studied; consequently, the influence of the water thickness on radiation, temperature, or chemical damage of the sample was considered.

Statistical Analyses of Scatterplots to Identify Important Factors in Large-Scale Simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kleijnen, J.P.C.; Helton, J.C.

1999-04-01

The robustness of procedures for identifying patterns in scatterplots generated in Monte Carlo sensitivity analyses is investigated. These procedures are based on attempts to detect increasingly complex patterns in the scatterplots under consideration and involve the identification of (1) linear relationships with correlation coefficients, (2) monotonic relationships with rank correlation coefficients, (3) trends in central tendency as defined by means, medians and the Kruskal-Wallis statistic, (4) trends in variability as defined by variances and interquartile ranges, and (5) deviations from randomness as defined by the chi-square statistic. The following two topics related to the robustness of these procedures are consideredmore » for a sequence of example analyses with a large model for two-phase fluid flow: the presence of Type I and Type II errors, and the stability of results obtained with independent Latin hypercube samples. Observations from analysis include: (1) Type I errors are unavoidable, (2) Type II errors can occur when inappropriate analysis procedures are used, (3) physical explanations should always be sought for why statistical procedures identify variables as being important, and (4) the identification of important variables tends to be stable for independent Latin hypercube samples.« less

Behavior of optical properties of coagulated blood sample at 633 nm wavelength

NASA Astrophysics Data System (ADS)

Morales Cruzado, Beatriz; Vázquez y Montiel, Sergio; Delgado Atencio, José Alberto

2011-03-01

Determination of tissue optical parameters is fundamental for application of light in either diagnostics or therapeutical procedures. However, in samples of biological tissue in vitro, the optical properties are modified by cellular death or cellular agglomeration that can not be avoided. This phenomena change the propagation of light within the biological sample. Optical properties of human blood tissue were investigated in vitro at 633 nm using an optical setup that includes a double integrating sphere system. We measure the diffuse transmittance and diffuse reflectance of the blood sample and compare these physical properties with those obtained by Monte Carlo Multi-Layered (MCML). The extraction of the optical parameters: absorption coefficient μa, scattering coefficient μs and anisotropic factor g from the measurements were carried out using a Genetic Algorithm, in which the search procedure is based in the evolution of a population due to selection of the best individual, evaluated by a function that compares the diffuse transmittance and diffuse reflectance of those individuals with the experimental ones. The algorithm converges rapidly to the best individual, extracting the optical parameters of the sample. We compare our results with those obtained by using other retrieve procedures. We found that the scattering coefficient and the anisotropic factor change dramatically due to the formation of clusters.

Adjoint acceleration of Monte Carlo simulations using TORT/MCNP coupling approach: a case study on the shielding improvement for the cyclotron room of the Buddhist Tzu Chi General Hospital.

PubMed

Sheu, R J; Sheu, R D; Jiang, S H; Kao, C H

2005-01-01

Full-scale Monte Carlo simulations of the cyclotron room of the Buddhist Tzu Chi General Hospital were carried out to improve the original inadequate maze design. Variance reduction techniques are indispensable in this study to facilitate the simulations for testing a variety of configurations of shielding modification. The TORT/MCNP manual coupling approach based on the Consistent Adjoint Driven Importance Sampling (CADIS) methodology has been used throughout this study. The CADIS utilises the source and transport biasing in a consistent manner. With this method, the computational efficiency was increased significantly by more than two orders of magnitude and the statistical convergence was also improved compared to the unbiased Monte Carlo run. This paper describes the shielding problem encountered, the procedure for coupling the TORT and MCNP codes to accelerate the calculations and the calculation results for the original and improved shielding designs. In order to verify the calculation results and seek additional accelerations, sensitivity studies on the space-dependent and energy-dependent parameters were also conducted.

Local Linear Regression for Data with AR Errors.

PubMed

Li, Runze; Li, Yan

2009-07-01

In many statistical applications, data are collected over time, and they are likely correlated. In this paper, we investigate how to incorporate the correlation information into the local linear regression. Under the assumption that the error process is an auto-regressive process, a new estimation procedure is proposed for the nonparametric regression by using local linear regression method and the profile least squares techniques. We further propose the SCAD penalized profile least squares method to determine the order of auto-regressive process. Extensive Monte Carlo simulation studies are conducted to examine the finite sample performance of the proposed procedure, and to compare the performance of the proposed procedures with the existing one. From our empirical studies, the newly proposed procedures can dramatically improve the accuracy of naive local linear regression with working-independent error structure. We illustrate the proposed methodology by an analysis of real data set.

Comparison of structural and least-squares lines for estimating geologic relations

USGS Publications Warehouse

Williams, G.P.; Troutman, B.M.

1990-01-01

Two different goals in fitting straight lines to data are to estimate a "true" linear relation (physical law) and to predict values of the dependent variable with the smallest possible error. Regarding the first goal, a Monte Carlo study indicated that the structural-analysis (SA) method of fitting straight lines to data is superior to the ordinary least-squares (OLS) method for estimating "true" straight-line relations. Number of data points, slope and intercept of the true relation, and variances of the errors associated with the independent (X) and dependent (Y) variables influence the degree of agreement. For example, differences between the two line-fitting methods decrease as error in X becomes small relative to error in Y. Regarding the second goal-predicting the dependent variable-OLS is better than SA. Again, the difference diminishes as X takes on less error relative to Y. With respect to estimation of slope and intercept and prediction of Y, agreement between Monte Carlo results and large-sample theory was very good for sample sizes of 100, and fair to good for sample sizes of 20. The procedures and error measures are illustrated with two geologic examples. ?? 1990 International Association for Mathematical Geology.

Contact interaction in an unitary ultracold Fermi gas

DOE PAGES

Pessoa, Renato; Gandolfi, Stefano; Vitiello, S. A.; ...

2015-12-16

An ultracold Fermi atomic gas at unitarity presents universal properties that in the dilute limit can be well described by a contact interaction. By employing a guiding function with correct boundary conditions and making simple modifications to the sampling procedure we are able to calculate the properties of a true contact interaction with the diffusion Monte Carlo method. The results are obtained with small variances. Our calculations for the Bertsch and contact parameters are in excellent agreement with published experiments. The possibility of using a more faithful description of ultracold atomic gases can help uncover additional features of ultracold atomicmore » gases. In addition, this work paves the way to perform quantum Monte Carlo calculations for other systems interacting with contact interactions, where the description using potentials with finite effective range might not be accurate.« less

Density-based empirical likelihood procedures for testing symmetry of data distributions and K-sample comparisons.

PubMed

Vexler, Albert; Tanajian, Hovig; Hutson, Alan D

In practice, parametric likelihood-ratio techniques are powerful statistical tools. In this article, we propose and examine novel and simple distribution-free test statistics that efficiently approximate parametric likelihood ratios to analyze and compare distributions of K groups of observations. Using the density-based empirical likelihood methodology, we develop a Stata package that applies to a test for symmetry of data distributions and compares K -sample distributions. Recognizing that recent statistical software packages do not sufficiently address K -sample nonparametric comparisons of data distributions, we propose a new Stata command, vxdbel, to execute exact density-based empirical likelihood-ratio tests using K samples. To calculate p -values of the proposed tests, we use the following methods: 1) a classical technique based on Monte Carlo p -value evaluations; 2) an interpolation technique based on tabulated critical values; and 3) a new hybrid technique that combines methods 1 and 2. The third, cutting-edge method is shown to be very efficient in the context of exact-test p -value computations. This Bayesian-type method considers tabulated critical values as prior information and Monte Carlo generations of test statistic values as data used to depict the likelihood function. In this case, a nonparametric Bayesian method is proposed to compute critical values of exact tests.

Feature Screening in Ultrahigh Dimensional Cox's Model.

PubMed

Yang, Guangren; Yu, Ye; Li, Runze; Buu, Anne

Survival data with ultrahigh dimensional covariates such as genetic markers have been collected in medical studies and other fields. In this work, we propose a feature screening procedure for the Cox model with ultrahigh dimensional covariates. The proposed procedure is distinguished from the existing sure independence screening (SIS) procedures (Fan, Feng and Wu, 2010, Zhao and Li, 2012) in that the proposed procedure is based on joint likelihood of potential active predictors, and therefore is not a marginal screening procedure. The proposed procedure can effectively identify active predictors that are jointly dependent but marginally independent of the response without performing an iterative procedure. We develop a computationally effective algorithm to carry out the proposed procedure and establish the ascent property of the proposed algorithm. We further prove that the proposed procedure possesses the sure screening property. That is, with the probability tending to one, the selected variable set includes the actual active predictors. We conduct Monte Carlo simulation to evaluate the finite sample performance of the proposed procedure and further compare the proposed procedure and existing SIS procedures. The proposed methodology is also demonstrated through an empirical analysis of a real data example.

Data Driven Performance Evaluation of Wireless Sensor Networks

PubMed Central

Frery, Alejandro C.; Ramos, Heitor S.; Alencar-Neto, José; Nakamura, Eduardo; Loureiro, Antonio A. F.

2010-01-01

Wireless Sensor Networks are presented as devices for signal sampling and reconstruction. Within this framework, the qualitative and quantitative influence of (i) signal granularity, (ii) spatial distribution of sensors, (iii) sensors clustering, and (iv) signal reconstruction procedure are assessed. This is done by defining an error metric and performing a Monte Carlo experiment. It is shown that all these factors have significant impact on the quality of the reconstructed signal. The extent of such impact is quantitatively assessed. PMID:22294920

PDF approach for compressible turbulent reacting flows

NASA Technical Reports Server (NTRS)

Hsu, A. T.; Tsai, Y.-L. P.; Raju, M. S.

1993-01-01

The objective of the present work is to develop a probability density function (pdf) turbulence model for compressible reacting flows for use with a CFD flow solver. The probability density function of the species mass fraction and enthalpy are obtained by solving a pdf evolution equation using a Monte Carlo scheme. The pdf solution procedure is coupled with a compressible CFD flow solver which provides the velocity and pressure fields. A modeled pdf equation for compressible flows, capable of capturing shock waves and suitable to the present coupling scheme, is proposed and tested. Convergence of the combined finite-volume Monte Carlo solution procedure is discussed, and an averaging procedure is developed to provide smooth Monte-Carlo solutions to ensure convergence. Two supersonic diffusion flames are studied using the proposed pdf model and the results are compared with experimental data; marked improvements over CFD solutions without pdf are observed. Preliminary applications of pdf to 3D flows are also reported.

Markov chain Monte Carlo techniques applied to parton distribution functions determination: Proof of concept

NASA Astrophysics Data System (ADS)

Gbedo, Yémalin Gabin; Mangin-Brinet, Mariane

2017-07-01

We present a new procedure to determine parton distribution functions (PDFs), based on Markov chain Monte Carlo (MCMC) methods. The aim of this paper is to show that we can replace the standard χ2 minimization by procedures grounded on statistical methods, and on Bayesian inference in particular, thus offering additional insight into the rich field of PDFs determination. After a basic introduction to these techniques, we introduce the algorithm we have chosen to implement—namely Hybrid (or Hamiltonian) Monte Carlo. This algorithm, initially developed for Lattice QCD, turns out to be very interesting when applied to PDFs determination by global analyses; we show that it allows us to circumvent the difficulties due to the high dimensionality of the problem, in particular concerning the acceptance. A first feasibility study is performed and presented, which indicates that Markov chain Monte Carlo can successfully be applied to the extraction of PDFs and of their uncertainties.

Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

NASA Astrophysics Data System (ADS)

Kanjilal, Oindrila; Manohar, C. S.

2017-07-01

The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations.

Communication: importance sampling including path correlation in semiclassical initial value representation calculations for time correlation functions.

PubMed

Pan, Feng; Tao, Guohua

2013-03-07

Full semiclassical (SC) initial value representation (IVR) for time correlation functions involves a double phase space average over a set of two phase points, each of which evolves along a classical path. Conventionally, the two initial phase points are sampled independently for all degrees of freedom (DOF) in the Monte Carlo procedure. Here, we present an efficient importance sampling scheme by including the path correlation between the two initial phase points for the bath DOF, which greatly improves the performance of the SC-IVR calculations for large molecular systems. Satisfactory convergence in the study of quantum coherence in vibrational relaxation has been achieved for a benchmark system-bath model with up to 21 DOF.

Potential, velocity, and density fields from sparse and noisy redshift-distance samples - Method

NASA Technical Reports Server (NTRS)

Dekel, Avishai; Bertschinger, Edmund; Faber, Sandra M.

1990-01-01

A method for recovering the three-dimensional potential, velocity, and density fields from large-scale redshift-distance samples is described. Galaxies are taken as tracers of the velocity field, not of the mass. The density field and the initial conditions are calculated using an iterative procedure that applies the no-vorticity assumption at an initial time and uses the Zel'dovich approximation to relate initial and final positions of particles on a grid. The method is tested using a cosmological N-body simulation 'observed' at the positions of real galaxies in a redshift-distance sample, taking into account their distance measurement errors. Malmquist bias and other systematic and statistical errors are extensively explored using both analytical techniques and Monte Carlo simulations.

Conjuring the ghosts of missing children: a Monte Carlo simulation of reproductive restraint in Tokugawa Japan.

PubMed

Drixler, Fabian F

2015-04-01

This article quantifies the frequency of infanticide and abortion in one region of Japan by comparing observed fertility in a sample of 4.9 million person-years (1660-1872) with a Monte Carlo simulation of how many conceptions and births that population should have experienced. The simulation uses empirical values for the determinants of fertility from Eastern Japan itself as well as the best available studies of comparable populations. This procedure reveals that in several decades of the eighteenth century, at least 40% of pregnancies must have ended in either an induced abortion or an infanticide. In addition, the simulation results imply a rapid decline in the incidence of infanticide and abortion during the nineteenth century, when in a reverse fertility transition, this premodern family-planning regime gave way to a new age of large families.

Quantification by SEM-EDS in uncoated non-conducting samples

NASA Astrophysics Data System (ADS)

Galván Josa, V.; Castellano, G.; Bertolino, S. R.

2013-07-01

An approach to perform elemental quantitative analysis in a conventional scanning electron microscope with an energy dispersive spectrometer has been developed for non-conductive samples in which the conductive coating should be avoided. Charge accumulation effects, which basically decrease the energy of the primary beam, were taken into account by means of the Duane-Hunt limit. This value represents the maximum energy of the continuum X-ray spectrum, and is related to the effective energy of the incident electron beam. To validate the results obtained by this procedure, a non-conductive sample of known composition was quantified without conductive coating. Complementarily, changes in the X-ray spectrum due to charge accumulation effects were studied by Monte Carlo simulations, comparing relative characteristic intensities as a function of the incident energy. This methodology is exemplified here to obtain the chemical composition of white and reddish archaeological pigments belonging to the Ambato style of "Aguada" culture (Catamarca, Argentina 500-1100 AD). The results obtained in this work show that the quantification procedure taking into account the Duane-Hunt limit is suitable for this kind of samples. This approach may be recommended for the quantification of samples for which coating is not desirable, such as ancient artwork, forensic or archaeological samples, or when the coating element is also present in the sample.

Does standard Monte Carlo give justice to instantons?

NASA Astrophysics Data System (ADS)

Fucito, F.; Solomon, S.

1984-01-01

The results of the standard local Monte Carlo are changed by offering instantons as candidates in the Metropolis procedure. We also define an O(3) topological charge with no contribution from planar dislocations. The RG behavior is still not recovered. Bantrell Fellow in Theoretical Physics.

Study of the Transition Flow Regime using Monte Carlo Methods

NASA Technical Reports Server (NTRS)

Hassan, H. A.

1999-01-01

This NASA Cooperative Agreement presents a study of the Transition Flow Regime Using Monte Carlo Methods. The topics included in this final report are: 1) New Direct Simulation Monte Carlo (DSMC) procedures; 2) The DS3W and DS2A Programs; 3) Papers presented; 4) Miscellaneous Applications and Program Modifications; 5) Solution of Transitional Wake Flows at Mach 10; and 6) Turbulence Modeling of Shock-Dominated Fows with a k-Enstrophy Formulation.

[Accuracy Check of Monte Carlo Simulation in Particle Therapy Using Gel Dosimeters].

PubMed

Furuta, Takuya

2017-01-01

Gel dosimeters are a three-dimensional imaging tool for dose distribution induced by radiations. They can be used for accuracy check of Monte Carlo simulation in particle therapy. An application was reviewed in this article. An inhomogeneous biological sample placing a gel dosimeter behind it was irradiated by carbon beam. The recorded dose distribution in the gel dosimeter reflected the inhomogeneity of the biological sample. Monte Carlo simulation was conducted by reconstructing the biological sample from its CT image. The accuracy of the particle transport by Monte Carlo simulation was checked by comparing the dose distribution in the gel dosimeter between simulation and experiment.

Sampling schemes and parameter estimation for nonlinear Bernoulli-Gaussian sparse models

NASA Astrophysics Data System (ADS)

Boudineau, Mégane; Carfantan, Hervé; Bourguignon, Sébastien; Bazot, Michael

2016-06-01

We address the sparse approximation problem in the case where the data are approximated by the linear combination of a small number of elementary signals, each of these signals depending non-linearly on additional parameters. Sparsity is explicitly expressed through a Bernoulli-Gaussian hierarchical model in a Bayesian framework. Posterior mean estimates are computed using Markov Chain Monte-Carlo algorithms. We generalize the partially marginalized Gibbs sampler proposed in the linear case in [1], and build an hybrid Hastings-within-Gibbs algorithm in order to account for the nonlinear parameters. All model parameters are then estimated in an unsupervised procedure. The resulting method is evaluated on a sparse spectral analysis problem. It is shown to converge more efficiently than the classical joint estimation procedure, with only a slight increase of the computational cost per iteration, consequently reducing the global cost of the estimation procedure.

Computing physical properties with quantum Monte Carlo methods with statistical fluctuations independent of system size.

PubMed

Assaraf, Roland

2014-12-01

We show that the recently proposed correlated sampling without reweighting procedure extends the locality (asymptotic independence of the system size) of a physical property to the statistical fluctuations of its estimator. This makes the approach potentially vastly more efficient for computing space-localized properties in large systems compared with standard correlated methods. A proof is given for a large collection of noninteracting fragments. Calculations on hydrogen chains suggest that this behavior holds not only for systems displaying short-range correlations, but also for systems with long-range correlations.

Non-vascular interventional procedures: effective dose to patient and equivalent dose to abdominal organs by means of DICOM images and Monte Carlo simulation.

PubMed

Longo, Mariaconcetta; Marchioni, Chiara; Insero, Teresa; Donnarumma, Raffaella; D'Adamo, Alessandro; Lucatelli, Pierleone; Fanelli, Fabrizio; Salvatori, Filippo Maria; Cannavale, Alessandro; Di Castro, Elisabetta

2016-03-01

This study evaluates X-ray exposure in patient undergoing abdominal extra-vascular interventional procedures by means of Digital Imaging and COmmunications in Medicine (DICOM) image headers and Monte Carlo simulation. The main aim was to assess the effective and equivalent doses, under the hypothesis of their correlation with the dose area product (DAP) measured during each examination. This allows to collect dosimetric information about each patient and to evaluate associated risks without resorting to in vivo dosimetry. The dose calculation was performed in 79 procedures through the Monte Carlo simulator PCXMC (A PC-based Monte Carlo program for calculating patient doses in medical X-ray examinations), by using the real geometrical and dosimetric irradiation conditions, automatically extracted from DICOM headers. The DAP measurements were also validated by using thermoluminescent dosemeters on an anthropomorphic phantom. The expected linear correlation between effective doses and DAP was confirmed with an R(2) of 0.974. Moreover, in order to easily calculate patient doses, conversion coefficients that relate equivalent doses to measurable quantities, such as DAP, were obtained. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Steady-State Electrodiffusion from the Nernst-Planck Equation Coupled to Local Equilibrium Monte Carlo Simulations.

PubMed

Boda, Dezső; Gillespie, Dirk

2012-03-13

We propose a procedure to compute the steady-state transport of charged particles based on the Nernst-Planck (NP) equation of electrodiffusion. To close the NP equation and to establish a relation between the concentration and electrochemical potential profiles, we introduce the Local Equilibrium Monte Carlo (LEMC) method. In this method, Grand Canonical Monte Carlo simulations are performed using the electrochemical potential specified for the distinct volume elements. An iteration procedure that self-consistently solves the NP and flux continuity equations with LEMC is shown to converge quickly. This NP+LEMC technique can be used in systems with diffusion of charged or uncharged particles in complex three-dimensional geometries, including systems with low concentrations and small applied voltages that are difficult for other particle simulation techniques.

Simulation-based Extraction of Key Material Parameters from Atomic Force Microscopy

NASA Astrophysics Data System (ADS)

Alsafi, Huseen; Peninngton, Gray

Models for the atomic force microscopy (AFM) tip and sample interaction contain numerous material parameters that are often poorly known. This is especially true when dealing with novel material systems or when imaging samples that are exposed to complicated interactions with the local environment. In this work we use Monte Carlo methods to extract sample material parameters from the experimental AFM analysis of a test sample. The parameterized theoretical model that we use is based on the Virtual Environment for Dynamic AFM (VEDA) [1]. The extracted material parameters are then compared with the accepted values for our test sample. Using this procedure, we suggest a method that can be used to successfully determine unknown material properties in novel and complicated material systems. We acknowledge Fisher Endowment Grant support from the Jess and Mildred Fisher College of Science and Mathematics,Towson University.

Estimating the Expected Value of Sample Information Using the Probabilistic Sensitivity Analysis Sample

PubMed Central

Oakley, Jeremy E.; Brennan, Alan; Breeze, Penny

2015-01-01

Health economic decision-analytic models are used to estimate the expected net benefits of competing decision options. The true values of the input parameters of such models are rarely known with certainty, and it is often useful to quantify the value to the decision maker of reducing uncertainty through collecting new data. In the context of a particular decision problem, the value of a proposed research design can be quantified by its expected value of sample information (EVSI). EVSI is commonly estimated via a 2-level Monte Carlo procedure in which plausible data sets are generated in an outer loop, and then, conditional on these, the parameters of the decision model are updated via Bayes rule and sampled in an inner loop. At each iteration of the inner loop, the decision model is evaluated. This is computationally demanding and may be difficult if the posterior distribution of the model parameters conditional on sampled data is hard to sample from. We describe a fast nonparametric regression-based method for estimating per-patient EVSI that requires only the probabilistic sensitivity analysis sample (i.e., the set of samples drawn from the joint distribution of the parameters and the corresponding net benefits). The method avoids the need to sample from the posterior distributions of the parameters and avoids the need to rerun the model. The only requirement is that sample data sets can be generated. The method is applicable with a model of any complexity and with any specification of model parameter distribution. We demonstrate in a case study the superior efficiency of the regression method over the 2-level Monte Carlo method. PMID:25810269

Accuracy in parameter estimation for targeted effects in structural equation modeling: sample size planning for narrow confidence intervals.

PubMed

Lai, Keke; Kelley, Ken

2011-06-01

In addition to evaluating a structural equation model (SEM) as a whole, often the model parameters are of interest and confidence intervals for those parameters are formed. Given a model with a good overall fit, it is entirely possible for the targeted effects of interest to have very wide confidence intervals, thus giving little information about the magnitude of the population targeted effects. With the goal of obtaining sufficiently narrow confidence intervals for the model parameters of interest, sample size planning methods for SEM are developed from the accuracy in parameter estimation approach. One method plans for the sample size so that the expected confidence interval width is sufficiently narrow. An extended procedure ensures that the obtained confidence interval will be no wider than desired, with some specified degree of assurance. A Monte Carlo simulation study was conducted that verified the effectiveness of the procedures in realistic situations. The methods developed have been implemented in the MBESS package in R so that they can be easily applied by researchers. © 2011 American Psychological Association

Assessment of myocardial metabolic rate of glucose by means of Bayesian ICA and Markov Chain Monte Carlo methods in small animal PET imaging

NASA Astrophysics Data System (ADS)

Berradja, Khadidja; Boughanmi, Nabil

2016-09-01

In dynamic cardiac PET FDG studies the assessment of myocardial metabolic rate of glucose (MMRG) requires the knowledge of the blood input function (IF). IF can be obtained by manual or automatic blood sampling and cross calibrated with PET. These procedures are cumbersome, invasive and generate uncertainties. The IF is contaminated by spillover of radioactivity from the adjacent myocardium and this could cause important error in the estimated MMRG. In this study, we show that the IF can be extracted from the images in a rat heart study with 18F-fluorodeoxyglucose (18F-FDG) by means of Independent Component Analysis (ICA) based on Bayesian theory and Markov Chain Monte Carlo (MCMC) sampling method (BICA). Images of the heart from rats were acquired with the Sherbrooke small animal PET scanner. A region of interest (ROI) was drawn around the rat image and decomposed into blood and tissue using BICA. The Statistical study showed that there is a significant difference (p < 0.05) between MMRG obtained with IF extracted by BICA with respect to IF extracted from measured images corrupted with spillover.

A probabilistic seismic risk assessment procedure for nuclear power plants: (I) Methodology

USGS Publications Warehouse

Huang, Y.-N.; Whittaker, A.S.; Luco, N.

2011-01-01

A new procedure for probabilistic seismic risk assessment of nuclear power plants (NPPs) is proposed. This procedure modifies the current procedures using tools developed recently for performance-based earthquake engineering of buildings. The proposed procedure uses (a) response-based fragility curves to represent the capacity of structural and nonstructural components of NPPs, (b) nonlinear response-history analysis to characterize the demands on those components, and (c) Monte Carlo simulations to determine the damage state of the components. The use of response-rather than ground-motion-based fragility curves enables the curves to be independent of seismic hazard and closely related to component capacity. The use of Monte Carlo procedure enables the correlation in the responses of components to be directly included in the risk assessment. An example of the methodology is presented in a companion paper to demonstrate its use and provide the technical basis for aspects of the methodology. ?? 2011 Published by Elsevier B.V.

DOSE COEFFICIENTS FOR LIVER CHEMOEMBOLISATION PROCEDURES USING MONTE CARLO CODE.

PubMed

Karavasilis, E; Dimitriadis, A; Gonis, H; Pappas, P; Georgiou, E; Yakoumakis, E

2016-12-01

The aim of the present study is the estimation of radiation burden during liver chemoembolisation procedures. Organ dose and effective dose conversion factors, normalised to dose-area product (DAP), were estimated for chemoembolisation procedures using a Monte Carlo transport code in conjunction with an adult mathematical phantom. Exposure data from 32 patients were used to determine the exposure projections for the simulations. Equivalent organ (H T ) and effective (E) doses were estimated using individual DAP values. The organs receiving the highest amount of doses during these exams were lumbar spine, liver and kidneys. The mean effective dose conversion factor was 1.4 Sv Gy -1 m -2 Dose conversion factors can be useful for patient-specific radiation burden during chemoembolisation procedures. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Study on the measuring distance for blood glucose infrared spectral measuring by Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Li, Xiang

2016-10-01

Blood glucose monitoring is of great importance for controlling diabetes procedure and preventing the complications. At present, the clinical blood glucose concentration measurement is invasive and could be replaced by noninvasive spectroscopy analytical techniques. Among various parameters of optical fiber probe used in spectrum measuring, the measurement distance is the key one. The Monte Carlo technique is a flexible method for simulating light propagation in tissue. The simulation is based on the random walks that photons make as they travel through tissue, which are chosen by statistically sampling the probability distributions for step size and angular deflection per scattering event. The traditional method for determine the optimal distance between transmitting fiber and detector is using Monte Carlo simulation to find out the point where most photons come out. But there is a problem. In the epidermal layer there is no artery, vein or capillary vessel. Thus, when photons propagate and interactive with tissue in epidermal layer, no information is given to the photons. A new criterion is proposed to determine the optimal distance, which is named effective path length in this paper. The path length of each photons travelling in dermis is recorded when running Monte-Carlo simulation, which is the effective path length defined above. The sum of effective path length of every photon at each point is calculated. The detector should be place on the point which has most effective path length. Then the optimal measuring distance between transmitting fiber and detector is determined.

Monte Carlo Simulation for Perusal and Practice.

ERIC Educational Resources Information Center

Brooks, Gordon P.; Barcikowski, Robert S.; Robey, Randall R.

The meaningful investigation of many problems in statistics can be solved through Monte Carlo methods. Monte Carlo studies can help solve problems that are mathematically intractable through the analysis of random samples from populations whose characteristics are known to the researcher. Using Monte Carlo simulation, the values of a statistic are…

A united event grand canonical Monte Carlo study of partially doped polyaniline

DOE Office of Scientific and Technical Information (OSTI.GOV)

Byshkin, M. S., E-mail: mbyshkin@unisa.it, E-mail: gmilano@unisa.it; Correa, A.; Buonocore, F.

2013-12-28

A Grand Canonical Monte Carlo scheme, based on united events combining protonation/deprotonation and insertion/deletion of HCl molecules is proposed for the generation of polyaniline structures at intermediate doping levels between 0% (PANI EB) and 100% (PANI ES). A procedure based on this scheme and subsequent structure relaxations using molecular dynamics is described and validated. Using the proposed scheme and the corresponding procedure, atomistic models of amorphous PANI-HCl structures were generated and studied at different doping levels. Density, structure factors, and solubility parameters were calculated. Their values agree well with available experimental data. The interactions of HCl with PANI have beenmore » studied and distribution of their energies has been analyzed. The procedure has also been extended to the generation of PANI models including adsorbed water and the effect of inclusion of water molecules on PANI properties has also been modeled and discussed. The protocol described here is general and the proposed United Event Grand Canonical Monte Carlo scheme can be easily extended to similar polymeric materials used in gas sensing and to other systems involving adsorption and chemical reactions steps.« less

A Machine Learning Method for the Prediction of Receptor Activation in the Simulation of Synapses

PubMed Central

Montes, Jesus; Gomez, Elena; Merchán-Pérez, Angel; DeFelipe, Javier; Peña, Jose-Maria

2013-01-01

Chemical synaptic transmission involves the release of a neurotransmitter that diffuses in the extracellular space and interacts with specific receptors located on the postsynaptic membrane. Computer simulation approaches provide fundamental tools for exploring various aspects of the synaptic transmission under different conditions. In particular, Monte Carlo methods can track the stochastic movements of neurotransmitter molecules and their interactions with other discrete molecules, the receptors. However, these methods are computationally expensive, even when used with simplified models, preventing their use in large-scale and multi-scale simulations of complex neuronal systems that may involve large numbers of synaptic connections. We have developed a machine-learning based method that can accurately predict relevant aspects of the behavior of synapses, such as the percentage of open synaptic receptors as a function of time since the release of the neurotransmitter, with considerably lower computational cost compared with the conventional Monte Carlo alternative. The method is designed to learn patterns and general principles from a corpus of previously generated Monte Carlo simulations of synapses covering a wide range of structural and functional characteristics. These patterns are later used as a predictive model of the behavior of synapses under different conditions without the need for additional computationally expensive Monte Carlo simulations. This is performed in five stages: data sampling, fold creation, machine learning, validation and curve fitting. The resulting procedure is accurate, automatic, and it is general enough to predict synapse behavior under experimental conditions that are different to the ones it has been trained on. Since our method efficiently reproduces the results that can be obtained with Monte Carlo simulations at a considerably lower computational cost, it is suitable for the simulation of high numbers of synapses and it is therefore an excellent tool for multi-scale simulations. PMID:23894367

Probabilistic calibration of the distributed hydrological model RIBS applied to real-time flood forecasting: the Harod river basin case study (Israel)

NASA Astrophysics Data System (ADS)

Nesti, Alice; Mediero, Luis; Garrote, Luis; Caporali, Enrica

2010-05-01

An automatic probabilistic calibration method for distributed rainfall-runoff models is presented. The high number of parameters in hydrologic distributed models makes special demands on the optimization procedure to estimate model parameters. With the proposed technique it is possible to reduce the complexity of calibration while maintaining adequate model predictions. The first step of the calibration procedure of the main model parameters is done manually with the aim to identify their variation range. Afterwards a Monte-Carlo technique is applied, which consists on repetitive model simulations with randomly generated parameters. The Monte Carlo Analysis Toolbox (MCAT) includes a number of analysis methods to evaluate the results of these Monte Carlo parameter sampling experiments. The study investigates the use of a global sensitivity analysis as a screening tool to reduce the parametric dimensionality of multi-objective hydrological model calibration problems, while maximizing the information extracted from hydrological response data. The method is applied to the calibration of the RIBS flood forecasting model in the Harod river basin, placed on Israel. The Harod basin has an extension of 180 km2. The catchment has a Mediterranean climate and it is mainly characterized by a desert landscape, with a soil that is able to absorb large quantities of rainfall and at the same time is capable to generate high peaks of discharge. Radar rainfall data with 6 minute temporal resolution are available as input to the model. The aim of the study is the validation of the model for real-time flood forecasting, in order to evaluate the benefits of improved precipitation forecasting within the FLASH European project.

Sample Size and Power Estimates for a Confirmatory Factor Analytic Model in Exercise and Sport: A Monte Carlo Approach

ERIC Educational Resources Information Center

Myers, Nicholas D.; Ahn, Soyeon; Jin, Ying

2011-01-01

Monte Carlo methods can be used in data analytic situations (e.g., validity studies) to make decisions about sample size and to estimate power. The purpose of using Monte Carlo methods in a validity study is to improve the methodological approach within a study where the primary focus is on construct validity issues and not on advancing…

Evaluation of dosimetric properties of shielding disk used in intraoperative electron radiotherapy: A Monte Carlo study.

PubMed

Robatjazi, Mostafa; Baghani, Hamid Reza; Mahdavic, Seied Rabi; Felici, Giuseppe

2018-05-01

A shielding disk is used for IOERT procedures to absorb radiation behind the target and protect underlying healthy tissues. Setup variation of shielding disk can affect the corresponding in-vivo dose distribution. In this study, the changes of dosimetric parameters due to the disk setup variations is evaluated using EGSnrc Monte Carlo (MC) code. The results can help treatment team to decide about the level of accuracy in the setup procedure and delivered dose to the target volume during IOERT. Copyright © 2018 Elsevier Ltd. All rights reserved.

Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kanjilal, Oindrila, E-mail: oindrila@civil.iisc.ernet.in; Manohar, C.S., E-mail: manohar@civil.iisc.ernet.in

The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the secondmore » explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations. - Highlights: • The distance minimizing control forces minimize a bound on the sampling variance. • Establishing Girsanov controls via solution of a two-point boundary value problem. • Girsanov controls via Volterra's series representation for the transfer functions.« less

Monte Carlo Simulation Using HyperCard and Lotus 1-2-3.

ERIC Educational Resources Information Center

Oulman, Charles S.; Lee, Motoko Y.

Monte Carlo simulation is a computer modeling procedure for mimicking observations on a random variable. A random number generator is used in generating the outcome for the events that are being modeled. The simulation can be used to obtain results that otherwise require extensive testing or complicated computations. This paper describes how Monte…

A Monte Carlo Application to Approximate the Integral from a to b of e Raised to the x Squared.

ERIC Educational Resources Information Center

Easterday, Kenneth; Smith, Tommy

1992-01-01

Proposes an alternative means of approximating the value of complex integrals, the Monte Carlo procedure. Incorporating a discrete approach and probability, an approximation is obtained from the ratio of computer-generated points falling under the curve to the number of points generated in a predetermined rectangle. (MDH)

Markov Chain Monte Carlo Estimation of Item Parameters for the Generalized Graded Unfolding Model

ERIC Educational Resources Information Center

de la Torre, Jimmy; Stark, Stephen; Chernyshenko, Oleksandr S.

2006-01-01

The authors present a Markov Chain Monte Carlo (MCMC) parameter estimation procedure for the generalized graded unfolding model (GGUM) and compare it to the marginal maximum likelihood (MML) approach implemented in the GGUM2000 computer program, using simulated and real personality data. In the simulation study, test length, number of response…

Estimating statistical uncertainty of Monte Carlo efficiency-gain in the context of a correlated sampling Monte Carlo code for brachytherapy treatment planning with non-normal dose distribution.

PubMed

Mukhopadhyay, Nitai D; Sampson, Andrew J; Deniz, Daniel; Alm Carlsson, Gudrun; Williamson, Jeffrey; Malusek, Alexandr

2012-01-01

Correlated sampling Monte Carlo methods can shorten computing times in brachytherapy treatment planning. Monte Carlo efficiency is typically estimated via efficiency gain, defined as the reduction in computing time by correlated sampling relative to conventional Monte Carlo methods when equal statistical uncertainties have been achieved. The determination of the efficiency gain uncertainty arising from random effects, however, is not a straightforward task specially when the error distribution is non-normal. The purpose of this study is to evaluate the applicability of the F distribution and standardized uncertainty propagation methods (widely used in metrology to estimate uncertainty of physical measurements) for predicting confidence intervals about efficiency gain estimates derived from single Monte Carlo runs using fixed-collision correlated sampling in a simplified brachytherapy geometry. A bootstrap based algorithm was used to simulate the probability distribution of the efficiency gain estimates and the shortest 95% confidence interval was estimated from this distribution. It was found that the corresponding relative uncertainty was as large as 37% for this particular problem. The uncertainty propagation framework predicted confidence intervals reasonably well; however its main disadvantage was that uncertainties of input quantities had to be calculated in a separate run via a Monte Carlo method. The F distribution noticeably underestimated the confidence interval. These discrepancies were influenced by several photons with large statistical weights which made extremely large contributions to the scored absorbed dose difference. The mechanism of acquiring high statistical weights in the fixed-collision correlated sampling method was explained and a mitigation strategy was proposed. Copyright © 2011 Elsevier Ltd. All rights reserved.

How Monte Carlo heuristics aid to identify the physical processes of drug release kinetics.

PubMed

Lecca, Paola

2018-01-01

We implement a Monte Carlo heuristic algorithm to model drug release from a solid dosage form. We show that with Monte Carlo simulations it is possible to identify and explain the causes of the unsatisfactory predictive power of current drug release models. It is well known that the power-law, the exponential models, as well as those derived from or inspired by them accurately reproduce only the first 60% of the release curve of a drug from a dosage form. In this study, by using Monte Carlo simulation approaches, we show that these models fit quite accurately almost the entire release profile when the release kinetics is not governed by the coexistence of different physico-chemical mechanisms. We show that the accuracy of the traditional models are comparable with those of Monte Carlo heuristics when these heuristics approximate and oversimply the phenomenology of drug release. This observation suggests to develop and use novel Monte Carlo simulation heuristics able to describe the complexity of the release kinetics, and consequently to generate data more similar to those observed in real experiments. Implementing Monte Carlo simulation heuristics of the drug release phenomenology may be much straightforward and efficient than hypothesizing and implementing from scratch complex mathematical models of the physical processes involved in drug release. Identifying and understanding through simulation heuristics what processes of this phenomenology reproduce the observed data and then formalize them in mathematics may allow avoiding time-consuming, trial-error based regression procedures. Three bullet points, highlighting the customization of the procedure. •An efficient heuristics based on Monte Carlo methods for simulating drug release from solid dosage form encodes is presented. It specifies the model of the physical process in a simple but accurate way in the formula of the Monte Carlo Micro Step (MCS) time interval.•Given the experimentally observed curve of drug release, we point out how Monte Carlo heuristics can be integrated in an evolutionary algorithmic approach to infer the mode of MCS best fitting the observed data, and thus the observed release kinetics.•The software implementing the method is written in R language, the free most used language in the bioinformaticians community.

An Overview of Importance Splitting for Rare Event Simulation

ERIC Educational Resources Information Center

Morio, Jerome; Pastel, Rudy; Le Gland, Francois

2010-01-01

Monte Carlo simulations are a classical tool to analyse physical systems. When unlikely events are to be simulated, the importance sampling technique is often used instead of Monte Carlo. Importance sampling has some drawbacks when the problem dimensionality is high or when the optimal importance sampling density is complex to obtain. In this…

Model-Free Conditional Independence Feature Screening For Ultrahigh Dimensional Data.

PubMed

Wang, Luheng; Liu, Jingyuan; Li, Yong; Li, Runze

2017-03-01

Feature screening plays an important role in ultrahigh dimensional data analysis. This paper is concerned with conditional feature screening when one is interested in detecting the association between the response and ultrahigh dimensional predictors (e.g., genetic makers) given a low-dimensional exposure variable (such as clinical variables or environmental variables). To this end, we first propose a new index to measure conditional independence, and further develop a conditional screening procedure based on the newly proposed index. We systematically study the theoretical property of the proposed procedure and establish the sure screening and ranking consistency properties under some very mild conditions. The newly proposed screening procedure enjoys some appealing properties. (a) It is model-free in that its implementation does not require a specification on the model structure; (b) it is robust to heavy-tailed distributions or outliers in both directions of response and predictors; and (c) it can deal with both feature screening and the conditional screening in a unified way. We study the finite sample performance of the proposed procedure by Monte Carlo simulations and further illustrate the proposed method through two real data examples.

Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis

PubMed Central

Cui, Hengjian; Li, Runze

2014-01-01

This work is concerned with marginal sure independence feature screening for ultra-high dimensional discriminant analysis. The response variable is categorical in discriminant analysis. This enables us to use conditional distribution function to construct a new index for feature screening. In this paper, we propose a marginal feature screening procedure based on empirical conditional distribution function. We establish the sure screening and ranking consistency properties for the proposed procedure without assuming any moment condition on the predictors. The proposed procedure enjoys several appealing merits. First, it is model-free in that its implementation does not require specification of a regression model. Second, it is robust to heavy-tailed distributions of predictors and the presence of potential outliers. Third, it allows the categorical response having a diverging number of classes in the order of O(nκ) with some κ ≥ 0. We assess the finite sample property of the proposed procedure by Monte Carlo simulation studies and numerical comparison. We further illustrate the proposed methodology by empirical analyses of two real-life data sets. PMID:26392643

The unbiasedness of a generalized mirage boundary correction method for Monte Carlo integration estimators of volume

Treesearch

Thomas B. Lynch; Jeffrey H. Gove

2014-01-01

The typical "double counting" application of the mirage method of boundary correction cannot be applied to sampling systems such as critical height sampling (CHS) that are based on a Monte Carlo sample of a tree (or debris) attribute because the critical height (or other random attribute) sampled from a mirage point is generally not equal to the critical...

Uncertainty quantification for constitutive model calibration of brain tissue.

PubMed

Brewick, Patrick T; Teferra, Kirubel

2018-05-31

The results of a study comparing model calibration techniques for Ogden's constitutive model that describes the hyperelastic behavior of brain tissue are presented. One and two-term Ogden models are fit to two different sets of stress-strain experimental data for brain tissue using both least squares optimization and Bayesian estimation. For the Bayesian estimation, the joint posterior distribution of the constitutive parameters is calculated by employing Hamiltonian Monte Carlo (HMC) sampling, a type of Markov Chain Monte Carlo method. The HMC method is enriched in this work to intrinsically enforce the Drucker stability criterion by formulating a nonlinear parameter constraint function, which ensures the constitutive model produces physically meaningful results. Through application of the nested sampling technique, 95% confidence bounds on the constitutive model parameters are identified, and these bounds are then propagated through the constitutive model to produce the resultant bounds on the stress-strain response. The behavior of the model calibration procedures and the effect of the characteristics of the experimental data are extensively evaluated. It is demonstrated that increasing model complexity (i.e., adding an additional term in the Ogden model) improves the accuracy of the best-fit set of parameters while also increasing the uncertainty via the widening of the confidence bounds of the calibrated parameters. Despite some similarity between the two data sets, the resulting distributions are noticeably different, highlighting the sensitivity of the calibration procedures to the characteristics of the data. For example, the amount of uncertainty reported on the experimental data plays an essential role in how data points are weighted during the calibration, and this significantly affects how the parameters are calibrated when combining experimental data sets from disparate sources. Published by Elsevier Ltd.

Exact and Monte carlo resampling procedures for the Wilcoxon-Mann-Whitney and Kruskal-Wallis tests.

PubMed

Berry, K J; Mielke, P W

2000-12-01

Exact and Monte Carlo resampling FORTRAN programs are described for the Wilcoxon-Mann-Whitney rank sum test and the Kruskal-Wallis one-way analysis of variance for ranks test. The program algorithms compensate for tied values and do not depend on asymptotic approximations for probability values, unlike most algorithms contained in PC-based statistical software packages.

A Monte Carlo risk assessment model for acrylamide formation in French fries.

PubMed

Cummins, Enda; Butler, Francis; Gormley, Ronan; Brunton, Nigel

2009-10-01

The objective of this study is to estimate the likely human exposure to the group 2a carcinogen, acrylamide, from French fries by Irish consumers by developing a quantitative risk assessment model using Monte Carlo simulation techniques. Various stages in the French-fry-making process were modeled from initial potato harvest, storage, and processing procedures. The model was developed in Microsoft Excel with the @Risk add-on package. The model was run for 10,000 iterations using Latin hypercube sampling. The simulated mean acrylamide level in French fries was calculated to be 317 microg/kg. It was found that females are exposed to smaller levels of acrylamide than males (mean exposure of 0.20 microg/kg bw/day and 0.27 microg/kg bw/day, respectively). Although the carcinogenic potency of acrylamide is not well known, the simulated probability of exceeding the average chronic human dietary intake of 1 microg/kg bw/day (as suggested by WHO) was 0.054 and 0.029 for males and females, respectively. A sensitivity analysis highlighted the importance of the selection of appropriate cultivars with known low reducing sugar levels for French fry production. Strict control of cooking conditions (correlation coefficient of 0.42 and 0.35 for frying time and temperature, respectively) and blanching procedures (correlation coefficient -0.25) were also found to be important in ensuring minimal acrylamide formation.

Construction of CASCI-type wave functions for very large active spaces.

PubMed

Boguslawski, Katharina; Marti, Konrad H; Reiher, Markus

2011-06-14

We present a procedure to construct a configuration-interaction expansion containing arbitrary excitations from an underlying full-configuration-interaction-type wave function defined for a very large active space. Our procedure is based on the density-matrix renormalization group (DMRG) algorithm that provides the necessary information in terms of the eigenstates of the reduced density matrices to calculate the coefficient of any basis state in the many-particle Hilbert space. Since the dimension of the Hilbert space scales binomially with the size of the active space, a sophisticated Monte Carlo sampling routine is employed. This sampling algorithm can also construct such configuration-interaction-type wave functions from any other type of tensor network states. The configuration-interaction information obtained serves several purposes. It yields a qualitatively correct description of the molecule's electronic structure, it allows us to analyze DMRG wave functions converged for the same molecular system but with different parameter sets (e.g., different numbers of active-system (block) states), and it can be considered a balanced reference for the application of a subsequent standard multi-reference configuration-interaction method.

Photonuclear Production of Medical Isotopes

NASA Astrophysics Data System (ADS)

Weinandt, Nick

2011-10-01

Every year, more than 20 million people in the United States receive a nuclear medicine procedure. Many of the isotopes needed for these procedures are under-produced. Suppliers of the isotopes are usually located outside the United States, which presents a problem when the desired isotopes have short half-lives. Linear accelerators were investigated as a possible method of meeting isotope demand. Linear accelerators are cheaper, safer, and have lower decommissioning costs compared to nuclear reactors. By using (γ,p) reactions, the desired isotope can be separated from the target material due to the different chemical nature of each isotope. Isotopes investigated were Cu-67, In-111, and Lu-111. Using the results the photon flux Monte Carlo simulations, the expected activity of isotopes can be calculated. After samples were irradiated, a high purity germanium detector and signal processing apparatus were used to count the samples. The activity at the time of irradiation stop was then calculated. The uses of medical isotopes will also be presented. Thanks to Idaho State University, the Idaho Accelerator Center, and the National Science Foundation for supporting the research.

Random Numbers and Monte Carlo Methods

NASA Astrophysics Data System (ADS)

Scherer, Philipp O. J.

Many-body problems often involve the calculation of integrals of very high dimension which cannot be treated by standard methods. For the calculation of thermodynamic averages Monte Carlo methods are very useful which sample the integration volume at randomly chosen points. After summarizing some basic statistics, we discuss algorithms for the generation of pseudo-random numbers with given probability distribution which are essential for all Monte Carlo methods. We show how the efficiency of Monte Carlo integration can be improved by sampling preferentially the important configurations. Finally the famous Metropolis algorithm is applied to classical many-particle systems. Computer experiments visualize the central limit theorem and apply the Metropolis method to the traveling salesman problem.

Computer program uses Monte Carlo techniques for statistical system performance analysis

NASA Technical Reports Server (NTRS)

Wohl, D. P.

1967-01-01

Computer program with Monte Carlo sampling techniques determines the effect of a component part of a unit upon the overall system performance. It utilizes the full statistics of the disturbances and misalignments of each component to provide unbiased results through simulated random sampling.

Assessment of groundwater quality: a fusion of geochemical and geophysical information via Bayesian neural networks.

PubMed

Maiti, Saumen; Erram, V C; Gupta, Gautam; Tiwari, Ram Krishna; Kulkarni, U D; Sangpal, R R

2013-04-01

Deplorable quality of groundwater arising from saltwater intrusion, natural leaching and anthropogenic activities is one of the major concerns for the society. Assessment of groundwater quality is, therefore, a primary objective of scientific research. Here, we propose an artificial neural network-based method set in a Bayesian neural network (BNN) framework and employ it to assess groundwater quality. The approach is based on analyzing 36 water samples and inverting up to 85 Schlumberger vertical electrical sounding data. We constructed a priori model by suitably parameterizing geochemical and geophysical data collected from the western part of India. The posterior model (post-inversion) was estimated using the BNN learning procedure and global hybrid Monte Carlo/Markov Chain Monte Carlo optimization scheme. By suitable parameterization of geochemical and geophysical parameters, we simulated 1,500 training samples, out of which 50 % samples were used for training and remaining 50 % were used for validation and testing. We show that the trained model is able to classify validation and test samples with 85 % and 80 % accuracy respectively. Based on cross-correlation analysis and Gibb's diagram of geochemical attributes, the groundwater qualities of the study area were classified into following three categories: "Very good", "Good", and "Unsuitable". The BNN model-based results suggest that groundwater quality falls mostly in the range of "Good" to "Very good" except for some places near the Arabian Sea. The new modeling results powered by uncertainty and statistical analyses would provide useful constrain, which could be utilized in monitoring and assessment of the groundwater quality.

DOE Office of Scientific and Technical Information (OSTI.GOV)

A. Alfonsi; C. Rabiti; D. Mandelli

The Reactor Analysis and Virtual control ENviroment (RAVEN) code is a software tool that acts as the control logic driver and post-processing engine for the newly developed Thermal-Hydraulic code RELAP-7. RAVEN is now a multi-purpose Probabilistic Risk Assessment (PRA) software framework that allows dispatching different functionalities: Derive and actuate the control logic required to simulate the plant control system and operator actions (guided procedures), allowing on-line monitoring/controlling in the Phase Space Perform both Monte-Carlo sampling of random distributed events and Dynamic Event Tree based analysis Facilitate the input/output handling through a Graphical User Interface (GUI) and a post-processing data miningmore » module« less

Impact of multicollinearity on small sample hydrologic regression models

NASA Astrophysics Data System (ADS)

Kroll, Charles N.; Song, Peter

2013-06-01

Often hydrologic regression models are developed with ordinary least squares (OLS) procedures. The use of OLS with highly correlated explanatory variables produces multicollinearity, which creates highly sensitive parameter estimators with inflated variances and improper model selection. It is not clear how to best address multicollinearity in hydrologic regression models. Here a Monte Carlo simulation is developed to compare four techniques to address multicollinearity: OLS, OLS with variance inflation factor screening (VIF), principal component regression (PCR), and partial least squares regression (PLS). The performance of these four techniques was observed for varying sample sizes, correlation coefficients between the explanatory variables, and model error variances consistent with hydrologic regional regression models. The negative effects of multicollinearity are magnified at smaller sample sizes, higher correlations between the variables, and larger model error variances (smaller R2). The Monte Carlo simulation indicates that if the true model is known, multicollinearity is present, and the estimation and statistical testing of regression parameters are of interest, then PCR or PLS should be employed. If the model is unknown, or if the interest is solely on model predictions, is it recommended that OLS be employed since using more complicated techniques did not produce any improvement in model performance. A leave-one-out cross-validation case study was also performed using low-streamflow data sets from the eastern United States. Results indicate that OLS with stepwise selection generally produces models across study regions with varying levels of multicollinearity that are as good as biased regression techniques such as PCR and PLS.

Conformational energy calculations on polypeptides and proteins: use of a statistical mechanical procedure for evaluating structure and properties.

PubMed

Scheraga, H A; Paine, G H

1986-01-01

We are using a variety of theoretical and computational techniques to study protein structure, protein folding, and higher-order structures. Our earlier work involved treatments of liquid water and aqueous solutions of nonpolar and polar solutes, computations of the stabilities of the fundamental structures of proteins and their packing arrangements, conformations of small cyclic and open-chain peptides, structures of fibrous proteins (collagen), structures of homologous globular proteins, introduction of special procedures as constraints during energy minimization of globular proteins, and structures of enzyme-substrate complexes. Recently, we presented a new methodology for predicting polypeptide structure (described here); the method is based on the calculation of the probable and average conformation of a polypeptide chain by the application of equilibrium statistical mechanics in conjunction with an adaptive, importance sampling Monte Carlo algorithm. As a test, it was applied to Met-enkephalin.

Detection of radioactive particles offshore by γ-ray spectrometry Part I: Monte Carlo assessment of detection depth limits

NASA Astrophysics Data System (ADS)

Maučec, M.; de Meijer, R. J.; Rigollet, C.; Hendriks, P. H. G. M.; Jones, D. G.

2004-06-01

A joint research project between the British Geological Survey and Nuclear Geophysics Division of the Kernfysisch Versneller Instituut, Groningen, the Netherlands, was commissioned by the United Kingdom Atomic Energy Authority to establish the efficiency of a towed seabed γ-ray spectrometer for the detection of 137Cs-containing radioactive particles offshore Dounreay, Scotland. Using the MCNP code, a comprehensive Monte Carlo feasibility study was carried out to model various combinations of geological matrices, particle burial depth and lateral displacement, source activity and detector material. To validate the sampling and absolute normalisation procedures of MCNP for geometries including multiple (natural and induced) heterogeneous sources in environmental monitoring, a benchmark experiment was conducted. The study demonstrates the ability of seabed γ-ray spectrometry to locate radioactive particles offshore and to distinguish between γ count rate increases due to particles from those due to enhanced natural radioactivity. The information presented in this study will be beneficial for estimation of the inventory of 137Cs particles and their activity distribution and for the recovery of particles from the sea floor. In this paper, the Monte Carlo assessment of the detection limits is presented. The estimation of the required towing speed and acquisition times and their application to radioactive particle detection and discrimination offshore formed a supplementary part of this study.

A Monte Carlo Study of Levene's Test of Homogeneity of Variance: Empirical Frequencies of Type I Error in Normal Distributions.

ERIC Educational Resources Information Center

Neel, John H.; Stallings, William M.

An influential statistics test recommends a Levene text for homogeneity of variance. A recent note suggests that Levene's test is upwardly biased for small samples. Another report shows inflated Alpha estimates and low power. Neither study utilized more than two sample sizes. This Monte Carlo study involved sampling from a normal population for…

Finite element model updating using the shadow hybrid Monte Carlo technique

NASA Astrophysics Data System (ADS)

Boulkaibet, I.; Mthembu, L.; Marwala, T.; Friswell, M. I.; Adhikari, S.

2015-02-01

Recent research in the field of finite element model updating (FEM) advocates the adoption of Bayesian analysis techniques to dealing with the uncertainties associated with these models. However, Bayesian formulations require the evaluation of the Posterior Distribution Function which may not be available in analytical form. This is the case in FEM updating. In such cases sampling methods can provide good approximations of the Posterior distribution when implemented in the Bayesian context. Markov Chain Monte Carlo (MCMC) algorithms are the most popular sampling tools used to sample probability distributions. However, the efficiency of these algorithms is affected by the complexity of the systems (the size of the parameter space). The Hybrid Monte Carlo (HMC) offers a very important MCMC approach to dealing with higher-dimensional complex problems. The HMC uses the molecular dynamics (MD) steps as the global Monte Carlo (MC) moves to reach areas of high probability where the gradient of the log-density of the Posterior acts as a guide during the search process. However, the acceptance rate of HMC is sensitive to the system size as well as the time step used to evaluate the MD trajectory. To overcome this limitation we propose the use of the Shadow Hybrid Monte Carlo (SHMC) algorithm. The SHMC algorithm is a modified version of the Hybrid Monte Carlo (HMC) and designed to improve sampling for large-system sizes and time steps. This is done by sampling from a modified Hamiltonian function instead of the normal Hamiltonian function. In this paper, the efficiency and accuracy of the SHMC method is tested on the updating of two real structures; an unsymmetrical H-shaped beam structure and a GARTEUR SM-AG19 structure and is compared to the application of the HMC algorithm on the same structures.

Technical notes and correspondence: Stochastic robustness of linear time-invariant control systems

NASA Technical Reports Server (NTRS)

Stengel, Robert F.; Ray, Laura R.

1991-01-01

A simple numerical procedure for estimating the stochastic robustness of a linear time-invariant system is described. Monte Carlo evaluations of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variation. Confidence intervals for the scalar probability of instability address computational issues inherent in Monte Carlo simulation. Trivial extensions of the procedure admit consideration of alternate discriminants; thus, the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions can also be estimated. Results are particularly amenable to graphical presentation.

Monte Carlo Techniques for Nuclear Systems - Theory Lectures

DOE Office of Scientific and Technical Information (OSTI.GOV)

Brown, Forrest B.

These are lecture notes for a Monte Carlo class given at the University of New Mexico. The following topics are covered: course information; nuclear eng. review & MC; random numbers and sampling; computational geometry; collision physics; tallies and statistics; eigenvalue calculations I; eigenvalue calculations II; eigenvalue calculations III; variance reduction; parallel Monte Carlo; parameter studies; fission matrix and higher eigenmodes; doppler broadening; Monte Carlo depletion; HTGR modeling; coupled MC and T/H calculations; fission energy deposition. Solving particle transport problems with the Monte Carlo method is simple - just simulate the particle behavior. The devil is in the details, however. Thesemore » lectures provide a balanced approach to the theory and practice of Monte Carlo simulation codes. The first lectures provide an overview of Monte Carlo simulation methods, covering the transport equation, random sampling, computational geometry, collision physics, and statistics. The next lectures focus on the state-of-the-art in Monte Carlo criticality simulations, covering the theory of eigenvalue calculations, convergence analysis, dominance ratio calculations, bias in Keff and tallies, bias in uncertainties, a case study of a realistic calculation, and Wielandt acceleration techniques. The remaining lectures cover advanced topics, including HTGR modeling and stochastic geometry, temperature dependence, fission energy deposition, depletion calculations, parallel calculations, and parameter studies. This portion of the class focuses on using MCNP to perform criticality calculations for reactor physics and criticality safety applications. It is an intermediate level class, intended for those with at least some familiarity with MCNP. Class examples provide hands-on experience at running the code, plotting both geometry and results, and understanding the code output. The class includes lectures & hands-on computer use for a variety of Monte Carlo calculations. Beginning MCNP users are encouraged to review LA-UR-09-00380, "Criticality Calculations with MCNP: A Primer (3nd Edition)" (available at http:// mcnp.lanl.gov under "Reference Collection") prior to the class. No Monte Carlo class can be complete without having students write their own simple Monte Carlo routines for basic random sampling, use of the random number generator, and simplified particle transport simulation.« less

Electron swarm properties under the influence of a very strong attachment in SF6 and CF3I obtained by Monte Carlo rescaling procedures

NASA Astrophysics Data System (ADS)

Mirić, J.; Bošnjaković, D.; Simonović, I.; Petrović, Z. Lj; Dujko, S.

2016-12-01

Electron attachment often imposes practical difficulties in Monte Carlo simulations, particularly under conditions of extensive losses of seed electrons. In this paper, we discuss two rescaling procedures for Monte Carlo simulations of electron transport in strongly attaching gases: (1) discrete rescaling, and (2) continuous rescaling. The two procedures are implemented in our Monte Carlo code with an aim of analyzing electron transport processes and attachment induced phenomena in sulfur-hexafluoride (SF6) and trifluoroiodomethane (CF3I). Though calculations have been performed over the entire range of reduced electric fields E/n 0 (where n 0 is the gas number density) where experimental data are available, the emphasis is placed on the analysis below critical (electric gas breakdown) fields and under conditions when transport properties are greatly affected by electron attachment. The present calculations of electron transport data for SF6 and CF3I at low E/n 0 take into account the full extent of the influence of electron attachment and spatially selective electron losses along the profile of electron swarm and attempts to produce data that may be used to model this range of conditions. The results of Monte Carlo simulations are compared to those predicted by the publicly available two term Boltzmann solver BOLSIG+. A multitude of kinetic phenomena in electron transport has been observed and discussed using physical arguments. In particular, we discuss two important phenomena: (1) the reduction of the mean energy with increasing E/n 0 for electrons in \\text{S}{{\\text{F}}6} and (2) the occurrence of negative differential conductivity (NDC) in the bulk drift velocity only for electrons in both \\text{S}{{\\text{F}}6} and CF3I. The electron energy distribution function, spatial variations of the rate coefficient for electron attachment and average energy as well as spatial profile of the swarm are calculated and used to understand these phenomena.

Markov Chain Monte Carlo Joint Analysis of Chandra X-Ray Imaging Spectroscopy and Sunyaev-Zel'dovich Effect Data

NASA Technical Reports Server (NTRS)

Bonamente, Massimillano; Joy, Marshall K.; Carlstrom, John E.; Reese, Erik D.; LaRoque, Samuel J.

2004-01-01

X-ray and Sunyaev-Zel'dovich effect data can be combined to determine the distance to galaxy clusters. High-resolution X-ray data are now available from Chandra, which provides both spatial and spectral information, and Sunyaev-Zel'dovich effect data were obtained from the BIMA and Owens Valley Radio Observatory (OVRO) arrays. We introduce a Markov Chain Monte Carlo procedure for the joint analysis of X-ray and Sunyaev- Zel'dovich effect data. The advantages of this method are the high computational efficiency and the ability to measure simultaneously the probability distribution of all parameters of interest, such as the spatial and spectral properties of the cluster gas and also for derivative quantities such as the distance to the cluster. We demonstrate this technique by applying it to the Chandra X-ray data and the OVRO radio data for the galaxy cluster A611. Comparisons with traditional likelihood ratio methods reveal the robustness of the method. This method will be used in follow-up paper to determine the distances to a large sample of galaxy cluster.

Monte Carlo calculation of dynamical properties of the two-dimensional Hubbard model

NASA Technical Reports Server (NTRS)

White, S. R.; Scalapino, D. J.; Sugar, R. L.; Bickers, N. E.

1989-01-01

A new method is introduced for analytically continuing imaginary-time data from quantum Monte Carlo calculations to the real-frequency axis. The method is based on a least-squares-fitting procedure with constraints of positivity and smoothness on the real-frequency quantities. Results are shown for the single-particle spectral-weight function and density of states for the half-filled, two-dimensional Hubbard model.

Procedure for Adapting Direct Simulation Monte Carlo Meshes

NASA Technical Reports Server (NTRS)

Woronowicz, Michael S.; Wilmoth, Richard G.; Carlson, Ann B.; Rault, Didier F. G.

1992-01-01

A technique is presented for adapting computational meshes used in the G2 version of the direct simulation Monte Carlo method. The physical ideas underlying the technique are discussed, and adaptation formulas are developed for use on solutions generated from an initial mesh. The effect of statistical scatter on adaptation is addressed, and results demonstrate the ability of this technique to achieve more accurate results without increasing necessary computational resources.

Inferential Procedures for Correlation Coefficients Corrected for Attenuation.

ERIC Educational Resources Information Center

Hakstian, A. Ralph; And Others

1988-01-01

A model and computation procedure based on classical test score theory are presented for determination of a correlation coefficient corrected for attenuation due to unreliability. Delta and Monte Carlo method applications are discussed. A power analysis revealed no serious loss in efficiency resulting from correction for attentuation. (TJH)

A path integral methodology for obtaining thermodynamic properties of nonadiabatic systems using Gaussian mixture distributions

NASA Astrophysics Data System (ADS)

Raymond, Neil; Iouchtchenko, Dmitri; Roy, Pierre-Nicholas; Nooijen, Marcel

2018-05-01

We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition function in a product basis of continuous nuclear and discrete electronic degrees of freedom without the use of any mapping schemes. We separate our Hamiltonian into a harmonic portion and a coupling portion; the partition function can then be calculated as the product of a Monte Carlo estimator (of the coupling contribution to the partition function) and a normalization factor (that is evaluated analytically). A Gaussian mixture model is used to evaluate the Monte Carlo estimator in a computationally efficient manner. Using two model systems, we demonstrate our approach to reduce the stochastic error associated with the Monte Carlo estimator. We show that the selection of the harmonic oscillators comprising the sampling distribution directly affects the efficiency of the method. Our results demonstrate that our path integral Monte Carlo method's deviation from exact Trotter calculations is dominated by the choice of the sampling distribution. By improving the sampling distribution, we can drastically reduce the stochastic error leading to lower computational cost.

Nonlinear probabilistic finite element models of laminated composite shells

NASA Technical Reports Server (NTRS)

Engelstad, S. P.; Reddy, J. N.

1993-01-01

A probabilistic finite element analysis procedure for laminated composite shells has been developed. A total Lagrangian finite element formulation, employing a degenerated 3-D laminated composite shell with the full Green-Lagrange strains and first-order shear deformable kinematics, forms the modeling foundation. The first-order second-moment technique for probabilistic finite element analysis of random fields is employed and results are presented in the form of mean and variance of the structural response. The effects of material nonlinearity are included through the use of a rate-independent anisotropic plasticity formulation with the macroscopic point of view. Both ply-level and micromechanics-level random variables can be selected, the latter by means of the Aboudi micromechanics model. A number of sample problems are solved to verify the accuracy of the procedures developed and to quantify the variability of certain material type/structure combinations. Experimental data is compared in many cases, and the Monte Carlo simulation method is used to check the probabilistic results. In general, the procedure is quite effective in modeling the mean and variance response of the linear and nonlinear behavior of laminated composite shells.

HepSim: A repository with predictions for high-energy physics experiments

DOE PAGES

Chekanov, S. V.

2015-02-03

A file repository for calculations of cross sections and kinematic distributions using Monte Carlo generators for high-energy collisions is discussed. The repository is used to facilitate effective preservation and archiving of data from theoretical calculations and for comparisons with experimental data. The HepSim data library is publicly accessible and includes a number of Monte Carlo event samples with Standard Model predictions for current and future experiments. The HepSim project includes a software package to automate the process of downloading and viewing online Monte Carlo event samples. Data streaming over a network for end-user analysis is discussed.

Monte Carlo simulations of backscattering process in dislocation-containing SrTiO3 single crystal

NASA Astrophysics Data System (ADS)

Jozwik, P.; Sathish, N.; Nowicki, L.; Jagielski, J.; Turos, A.; Kovarik, L.; Arey, B.

2014-05-01

Studies of defects formation in crystals are of obvious importance in electronics, nuclear engineering and other disciplines where materials are exposed to different forms of irradiation. Rutherford Backscattering/Channeling (RBS/C) and Monte Carlo (MC) simulations are the most convenient tool for this purpose, as they allow one to determine several features of lattice defects: their type, concentration and damage accumulation kinetic. On the other hand various irradiation conditions can be efficiently modeled by ion irradiation method without leading to the radioactivity of the sample. Combination of ion irradiation with channeling experiment and MC simulations appears thus as a most versatile method in studies of radiation damage in materials. The paper presents the results on such a study performed on SrTiO3 (STO) single crystals irradiated with 320 keV Ar ions. The samples were analyzed also by using HRTEM as a complementary method which enables the measurement of geometrical parameters of crystal lattice deformation in the vicinity of dislocations. Once the parameters and their variations within the distance of several lattice constants from the dislocation core are known, they may be used in MC simulations for the quantitative determination of dislocation depth distribution profiles. The final outcome of the deconvolution procedure are cross-sections values calculated for two types of defects observed (RDA and dislocations).

ASCAL: A Microcomputer Program for Estimating Logistic IRT Item Parameters.

ERIC Educational Resources Information Center

Vale, C. David; Gialluca, Kathleen A.

ASCAL is a microcomputer-based program for calibrating items according to the three-parameter logistic model of item response theory. It uses a modified multivariate Newton-Raphson procedure for estimating item parameters. This study evaluated this procedure using Monte Carlo Simulation Techniques. The current version of ASCAL was then compared to…

Application of Monte Carlo Method for Evaluation of Uncertainties of ITS-90 by Standard Platinum Resistance Thermometer

NASA Astrophysics Data System (ADS)

Palenčár, Rudolf; Sopkuliak, Peter; Palenčár, Jakub; Ďuriš, Stanislav; Suroviak, Emil; Halaj, Martin

2017-06-01

Evaluation of uncertainties of the temperature measurement by standard platinum resistance thermometer calibrated at the defining fixed points according to ITS-90 is a problem that can be solved in different ways. The paper presents a procedure based on the propagation of distributions using the Monte Carlo method. The procedure employs generation of pseudo-random numbers for the input variables of resistances at the defining fixed points, supposing the multivariate Gaussian distribution for input quantities. This allows taking into account the correlations among resistances at the defining fixed points. Assumption of Gaussian probability density function is acceptable, with respect to the several sources of uncertainties of resistances. In the case of uncorrelated resistances at the defining fixed points, the method is applicable to any probability density function. Validation of the law of propagation of uncertainty using the Monte Carlo method is presented on the example of specific data for 25 Ω standard platinum resistance thermometer in the temperature range from 0 to 660 °C. Using this example, we demonstrate suitability of the method by validation of its results.

Conditional Monte Carlo randomization tests for regression models.

PubMed

Parhat, Parwen; Rosenberger, William F; Diao, Guoqing

2014-08-15

We discuss the computation of randomization tests for clinical trials of two treatments when the primary outcome is based on a regression model. We begin by revisiting the seminal paper of Gail, Tan, and Piantadosi (1988), and then describe a method based on Monte Carlo generation of randomization sequences. The tests based on this Monte Carlo procedure are design based, in that they incorporate the particular randomization procedure used. We discuss permuted block designs, complete randomization, and biased coin designs. We also use a new technique by Plamadeala and Rosenberger (2012) for simple computation of conditional randomization tests. Like Gail, Tan, and Piantadosi, we focus on residuals from generalized linear models and martingale residuals from survival models. Such techniques do not apply to longitudinal data analysis, and we introduce a method for computation of randomization tests based on the predicted rate of change from a generalized linear mixed model when outcomes are longitudinal. We show, by simulation, that these randomization tests preserve the size and power well under model misspecification. Copyright © 2014 John Wiley & Sons, Ltd.

Efficient Monte Carlo sampling of inverse problems using a neural network-based forward—applied to GPR crosshole traveltime inversion

NASA Astrophysics Data System (ADS)

Hansen, T. M.; Cordua, K. S.

2017-12-01

Probabilistically formulated inverse problems can be solved using Monte Carlo-based sampling methods. In principle, both advanced prior information, based on for example, complex geostatistical models and non-linear forward models can be considered using such methods. However, Monte Carlo methods may be associated with huge computational costs that, in practice, limit their application. This is not least due to the computational requirements related to solving the forward problem, where the physical forward response of some earth model has to be evaluated. Here, it is suggested to replace a numerical complex evaluation of the forward problem, with a trained neural network that can be evaluated very fast. This will introduce a modeling error that is quantified probabilistically such that it can be accounted for during inversion. This allows a very fast and efficient Monte Carlo sampling of the solution to an inverse problem. We demonstrate the methodology for first arrival traveltime inversion of crosshole ground penetrating radar data. An accurate forward model, based on 2-D full-waveform modeling followed by automatic traveltime picking, is replaced by a fast neural network. This provides a sampling algorithm three orders of magnitude faster than using the accurate and computationally expensive forward model, and also considerably faster and more accurate (i.e. with better resolution), than commonly used approximate forward models. The methodology has the potential to dramatically change the complexity of non-linear and non-Gaussian inverse problems that have to be solved using Monte Carlo sampling techniques.

Development of volume equations using data obtained by upper stem dendrometry with Monte Carlo integration: preliminary results for eastern redcedar

Treesearch

Thomas B. Lynch; Rodney E. Will; Rider Reynolds

2013-01-01

Preliminary results are given for development of an eastern redcedar (Juniperus virginiana) cubic-volume equation based on measurements of redcedar sample tree stem volume using dendrometry with Monte Carlo integration. Monte Carlo integration techniques can be used to provide unbiased estimates of stem cubic-foot volume based on upper stem diameter...

Exploring cluster Monte Carlo updates with Boltzmann machines

NASA Astrophysics Data System (ADS)

Wang, Lei

2017-11-01

Boltzmann machines are physics informed generative models with broad applications in machine learning. They model the probability distribution of an input data set with latent variables and generate new samples accordingly. Applying the Boltzmann machines back to physics, they are ideal recommender systems to accelerate the Monte Carlo simulation of physical systems due to their flexibility and effectiveness. More intriguingly, we show that the generative sampling of the Boltzmann machines can even give different cluster Monte Carlo algorithms. The latent representation of the Boltzmann machines can be designed to mediate complex interactions and identify clusters of the physical system. We demonstrate these findings with concrete examples of the classical Ising model with and without four-spin plaquette interactions. In the future, automatic searches in the algorithm space parametrized by Boltzmann machines may discover more innovative Monte Carlo updates.

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

PubMed

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.

Comparison of the Results of MISSE 6 Atomic Oxygen Erosion Yields of Layered Kapton H Films with Monte Carlo Computational Predictions

NASA Technical Reports Server (NTRS)

Banks, Bruce A.; Groh, Kim De; Kneubel, Christian A.

2014-01-01

A space experiment flown as part of the Materials International Space Station Experiment 6B (MISSE 6B) was designed to compare the atomic oxygen erosion yield (Ey) of layers of Kapton H polyimide with no spacers between layers with that of layers of Kapton H with spacers between layers. The results were compared to a solid Kapton H (DuPont, Wilmington, DE) sample. Monte Carlo computational modeling was performed to optimize atomic oxygen interaction parameter values to match the results of both the MISSE 6B multilayer experiment and the undercut erosion profile from a crack defect in an aluminized Kapton H sample flown on the Long Duration Exposure Facility (LDEF). The Monte Carlo modeling produced credible agreement with space results of increased Ey for all samples with spacers as well as predicting the space-observed enhancement in erosion near the edges of samples due to scattering from the beveled edges of the sample holders.

Monte Carlo simulation of energy-dispersive x-ray fluorescence and applications

NASA Astrophysics Data System (ADS)

Li, Fusheng

Four key components with regards to Monte Carlo Library Least Squares (MCLLS) have been developed by the author. These include: a comprehensive and accurate Monte Carlo simulation code - CEARXRF5 with Differential Operators (DO) and coincidence sampling, Detector Response Function (DRF), an integrated Monte Carlo - Library Least-Squares (MCLLS) Graphical User Interface (GUI) visualization System (MCLLSPro) and a new reproducible and flexible benchmark experiment setup. All these developments or upgrades enable the MCLLS approach to be a useful and powerful tool for a tremendous variety of elemental analysis applications. CEARXRF, a comprehensive and accurate Monte Carlo code for simulating the total and individual library spectral responses of all elements, has been recently upgraded to version 5 by the author. The new version has several key improvements: input file format fully compatible with MCNP5, a new efficient general geometry tracking code, versatile source definitions, various variance reduction techniques (e.g. weight window mesh and splitting, stratifying sampling, etc.), a new cross section data storage and accessing method which improves the simulation speed by a factor of four and new cross section data, upgraded differential operators (DO) calculation capability, and also an updated coincidence sampling scheme which including K-L and L-L coincidence X-Rays, while keeping all the capabilities of the previous version. The new Differential Operators method is powerful for measurement sensitivity study and system optimization. For our Monte Carlo EDXRF elemental analysis system, it becomes an important technique for quantifying the matrix effect in near real time when combined with the MCLLS approach. An integrated visualization GUI system has been developed by the author to perform elemental analysis using iterated Library Least-Squares method for various samples when an initial guess is provided. This software was built on the Borland C++ Builder platform and has a user-friendly interface to accomplish all qualitative and quantitative tasks easily. That is to say, the software enables users to run the forward Monte Carlo simulation (if necessary) or use previously calculated Monte Carlo library spectra to obtain the sample elemental composition estimation within a minute. The GUI software is easy to use with user-friendly features and has the capability to accomplish all related tasks in a visualization environment. It can be a powerful tool for EDXRF analysts. A reproducible experiment setup has been built and experiments have been performed to benchmark the system. Two types of Standard Reference Materials (SRM), stainless steel samples from National Institute of Standards and Technology (NIST) and aluminum alloy samples from Alcoa Inc., with certified elemental compositions, are tested with this reproducible prototype system using a 109Cd radioisotope source (20mCi) and a liquid nitrogen cooled Si(Li) detector. The results show excellent agreement between the calculated sample compositions and their reference values and the approach is very fast.

FASTER 3: A generalized-geometry Monte Carlo computer program for the transport of neutrons and gamma rays. Volume 2: Users manual

NASA Technical Reports Server (NTRS)

Jordan, T. M.

1970-01-01

A description of the FASTER-III program for Monte Carlo Carlo calculation of photon and neutron transport in complex geometries is presented. Major revisions include the capability of calculating minimum weight shield configurations for primary and secondary radiation and optimal importance sampling parameters. The program description includes a users manual describing the preparation of input data cards, the printout from a sample problem including the data card images, definitions of Fortran variables, the program logic, and the control cards required to run on the IBM 7094, IBM 360, UNIVAC 1108 and CDC 6600 computers.

Robust Portfolio Optimization Using Pseudodistances.

PubMed

Toma, Aida; Leoni-Aubin, Samuela

2015-01-01

The presence of outliers in financial asset returns is a frequently occurring phenomenon which may lead to unreliable mean-variance optimized portfolios. This fact is due to the unbounded influence that outliers can have on the mean returns and covariance estimators that are inputs in the optimization procedure. In this paper we present robust estimators of mean and covariance matrix obtained by minimizing an empirical version of a pseudodistance between the assumed model and the true model underlying the data. We prove and discuss theoretical properties of these estimators, such as affine equivariance, B-robustness, asymptotic normality and asymptotic relative efficiency. These estimators can be easily used in place of the classical estimators, thereby providing robust optimized portfolios. A Monte Carlo simulation study and applications to real data show the advantages of the proposed approach. We study both in-sample and out-of-sample performance of the proposed robust portfolios comparing them with some other portfolios known in literature.

Robust Portfolio Optimization Using Pseudodistances

PubMed Central

2015-01-01

The presence of outliers in financial asset returns is a frequently occurring phenomenon which may lead to unreliable mean-variance optimized portfolios. This fact is due to the unbounded influence that outliers can have on the mean returns and covariance estimators that are inputs in the optimization procedure. In this paper we present robust estimators of mean and covariance matrix obtained by minimizing an empirical version of a pseudodistance between the assumed model and the true model underlying the data. We prove and discuss theoretical properties of these estimators, such as affine equivariance, B-robustness, asymptotic normality and asymptotic relative efficiency. These estimators can be easily used in place of the classical estimators, thereby providing robust optimized portfolios. A Monte Carlo simulation study and applications to real data show the advantages of the proposed approach. We study both in-sample and out-of-sample performance of the proposed robust portfolios comparing them with some other portfolios known in literature. PMID:26468948

Hybrid real-code ant colony optimisation for constrained mechanical design

NASA Astrophysics Data System (ADS)

Pholdee, Nantiwat; Bureerat, Sujin

2016-01-01

This paper proposes a hybrid meta-heuristic based on integrating a local search simplex downhill (SDH) method into the search procedure of real-code ant colony optimisation (ACOR). This hybridisation leads to five hybrid algorithms where a Monte Carlo technique, a Latin hypercube sampling technique (LHS) and a translational propagation Latin hypercube design (TPLHD) algorithm are used to generate an initial population. Also, two numerical schemes for selecting an initial simplex are investigated. The original ACOR and its hybrid versions along with a variety of established meta-heuristics are implemented to solve 17 constrained test problems where a fuzzy set theory penalty function technique is used to handle design constraints. The comparative results show that the hybrid algorithms are the top performers. Using the TPLHD technique gives better results than the other sampling techniques. The hybrid optimisers are a powerful design tool for constrained mechanical design problems.

Monte Carlo sampling of Wigner functions and surface hopping quantum dynamics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kube, Susanna; Lasser, Caroline; Weber, Marcus

2009-04-01

The article addresses the achievable accuracy for a Monte Carlo sampling of Wigner functions in combination with a surface hopping algorithm for non-adiabatic quantum dynamics. The approximation of Wigner functions is realized by an adaption of the Metropolis algorithm for real-valued functions with disconnected support. The integration, which is necessary for computing values of the Wigner function, uses importance sampling with a Gaussian weight function. The numerical experiments agree with theoretical considerations and show an error of 2-3%.

Probability density function approach for compressible turbulent reacting flows

NASA Technical Reports Server (NTRS)

Hsu, A. T.; Tsai, Y.-L. P.; Raju, M. S.

1994-01-01

The objective of the present work is to extend the probability density function (PDF) tubulence model to compressible reacting flows. The proability density function of the species mass fractions and enthalpy are obtained by solving a PDF evolution equation using a Monte Carlo scheme. The PDF solution procedure is coupled with a compression finite-volume flow solver which provides the velocity and pressure fields. A modeled PDF equation for compressible flows, capable of treating flows with shock waves and suitable to the present coupling scheme, is proposed and tested. Convergence of the combined finite-volume Monte Carlo solution procedure is discussed. Two super sonic diffusion flames are studied using the proposed PDF model and the results are compared with experimental data; marked improvements over solutions without PDF are observed.

A Procedure for Testing the Difference between Effect Sizes.

ERIC Educational Resources Information Center

Lambert, Richard G.; Flowers, Claudia

A special case of the homogeneity of effect size test, as applied to pairwise comparisons of standardized mean differences, was evaluated. Procedures for comparing pairs of pretest to posttest effect sizes, as well as pairs of treatment versus control group effect sizes, were examined. Monte Carlo simulation was used to generate Type I error rates…

On zero variance Monte Carlo path-stretching schemes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lux, I.

1983-08-01

A zero variance path-stretching biasing scheme proposed for a special case by Dwivedi is derived in full generality. The procedure turns out to be the generalization of the exponential transform. It is shown that the biased game can be interpreted as an analog simulation procedure, thus saving some computational effort in comparison with the corresponding nonanalog game.

Pairwise Multiple Comparisons in Single Group Repeated Measures Analysis.

ERIC Educational Resources Information Center

Barcikowski, Robert S.; Elliott, Ronald S.

Research was conducted to provide educational researchers with a choice of pairwise multiple comparison procedures (P-MCPs) to use with single group repeated measures designs. The following were studied through two Monte Carlo (MC) simulations: (1) The T procedure of J. W. Tukey (1953); (2) a modification of Tukey's T (G. Keppel, 1973); (3) the…

Model selection with multiple regression on distance matrices leads to incorrect inferences.

PubMed

Franckowiak, Ryan P; Panasci, Michael; Jarvis, Karl J; Acuña-Rodriguez, Ian S; Landguth, Erin L; Fortin, Marie-Josée; Wagner, Helene H

2017-01-01

In landscape genetics, model selection procedures based on Information Theoretic and Bayesian principles have been used with multiple regression on distance matrices (MRM) to test the relationship between multiple vectors of pairwise genetic, geographic, and environmental distance. Using Monte Carlo simulations, we examined the ability of model selection criteria based on Akaike's information criterion (AIC), its small-sample correction (AICc), and the Bayesian information criterion (BIC) to reliably rank candidate models when applied with MRM while varying the sample size. The results showed a serious problem: all three criteria exhibit a systematic bias toward selecting unnecessarily complex models containing spurious random variables and erroneously suggest a high level of support for the incorrectly ranked best model. These problems effectively increased with increasing sample size. The failure of AIC, AICc, and BIC was likely driven by the inflated sample size and different sum-of-squares partitioned by MRM, and the resulting effect on delta values. Based on these findings, we strongly discourage the continued application of AIC, AICc, and BIC for model selection with MRM.

VARIABLE SELECTION IN NONPARAMETRIC ADDITIVE MODELS

PubMed Central

Huang, Jian; Horowitz, Joel L.; Wei, Fengrong

2010-01-01

We consider a nonparametric additive model of a conditional mean function in which the number of variables and additive components may be larger than the sample size but the number of nonzero additive components is “small” relative to the sample size. The statistical problem is to determine which additive components are nonzero. The additive components are approximated by truncated series expansions with B-spline bases. With this approximation, the problem of component selection becomes that of selecting the groups of coefficients in the expansion. We apply the adaptive group Lasso to select nonzero components, using the group Lasso to obtain an initial estimator and reduce the dimension of the problem. We give conditions under which the group Lasso selects a model whose number of components is comparable with the underlying model, and the adaptive group Lasso selects the nonzero components correctly with probability approaching one as the sample size increases and achieves the optimal rate of convergence. The results of Monte Carlo experiments show that the adaptive group Lasso procedure works well with samples of moderate size. A data example is used to illustrate the application of the proposed method. PMID:21127739

Chain pooling to minimize prediction error in subset regression. [Monte Carlo studies using population models

NASA Technical Reports Server (NTRS)

Holms, A. G.

1974-01-01

Monte Carlo studies using population models intended to represent response surface applications are reported. Simulated experiments were generated by adding pseudo random normally distributed errors to population values to generate observations. Model equations were fitted to the observations and the decision procedure was used to delete terms. Comparison of values predicted by the reduced models with the true population values enabled the identification of deletion strategies that are approximately optimal for minimizing prediction errors.

Improving the Crossing-SIBTEST Statistic for Detecting Non-uniform DIF.

PubMed

Chalmers, R Philip

2018-06-01

This paper demonstrates that, after applying a simple modification to Li and Stout's (Psychometrika 61(4):647-677, 1996) CSIBTEST statistic, an improved variant of the statistic could be realized. It is shown that this modified version of CSIBTEST has a more direct association with the SIBTEST statistic presented by Shealy and Stout (Psychometrika 58(2):159-194, 1993). In particular, the asymptotic sampling distributions and general interpretation of the effect size estimates are the same for SIBTEST and the new CSIBTEST. Given the more natural connection to SIBTEST, it is shown that Li and Stout's hypothesis testing approach is insufficient for CSIBTEST; thus, an improved hypothesis testing procedure is required. Based on the presented arguments, a new chi-squared-based hypothesis testing approach is proposed for the modified CSIBTEST statistic. Positive results from a modest Monte Carlo simulation study strongly suggest the original CSIBTEST procedure and randomization hypothesis testing approach should be replaced by the modified statistic and hypothesis testing method.

Smoothing spline ANOVA frailty model for recurrent event data.

PubMed

Du, Pang; Jiang, Yihua; Wang, Yuedong

2011-12-01

Gap time hazard estimation is of particular interest in recurrent event data. This article proposes a fully nonparametric approach for estimating the gap time hazard. Smoothing spline analysis of variance (ANOVA) decompositions are used to model the log gap time hazard as a joint function of gap time and covariates, and general frailty is introduced to account for between-subject heterogeneity and within-subject correlation. We estimate the nonparametric gap time hazard function and parameters in the frailty distribution using a combination of the Newton-Raphson procedure, the stochastic approximation algorithm (SAA), and the Markov chain Monte Carlo (MCMC) method. The convergence of the algorithm is guaranteed by decreasing the step size of parameter update and/or increasing the MCMC sample size along iterations. Model selection procedure is also developed to identify negligible components in a functional ANOVA decomposition of the log gap time hazard. We evaluate the proposed methods with simulation studies and illustrate its use through the analysis of bladder tumor data. © 2011, The International Biometric Society.

Type-II generalized family-wise error rate formulas with application to sample size determination.

PubMed

Delorme, Phillipe; de Micheaux, Pierre Lafaye; Liquet, Benoit; Riou, Jérémie

2016-07-20

Multiple endpoints are increasingly used in clinical trials. The significance of some of these clinical trials is established if at least r null hypotheses are rejected among m that are simultaneously tested. The usual approach in multiple hypothesis testing is to control the family-wise error rate, which is defined as the probability that at least one type-I error is made. More recently, the q-generalized family-wise error rate has been introduced to control the probability of making at least q false rejections. For procedures controlling this global type-I error rate, we define a type-II r-generalized family-wise error rate, which is directly related to the r-power defined as the probability of rejecting at least r false null hypotheses. We obtain very general power formulas that can be used to compute the sample size for single-step and step-wise procedures. These are implemented in our R package rPowerSampleSize available on the CRAN, making them directly available to end users. Complexities of the formulas are presented to gain insight into computation time issues. Comparison with Monte Carlo strategy is also presented. We compute sample sizes for two clinical trials involving multiple endpoints: one designed to investigate the effectiveness of a drug against acute heart failure and the other for the immunogenicity of a vaccine strategy against pneumococcus. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Hypothesis testing of scientific Monte Carlo calculations.

PubMed

Wallerberger, Markus; Gull, Emanuel

2017-11-01

The steadily increasing size of scientific Monte Carlo simulations and the desire for robust, correct, and reproducible results necessitates rigorous testing procedures for scientific simulations in order to detect numerical problems and programming bugs. However, the testing paradigms developed for deterministic algorithms have proven to be ill suited for stochastic algorithms. In this paper we demonstrate explicitly how the technique of statistical hypothesis testing, which is in wide use in other fields of science, can be used to devise automatic and reliable tests for Monte Carlo methods, and we show that these tests are able to detect some of the common problems encountered in stochastic scientific simulations. We argue that hypothesis testing should become part of the standard testing toolkit for scientific simulations.

Hypothesis testing of scientific Monte Carlo calculations

NASA Astrophysics Data System (ADS)

Wallerberger, Markus; Gull, Emanuel

2017-11-01

The steadily increasing size of scientific Monte Carlo simulations and the desire for robust, correct, and reproducible results necessitates rigorous testing procedures for scientific simulations in order to detect numerical problems and programming bugs. However, the testing paradigms developed for deterministic algorithms have proven to be ill suited for stochastic algorithms. In this paper we demonstrate explicitly how the technique of statistical hypothesis testing, which is in wide use in other fields of science, can be used to devise automatic and reliable tests for Monte Carlo methods, and we show that these tests are able to detect some of the common problems encountered in stochastic scientific simulations. We argue that hypothesis testing should become part of the standard testing toolkit for scientific simulations.

Robust tests for multivariate factorial designs under heteroscedasticity.

PubMed

Vallejo, Guillermo; Ato, Manuel

2012-06-01

The question of how to analyze several multivariate normal mean vectors when normality and covariance homogeneity assumptions are violated is considered in this article. For the two-way MANOVA layout, we address this problem adapting results presented by Brunner, Dette, and Munk (BDM; 1997) and Vallejo and Ato (modified Brown-Forsythe [MBF]; 2006) in the context of univariate factorial and split-plot designs and a multivariate version of the linear model (MLM) to accommodate heterogeneous data. Furthermore, we compare these procedures with the Welch-James (WJ) approximate degrees of freedom multivariate statistics based on ordinary least squares via Monte Carlo simulation. Our numerical studies show that of the methods evaluated, only the modified versions of the BDM and MBF procedures were robust to violations of underlying assumptions. The MLM approach was only occasionally liberal, and then by only a small amount, whereas the WJ procedure was often liberal if the interactive effects were involved in the design, particularly when the number of dependent variables increased and total sample size was small. On the other hand, it was also found that the MLM procedure was uniformly more powerful than its most direct competitors. The overall success rate was 22.4% for the BDM, 36.3% for the MBF, and 45.0% for the MLM.

Quality of Life, Disability, Well-Being, and Coping Strategies in Patients Undergoing Neurosurgical Procedures: Preoperative Results in an Italian Sample

PubMed Central

Quintas, Rui; Pagani, Marco; Brock, Stefano; Visintini, Sergio; Cusin, Alberto; Schiariti, Marco; Broggi, Morgan; Ferroli, Paolo; Leonardi, Matilde

2014-01-01

Background. The aim of this paper is to present the preliminary results of QoL, well-being, disability, and coping strategies of patients before neurosurgical procedure. Methods. We analysed data on preoperative quality of life (EUROHIS-QoL), disability (WHODAS-II), well-being (PGWB-S), coping strategies (Brief COPE), and functional status (KPS score) of a sample of patients with brain tumours and cerebrovascular and spinal degenerative disease admitted to Neurological Institute Carlo Besta. Statistical analysis was performed to illustrate the distribution of sociodemographic and clinical data, to compare mean test scores to the respective normative samples, and to investigate the differences between diagnoses, the correlation between tests, and the predictive power of sociodemographic and clinical variables of QoL. Results. 198 patients were included in the study. PGWB-S and EUROHIS-QoL scores were significantly lower than normative population. Patients with spinal diseases reported higher scores in WHODAS-II compared with oncological and cerebrovascular groups. Finally sociodemographic and clinical variables were significant predictors of EUROHIS-QoL, in particular PGWB-S and WHODAS-II. Conclusion. Our preliminary results show that preoperatory period is critical and the evaluation of coping strategies, quality of life, disability, and well-being is useful to plan tailored intervention and for a better management of each patient. PMID:25538963

Comparison of different tree sap flow up-scaling procedures using Monte-Carlo simulations

NASA Astrophysics Data System (ADS)

Tatarinov, Fyodor; Preisler, Yakir; Roahtyn, Shani; Yakir, Dan

2015-04-01

An important task in determining forest ecosystem water balance is the estimation of stand transpiration, allowing separating evapotranspiration into transpiration and soil evaporation. This can be based on up-scaling measurements of sap flow in representative trees (SF), which can be done by different mathematical algorithms. The aim of the present study was to evaluate the error associated with different up-scaling algorithms under different conditions. Other types of errors (such as, measurement error, within tree SF variability, choice of sample plot etc.) were not considered here. A set of simulation experiments using Monte-Carlo technique was carried out and three up-scaling procedures were tested. (1) Multiplying mean stand sap flux density based on unit sapwood cross-section area (SFD) by total sapwood area (Klein et al, 2014); (2) deriving of linear dependence of tree sap flow on tree DBH and calculating SFstand using predicted SF by DBH classes and stand DBH distribution (Cermak et al., 2004); (3) same as method 2 but using non-linear dependency. Simulations were performed under different SFD(DBH) slope (bs, positive, negative, zero); different DBH and SFD standard deviations (Δd and Δs, respectively) and DBH class size. It was assumed that all trees in a unit area are measured and the total SF of all trees in the experimental plot was taken as the reference SFstand value. Under negative bs all models tend to overestimate SFstand and the error increases exponentially with decreasing bs. Under bs >0 all models tend to underestimate SFstand, but the error is much smaller than for bs

Generating Multivariate Ordinal Data via Entropy Principles.

PubMed

Lee, Yen; Kaplan, David

2018-03-01

When conducting robustness research where the focus of attention is on the impact of non-normality, the marginal skewness and kurtosis are often used to set the degree of non-normality. Monte Carlo methods are commonly applied to conduct this type of research by simulating data from distributions with skewness and kurtosis constrained to pre-specified values. Although several procedures have been proposed to simulate data from distributions with these constraints, no corresponding procedures have been applied for discrete distributions. In this paper, we present two procedures based on the principles of maximum entropy and minimum cross-entropy to estimate the multivariate observed ordinal distributions with constraints on skewness and kurtosis. For these procedures, the correlation matrix of the observed variables is not specified but depends on the relationships between the latent response variables. With the estimated distributions, researchers can study robustness not only focusing on the levels of non-normality but also on the variations in the distribution shapes. A simulation study demonstrates that these procedures yield excellent agreement between specified parameters and those of estimated distributions. A robustness study concerning the effect of distribution shape in the context of confirmatory factor analysis shows that shape can affect the robust [Formula: see text] and robust fit indices, especially when the sample size is small, the data are severely non-normal, and the fitted model is complex.

An Energy-Dispersive X-Ray Fluorescence Spectrometry and Monte Carlo simulation study of Iron-Age Nuragic small bronzes ("Navicelle") from Sardinia, Italy

NASA Astrophysics Data System (ADS)

Schiavon, Nick; de Palmas, Anna; Bulla, Claudio; Piga, Giampaolo; Brunetti, Antonio

2016-09-01

A spectrometric protocol combining Energy Dispersive X-Ray Fluorescence Spectrometry with Monte Carlo simulations of experimental spectra using the XRMC code package has been applied for the first time to characterize the elemental composition of a series of famous Iron Age small scale archaeological bronze replicas of ships (known as the ;Navicelle;) from the Nuragic civilization in Sardinia, Italy. The proposed protocol is a useful, nondestructive and fast analytical tool for Cultural Heritage sample. In Monte Carlo simulations, each sample was modeled as a multilayered object composed by two or three layers depending on the sample: when all present, the three layers are the original bronze substrate, the surface corrosion patina and an outermost protective layer (Paraloid) applied during past restorations. Monte Carlo simulations were able to account for the presence of the patina/corrosion layer as well as the presence of the Paraloid protective layer. It also accounted for the roughness effect commonly found at the surface of corroded metal archaeological artifacts. In this respect, the Monte Carlo simulation approach adopted here was, to the best of our knowledge, unique and enabled to determine the bronze alloy composition together with the thickness of the surface layers without the need for previously removing the surface patinas, a process potentially threatening preservation of precious archaeological/artistic artifacts for future generations.

On the predictivity of pore-scale simulations: Estimating uncertainties with multilevel Monte Carlo

NASA Astrophysics Data System (ADS)

Icardi, Matteo; Boccardo, Gianluca; Tempone, Raúl

2016-09-01

A fast method with tunable accuracy is proposed to estimate errors and uncertainties in pore-scale and Digital Rock Physics (DRP) problems. The overall predictivity of these studies can be, in fact, hindered by many factors including sample heterogeneity, computational and imaging limitations, model inadequacy and not perfectly known physical parameters. The typical objective of pore-scale studies is the estimation of macroscopic effective parameters such as permeability, effective diffusivity and hydrodynamic dispersion. However, these are often non-deterministic quantities (i.e., results obtained for specific pore-scale sample and setup are not totally reproducible by another ;equivalent; sample and setup). The stochastic nature can arise due to the multi-scale heterogeneity, the computational and experimental limitations in considering large samples, and the complexity of the physical models. These approximations, in fact, introduce an error that, being dependent on a large number of complex factors, can be modeled as random. We propose a general simulation tool, based on multilevel Monte Carlo, that can reduce drastically the computational cost needed for computing accurate statistics of effective parameters and other quantities of interest, under any of these random errors. This is, to our knowledge, the first attempt to include Uncertainty Quantification (UQ) in pore-scale physics and simulation. The method can also provide estimates of the discretization error and it is tested on three-dimensional transport problems in heterogeneous materials, where the sampling procedure is done by generation algorithms able to reproduce realistic consolidated and unconsolidated random sphere and ellipsoid packings and arrangements. A totally automatic workflow is developed in an open-source code [1], that include rigid body physics and random packing algorithms, unstructured mesh discretization, finite volume solvers, extrapolation and post-processing techniques. The proposed method can be efficiently used in many porous media applications for problems such as stochastic homogenization/upscaling, propagation of uncertainty from microscopic fluid and rock properties to macro-scale parameters, robust estimation of Representative Elementary Volume size for arbitrary physics.

Estimating Model Probabilities using Thermodynamic Markov Chain Monte Carlo Methods

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Nonglobal correlations in collider physics

DOE PAGES

Moult, Ian; Larkoski, Andrew J.

2016-01-13

Despite their importance for precision QCD calculations, correlations between in- and out-of-jet regions of phase space have never directly been observed. These so-called non-global effects are present generically whenever a collider physics measurement is not explicitly dependent on radiation throughout the entire phase space. In this paper, we introduce a novel procedure based on mutual information, which allows us to isolate these non-global correlations between measurements made in different regions of phase space. We study this procedure both analytically and in Monte Carlo simulations in the context of observables measured on hadronic final states produced in e+e- collisions, though itmore » is more widely applicable.The procedure exploits the sensitivity of soft radiation at large angles to non-global correlations, and we calculate these correlations through next-to-leading logarithmic accuracy. The bulk of these non-global correlations are found to be described in Monte Carlo simulation. They increase by the inclusion of non-perturbative effects, which we show can be incorporated in our calculation through the use of a model shape function. As a result, this procedure illuminates the source of non-global correlations and has connections more broadly to fundamental quantities in quantum field theory.« less

Fission matrix-based Monte Carlo criticality analysis of fuel storage pools

DOE Office of Scientific and Technical Information (OSTI.GOV)

Farlotti, M.; Ecole Polytechnique, Palaiseau, F 91128; Larsen, E. W.

2013-07-01

Standard Monte Carlo transport procedures experience difficulties in solving criticality problems in fuel storage pools. Because of the strong neutron absorption between fuel assemblies, source convergence can be very slow, leading to incorrect estimates of the eigenvalue and the eigenfunction. This study examines an alternative fission matrix-based Monte Carlo transport method that takes advantage of the geometry of a storage pool to overcome this difficulty. The method uses Monte Carlo transport to build (essentially) a fission matrix, which is then used to calculate the criticality and the critical flux. This method was tested using a test code on a simplemore » problem containing 8 assemblies in a square pool. The standard Monte Carlo method gave the expected eigenfunction in 5 cases out of 10, while the fission matrix method gave the expected eigenfunction in all 10 cases. In addition, the fission matrix method provides an estimate of the error in the eigenvalue and the eigenfunction, and it allows the user to control this error by running an adequate number of cycles. Because of these advantages, the fission matrix method yields a higher confidence in the results than standard Monte Carlo. We also discuss potential improvements of the method, including the potential for variance reduction techniques. (authors)« less

Determination of the Kwall correction factor for a cylindrical ionization chamber to measure air-kerma in 60Co gamma beams.

PubMed

Laitano, R F; Toni, M P; Pimpinella, M; Bovi, M

2002-07-21

The factor Kwall to correct for photon attenuation and scatter in the wall of ionization chambers for 60Co air-kerma measurement has been traditionally determined by a procedure based on a linear extrapolation of the chamber current to zero wall thickness. Monte Carlo calculations by Rogers and Bielajew (1990 Phys. Med. Biol. 35 1065-78) provided evidence, mostly for chambers of cylindrical and spherical geometry, of appreciable deviations between the calculated values of Kwall and those obtained by the traditional extrapolation procedure. In the present work an experimental method other than the traditional extrapolation procedure was used to determine the Kwall factor. In this method the dependence of the ionization current in a cylindrical chamber was analysed as a function of an effective wall thickness in place of the physical (radial) wall thickness traditionally considered in this type of measurement. To this end the chamber wall was ideally divided into distinct regions and for each region an effective thickness to which the chamber current correlates was determined. A Monte Carlo calculation of attenuation and scatter effects in the different regions of the chamber wall was also made to compare calculation to measurement results. The Kwall values experimentally determined in this work agree within 0.2% with the Monte Carlo calculation. The agreement between these independent methods and the appreciable deviation (up to about 1%) between the results of both these methods and those obtained by the traditional extrapolation procedure support the conclusion that the two independent methods providing comparable results are correct and the traditional extrapolation procedure is likely to be wrong. The numerical results of the present study refer to a cylindrical cavity chamber like that adopted as the Italian national air-kerma standard at INMRI-ENEA (Italy). The method used in this study applies, however, to any other chamber of the same type.

A comparative study of Conroy and Monte Carlo methods applied to multiple quadratures and multiple scattering

NASA Technical Reports Server (NTRS)

Deepak, A.; Fluellen, A.

1978-01-01

An efficient numerical method of multiple quadratures, the Conroy method, is applied to the problem of computing multiple scattering contributions in the radiative transfer through realistic planetary atmospheres. A brief error analysis of the method is given and comparisons are drawn with the more familiar Monte Carlo method. Both methods are stochastic problem-solving models of a physical or mathematical process and utilize the sampling scheme for points distributed over a definite region. In the Monte Carlo scheme the sample points are distributed randomly over the integration region. In the Conroy method, the sample points are distributed systematically, such that the point distribution forms a unique, closed, symmetrical pattern which effectively fills the region of the multidimensional integration. The methods are illustrated by two simple examples: one, of multidimensional integration involving two independent variables, and the other, of computing the second order scattering contribution to the sky radiance.

A Monte-Carlo method which is not based on Markov chain algorithm, used to study electrostatic screening of ion potential

NASA Astrophysics Data System (ADS)

Šantić, Branko; Gracin, Davor

2017-12-01

A new simple Monte Carlo method is introduced for the study of electrostatic screening by surrounding ions. The proposed method is not based on the generally used Markov chain method for sample generation. Each sample is pristine and there is no correlation with other samples. As the main novelty, the pairs of ions are gradually added to a sample provided that the energy of each ion is within the boundaries determined by the temperature and the size of ions. The proposed method provides reliable results, as demonstrated by the screening of ion in plasma and in water.

Monte Carlo source simulation technique for solution of interference reactions in INAA experiments: a preliminary report

NASA Astrophysics Data System (ADS)

Allaf, M. Athari; Shahriari, M.; Sohrabpour, M.

2004-04-01

A new method using Monte Carlo source simulation of interference reactions in neutron activation analysis experiments has been developed. The neutron spectrum at the sample location has been simulated using the Monte Carlo code MCNP and the contributions of different elements to produce a specified gamma line have been determined. The produced response matrix has been used to measure peak areas and the sample masses of the elements of interest. A number of benchmark experiments have been performed and the calculated results verified against known values. The good agreement obtained between the calculated and known values suggests that this technique may be useful for the elimination of interference reactions in neutron activation analysis.

Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

DOE PAGES

Jasra, Ajay; Law, Kody J. H.; Zhou, Yan

2016-01-01

Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less

Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jasra, Ajay; Law, Kody J. H.; Zhou, Yan

Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less

Entanglement and the fermion sign problem in auxiliary field quantum Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Broecker, Peter; Trebst, Simon

2016-08-01

Quantum Monte Carlo simulations of fermions are hampered by the notorious sign problem whose most striking manifestation is an exponential growth of sampling errors with the number of particles. With the sign problem known to be an NP-hard problem and any generic solution thus highly elusive, the Monte Carlo sampling of interacting many-fermion systems is commonly thought to be restricted to a small class of model systems for which a sign-free basis has been identified. Here we demonstrate that entanglement measures, in particular the so-called Rényi entropies, can intrinsically exhibit a certain robustness against the sign problem in auxiliary-field quantum Monte Carlo approaches and possibly allow for the identification of global ground-state properties via their scaling behavior even in the presence of a strong sign problem. We corroborate these findings via numerical simulations of fermionic quantum phase transitions of spinless fermions on the honeycomb lattice at and below half filling.

Simulation-Based Model Checking for Nondeterministic Systems and Rare Events

DTIC Science & Technology

2016-03-24

year, we have investigated AO* search and Monte Carlo Tree Search algorithms to complement and enhance CMU’s SMCMDP. 1 Final Report, March 14... tree , so we can use it to find the probability of reachability for a property in PRISM’s Probabilistic LTL. By finding the maximum probability of...savings, particularly when handling very large models. 2.3 Monte Carlo Tree Search The Monte Carlo sampling process in SMCMDP can take a long time to

Discrepancy-based error estimates for Quasi-Monte Carlo III. Error distributions and central limits

NASA Astrophysics Data System (ADS)

Hoogland, Jiri; Kleiss, Ronald

1997-04-01

In Quasi-Monte Carlo integration, the integration error is believed to be generally smaller than in classical Monte Carlo with the same number of integration points. Using an appropriate definition of an ensemble of quasi-random point sets, we derive various results on the probability distribution of the integration error, which can be compared to the standard Central Limit Theorem for normal stochastic sampling. In many cases, a Gaussian error distribution is obtained.

At-line monitoring of key parameters of nisin fermentation by near infrared spectroscopy, chemometric modeling and model improvement.

PubMed

Guo, Wei-Liang; Du, Yi-Ping; Zhou, Yong-Can; Yang, Shuang; Lu, Jia-Hui; Zhao, Hong-Yu; Wang, Yao; Teng, Li-Rong

2012-03-01

An analytical procedure has been developed for at-line (fast off-line) monitoring of 4 key parameters including nisin titer (NT), the concentration of reducing sugars, cell concentration and pH during a nisin fermentation process. This procedure is based on near infrared (NIR) spectroscopy and Partial Least Squares (PLS). Samples without any preprocessing were collected at intervals of 1 h during fifteen batch of fermentations. These fermentation processes were implemented in 3 different 5 l fermentors at various conditions. NIR spectra of the samples were collected in 10 min. And then, PLS was used for modeling the relationship between NIR spectra and the key parameters which were determined by reference methods. Monte Carlo Partial Least Squares (MCPLS) was applied to identify the outliers and select the most efficacious methods for preprocessing spectra, wavelengths and the suitable number of latent variables (n (LV)). Then, the optimum models for determining NT, concentration of reducing sugars, cell concentration and pH were established. The correlation coefficients of calibration set (R (c)) were 0.8255, 0.9000, 0.9883 and 0.9581, respectively. These results demonstrated that this method can be successfully applied to at-line monitor of NT, concentration of reducing sugars, cell concentration and pH during nisin fermentation processes.

Monte Carlo simulation of air sampling methods for the measurement of radon decay products.

PubMed

Sima, Octavian; Luca, Aurelian; Sahagia, Maria

2017-08-01

A stochastic model of the processes involved in the measurement of the activity of the 222 Rn decay products was developed. The distributions of the relevant factors, including air sampling and radionuclide collection, are propagated using Monte Carlo simulation to the final distribution of the measurement results. The uncertainties of the 222 Rn decay products concentrations in the air are realistically evaluated. Copyright © 2017 Elsevier Ltd. All rights reserved.

Monte Carlo algorithms for Brownian phylogenetic models.

PubMed

Horvilleur, Benjamin; Lartillot, Nicolas

2014-11-01

Brownian models have been introduced in phylogenetics for describing variation in substitution rates through time, with applications to molecular dating or to the comparative analysis of variation in substitution patterns among lineages. Thus far, however, the Monte Carlo implementations of these models have relied on crude approximations, in which the Brownian process is sampled only at the internal nodes of the phylogeny or at the midpoints along each branch, and the unknown trajectory between these sampled points is summarized by simple branchwise average substitution rates. A more accurate Monte Carlo approach is introduced, explicitly sampling a fine-grained discretization of the trajectory of the (potentially multivariate) Brownian process along the phylogeny. Generic Monte Carlo resampling algorithms are proposed for updating the Brownian paths along and across branches. Specific computational strategies are developed for efficient integration of the finite-time substitution probabilities across branches induced by the Brownian trajectory. The mixing properties and the computational complexity of the resulting Markov chain Monte Carlo sampler scale reasonably with the discretization level, allowing practical applications with up to a few hundred discretization points along the entire depth of the tree. The method can be generalized to other Markovian stochastic processes, making it possible to implement a wide range of time-dependent substitution models with well-controlled computational precision. The program is freely available at www.phylobayes.org. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Monte Carlo sampling in diffusive dynamical systems

NASA Astrophysics Data System (ADS)

Tapias, Diego; Sanders, David P.; Altmann, Eduardo G.

2018-05-01

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements, where deviations from a diffusive process are most prominent. We search for initial conditions using a proposal that correlates states in the Markov chain constructed via a Metropolis-Hastings algorithm. We show that our method outperforms the direct sampling method and also Metropolis-Hastings methods with alternative proposals. We test our general method through numerical simulations in 1D (box-map) and 2D (Lorentz gas) systems.

A new approach to importance sampling for the simulation of false alarms. [in radar systems

NASA Technical Reports Server (NTRS)

Lu, D.; Yao, K.

1987-01-01

In this paper a modified importance sampling technique for improving the convergence of Importance Sampling is given. By using this approach to estimate low false alarm rates in radar simulations, the number of Monte Carlo runs can be reduced significantly. For one-dimensional exponential, Weibull, and Rayleigh distributions, a uniformly minimum variance unbiased estimator is obtained. For Gaussian distribution the estimator in this approach is uniformly better than that of previously known Importance Sampling approach. For a cell averaging system, by combining this technique and group sampling, the reduction of Monte Carlo runs for a reference cell of 20 and false alarm rate of lE-6 is on the order of 170 as compared to the previously known Importance Sampling approach.

Reactive Monte Carlo sampling with an ab initio potential

NASA Astrophysics Data System (ADS)

Leiding, Jeff; Coe, Joshua D.

2016-05-01

We present the first application of reactive Monte Carlo in a first-principles context. The algorithm samples in a modified NVT ensemble in which the volume, temperature, and total number of atoms of a given type are held fixed, but molecular composition is allowed to evolve through stochastic variation of chemical connectivity. We discuss general features of the method, as well as techniques needed to enhance the efficiency of Boltzmann sampling. Finally, we compare the results of simulation of NH3 to those of ab initio molecular dynamics (AIMD). We find that there are regions of state space for which RxMC sampling is much more efficient than AIMD due to the "rare-event" character of chemical reactions.

Monte Carlo and Molecular Dynamics in the Multicanonical Ensemble: Connections between Wang-Landau Sampling and Metadynamics

NASA Astrophysics Data System (ADS)

Vogel, Thomas; Perez, Danny; Junghans, Christoph

2014-03-01

We show direct formal relationships between the Wang-Landau iteration [PRL 86, 2050 (2001)], metadynamics [PNAS 99, 12562 (2002)] and statistical temperature molecular dynamics [PRL 97, 050601 (2006)], the major Monte Carlo and molecular dynamics work horses for sampling from a generalized, multicanonical ensemble. We aim at helping to consolidate the developments in the different areas by indicating how methodological advancements can be transferred in a straightforward way, avoiding the parallel, largely independent, developments tracks observed in the past.

Validation of a Monte Carlo Simulation of Binary Time Series.

DTIC Science & Technology

1981-09-18

the probability distribution corresponding to the population from which the n sample vectors are generated. Simple unbiased estimators were chosen for...Cowcept A s*us Agew Bethesd, Marylnd H. L. Wauom Am D. RoQuE SymMS Reserch Brach , p" Ssms Delsbian September 18, 1981 DTIC EL E C T E SEP 24 =I98ST...is generated from the sample of such vectors produced by several independent replications of the Monte Carlo simulation. Then the validity of the

Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain

NASA Astrophysics Data System (ADS)

Beck, Joakim; Dia, Ben Mansour; Espath, Luis F. R.; Long, Quan; Tempone, Raúl

2018-06-01

In calculating expected information gain in optimal Bayesian experimental design, the computation of the inner loop in the classical double-loop Monte Carlo requires a large number of samples and suffers from underflow if the number of samples is small. These drawbacks can be avoided by using an importance sampling approach. We present a computationally efficient method for optimal Bayesian experimental design that introduces importance sampling based on the Laplace method to the inner loop. We derive the optimal values for the method parameters in which the average computational cost is minimized according to the desired error tolerance. We use three numerical examples to demonstrate the computational efficiency of our method compared with the classical double-loop Monte Carlo, and a more recent single-loop Monte Carlo method that uses the Laplace method as an approximation of the return value of the inner loop. The first example is a scalar problem that is linear in the uncertain parameter. The second example is a nonlinear scalar problem. The third example deals with the optimal sensor placement for an electrical impedance tomography experiment to recover the fiber orientation in laminate composites.

Applying Monte-Carlo simulations to optimize an inelastic neutron scattering system for soil carbon analysis

USDA-ARS?s Scientific Manuscript database

Computer Monte-Carlo (MC) simulations (Geant4) of neutron propagation and acquisition of gamma response from soil samples was applied to evaluate INS system performance characteristic [sensitivity, minimal detectable level (MDL)] for soil carbon measurement. The INS system model with best performanc...

Exploring Mass Perception with Markov Chain Monte Carlo

ERIC Educational Resources Information Center

Cohen, Andrew L.; Ross, Michael G.

2009-01-01

Several previous studies have examined the ability to judge the relative mass of objects in idealized collisions. With a newly developed technique of psychological Markov chain Monte Carlo sampling (A. N. Sanborn & T. L. Griffiths, 2008), this work explores participants; perceptions of different collision mass ratios. The results reveal…

SIMCA T 1.0: A SAS Computer Program for Simulating Computer Adaptive Testing

ERIC Educational Resources Information Center

Raiche, Gilles; Blais, Jean-Guy

2006-01-01

Monte Carlo methodologies are frequently applied to study the sampling distribution of the estimated proficiency level in adaptive testing. These methods eliminate real situational constraints. However, these Monte Carlo methodologies are not currently supported by the available software programs, and when these programs are available, their…

A Christoffel function weighted least squares algorithm for collocation approximations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Narayan, Akil; Jakeman, John D.; Zhou, Tao

Here, we propose, theoretically investigate, and numerically validate an algorithm for the Monte Carlo solution of least-squares polynomial approximation problems in a collocation framework. Our investigation is motivated by applications in the collocation approximation of parametric functions, which frequently entails construction of surrogates via orthogonal polynomials. A standard Monte Carlo approach would draw samples according to the density defining the orthogonal polynomial family. Our proposed algorithm instead samples with respect to the (weighted) pluripotential equilibrium measure of the domain, and subsequently solves a weighted least-squares problem, with weights given by evaluations of the Christoffel function. We present theoretical analysis tomore » motivate the algorithm, and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest.« less

A Christoffel function weighted least squares algorithm for collocation approximations

DOE PAGES

Narayan, Akil; Jakeman, John D.; Zhou, Tao

2016-11-28

Here, we propose, theoretically investigate, and numerically validate an algorithm for the Monte Carlo solution of least-squares polynomial approximation problems in a collocation framework. Our investigation is motivated by applications in the collocation approximation of parametric functions, which frequently entails construction of surrogates via orthogonal polynomials. A standard Monte Carlo approach would draw samples according to the density defining the orthogonal polynomial family. Our proposed algorithm instead samples with respect to the (weighted) pluripotential equilibrium measure of the domain, and subsequently solves a weighted least-squares problem, with weights given by evaluations of the Christoffel function. We present theoretical analysis tomore » motivate the algorithm, and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest.« less

Constructing a Reward-Related Quality of Life Statistic in Daily Life—a Proof of Concept Study Using Positive Affect

PubMed Central

Verhagen, Simone J. W.; Simons, Claudia J. P.; van Zelst, Catherine; Delespaul, Philippe A. E. G.

2017-01-01

Background: Mental healthcare needs person-tailored interventions. Experience Sampling Method (ESM) can provide daily life monitoring of personal experiences. This study aims to operationalize and test a measure of momentary reward-related Quality of Life (rQoL). Intuitively, quality of life improves by spending more time on rewarding experiences. ESM clinical interventions can use this information to coach patients to find a realistic, optimal balance of positive experiences (maximize reward) in daily life. rQoL combines the frequency of engaging in a relevant context (a ‘behavior setting’) with concurrent (positive) affect. High rQoL occurs when the most frequent behavior settings are combined with positive affect or infrequent behavior settings co-occur with low positive affect. Methods: Resampling procedures (Monte Carlo experiments) were applied to assess the reliability of rQoL using various behavior setting definitions under different sampling circumstances, for real or virtual subjects with low-, average- and high contextual variability. Furthermore, resampling was used to assess whether rQoL is a distinct concept from positive affect. Virtual ESM beep datasets were extracted from 1,058 valid ESM observations for virtual and real subjects. Results: Behavior settings defined by Who-What contextual information were most informative. Simulations of at least 100 ESM observations are needed for reliable assessment. Virtual ESM beep datasets of a real subject can be defined by Who-What-Where behavior setting combinations. Large sample sizes are necessary for reliable rQoL assessments, except for subjects with low contextual variability. rQoL is distinct from positive affect. Conclusion: rQoL is a feasible concept. Monte Carlo experiments should be used to assess the reliable implementation of an ESM statistic. Future research in ESM should asses the behavior of summary statistics under different sampling situations. This exploration is especially relevant in clinical implementation, where often only small datasets are available. PMID:29163294

Constructing a Reward-Related Quality of Life Statistic in Daily Life-a Proof of Concept Study Using Positive Affect.

PubMed

Verhagen, Simone J W; Simons, Claudia J P; van Zelst, Catherine; Delespaul, Philippe A E G

2017-01-01

Background: Mental healthcare needs person-tailored interventions. Experience Sampling Method (ESM) can provide daily life monitoring of personal experiences. This study aims to operationalize and test a measure of momentary reward-related Quality of Life (rQoL). Intuitively, quality of life improves by spending more time on rewarding experiences. ESM clinical interventions can use this information to coach patients to find a realistic, optimal balance of positive experiences (maximize reward) in daily life. rQoL combines the frequency of engaging in a relevant context (a 'behavior setting') with concurrent (positive) affect. High rQoL occurs when the most frequent behavior settings are combined with positive affect or infrequent behavior settings co-occur with low positive affect. Methods: Resampling procedures (Monte Carlo experiments) were applied to assess the reliability of rQoL using various behavior setting definitions under different sampling circumstances, for real or virtual subjects with low-, average- and high contextual variability. Furthermore, resampling was used to assess whether rQoL is a distinct concept from positive affect. Virtual ESM beep datasets were extracted from 1,058 valid ESM observations for virtual and real subjects. Results: Behavior settings defined by Who-What contextual information were most informative. Simulations of at least 100 ESM observations are needed for reliable assessment. Virtual ESM beep datasets of a real subject can be defined by Who-What-Where behavior setting combinations. Large sample sizes are necessary for reliable rQoL assessments, except for subjects with low contextual variability. rQoL is distinct from positive affect. Conclusion: rQoL is a feasible concept. Monte Carlo experiments should be used to assess the reliable implementation of an ESM statistic. Future research in ESM should asses the behavior of summary statistics under different sampling situations. This exploration is especially relevant in clinical implementation, where often only small datasets are available.

Exploiting neurovascular coupling: a Bayesian sequential Monte Carlo approach applied to simulated EEG fNIRS data

NASA Astrophysics Data System (ADS)

Croce, Pierpaolo; Zappasodi, Filippo; Merla, Arcangelo; Chiarelli, Antonio Maria

2017-08-01

Objective. Electrical and hemodynamic brain activity are linked through the neurovascular coupling process and they can be simultaneously measured through integration of electroencephalography (EEG) and functional near-infrared spectroscopy (fNIRS). Thanks to the lack of electro-optical interference, the two procedures can be easily combined and, whereas EEG provides electrophysiological information, fNIRS can provide measurements of two hemodynamic variables, such as oxygenated and deoxygenated hemoglobin. A Bayesian sequential Monte Carlo approach (particle filter, PF) was applied to simulated recordings of electrical and neurovascular mediated hemodynamic activity, and the advantages of a unified framework were shown. Approach. Multiple neural activities and hemodynamic responses were simulated in the primary motor cortex of a subject brain. EEG and fNIRS recordings were obtained by means of forward models of volume conduction and light propagation through the head. A state space model of combined EEG and fNIRS data was built and its dynamic evolution was estimated through a Bayesian sequential Monte Carlo approach (PF). Main results. We showed the feasibility of the procedure and the improvements in both electrical and hemodynamic brain activity reconstruction when using the PF on combined EEG and fNIRS measurements. Significance. The investigated procedure allows one to combine the information provided by the two methodologies, and, by taking advantage of a physical model of the coupling between electrical and hemodynamic response, to obtain a better estimate of brain activity evolution. Despite the high computational demand, application of such an approach to in vivo recordings could fully exploit the advantages of this combined brain imaging technology.

Effects of Average Signed Area Between Two Item Characteristic Curves and Test Purification Procedures on the DIF Detection via the Mantel-Haenszel Method

ERIC Educational Resources Information Center

Wang, Wen-Chung; Su, Ya-Hui

2004-01-01

In this study we investigated the effects of the average signed area (ASA) between the item characteristic curves of the reference and focal groups and three test purification procedures on the uniform differential item functioning (DIF) detection via the Mantel-Haenszel (M-H) method through Monte Carlo simulations. The results showed that ASA,…

Effect of battery longevity on costs and health outcomes associated with cardiac implantable electronic devices: a Markov model-based Monte Carlo simulation.

PubMed

Schmier, Jordana K; Lau, Edmund C; Patel, Jasmine D; Klenk, Juergen A; Greenspon, Arnold J

2017-11-01

The effects of device and patient characteristics on health and economic outcomes in patients with cardiac implantable electronic devices (CIEDs) are unclear. Modeling can estimate costs and outcomes for patients with CIEDs under a variety of scenarios, varying battery longevity, comorbidities, and care settings. The objective of this analysis was to compare changes in patient outcomes and payer costs attributable to increases in battery life of implantable cardiac defibrillators (ICDs) and cardiac resynchronization therapy defibrillators (CRT-D). We developed a Monte Carlo Markov model simulation to follow patients through primary implant, postoperative maintenance, generator replacement, and revision states. Patients were simulated in 3-month increments for 15 years or until death. Key variables included Charlson Comorbidity Index, CIED type, legacy versus extended battery longevity, mortality rates (procedure and all-cause), infection and non-infectious complication rates, and care settings. Costs included procedure-related (facility and professional), maintenance, and infections and non-infectious complications, all derived from Medicare data (2004-2014, 5% sample). Outcomes included counts of battery replacements, revisions, infections and non-infectious complications, and discounted (3%) costs and life years. An increase in battery longevity in ICDs yielded reductions in numbers of revisions (by 23%), battery changes (by 44%), infections (by 23%), non-infectious complications (by 10%), and total costs per patient (by 9%). Analogous reductions for CRT-Ds were 23% (revisions), 32% (battery changes), 22% (infections), 8% (complications), and 10% (costs). Based on modeling results, as battery longevity increases, patients experience fewer adverse outcomes and healthcare costs are reduced. Understanding the magnitude of the cost benefit of extended battery life can inform budgeting and planning decisions by healthcare providers and insurers.

Human errors and measurement uncertainty

NASA Astrophysics Data System (ADS)

Kuselman, Ilya; Pennecchi, Francesca

2015-04-01

Evaluating the residual risk of human errors in a measurement and testing laboratory, remaining after the error reduction by the laboratory quality system, and quantifying the consequences of this risk for the quality of the measurement/test results are discussed based on expert judgments and Monte Carlo simulations. A procedure for evaluation of the contribution of the residual risk to the measurement uncertainty budget is proposed. Examples are provided using earlier published sets of expert judgments on human errors in pH measurement of groundwater, elemental analysis of geological samples by inductively coupled plasma mass spectrometry, and multi-residue analysis of pesticides in fruits and vegetables. The human error contribution to the measurement uncertainty budget in the examples was not negligible, yet also not dominant. This was assessed as a good risk management result.

Uncertainty in least-squares fits to the thermal noise spectra of nanomechanical resonators with applications to the atomic force microscope.

PubMed

Sader, John E; Yousefi, Morteza; Friend, James R

2014-02-01

Thermal noise spectra of nanomechanical resonators are used widely to characterize their physical properties. These spectra typically exhibit a Lorentzian response, with additional white noise due to extraneous processes. Least-squares fits of these measurements enable extraction of key parameters of the resonator, including its resonant frequency, quality factor, and stiffness. Here, we present general formulas for the uncertainties in these fit parameters due to sampling noise inherent in all thermal noise spectra. Good agreement with Monte Carlo simulation of synthetic data and measurements of an Atomic Force Microscope (AFM) cantilever is demonstrated. These formulas enable robust interpretation of thermal noise spectra measurements commonly performed in the AFM and adaptive control of fitting procedures with specified tolerances.

Uncertainty in least-squares fits to the thermal noise spectra of nanomechanical resonators with applications to the atomic force microscope

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sader, John E., E-mail: jsader@unimelb.edu.au; Yousefi, Morteza; Friend, James R.

2014-02-15

Thermal noise spectra of nanomechanical resonators are used widely to characterize their physical properties. These spectra typically exhibit a Lorentzian response, with additional white noise due to extraneous processes. Least-squares fits of these measurements enable extraction of key parameters of the resonator, including its resonant frequency, quality factor, and stiffness. Here, we present general formulas for the uncertainties in these fit parameters due to sampling noise inherent in all thermal noise spectra. Good agreement with Monte Carlo simulation of synthetic data and measurements of an Atomic Force Microscope (AFM) cantilever is demonstrated. These formulas enable robust interpretation of thermal noisemore » spectra measurements commonly performed in the AFM and adaptive control of fitting procedures with specified tolerances.« less

Fast model updating coupling Bayesian inference and PGD model reduction

NASA Astrophysics Data System (ADS)

Rubio, Paul-Baptiste; Louf, François; Chamoin, Ludovic

2018-04-01

The paper focuses on a coupled Bayesian-Proper Generalized Decomposition (PGD) approach for the real-time identification and updating of numerical models. The purpose is to use the most general case of Bayesian inference theory in order to address inverse problems and to deal with different sources of uncertainties (measurement and model errors, stochastic parameters). In order to do so with a reasonable CPU cost, the idea is to replace the direct model called for Monte-Carlo sampling by a PGD reduced model, and in some cases directly compute the probability density functions from the obtained analytical formulation. This procedure is first applied to a welding control example with the updating of a deterministic parameter. In the second application, the identification of a stochastic parameter is studied through a glued assembly example.

Accounting for response misclassification and covariate measurement error improves power and reduces bias in epidemiologic studies.

PubMed

Cheng, Dunlei; Branscum, Adam J; Stamey, James D

2010-07-01

To quantify the impact of ignoring misclassification of a response variable and measurement error in a covariate on statistical power, and to develop software for sample size and power analysis that accounts for these flaws in epidemiologic data. A Monte Carlo simulation-based procedure is developed to illustrate the differences in design requirements and inferences between analytic methods that properly account for misclassification and measurement error to those that do not in regression models for cross-sectional and cohort data. We found that failure to account for these flaws in epidemiologic data can lead to a substantial reduction in statistical power, over 25% in some cases. The proposed method substantially reduced bias by up to a ten-fold margin compared to naive estimates obtained by ignoring misclassification and mismeasurement. We recommend as routine practice that researchers account for errors in measurement of both response and covariate data when determining sample size, performing power calculations, or analyzing data from epidemiological studies. 2010 Elsevier Inc. All rights reserved.

Modeling association among demographic parameters in analysis of open population capture-recapture data.

PubMed

Link, William A; Barker, Richard J

2005-03-01

We present a hierarchical extension of the Cormack-Jolly-Seber (CJS) model for open population capture-recapture data. In addition to recaptures of marked animals, we model first captures of animals and losses on capture. The parameter set includes capture probabilities, survival rates, and birth rates. The survival rates and birth rates are treated as a random sample from a bivariate distribution, thus the model explicitly incorporates correlation in these demographic rates. A key feature of the model is that the likelihood function, which includes a CJS model factor, is expressed entirely in terms of identifiable parameters; losses on capture can be factored out of the model. Since the computational complexity of classical likelihood methods is prohibitive, we use Markov chain Monte Carlo in a Bayesian analysis. We describe an efficient candidate-generation scheme for Metropolis-Hastings sampling of CJS models and extensions. The procedure is illustrated using mark-recapture data for the moth Gonodontis bidentata.

Modeling association among demographic parameters in analysis of open population capture-recapture data

USGS Publications Warehouse

Link, William A.; Barker, Richard J.

2005-01-01

We present a hierarchical extension of the Cormack–Jolly–Seber (CJS) model for open population capture–recapture data. In addition to recaptures of marked animals, we model first captures of animals and losses on capture. The parameter set includes capture probabilities, survival rates, and birth rates. The survival rates and birth rates are treated as a random sample from a bivariate distribution, thus the model explicitly incorporates correlation in these demographic rates. A key feature of the model is that the likelihood function, which includes a CJS model factor, is expressed entirely in terms of identifiable parameters; losses on capture can be factored out of the model. Since the computational complexity of classical likelihood methods is prohibitive, we use Markov chain Monte Carlo in a Bayesian analysis. We describe an efficient candidate-generation scheme for Metropolis–Hastings sampling of CJS models and extensions. The procedure is illustrated using mark-recapture data for the moth Gonodontis bidentata.

Investigation of radiative interaction in laminar flows using Monte Carlo simulation

NASA Technical Reports Server (NTRS)

Liu, Jiwen; Tiwari, S. N.

1993-01-01

The Monte Carlo method (MCM) is employed to study the radiative interactions in fully developed laminar flow between two parallel plates. Taking advantage of the characteristics of easy mathematical treatment of the MCM, a general numerical procedure is developed for nongray radiative interaction. The nongray model is based on the statistical narrow band model with an exponential-tailed inverse intensity distribution. To validate the Monte Carlo simulation for nongray radiation problems, the results of radiative dissipation from the MCM are compared with two available solutions for a given temperature profile between two plates. After this validation, the MCM is employed to solve the present physical problem and results for the bulk temperature are compared with available solutions. In general, good agreement is noted and reasons for some discrepancies in certain ranges of parameters are explained.

Calculating pH-dependent free energy of proteins by using Monte Carlo protonation probabilities of ionizable residues.

PubMed

Huang, Qiang; Herrmann, Andreas

2012-03-01

Protein folding, stability, and function are usually influenced by pH. And free energy plays a fundamental role in analysis of such pH-dependent properties. Electrostatics-based theoretical framework using dielectric solvent continuum model and solving Poisson-Boltzmann equation numerically has been shown to be very successful in understanding the pH-dependent properties. However, in this approach the exact computation of pH-dependent free energy becomes impractical for proteins possessing more than several tens of ionizable sites (e.g. > 30), because exact evaluation of the partition function requires a summation over a vast number of possible protonation microstates. Here we present a method which computes the free energy using the average energy and the protonation probabilities of ionizable sites obtained by the well-established Monte Carlo sampling procedure. The key feature is to calculate the entropy by using the protonation probabilities. We used this method to examine a well-studied protein (lysozyme) and produced results which agree very well with the exact calculations. Applications to the optimum pH of maximal stability of proteins and protein-DNA interactions have also resulted in good agreement with experimental data. These examples recommend our method for application to the elucidation of the pH-dependent properties of proteins.

Analysis of the Space Propulsion System Problem Using RAVEN

DOE Office of Scientific and Technical Information (OSTI.GOV)

diego mandelli; curtis smith; cristian rabiti

This paper presents the solution of the space propulsion problem using a PRA code currently under development at Idaho National Laboratory (INL). RAVEN (Reactor Analysis and Virtual control ENviroment) is a multi-purpose Probabilistic Risk Assessment (PRA) software framework that allows dispatching different functionalities. It is designed to derive and actuate the control logic required to simulate the plant control system and operator actions (guided procedures) and to perform both Monte- Carlo sampling of random distributed events and Event Tree based analysis. In order to facilitate the input/output handling, a Graphical User Interface (GUI) and a post-processing data-mining module are available.more » RAVEN allows also to interface with several numerical codes such as RELAP5 and RELAP-7 and ad-hoc system simulators. For the space propulsion system problem, an ad-hoc simulator has been developed and written in python language and then interfaced to RAVEN. Such simulator fully models both deterministic (e.g., system dynamics and interactions between system components) and stochastic behaviors (i.e., failures of components/systems such as distribution lines and thrusters). Stochastic analysis is performed using random sampling based methodologies (i.e., Monte-Carlo). Such analysis is accomplished to determine both the reliability of the space propulsion system and to propagate the uncertainties associated to a specific set of parameters. As also indicated in the scope of the benchmark problem, the results generated by the stochastic analysis are used to generate risk-informed insights such as conditions under witch different strategy can be followed.« less

Probabilistic treatment of the uncertainty from the finite size of weighted Monte Carlo data

NASA Astrophysics Data System (ADS)

Glüsenkamp, Thorsten

2018-06-01

Parameter estimation in HEP experiments often involves Monte Carlo simulation to model the experimental response function. A typical application are forward-folding likelihood analyses with re-weighting, or time-consuming minimization schemes with a new simulation set for each parameter value. Problematically, the finite size of such Monte Carlo samples carries intrinsic uncertainty that can lead to a substantial bias in parameter estimation if it is neglected and the sample size is small. We introduce a probabilistic treatment of this problem by replacing the usual likelihood functions with novel generalized probability distributions that incorporate the finite statistics via suitable marginalization. These new PDFs are analytic, and can be used to replace the Poisson, multinomial, and sample-based unbinned likelihoods, which covers many use cases in high-energy physics. In the limit of infinite statistics, they reduce to the respective standard probability distributions. In the general case of arbitrary Monte Carlo weights, the expressions involve the fourth Lauricella function FD, for which we find a new finite-sum representation in a certain parameter setting. The result also represents an exact form for Carlson's Dirichlet average Rn with n > 0, and thereby an efficient way to calculate the probability generating function of the Dirichlet-multinomial distribution, the extended divided difference of a monomial, or arbitrary moments of univariate B-splines. We demonstrate the bias reduction of our approach with a typical toy Monte Carlo problem, estimating the normalization of a peak in a falling energy spectrum, and compare the results with previously published methods from the literature.

LANDSAT-D investigations in snow hydrology

NASA Technical Reports Server (NTRS)

Dozier, J.

1983-01-01

The atmospheric radiative transfer calculation program (ATARD) and its supporting programs (setting up atmospheric profile, making Mie tables and an exponential-sum-fitting table) were completed. More sophisticated treatment of aerosol scattering (including angular phase function or asymmetric factor) and multichannel analysis of results from ATRAD are being developed. Some progress was made on a Monte Carlo program for examining two dimensional effects, specifically a surface boundary condition that varies across a scene. The MONTE program combines ATRAD and the Monte Carlo method together to produce an atmospheric point spread function. Currently the procedure passes monochromatic tests and the results are reasonable.

Phonon Scattering and Confinement in Crystalline Films

NASA Astrophysics Data System (ADS)

Parrish, Kevin D.

The operating temperature of energy conversion and electronic devices affects their efficiency and efficacy. In many devices, however, the reference values of the thermal properties of the materials used are no longer applicable due to processing techniques performed. This leads to challenges in thermal management and thermal engineering that demand accurate predictive tools and high fidelity measurements. The thermal conductivity of strained, nanostructured, and ultra-thin dielectrics are predicted computationally using solutions to the Boltzmann transport equation. Experimental measurements of thermal diffusivity are performed using transient grating spectroscopy. The thermal conductivities of argon, modeled using the Lennard-Jones potential, and silicon, modeled using density functional theory, are predicted under compressive and tensile strain from lattice dynamics calculations. The thermal conductivity of silicon is found to be invariant with compression, a result that is in disagreement with previous computational efforts. This difference is attributed to the more accurate force constants calculated from density functional theory. The invariance is found to be a result of competing effects of increased phonon group velocities and decreased phonon lifetimes, demonstrating how the anharmonic contribution of the atomic potential can scale differently than the harmonic contribution. Using three Monte Carlo techniques, the phonon-boundary scattering and the subsequent thermal conductivity reduction are predicted for nanoporous silicon thin films. The Monte Carlo techniques used are free path sampling, isotropic ray-tracing, and a new technique, modal ray-tracing. The thermal conductivity predictions from all three techniques are observed to be comparable to previous experimental measurements on nanoporous silicon films. The phonon mean free paths predicted from isotropic ray-tracing, however, are unphysical as compared to those predicted by free path sampling. Removing the isotropic assumption, leading to the formulation of modal ray-tracing, corrects the mean free path distribution. The effect of phonon line-of-sight is investigated in nanoporous silicon films using free path sampling. When the line-of-sight is cut off there is a distinct change in thermal conductivity versus porosity. By analyzing the free paths of an obstructed phonon mode, it is concluded that the trend change is due to a hard upper limit on the free paths that can exist due to the nanopore geometry in the material. The transient grating technique is an optical contact-less laser based experiment for measuring the in-plane thermal diffusivity of thin films and membranes. The theory of operation and physical setup of a transient grating experiment is detailed. The procedure for extracting the thermal diffusivity from the raw experimental signal is improved upon by removing arbitrary user choice in the fitting parameters used and constructing a parameterless error minimizing procedure. The thermal conductivity of ultra-thin argon films modeled with the Lennard-Jones potential is calculated from both the Monte Carlo free path sampling technique and from explicit reduced dimensionality lattice dynamics calculations. In these ultra-thin films, the phonon properties are altered in more than a perturbative manner, referred to as the confinement regime. The free path sampling technique, which is a perturbative method, is compared to a reduced dimensionality lattice dynamics calculation where the entire film thickness is taken as the unit cell. Divergence in thermal conductivity magnitude and trend is found at few unit cell thick argon films. Although the phonon group velocities and lifetimes are affected, it is found that alterations to the phonon density of states are the primary cause of the deviation in thermal conductivity in the confinement regime.

A Monte Carlo Evaluation of Estimated Parameters of Five Shrinkage Estimate Formuli.

ERIC Educational Resources Information Center

Newman, Isadore; And Others

1979-01-01

A Monte Carlo simulation was employed to determine the accuracy with which the shrinkage in R squared can be estimated by five different shrinkage formulas. The study dealt with the use of shrinkage formulas for various sample sizes, different R squared values, and different degrees of multicollinearity. (Author/JKS)

Theoretically informed Monte Carlo simulation of liquid crystals by sampling of alignment-tensor fields.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Armas-Perez, Julio C.; Londono-Hurtado, Alejandro; Guzman, Orlando

2015-07-27

A theoretically informed coarse-grained Monte Carlo method is proposed for studying liquid crystals. The free energy functional of the system is described in the framework of the Landau-de Gennes formalism. The alignment field and its gradients are approximated by finite differences, and the free energy is minimized through a stochastic sampling technique. The validity of the proposed method is established by comparing the results of the proposed approach to those of traditional free energy minimization techniques. Its usefulness is illustrated in the context of three systems, namely, a nematic liquid crystal confined in a slit channel, a nematic liquid crystalmore » droplet, and a chiral liquid crystal in the bulk. It is found that for systems that exhibit multiple metastable morphologies, the proposed Monte Carlo method is generally able to identify lower free energy states that are often missed by traditional approaches. Importantly, the Monte Carlo method identifies such states from random initial configurations, thereby obviating the need for educated initial guesses that can be difficult to formulate.« less

Theoretically informed Monte Carlo simulation of liquid crystals by sampling of alignment-tensor fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Armas-Pérez, Julio C.; Londono-Hurtado, Alejandro; Guzmán, Orlando

2015-07-28

A theoretically informed coarse-grained Monte Carlo method is proposed for studying liquid crystals. The free energy functional of the system is described in the framework of the Landau-de Gennes formalism. The alignment field and its gradients are approximated by finite differences, and the free energy is minimized through a stochastic sampling technique. The validity of the proposed method is established by comparing the results of the proposed approach to those of traditional free energy minimization techniques. Its usefulness is illustrated in the context of three systems, namely, a nematic liquid crystal confined in a slit channel, a nematic liquid crystalmore » droplet, and a chiral liquid crystal in the bulk. It is found that for systems that exhibit multiple metastable morphologies, the proposed Monte Carlo method is generally able to identify lower free energy states that are often missed by traditional approaches. Importantly, the Monte Carlo method identifies such states from random initial configurations, thereby obviating the need for educated initial guesses that can be difficult to formulate.« less

A New Monte Carlo Method for Estimating Marginal Likelihoods.

PubMed

Wang, Yu-Bo; Chen, Ming-Hui; Kuo, Lynn; Lewis, Paul O

2018-06-01

Evaluating the marginal likelihood in Bayesian analysis is essential for model selection. Estimators based on a single Markov chain Monte Carlo sample from the posterior distribution include the harmonic mean estimator and the inflated density ratio estimator. We propose a new class of Monte Carlo estimators based on this single Markov chain Monte Carlo sample. This class can be thought of as a generalization of the harmonic mean and inflated density ratio estimators using a partition weighted kernel (likelihood times prior). We show that our estimator is consistent and has better theoretical properties than the harmonic mean and inflated density ratio estimators. In addition, we provide guidelines on choosing optimal weights. Simulation studies were conducted to examine the empirical performance of the proposed estimator. We further demonstrate the desirable features of the proposed estimator with two real data sets: one is from a prostate cancer study using an ordinal probit regression model with latent variables; the other is for the power prior construction from two Eastern Cooperative Oncology Group phase III clinical trials using the cure rate survival model with similar objectives.

Dynamic Event Tree advancements and control logic improvements

DOE Office of Scientific and Technical Information (OSTI.GOV)

Alfonsi, Andrea; Rabiti, Cristian; Mandelli, Diego

The RAVEN code has been under development at the Idaho National Laboratory since 2012. Its main goal is to create a multi-purpose platform for the deploying of all the capabilities needed for Probabilistic Risk Assessment, uncertainty quantification, data mining analysis and optimization studies. RAVEN is currently equipped with three different sampling categories: Forward samplers (Monte Carlo, Latin Hyper Cube, Stratified, Grid Sampler, Factorials, etc.), Adaptive Samplers (Limit Surface search, Adaptive Polynomial Chaos, etc.) and Dynamic Event Tree (DET) samplers (Deterministic and Adaptive Dynamic Event Trees). The main subject of this document is to report the activities that have been donemore » in order to: start the migration of the RAVEN/RELAP-7 control logic system into MOOSE, and develop advanced dynamic sampling capabilities based on the Dynamic Event Tree approach. In order to provide to all MOOSE-based applications a control logic capability, in this Fiscal Year an initial migration activity has been initiated, moving the control logic system, designed for RELAP-7 by the RAVEN team, into the MOOSE framework. In this document, a brief explanation of what has been done is going to be reported. The second and most important subject of this report is about the development of a Dynamic Event Tree (DET) sampler named “Hybrid Dynamic Event Tree” (HDET) and its Adaptive variant “Adaptive Hybrid Dynamic Event Tree” (AHDET). As other authors have already reported, among the different types of uncertainties, it is possible to discern two principle types: aleatory and epistemic uncertainties. The classical Dynamic Event Tree is in charge of treating the first class (aleatory) uncertainties; the dependence of the probabilistic risk assessment and analysis on the epistemic uncertainties are treated by an initial Monte Carlo sampling (MCDET). From each Monte Carlo sample, a DET analysis is run (in total, N trees). The Monte Carlo employs a pre-sampling of the input space characterized by epistemic uncertainties. The consequent Dynamic Event Tree performs the exploration of the aleatory space. In the RAVEN code, a more general approach has been developed, not limiting the exploration of the epistemic space through a Monte Carlo method but using all the forward sampling strategies RAVEN currently employs. The user can combine a Latin Hyper Cube, Grid, Stratified and Monte Carlo sampling in order to explore the epistemic space, without any limitation. From this pre-sampling, the Dynamic Event Tree sampler starts its aleatory space exploration. As reported by the authors, the Dynamic Event Tree is a good fit to develop a goal-oriented sampling strategy. The DET is used to drive a Limit Surface search. The methodology that has been developed by the authors last year, performs a Limit Surface search in the aleatory space only. This report documents how this approach has been extended in order to consider the epistemic space interacting with the Hybrid Dynamic Event Tree methodology.« less

Bayesian inference based on stationary Fokker-Planck sampling.

PubMed

Berrones, Arturo

2010-06-01

A novel formalism for bayesian learning in the context of complex inference models is proposed. The method is based on the use of the stationary Fokker-Planck (SFP) approach to sample from the posterior density. Stationary Fokker-Planck sampling generalizes the Gibbs sampler algorithm for arbitrary and unknown conditional densities. By the SFP procedure, approximate analytical expressions for the conditionals and marginals of the posterior can be constructed. At each stage of SFP, the approximate conditionals are used to define a Gibbs sampling process, which is convergent to the full joint posterior. By the analytical marginals efficient learning methods in the context of artificial neural networks are outlined. Offline and incremental bayesian inference and maximum likelihood estimation from the posterior are performed in classification and regression examples. A comparison of SFP with other Monte Carlo strategies in the general problem of sampling from arbitrary densities is also presented. It is shown that SFP is able to jump large low-probability regions without the need of a careful tuning of any step-size parameter. In fact, the SFP method requires only a small set of meaningful parameters that can be selected following clear, problem-independent guidelines. The computation cost of SFP, measured in terms of loss function evaluations, grows linearly with the given model's dimension.

The Joker: A Custom Monte Carlo Sampler for Binary-star and Exoplanet Radial Velocity Data

NASA Astrophysics Data System (ADS)

Price-Whelan, Adrian M.; Hogg, David W.; Foreman-Mackey, Daniel; Rix, Hans-Walter

2017-03-01

Given sparse or low-quality radial velocity measurements of a star, there are often many qualitatively different stellar or exoplanet companion orbit models that are consistent with the data. The consequent multimodality of the likelihood function leads to extremely challenging search, optimization, and Markov chain Monte Carlo (MCMC) posterior sampling over the orbital parameters. Here we create a custom Monte Carlo sampler for sparse or noisy radial velocity measurements of two-body systems that can produce posterior samples for orbital parameters even when the likelihood function is poorly behaved. The six standard orbital parameters for a binary system can be split into four nonlinear parameters (period, eccentricity, argument of pericenter, phase) and two linear parameters (velocity amplitude, barycenter velocity). We capitalize on this by building a sampling method in which we densely sample the prior probability density function (pdf) in the nonlinear parameters and perform rejection sampling using a likelihood function marginalized over the linear parameters. With sparse or uninformative data, the sampling obtained by this rejection sampling is generally multimodal and dense. With informative data, the sampling becomes effectively unimodal but too sparse: in these cases we follow the rejection sampling with standard MCMC. The method produces correct samplings in orbital parameters for data that include as few as three epochs. The Joker can therefore be used to produce proper samplings of multimodal pdfs, which are still informative and can be used in hierarchical (population) modeling. We give some examples that show how the posterior pdf depends sensitively on the number and time coverage of the observations and their uncertainties.

Renyi entanglement entropy of interacting fermions calculated using the continuous-time quantum Monte Carlo method.

PubMed

Wang, Lei; Troyer, Matthias

2014-09-12

We present a new algorithm for calculating the Renyi entanglement entropy of interacting fermions using the continuous-time quantum Monte Carlo method. The algorithm only samples the interaction correction of the entanglement entropy, which by design ensures the efficient calculation of weakly interacting systems. Combined with Monte Carlo reweighting, the algorithm also performs well for systems with strong interactions. We demonstrate the potential of this method by studying the quantum entanglement signatures of the charge-density-wave transition of interacting fermions on a square lattice.

Metis: A Pure Metropolis Markov Chain Monte Carlo Bayesian Inference Library

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bates, Cameron Russell; Mckigney, Edward Allen

The use of Bayesian inference in data analysis has become the standard for large scienti c experiments [1, 2]. The Monte Carlo Codes Group(XCP-3) at Los Alamos has developed a simple set of algorithms currently implemented in C++ and Python to easily perform at-prior Markov Chain Monte Carlo Bayesian inference with pure Metropolis sampling. These implementations are designed to be user friendly and extensible for customization based on speci c application requirements. This document describes the algorithmic choices made and presents two use cases.

Hypothesis test of mediation effect in causal mediation model with high-dimensional continuous mediators.

PubMed

Huang, Yen-Tsung; Pan, Wen-Chi

2016-06-01

Causal mediation modeling has become a popular approach for studying the effect of an exposure on an outcome through a mediator. However, current methods are not applicable to the setting with a large number of mediators. We propose a testing procedure for mediation effects of high-dimensional continuous mediators. We characterize the marginal mediation effect, the multivariate component-wise mediation effects, and the L2 norm of the component-wise effects, and develop a Monte-Carlo procedure for evaluating their statistical significance. To accommodate the setting with a large number of mediators and a small sample size, we further propose a transformation model using the spectral decomposition. Under the transformation model, mediation effects can be estimated using a series of regression models with a univariate transformed mediator, and examined by our proposed testing procedure. Extensive simulation studies are conducted to assess the performance of our methods for continuous and dichotomous outcomes. We apply the methods to analyze genomic data investigating the effect of microRNA miR-223 on a dichotomous survival status of patients with glioblastoma multiforme (GBM). We identify nine gene ontology sets with expression values that significantly mediate the effect of miR-223 on GBM survival. © 2015, The International Biometric Society.

Multiple-time-stepping generalized hybrid Monte Carlo methods

DOE Office of Scientific and Technical Information (OSTI.GOV)

Escribano, Bruno, E-mail: bescribano@bcamath.org; Akhmatskaya, Elena; IKERBASQUE, Basque Foundation for Science, E-48013 Bilbao

2015-01-01

Performance of the generalized shadow hybrid Monte Carlo (GSHMC) method [1], which proved to be superior in sampling efficiency over its predecessors [2–4], molecular dynamics and hybrid Monte Carlo, can be further improved by combining it with multi-time-stepping (MTS) and mollification of slow forces. We demonstrate that the comparatively simple modifications of the method not only lead to better performance of GSHMC itself but also allow for beating the best performed methods, which use the similar force splitting schemes. In addition we show that the same ideas can be successfully applied to the conventional generalized hybrid Monte Carlo method (GHMC).more » The resulting methods, MTS-GHMC and MTS-GSHMC, provide accurate reproduction of thermodynamic and dynamical properties, exact temperature control during simulation and computational robustness and efficiency. MTS-GHMC uses a generalized momentum update to achieve weak stochastic stabilization to the molecular dynamics (MD) integrator. MTS-GSHMC adds the use of a shadow (modified) Hamiltonian to filter the MD trajectories in the HMC scheme. We introduce a new shadow Hamiltonian formulation adapted to force-splitting methods. The use of such Hamiltonians improves the acceptance rate of trajectories and has a strong impact on the sampling efficiency of the method. Both methods were implemented in the open-source MD package ProtoMol and were tested on a water and a protein systems. Results were compared to those obtained using a Langevin Molly (LM) method [5] on the same systems. The test results demonstrate the superiority of the new methods over LM in terms of stability, accuracy and sampling efficiency. This suggests that putting the MTS approach in the framework of hybrid Monte Carlo and using the natural stochasticity offered by the generalized hybrid Monte Carlo lead to improving stability of MTS and allow for achieving larger step sizes in the simulation of complex systems.« less

LMC: Logarithmantic Monte Carlo

NASA Astrophysics Data System (ADS)

Mantz, Adam B.

2017-06-01

LMC is a Markov Chain Monte Carlo engine in Python that implements adaptive Metropolis-Hastings and slice sampling, as well as the affine-invariant method of Goodman & Weare, in a flexible framework. It can be used for simple problems, but the main use case is problems where expensive likelihood evaluations are provided by less flexible third-party software, which benefit from parallelization across many nodes at the sampling level. The parallel/adaptive methods use communication through MPI, or alternatively by writing/reading files, and mostly follow the approaches pioneered by CosmoMC (ascl:1106.025).

Development of a copula-based particle filter (CopPF) approach for hydrologic data assimilation under consideration of parameter interdependence

NASA Astrophysics Data System (ADS)

Fan, Y. R.; Huang, G. H.; Baetz, B. W.; Li, Y. P.; Huang, K.

2017-06-01

In this study, a copula-based particle filter (CopPF) approach was developed for sequential hydrological data assimilation by considering parameter correlation structures. In CopPF, multivariate copulas are proposed to reflect parameter interdependence before the resampling procedure with new particles then being sampled from the obtained copulas. Such a process can overcome both particle degeneration and sample impoverishment. The applicability of CopPF is illustrated with three case studies using a two-parameter simplified model and two conceptual hydrologic models. The results for the simplified model indicate that model parameters are highly correlated in the data assimilation process, suggesting a demand for full description of their dependence structure. Synthetic experiments on hydrologic data assimilation indicate that CopPF can rejuvenate particle evolution in large spaces and thus achieve good performances with low sample size scenarios. The applicability of CopPF is further illustrated through two real-case studies. It is shown that, compared with traditional particle filter (PF) and particle Markov chain Monte Carlo (PMCMC) approaches, the proposed method can provide more accurate results for both deterministic and probabilistic prediction with a sample size of 100. Furthermore, the sample size would not significantly influence the performance of CopPF. Also, the copula resampling approach dominates parameter evolution in CopPF, with more than 50% of particles sampled by copulas in most sample size scenarios.

Efficient global biopolymer sampling with end-transfer configurational bias Monte Carlo

NASA Astrophysics Data System (ADS)

Arya, Gaurav; Schlick, Tamar

2007-01-01

We develop an "end-transfer configurational bias Monte Carlo" method for efficient thermodynamic sampling of complex biopolymers and assess its performance on a mesoscale model of chromatin (oligonucleosome) at different salt conditions compared to other Monte Carlo moves. Our method extends traditional configurational bias by deleting a repeating motif (monomer) from one end of the biopolymer and regrowing it at the opposite end using the standard Rosenbluth scheme. The method's sampling efficiency compared to local moves, pivot rotations, and standard configurational bias is assessed by parameters relating to translational, rotational, and internal degrees of freedom of the oligonucleosome. Our results show that the end-transfer method is superior in sampling every degree of freedom of the oligonucleosomes over other methods at high salt concentrations (weak electrostatics) but worse than the pivot rotations in terms of sampling internal and rotational sampling at low-to-moderate salt concentrations (strong electrostatics). Under all conditions investigated, however, the end-transfer method is several orders of magnitude more efficient than the standard configurational bias approach. This is because the characteristic sampling time of the innermost oligonucleosome motif scales quadratically with the length of the oligonucleosomes for the end-transfer method while it scales exponentially for the traditional configurational-bias method. Thus, the method we propose can significantly improve performance for global biomolecular applications, especially in condensed systems with weak nonbonded interactions and may be combined with local enhancements to improve local sampling.

Monte Carlo study of holding forces for tank cars on grades

DOT National Transportation Integrated Search

2013-04-15

This paper describes a numerical procedure to examine the holding forces needed to secure a cut of railroad tank cars staged on a grade during loading and unloading operations. Holding forces are created by applying emergency brake systems and blocki...

Simulation of radiation damping in rings, using stepwise ray-tracing methods

DOE PAGES

Meot, F.

2015-06-26

The ray-tracing code Zgoubi computes particle trajectories in arbitrary magnetic and/or electric field maps or analytical field models. It includes a built-in fitting procedure, spin tracking many Monte Carlo processes. The accuracy of the integration method makes it an efficient tool for multi-turn tracking in periodic machines. Energy loss by synchrotron radiation, based on Monte Carlo techniques, had been introduced in Zgoubi in the early 2000s for studies regarding the linear collider beam delivery system. However, only recently has this Monte Carlo tool been used for systematic beam dynamics and spin diffusion studies in rings, including eRHIC electron-ion collider projectmore » at the Brookhaven National Laboratory. Some beam dynamics aspects of this recent use of Zgoubi capabilities, including considerations of accuracy as well as further benchmarking in the presence of synchrotron radiation in rings, are reported here.« less

The difference between LSMC and replicating portfolio in insurance liability modeling.

PubMed

Pelsser, Antoon; Schweizer, Janina

2016-01-01

Solvency II requires insurers to calculate the 1-year value at risk of their balance sheet. This involves the valuation of the balance sheet in 1 year's time. As for insurance liabilities, closed-form solutions to their value are generally not available, insurers turn to estimation procedures. While pure Monte Carlo simulation set-ups are theoretically sound, they are often infeasible in practice. Therefore, approximation methods are exploited. Among these, least squares Monte Carlo (LSMC) and portfolio replication are prominent and widely applied in practice. In this paper, we show that, while both are variants of regression-based Monte Carlo methods, they differ in one significant aspect. While the replicating portfolio approach only contains an approximation error, which converges to zero in the limit, in LSMC a projection error is additionally present, which cannot be eliminated. It is revealed that the replicating portfolio technique enjoys numerous advantages and is therefore an attractive model choice.

A Hybrid Monte Carlo importance sampling of rare events in Turbulence and in Turbulent Models

NASA Astrophysics Data System (ADS)

Margazoglou, Georgios; Biferale, Luca; Grauer, Rainer; Jansen, Karl; Mesterhazy, David; Rosenow, Tillmann; Tripiccione, Raffaele

2017-11-01

Extreme and rare events is a challenging topic in the field of turbulence. Trying to investigate those instances through the use of traditional numerical tools turns to be a notorious task, as they fail to systematically sample the fluctuations around them. On the other hand, we propose that an importance sampling Monte Carlo method can selectively highlight extreme events in remote areas of the phase space and induce their occurrence. We present a brand new computational approach, based on the path integral formulation of stochastic dynamics, and employ an accelerated Hybrid Monte Carlo (HMC) algorithm for this purpose. Through the paradigm of stochastic one-dimensional Burgers' equation, subjected to a random noise that is white-in-time and power-law correlated in Fourier space, we will prove our concept and benchmark our results with standard CFD methods. Furthermore, we will present our first results of constrained sampling around saddle-point instanton configurations (optimal fluctuations). The research leading to these results has received funding from the EU Horizon 2020 research and innovation programme under Grant Agreement No. 642069, and from the EU Seventh Framework Programme (FP7/2007-2013) under ERC Grant Agreement No. 339032.

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

NASA Astrophysics Data System (ADS)

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 than traditional MCMC.

Propagating probability distributions of stand variables using sequential Monte Carlo methods

Treesearch

Jeffrey H. Gove

2009-01-01

A general probabilistic approach to stand yield estimation is developed based on sequential Monte Carlo filters, also known as particle filters. The essential steps in the development of the sampling importance resampling (SIR) particle filter are presented. The SIR filter is then applied to simulated and observed data showing how the 'predictor - corrector'...

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

ERIC Educational Resources Information Center

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…

Multiple Regression with Varying Levels of Correlation among Predictors: Monte Carlo Sampling from Normal and Non-Normal Populations.

ERIC Educational Resources Information Center

Vasu, Ellen Storey

1978-01-01

The effects of the violation of the assumption of normality in the conditional distributions of the dependent variable, coupled with the condition of multicollinearity upon the outcome of testing the hypothesis that the regression coefficient equals zero, are investigated via a Monte Carlo study. (Author/JKS)

Hamiltonian Monte Carlo Inversion of Seismic Sources in Complex Media

NASA Astrophysics Data System (ADS)

Fichtner, A.; Simutė, S.

2017-12-01

We present a probabilistic seismic source inversion method that properly accounts for 3D heterogeneous Earth structure and provides full uncertainty information on the timing, location and mechanism of the event. Our method rests on two essential elements: (1) reciprocity and spectral-element simulations in complex media, and (2) Hamiltonian Monte Carlo sampling that requires only a small amount of test models. Using spectral-element simulations of 3D, visco-elastic, anisotropic wave propagation, we precompute a data base of the strain tensor in time and space by placing sources at the positions of receivers. Exploiting reciprocity, this receiver-side strain data base can be used to promptly compute synthetic seismograms at the receiver locations for any hypothetical source within the volume of interest. The rapid solution of the forward problem enables a Bayesian solution of the inverse problem. For this, we developed a variant of Hamiltonian Monte Carlo (HMC) sampling. Taking advantage of easily computable derivatives, HMC converges to the posterior probability density with orders of magnitude less samples than derivative-free Monte Carlo methods. (Exact numbers depend on observational errors and the quality of the prior). We apply our method to the Japanese Islands region where we previously constrained 3D structure of the crust and upper mantle using full-waveform inversion with a minimum period of around 15 s.

Modeling of body tissues for Monte Carlo simulation of radiotherapy treatments planned with conventional x-ray CT systems

NASA Astrophysics Data System (ADS)

Kanematsu, Nobuyuki; Inaniwa, Taku; Nakao, Minoru

2016-07-01

In the conventional procedure for accurate Monte Carlo simulation of radiotherapy, a CT number given to each pixel of a patient image is directly converted to mass density and elemental composition using their respective functions that have been calibrated specifically for the relevant x-ray CT system. We propose an alternative approach that is a conversion in two steps: the first from CT number to density and the second from density to composition. Based on the latest compilation of standard tissues for reference adult male and female phantoms, we sorted the standard tissues into groups by mass density and defined the representative tissues by averaging the material properties per group. With these representative tissues, we formulated polyline relations between mass density and each of the following; electron density, stopping-power ratio and elemental densities. We also revised a procedure of stoichiometric calibration for CT-number conversion and demonstrated the two-step conversion method for a theoretically emulated CT system with hypothetical 80 keV photons. For the standard tissues, high correlation was generally observed between mass density and the other densities excluding those of C and O for the light spongiosa tissues between 1.0 g cm-3 and 1.1 g cm-3 occupying 1% of the human body mass. The polylines fitted to the dominant tissues were generally consistent with similar formulations in the literature. The two-step conversion procedure was demonstrated to be practical and will potentially facilitate Monte Carlo simulation for treatment planning and for retrospective analysis of treatment plans with little impact on the management of planning CT systems.

LCG MCDB—a knowledgebase of Monte-Carlo simulated events

NASA Astrophysics Data System (ADS)

Belov, S.; Dudko, L.; Galkin, E.; Gusev, A.; Pokorski, W.; Sherstnev, A.

2008-02-01

In this paper we report on LCG Monte-Carlo Data Base (MCDB) and software which has been developed to operate MCDB. The main purpose of the LCG MCDB project is to provide a storage and documentation system for sophisticated event samples simulated for the LHC Collaborations by experts. In many cases, the modern Monte-Carlo simulation of physical processes requires expert knowledge in Monte-Carlo generators or significant amount of CPU time to produce the events. MCDB is a knowledgebase mainly dedicated to accumulate simulated events of this type. The main motivation behind LCG MCDB is to make the sophisticated MC event samples available for various physical groups. All the data from MCDB is accessible in several convenient ways. LCG MCDB is being developed within the CERN LCG Application Area Simulation project. Program summaryProgram title: LCG Monte-Carlo Data Base Catalogue identifier: ADZX_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADZX_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public Licence No. of lines in distributed program, including test data, etc.: 30 129 No. of bytes in distributed program, including test data, etc.: 216 943 Distribution format: tar.gz Programming language: Perl Computer: CPU: Intel Pentium 4, RAM: 1 Gb, HDD: 100 Gb Operating system: Scientific Linux CERN 3/4 RAM: 1 073 741 824 bytes (1 Gb) Classification: 9 External routines:perl >= 5.8.5; Perl modules DBD-mysql >= 2.9004, File::Basename, GD::SecurityImage, GD::SecurityImage::AC, Linux::Statistics, XML::LibXML > 1.6, XML::SAX, XML::NamespaceSupport; Apache HTTP Server >= 2.0.59; mod auth external >= 2.2.9; edg-utils-system RPM package; gd >= 2.0.28; rpm package CASTOR-client >= 2.1.2-4; arc-server (optional) Nature of problem: Often, different groups of experimentalists prepare similar samples of particle collision events or turn to the same group of authors of Monte-Carlo (MC) generators to prepare the events. For example, the same MC samples of Standard Model (SM) processes can be employed for the investigations either in the SM analyses (as a signal) or in searches for new phenomena in Beyond Standard Model analyses (as a background). If the samples are made available publicly and equipped with corresponding and comprehensive documentation, it can speed up cross checks of the samples themselves and physical models applied. Some event samples require a lot of computing resources for preparation. So, a central storage of the samples prevents possible waste of researcher time and computing resources, which can be used to prepare the same events many times. Solution method: Creation of a special knowledgebase (MCDB) designed to keep event samples for the LHC experimental and phenomenological community. The knowledgebase is realized as a separate web-server ( http://mcdb.cern.ch). All event samples are kept on types at CERN. Documentation describing the events is the main contents of MCDB. Users can browse the knowledgebase, read and comment articles (documentation), and download event samples. Authors can upload new event samples, create new articles, and edit own articles. Restrictions: The software is adopted to solve the problems, described in the article and there are no any additional restrictions. Unusual features: The software provides a framework to store and document large files with flexible authentication and authorization system. Different external storages with large capacity can be used to keep the files. The WEB Content Management System provides all of the necessary interfaces for the authors of the files, end-users and administrators. Running time: Real time operations. References: [1] The main LCG MCDB server, http://mcdb.cern.ch/. [2] P. Bartalini, L. Dudko, A. Kryukov, I.V. Selyuzhenkov, A. Sherstnev, A. Vologdin, LCG Monte-Carlo data base, hep-ph/0404241. [3] J.P. Baud, B. Couturier, C. Curran, J.D. Durand, E. Knezo, S. Occhetti, O. Barring, CASTOR: status and evolution, cs.oh/0305047.

Note: A pure-sampling quantum Monte Carlo algorithm with independent Metropolis.

PubMed

Vrbik, Jan; Ospadov, Egor; Rothstein, Stuart M

2016-07-14

Recently, Ospadov and Rothstein published a pure-sampling quantum Monte Carlo algorithm (PSQMC) that features an auxiliary Path Z that connects the midpoints of the current and proposed Paths X and Y, respectively. When sufficiently long, Path Z provides statistical independence of Paths X and Y. Under those conditions, the Metropolis decision used in PSQMC is done without any approximation, i.e., not requiring microscopic reversibility and without having to introduce any G(x → x'; τ) factors into its decision function. This is a unique feature that contrasts with all competing reptation algorithms in the literature. An example illustrates that dependence of Paths X and Y has adverse consequences for pure sampling.

Note: A pure-sampling quantum Monte Carlo algorithm with independent Metropolis

NASA Astrophysics Data System (ADS)

Vrbik, Jan; Ospadov, Egor; Rothstein, Stuart M.

2016-07-01

Recently, Ospadov and Rothstein published a pure-sampling quantum Monte Carlo algorithm (PSQMC) that features an auxiliary Path Z that connects the midpoints of the current and proposed Paths X and Y, respectively. When sufficiently long, Path Z provides statistical independence of Paths X and Y. Under those conditions, the Metropolis decision used in PSQMC is done without any approximation, i.e., not requiring microscopic reversibility and without having to introduce any G(x → x'; τ) factors into its decision function. This is a unique feature that contrasts with all competing reptation algorithms in the literature. An example illustrates that dependence of Paths X and Y has adverse consequences for pure sampling.

Quality of water and sediment in streams affected by historical mining, and quality of Mine Tailings, in the Rio Grande/Rio Bravo Basin, Big Bend Area of the United States and Mexico, August 2002

USGS Publications Warehouse

Lambert, Rebecca B.; Kolbe, Christine M.; Belzer, Wayne

2008-01-01

The U.S. Geological Survey, in cooperation with the International Boundary and Water Commission - U.S. and Mexican Sections, the National Park Service, the Texas Commission on Environmental Quality, the Secretaria de Medio Ambiente y Recursos Naturales in Mexico, the Area de Proteccion de Flora y Fauna Canon de Santa Elena in Mexico, and the Area de Proteccion de Flora y Fauna Maderas del Carmen in Mexico, collected samples of stream water, streambed sediment, and mine tailings during August 2002 for a study to determine whether trace elements from abandoned mines in the area in and around Big Bend National Park have affected the water and sediment quality in the Rio Grande/Rio Bravo Basin of the United States and Mexico. Samples were collected from eight sites on the main stem of the Rio Grande/Rio Bravo, four Rio Grande/Rio Bravo tributary sites downstream from abandoned mines or mine-tailing sites, and 11 mine-tailing sites. Mines in the area were operated to produce fluorite, germanium, iron, lead, mercury, silver, and zinc during the late 1800s through at least the late 1970s. Moderate (relatively neutral) pHs in stream-water samples collected at the 12 Rio Grande/Rio Bravo main-stem and tributary sites indicate that water is well mixed, diluted, and buffered with respect to the solubility of trace elements. The highest sulfate concentrations were in water samples from tributaries draining the Terlingua mining district. Only the sample from the Rough Run Draw site exceeded the Texas Surface Water Quality Standards general-use protection criterion for sulfate. All chloride and dissolved solids concentrations in water samples were less than the general-use protection criteria. Aluminum, copper, mercury, nickel, selenium, and zinc were detected in all water samples for which each element was analyzed. Cadmium, chromium, and lead were detected in samples less frequently, and silver was not detected in any of the samples. None of the sample concentrations of aluminum, cadmium, chromium, nickel, selenium, and zinc exceeded the Texas Surface Water Quality Standards criteria for aquatic life-use protection or human health. The only trace elements detected in the water samples at concentrations exceeding the Texas Surface Water Quality Standards criterion for human health (fish consumption use) was lead at one site and mercury at 10 of 12 sites. Relatively high mercury concentrations distributed throughout the area might indicate sources of mercury in addition to abandoned mining areas. Streambed-sediment samples were collected from 12 sites and analyzed for 44 major and trace elements. In general, the trace elements detected in streambed-sediment samples were low in concentration, interpreted as consistent with background concentrations. Concentrations at two sites, however, were elevated compared to Texas Commission on Environmental Quality criteria. Concentrations of antimony, arsenic, cadmium, lead, silver, and zinc in the sample from San Carlos Creek downstream from La Esperanza (San Carlos) Mine exceeded the Texas Commission on Environmental Quality screening levels for sediment. The sample from Rough Run Draw, downstream from the Study Butte Mine, also showed elevated concentrations of arsenic, cadmium, and lead, but these concentrations were much lower than those in the San Carlos Creek sample and did not exceed screening levels. Elevated concentrations of multiple trace elements in streambed-sediment samples from San Carlos Creek and Rough Run Draw indicate that San Carlos Creek, and probably Rough Run Draw, have been adversely affected by mining activities. Fourteen mine-tailing samples from 11 mines were analyzed for 25 major and trace elements. All trace elements except selenium and thallium were detected in one or more samples. The highest lead concentrations were detected in tailings samples from the Boquillas, Puerto Rico, La Esperanza (San Carlos), and Tres Marias Mines, as might be expected because the tailings ar

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Beer, M.

1980-12-01

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 themore » 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.« less

A histogram-free multicanonical Monte Carlo algorithm for the construction of analytical density of states

DOE Office of Scientific and Technical Information (OSTI.GOV)

Eisenbach, Markus; Li, Ying Wai

We report a new multicanonical Monte Carlo (MC) algorithm to obtain the density of states (DOS) for physical systems with continuous state variables in statistical mechanics. Our algorithm is able to obtain an analytical form for the DOS expressed in a chosen basis set, instead of a numerical array of finite resolution as in previous variants of this class of MC methods such as the multicanonical (MUCA) sampling and Wang-Landau (WL) sampling. This is enabled by storing the visited states directly in a data set and avoiding the explicit collection of a histogram. This practice also has the advantage ofmore » avoiding undesirable artificial errors caused by the discretization and binning of continuous state variables. Our results show that this scheme is capable of obtaining converged results with a much reduced number of Monte Carlo steps, leading to a significant speedup over existing algorithms.« less

Development and optimization of SPE-HPLC-UV/ELSD for simultaneous determination of nine bioactive components in Shenqi Fuzheng Injection based on Quality by Design principles.

PubMed

Wang, Lu; Qu, Haibin

2016-03-01

A method combining solid phase extraction, high performance liquid chromatography, and ultraviolet/evaporative light scattering detection (SPE-HPLC-UV/ELSD) was developed according to Quality by Design (QbD) principles and used to assay nine bioactive compounds within a botanical drug, Shenqi Fuzheng Injection. Risk assessment and a Plackett-Burman design were utilized to evaluate the impact of 11 factors on the resolutions and signal-to-noise of chromatographic peaks. Multiple regression and Pareto ranking analysis indicated that the sorbent mass, sample volume, flow rate, column temperature, evaporator temperature, and gas flow rate were statistically significant (p < 0.05) in this procedure. Furthermore, a Box-Behnken design combined with response surface analysis was employed to study the relationships between the quality of SPE-HPLC-UV/ELSD analysis and four significant factors, i.e., flow rate, column temperature, evaporator temperature, and gas flow rate. An analytical design space of SPE-HPLC-UV/ELSD was then constructed by calculated Monte Carlo probability. In the presented approach, the operating parameters of sample preparation, chromatographic separation, and compound detection were investigated simultaneously. Eight terms of method validation, i.e., system-suitability tests, method robustness/ruggedness, sensitivity, precision, repeatability, linearity, accuracy, and stability, were accomplished at a selected working point. These results revealed that the QbD principles were suitable in the development of analytical procedures for samples in complex matrices. Meanwhile, the analytical quality and method robustness were validated by the analytical design space. The presented strategy provides a tutorial on the development of a robust QbD-compliant quantitative method for samples in complex matrices.

Ab initio potential-energy surfaces for complex, multichannel systems using modified novelty sampling and feedforward neural networks

NASA Astrophysics Data System (ADS)

Raff, L. M.; Malshe, M.; Hagan, M.; Doughan, D. I.; Rockley, M. G.; Komanduri, R.

2005-02-01

A neural network/trajectory approach is presented for the development of accurate potential-energy hypersurfaces that can be utilized to conduct ab initio molecular dynamics (AIMD) and Monte Carlo studies of gas-phase chemical reactions, nanometric cutting, and nanotribology, and of a variety of mechanical properties of importance in potential microelectromechanical systems applications. The method is sufficiently robust that it can be applied to a wide range of polyatomic systems. The overall method integrates ab initio electronic structure calculations with importance sampling techniques that permit the critical regions of configuration space to be determined. The computed ab initio energies and gradients are then accurately interpolated using neural networks (NN) rather than arbitrary parametrized analytical functional forms, moving interpolation or least-squares methods. The sampling method involves a tight integration of molecular dynamics calculations with neural networks that employ early stopping and regularization procedures to improve network performance and test for convergence. The procedure can be initiated using an empirical potential surface or direct dynamics. The accuracy and interpolation power of the method has been tested for two cases, the global potential surface for vinyl bromide undergoing unimolecular decomposition via four different reaction channels and nanometric cutting of silicon. The results show that the sampling methods permit the important regions of configuration space to be easily and rapidly identified, that convergence of the NN fit to the ab initio electronic structure database can be easily monitored, and that the interpolation accuracy of the NN fits is excellent, even for systems involving five atoms or more. The method permits a substantial computational speed and accuracy advantage over existing methods, is robust, and relatively easy to implement.

The Joker: A custom Monte Carlo sampler for binary-star and exoplanet radial velocity data

NASA Astrophysics Data System (ADS)

Price-Whelan, Adrian M.; Hogg, David W.; Foreman-Mackey, Daniel; Rix, Hans-Walter

2017-01-01

Given sparse or low-quality radial-velocity measurements of a star, there are often many qualitatively different stellar or exoplanet companion orbit models that are consistent with the data. The consequent multimodality of the likelihood function leads to extremely challenging search, optimization, and MCMC posterior sampling over the orbital parameters. The Joker is a custom-built Monte Carlo sampler that can produce a posterior sampling for orbital parameters given sparse or noisy radial-velocity measurements, even when the likelihood function is poorly behaved. The method produces correct samplings in orbital parameters for data that include as few as three epochs. The Joker can therefore be used to produce proper samplings of multimodal pdfs, which are still highly informative and can be used in hierarchical (population) modeling.

Reactive Monte Carlo sampling with an ab initio potential

DOE PAGES

Leiding, Jeff; Coe, Joshua D.

2016-05-04

Here, we present the first application of reactive Monte Carlo in a first-principles context. The algorithm samples in a modified NVT ensemble in which the volume, temperature, and total number of atoms of a given type are held fixed, but molecular composition is allowed to evolve through stochastic variation of chemical connectivity. We also discuss general features of the method, as well as techniques needed to enhance the efficiency of Boltzmann sampling. Finally, we compare the results of simulation of NH 3 to those of ab initio molecular dynamics (AIMD). Furthermore, we find that there are regions of state spacemore » for which RxMC sampling is much more efficient than AIMD due to the “rare-event” character of chemical reactions.« less

Building a kinetic Monte Carlo model with a chosen accuracy.

PubMed

Bhute, Vijesh J; Chatterjee, Abhijit

2013-06-28

The kinetic Monte Carlo (KMC) method is a popular modeling approach for reaching large materials length and time scales. The KMC dynamics is erroneous when atomic processes that are relevant to the dynamics are missing from the KMC model. Recently, we had developed for the first time an error measure for KMC in Bhute and Chatterjee [J. Chem. Phys. 138, 084103 (2013)]. The error measure, which is given in terms of the probability that a missing process will be selected in the correct dynamics, requires estimation of the missing rate. In this work, we present an improved procedure for estimating the missing rate. The estimate found using the new procedure is within an order of magnitude of the correct missing rate, unlike our previous approach where the estimate was larger by orders of magnitude. This enables one to find the error in the KMC model more accurately. In addition, we find the time for which the KMC model can be used before a maximum error in the dynamics has been reached.

Least squares polynomial chaos expansion: A review of sampling strategies

NASA Astrophysics Data System (ADS)

Hadigol, Mohammad; Doostan, Alireza

2018-04-01

As non-institutive polynomial chaos expansion (PCE) techniques have gained growing popularity among researchers, we here provide a comprehensive review of major sampling strategies for the least squares based PCE. Traditional sampling methods, such as Monte Carlo, Latin hypercube, quasi-Monte Carlo, optimal design of experiments (ODE), Gaussian quadratures, as well as more recent techniques, such as coherence-optimal and randomized quadratures are discussed. We also propose a hybrid sampling method, dubbed alphabetic-coherence-optimal, that employs the so-called alphabetic optimality criteria used in the context of ODE in conjunction with coherence-optimal samples. A comparison between the empirical performance of the selected sampling methods applied to three numerical examples, including high-order PCE's, high-dimensional problems, and low oversampling ratios, is presented to provide a road map for practitioners seeking the most suitable sampling technique for a problem at hand. We observed that the alphabetic-coherence-optimal technique outperforms other sampling methods, specially when high-order ODE are employed and/or the oversampling ratio is low.

MC3: Multi-core Markov-chain Monte Carlo code

NASA Astrophysics Data System (ADS)

Cubillos, Patricio; Harrington, Joseph; Lust, Nate; Foster, AJ; Stemm, Madison; Loredo, Tom; Stevenson, Kevin; Campo, Chris; Hardin, Matt; Hardy, Ryan

2016-10-01

MC3 (Multi-core Markov-chain Monte Carlo) is a Bayesian statistics tool that can be executed from the shell prompt or interactively through the Python interpreter with single- or multiple-CPU parallel computing. It offers Markov-chain Monte Carlo (MCMC) posterior-distribution sampling for several algorithms, Levenberg-Marquardt least-squares optimization, and uniform non-informative, Jeffreys non-informative, or Gaussian-informative priors. MC3 can share the same value among multiple parameters and fix the value of parameters to constant values, and offers Gelman-Rubin convergence testing and correlated-noise estimation with time-averaging or wavelet-based likelihood estimation methods.

Electrical conductivity of San Carlos olivine along [100] under oxygen- and pyroxene-buffered conditions and implications for defect equilibria

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wanamaker, B.J.; Duba, A.G.

1993-01-10

The electrical conductivity along [100] of single crystal San Carlos olivine was measured as a function of temperature between 1100[degrees] and 1200[degrees]C and oxygen fugacity between 10[sup [minus]6] and 10[sup +0.5] Pa (at 1200[degrees]C), and either with (pyroxene-buffered) or without (self-buffered) an added natural pyroxene buffer from a San Carlos Iherzolite. Under these temperature and fO[sub 2] conditions, electrical conduction in the self-buffered sample is attributed to polarons (Fe[sup [sm bullet

A novel variable selection approach that iteratively optimizes variable space using weighted binary matrix sampling.

PubMed

Deng, Bai-chuan; Yun, Yong-huan; Liang, Yi-zeng; Yi, Lun-zhao

2014-10-07

In this study, a new optimization algorithm called the Variable Iterative Space Shrinkage Approach (VISSA) that is based on the idea of model population analysis (MPA) is proposed for variable selection. Unlike most of the existing optimization methods for variable selection, VISSA statistically evaluates the performance of variable space in each step of optimization. Weighted binary matrix sampling (WBMS) is proposed to generate sub-models that span the variable subspace. Two rules are highlighted during the optimization procedure. First, the variable space shrinks in each step. Second, the new variable space outperforms the previous one. The second rule, which is rarely satisfied in most of the existing methods, is the core of the VISSA strategy. Compared with some promising variable selection methods such as competitive adaptive reweighted sampling (CARS), Monte Carlo uninformative variable elimination (MCUVE) and iteratively retaining informative variables (IRIV), VISSA showed better prediction ability for the calibration of NIR data. In addition, VISSA is user-friendly; only a few insensitive parameters are needed, and the program terminates automatically without any additional conditions. The Matlab codes for implementing VISSA are freely available on the website: https://sourceforge.net/projects/multivariateanalysis/files/VISSA/.

A probabilistic QMRA of Salmonella in direct agricultural reuse of treated municipal wastewater.

PubMed

Amha, Yamrot M; Kumaraswamy, Rajkumari; Ahmad, Farrukh

2015-01-01

Developing reliable quantitative microbial risk assessment (QMRA) procedures aids in setting recommendations on reuse applications of treated wastewater. In this study, a probabilistic QMRA to determine the risk of Salmonella infections resulting from the consumption of edible crops irrigated with treated wastewater was conducted. Quantitative polymerase chain reaction (qPCR) was used to enumerate Salmonella spp. in post-disinfected samples, where they showed concentrations ranging from 90 to 1,600 cells/100 mL. The results were used to construct probabilistic exposure models for the raw consumption of three vegetables (lettuce, cabbage, and cucumber) irrigated with treated wastewater, and to estimate the disease burden using Monte Carlo analysis. The results showed elevated median disease burden, when compared with acceptable disease burden set by the World Health Organization, which is 10⁻⁶ disability-adjusted life years per person per year. Of the three vegetables considered, lettuce showed the highest risk of infection in all scenarios considered, while cucumber showed the lowest risk. The results of the Salmonella concentration obtained with qPCR were compared with the results of Escherichia coli concentration for samples taken on the same sampling dates.

Quantum speedup of Monte Carlo methods.

PubMed

Montanaro, Ashley

2015-09-08

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently.

Quantum speedup of Monte Carlo methods

PubMed Central

Montanaro, Ashley

2015-01-01

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently. PMID:26528079

Use of single scatter electron monte carlo transport for medical radiation sciences

DOEpatents

Svatos, Michelle M.

2001-01-01

The single scatter Monte Carlo code CREEP models precise microscopic interactions of electrons with matter to enhance physical understanding of radiation sciences. It is designed to simulate electrons in any medium, including materials important for biological studies. It simulates each interaction individually by sampling from a library which contains accurate information over a broad range of energies.

Testing for qualitative heterogeneity: An application to composite endpoints in survival analysis.

PubMed

Oulhaj, Abderrahim; El Ghouch, Anouar; Holman, Rury R

2017-01-01

Composite endpoints are frequently used in clinical outcome trials to provide more endpoints, thereby increasing statistical power. A key requirement for a composite endpoint to be meaningful is the absence of the so-called qualitative heterogeneity to ensure a valid overall interpretation of any treatment effect identified. Qualitative heterogeneity occurs when individual components of a composite endpoint exhibit differences in the direction of a treatment effect. In this paper, we develop a general statistical method to test for qualitative heterogeneity, that is to test whether a given set of parameters share the same sign. This method is based on the intersection-union principle and, provided that the sample size is large, is valid whatever the model used for parameters estimation. We propose two versions of our testing procedure, one based on a random sampling from a Gaussian distribution and another version based on bootstrapping. Our work covers both the case of completely observed data and the case where some observations are censored which is an important issue in many clinical trials. We evaluated the size and power of our proposed tests by carrying out some extensive Monte Carlo simulations in the case of multivariate time to event data. The simulations were designed under a variety of conditions on dimensionality, censoring rate, sample size and correlation structure. Our testing procedure showed very good performances in terms of statistical power and type I error. The proposed test was applied to a data set from a single-center, randomized, double-blind controlled trial in the area of Alzheimer's disease.

Replica-exchange Wang Landau sampling: pushing the limits of Monte Carlo simulations in materials sciences

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perera, Meewanage Dilina N; Li, Ying Wai; Eisenbach, Markus

We describe the study of thermodynamics of materials using replica-exchange Wang Landau (REWL) sampling, a generic framework for massively parallel implementations of the Wang Landau Monte Carlo method. To evaluate the performance and scalability of the method, we investigate the magnetic phase transition in body-centered cubic (bcc) iron using the classical Heisenberg model parameterized with first principles calculations. We demonstrate that our framework leads to a significant speedup without compromising the accuracy and precision and facilitates the study of much larger systems than is possible with its serial counterpart.

Driven-dissipative quantum Monte Carlo method for open quantum systems

NASA Astrophysics Data System (ADS)

Nagy, Alexandra; Savona, Vincenzo

2018-05-01

We develop a real-time full configuration-interaction quantum Monte Carlo approach to model driven-dissipative open quantum systems with Markovian system-bath coupling. The method enables stochastic sampling of the Liouville-von Neumann time evolution of the density matrix thanks to a massively parallel algorithm, thus providing estimates of observables on the nonequilibrium steady state. We present the underlying theory and introduce an initiator technique and importance sampling to reduce the statistical error. Finally, we demonstrate the efficiency of our approach by applying it to the driven-dissipative two-dimensional X Y Z spin-1/2 model on a lattice.

A Monte Carlo Program for Simulating Selection Decisions from Personnel Tests

ERIC Educational Resources Information Center

Petersen, Calvin R.; Thain, John W.

1976-01-01

Relative to test and criterion parameters and cutting scores, the correlation coefficient, sample size, and number of samples to be drawn (all inputs), this program calculates decision classification rates across samples and for combined samples. Several other related indices are also computed. (Author)

Combining Heterogeneous Correlation Matrices: Simulation Analysis of Fixed-Effects Methods

ERIC Educational Resources Information Center

Hafdahl, Adam R.

2008-01-01

Monte Carlo studies of several fixed-effects methods for combining and comparing correlation matrices have shown that two refinements improve estimation and inference substantially. With rare exception, however, these simulations have involved homogeneous data analyzed using conditional meta-analytic procedures. The present study builds on…

Comparing Three Estimation Methods for the Three-Parameter Logistic IRT Model

ERIC Educational Resources Information Center

Lamsal, Sunil

2015-01-01

Different estimation procedures have been developed for the unidimensional three-parameter item response theory (IRT) model. These techniques include the marginal maximum likelihood estimation, the fully Bayesian estimation using Markov chain Monte Carlo simulation techniques, and the Metropolis-Hastings Robbin-Monro estimation. With each…

Teaching Probability in Intermediate Grades

ERIC Educational Resources Information Center

Engel, Arthur

1971-01-01

A discussion of the importance and procedures for including probability in the elementary through secondary mathematics curriculum is presented. Many examples and problems are presented which the author feels students can understand and will be motivated to do. Random digits, Monte Carlo methods, combinatorial theory, and Markov chains are…

Self-evolving atomistic kinetic Monte Carlo simulations of defects in materials

DOE PAGES

Xu, Haixuan; Beland, Laurent K.; Stoller, Roger E.; ...

2015-01-29

The recent development of on-the-fly atomistic kinetic Monte Carlo methods has led to an increased amount attention on the methods and their corresponding capabilities and applications. In this review, the framework and current status of Self-Evolving Atomistic Kinetic Monte Carlo (SEAKMC) are discussed. SEAKMC particularly focuses on defect interaction and evolution with atomistic details without assuming potential defect migration/interaction mechanisms and energies. The strength and limitation of using an active volume, the key concept introduced in SEAKMC, are discussed. Potential criteria for characterizing an active volume are discussed and the influence of active volume size on saddle point energies ismore » illustrated. A procedure starting with a small active volume followed by larger active volumes was found to possess higher efficiency. Applications of SEAKMC, ranging from point defect diffusion, to complex interstitial cluster evolution, to helium interaction with tungsten surfaces, are summarized. A comparison of SEAKMC with molecular dynamics and conventional object kinetic Monte Carlo is demonstrated. Overall, SEAKMC is found to be complimentary to conventional molecular dynamics, especially when the harmonic approximation of transition state theory is accurate. However it is capable of reaching longer time scales than molecular dynamics and it can be used to systematically increase the accuracy of other methods such as object kinetic Monte Carlo. Furthermore, the challenges and potential development directions are also outlined.« less

Evaluation and characterization of thyroid-disrupting activities in soil samples along the Second Songhua River, China.

PubMed

Kong, Dongdong; Wang, Yafei; Wang, Jinsheng; Teng, Yanguo; Li, Na; Li, Jian

2016-11-01

In this study, a recombinant thyroid receptor (TR) gene yeast assay combined with Monte Carlo simulation were used to evaluate and characterize soil samples collected from Jilin (China) along the Second Songhua River, for their ant/agonist effect on TR. No TR agonistic activity was found in soils, but many soil samples exhibited TR antagonistic activities, and the bioassay-derived amiodarone hydrochloride equivalents, which was calculated based on Monte Carlo simulation, ranged from not detected (N.D.) to 35.5μg/g. Hydrophilic substance fractions were determined to be the contributors to TR antagonistic activity in these soil samples. Our results indicate that the novel calculation method is effective for the quantification and characterization of TR antagonists in soil samples, and these data could provide useful information for future management and remediation efforts for contaminated soils. Copyright © 2016 Elsevier Inc. All rights reserved.

Probabilistic wind/tornado/missile analyses for hazard and fragility evaluations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Park, Y.J.; Reich, M.

Detailed analysis procedures and examples are presented for the probabilistic evaluation of hazard and fragility against high wind, tornado, and tornado-generated missiles. In the tornado hazard analysis, existing risk models are modified to incorporate various uncertainties including modeling errors. A significant feature of this paper is the detailed description of the Monte-Carlo simulation analyses of tornado-generated missiles. A simulation procedure, which includes the wind field modeling, missile injection, solution of flight equations, and missile impact analysis, is described with application examples.

Costing the satellite power system

NASA Technical Reports Server (NTRS)

Hazelrigg, G. A., Jr.

1978-01-01

The paper presents a methodology for satellite power system costing, places approximate limits on the accuracy possible in cost estimates made at this time, and outlines the use of probabilistic cost information in support of the decision-making process. Reasons for using probabilistic costing or risk analysis procedures instead of standard deterministic costing procedures are considered. Components of cost, costing estimating relationships, grass roots costing, and risk analysis are discussed. Risk analysis using a Monte Carlo simulation model is used to estimate future costs.

Probabilistic flood inundation mapping at ungauged streams due to roughness coefficient uncertainty in hydraulic modelling

NASA Astrophysics Data System (ADS)

Papaioannou, George; Vasiliades, Lampros; Loukas, Athanasios; Aronica, Giuseppe T.

2017-04-01

Probabilistic flood inundation mapping is performed and analysed at the ungauged Xerias stream reach, Volos, Greece. The study evaluates the uncertainty introduced by the roughness coefficient values on hydraulic models in flood inundation modelling and mapping. The well-established one-dimensional (1-D) hydraulic model, HEC-RAS is selected and linked to Monte-Carlo simulations of hydraulic roughness. Terrestrial Laser Scanner data have been used to produce a high quality DEM for input data uncertainty minimisation and to improve determination accuracy on stream channel topography required by the hydraulic model. Initial Manning's n roughness coefficient values are based on pebble count field surveys and empirical formulas. Various theoretical probability distributions are fitted and evaluated on their accuracy to represent the estimated roughness values. Finally, Latin Hypercube Sampling has been used for generation of different sets of Manning roughness values and flood inundation probability maps have been created with the use of Monte Carlo simulations. Historical flood extent data, from an extreme historical flash flood event, are used for validation of the method. The calibration process is based on a binary wet-dry reasoning with the use of Median Absolute Percentage Error evaluation metric. The results show that the proposed procedure supports probabilistic flood hazard mapping at ungauged rivers and provides water resources managers with valuable information for planning and implementing flood risk mitigation strategies.

Status of the Monte Carlo library least-squares (MCLLS) approach for non-linear radiation analyzer problems

NASA Astrophysics Data System (ADS)

Gardner, Robin P.; Xu, Libai

2009-10-01

The Center for Engineering Applications of Radioisotopes (CEAR) has been working for over a decade on the Monte Carlo library least-squares (MCLLS) approach for treating non-linear radiation analyzer problems including: (1) prompt gamma-ray neutron activation analysis (PGNAA) for bulk analysis, (2) energy-dispersive X-ray fluorescence (EDXRF) analyzers, and (3) carbon/oxygen tool analysis in oil well logging. This approach essentially consists of using Monte Carlo simulation to generate the libraries of all the elements to be analyzed plus any other required background 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. Iterations of this are used until the LLS values agree with the composition used to generate the libraries. The current status of the methods (and topics) necessary to implement the MCLLS approach is reported. This includes: (1) the Monte Carlo codes such as CEARXRF, CEARCPG, and CEARCO for forward generation of the necessary elemental library spectra for the LLS calculation for X-ray fluorescence, neutron capture prompt gamma-ray analyzers, and carbon/oxygen tools; (2) the correction of spectral pulse pile-up (PPU) distortion by Monte Carlo simulation with the code CEARIPPU; (3) generation of detector response functions (DRF) for detectors with linear and non-linear responses for Monte Carlo simulation of pulse-height spectra; and (4) the use of the differential operator (DO) technique to make the necessary iterations for non-linear responses practical. In addition to commonly analyzed single spectra, coincidence spectra or even two-dimensional (2-D) coincidence spectra can also be used in the MCLLS approach and may provide more accurate results.

Monte Carlo Sampling in Fractal Landscapes

NASA Astrophysics Data System (ADS)

Leitão, Jorge C.; Lopes, J. M. Viana Parente; Altmann, Eduardo G.

2013-05-01

We design a random walk to explore fractal landscapes such as those describing chaotic transients in dynamical systems. We show that the random walk moves efficiently only when its step length depends on the height of the landscape via the largest Lyapunov exponent of the chaotic system. We propose a generalization of the Wang-Landau algorithm which constructs not only the density of states (transient time distribution) but also the correct step length. As a result, we obtain a flat-histogram Monte Carlo method which samples fractal landscapes in polynomial time, a dramatic improvement over the exponential scaling of traditional uniform-sampling methods. Our results are not limited by the dimensionality of the landscape and are confirmed numerically in chaotic systems with up to 30 dimensions.

Development and Validation of the Caring Loneliness Scale.

PubMed

Karhe, Liisa; Kaunonen, Marja; Koivisto, Anna-Maija

2016-12-01

The Caring Loneliness Scale (CARLOS) includes 5 categories derived from earlier qualitative research. This article assesses the reliability and construct validity of a scale designed to measure patient experiences of loneliness in a professional caring relationship. Statistical analysis with 4 different sample sizes included Cronbach's alpha and exploratory factor analysis with principal axis factoring extraction. The sample size of 250 gave the most useful and comprehensible structure, but all 4 samples yielded underlying content of loneliness experiences. The initial 5 categories were reduced to 4 factors with 24 items and Cronbach's alpha ranging from .77 to .90. The findings support the reliability and validity of CARLOS for the assessment of Finnish breast cancer and heart surgery patients' experiences but as all instruments, further validation is needed.

Wang-Landau method for calculating Rényi entropies in finite-temperature quantum Monte Carlo simulations.

PubMed

Inglis, Stephen; Melko, Roger G

2013-01-01

We implement a Wang-Landau sampling technique in quantum Monte Carlo (QMC) simulations for the purpose of calculating the Rényi entanglement entropies and associated mutual information. The algorithm converges an estimate for an analog to the density of states for stochastic series expansion QMC, allowing a direct calculation of Rényi entropies without explicit thermodynamic integration. We benchmark results for the mutual information on two-dimensional (2D) isotropic and anisotropic Heisenberg models, a 2D transverse field Ising model, and a three-dimensional Heisenberg model, confirming a critical scaling of the mutual information in cases with a finite-temperature transition. We discuss the benefits and limitations of broad sampling techniques compared to standard importance sampling methods.

Monte Carlo approaches to sampling forested tracts with lines or points

Treesearch

Harry T. Valentine; Jeffrey H. Gove; Timothy G. Gregoire

2001-01-01

Several line- and point-based sampling methods can be employed to estimate the aggregate dimensions of trees standing on a forested tract or pieces of coarse woody debris lying on the forest floor. Line methods include line intersect sampling, horizontal line sampling, and transect relascope sampling; point methods include variable- and fixed-radius plot sampling, and...

Importance Sampling Variance Reduction in GRESS ATMOSIM

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wakeford, Daniel Tyler

This document is intended to introduce the importance sampling method of variance reduction to a Geant4 user for application to neutral particle Monte Carlo transport through the atmosphere, as implemented in GRESS ATMOSIM.

Lognormal Approximations of Fault Tree Uncertainty Distributions.

PubMed

El-Shanawany, Ashraf Ben; Ardron, Keith H; Walker, Simon P

2018-01-26

Fault trees are used in reliability modeling to create logical models of fault combinations that can lead to undesirable events. The output of a fault tree analysis (the top event probability) is expressed in terms of the failure probabilities of basic events that are input to the model. Typically, the basic event probabilities are not known exactly, but are modeled as probability distributions: therefore, the top event probability is also represented as an uncertainty distribution. Monte Carlo methods are generally used for evaluating the uncertainty distribution, but such calculations are computationally intensive and do not readily reveal the dominant contributors to the uncertainty. In this article, a closed-form approximation for the fault tree top event uncertainty distribution is developed, which is applicable when the uncertainties in the basic events of the model are lognormally distributed. The results of the approximate method are compared with results from two sampling-based methods: namely, the Monte Carlo method and the Wilks method based on order statistics. It is shown that the closed-form expression can provide a reasonable approximation to results obtained by Monte Carlo sampling, without incurring the computational expense. The Wilks method is found to be a useful means of providing an upper bound for the percentiles of the uncertainty distribution while being computationally inexpensive compared with full Monte Carlo sampling. The lognormal approximation method and Wilks's method appear attractive, practical alternatives for the evaluation of uncertainty in the output of fault trees and similar multilinear models. © 2018 Society for Risk Analysis.

Distribution of the Determinant of the Sample Correlation Matrix: Monte Carlo Type One Error Rates.

ERIC Educational Resources Information Center

Reddon, John R.; And Others

1985-01-01

Computer sampling from a multivariate normal spherical population was used to evaluate the type one error rates for a test of sphericity based on the distribution of the determinant of the sample correlation matrix. (Author/LMO)

Bootstrapping Confidence Intervals for Robust Measures of Association.

ERIC Educational Resources Information Center

King, Jason E.

A Monte Carlo simulation study was conducted to determine the bootstrap correction formula yielding the most accurate confidence intervals for robust measures of association. Confidence intervals were generated via the percentile, adjusted, BC, and BC(a) bootstrap procedures and applied to the Winsorized, percentage bend, and Pearson correlation…

A Simulation Game for the Study of State Policies.

ERIC Educational Resources Information Center

Enzer, Selwyn; And Others

A simulated planning conference used both informed experts (simulating state planners and societal groups) and "Monte Carlo" procedures (simulating random events) to identify some possible futures for the state of Connecticut and to examine rational planning behavior patterns. In the simulation the participants were divided into two…

Teaching Classical Statistical Mechanics: A Simulation Approach.

ERIC Educational Resources Information Center

Sauer, G.

1981-01-01

Describes a one-dimensional model for an ideal gas to study development of disordered motion in Newtonian mechanics. A Monte Carlo procedure for simulation of the statistical ensemble of an ideal gas with fixed total energy is developed. Compares both approaches for a pseudoexperimental foundation of statistical mechanics. (Author/JN)

Latin hypercube sampling and geostatistical modeling of spatial uncertainty in a spatially explicit forest landscape model simulation

Treesearch

Chonggang Xu; Hong S. He; Yuanman Hu; Yu Chang; Xiuzhen Li; Rencang Bu

2005-01-01

Geostatistical stochastic simulation is always combined with Monte Carlo method to quantify the uncertainty in spatial model simulations. However, due to the relatively long running time of spatially explicit forest models as a result of their complexity, it is always infeasible to generate hundreds or thousands of Monte Carlo simulations. Thus, it is of great...

Application of a Monte Carlo framework with bootstrapping for quantification of uncertainty in baseline map of carbon emissions from deforestation in Tropical Regions

Treesearch

William Salas; Steve Hagen

2013-01-01

This presentation will provide an overview of an approach for quantifying uncertainty in spatial estimates of carbon emission from land use change. We generate uncertainty bounds around our final emissions estimate using a randomized, Monte Carlo (MC)-style sampling technique. This approach allows us to combine uncertainty from different sources without making...

A method to deconvolve stellar rotational velocities II. The probability distribution function via Tikhonov regularization

NASA Astrophysics Data System (ADS)

Christen, Alejandra; Escarate, Pedro; Curé, Michel; Rial, Diego F.; Cassetti, Julia

2016-10-01

Aims: Knowing the distribution of stellar rotational velocities is essential for understanding stellar evolution. Because we measure the projected rotational speed v sin I, we need to solve an ill-posed problem given by a Fredholm integral of the first kind to recover the "true" rotational velocity distribution. Methods: After discretization of the Fredholm integral we apply the Tikhonov regularization method to obtain directly the probability distribution function for stellar rotational velocities. We propose a simple and straightforward procedure to determine the Tikhonov parameter. We applied Monte Carlo simulations to prove that the Tikhonov method is a consistent estimator and asymptotically unbiased. Results: This method is applied to a sample of cluster stars. We obtain confidence intervals using a bootstrap method. Our results are in close agreement with those obtained using the Lucy method for recovering the probability density distribution of rotational velocities. Furthermore, Lucy estimation lies inside our confidence interval. Conclusions: Tikhonov regularization is a highly robust method that deconvolves the rotational velocity probability density function from a sample of v sin I data directly without the need for any convergence criteria.

Monte Carlo Calculation of Thermal Neutron Inelastic Scattering Cross Section Uncertainties by Sampling Perturbed Phonon Spectra

NASA Astrophysics Data System (ADS)

Holmes, Jesse Curtis

Nuclear data libraries provide fundamental reaction information required by nuclear system simulation codes. The inclusion of data covariances in these libraries allows the user to assess uncertainties in system response parameters as a function of uncertainties in the nuclear data. Formats and procedures are currently established for representing covariances for various types of reaction data in ENDF libraries. This covariance data is typically generated utilizing experimental measurements and empirical models, consistent with the method of parent data production. However, ENDF File 7 thermal neutron scattering library data is, by convention, produced theoretically through fundamental scattering physics model calculations. Currently, there is no published covariance data for ENDF File 7 thermal libraries. Furthermore, no accepted methodology exists for quantifying or representing uncertainty information associated with this thermal library data. The quality of thermal neutron inelastic scattering cross section data can be of high importance in reactor analysis and criticality safety applications. These cross sections depend on the material's structure and dynamics. The double-differential scattering law, S(alpha, beta), tabulated in ENDF File 7 libraries contains this information. For crystalline solids, S(alpha, beta) is primarily a function of the material's phonon density of states (DOS). Published ENDF File 7 libraries are commonly produced by calculation and processing codes, such as the LEAPR module of NJOY, which utilize the phonon DOS as the fundamental input for inelastic scattering calculations to directly output an S(alpha, beta) matrix. To determine covariances for the S(alpha, beta) data generated by this process, information about uncertainties in the DOS is required. The phonon DOS may be viewed as a probability density function of atomic vibrational energy states that exist in a material. Probable variation in the shape of this spectrum may be established that depends on uncertainties in the physics models and methodology employed to produce the DOS. Through Monte Carlo sampling of perturbations from the reference phonon spectrum, an S(alpha, beta) covariance matrix may be generated. In this work, density functional theory and lattice dynamics in the harmonic approximation are used to calculate the phonon DOS for hexagonal crystalline graphite. This form of graphite is used as an example material for the purpose of demonstrating procedures for analyzing, calculating and processing thermal neutron inelastic scattering uncertainty information. Several sources of uncertainty in thermal neutron inelastic scattering calculations are examined, including sources which cannot be directly characterized through a description of the phonon DOS uncertainty, and their impacts are evaluated. Covariances for hexagonal crystalline graphite S(alpha, beta) data are quantified by coupling the standard methodology of LEAPR with a Monte Carlo sampling process. The mechanics of efficiently representing and processing this covariance information is also examined. Finally, with appropriate sensitivity information, it is shown that an S(alpha, beta) covariance matrix can be propagated to generate covariance data for integrated cross sections, secondary energy distributions, and coupled energy-angle distributions. This approach enables a complete description of thermal neutron inelastic scattering cross section uncertainties which may be employed to improve the simulation of nuclear systems.

Efficient Coupling of Fluid-Plasma and Monte-Carlo-Neutrals Models for Edge Plasma Transport

NASA Astrophysics Data System (ADS)

Dimits, A. M.; Cohen, B. I.; Friedman, A.; Joseph, I.; Lodestro, L. L.; Rensink, M. E.; Rognlien, T. D.; Sjogreen, B.; Stotler, D. P.; Umansky, M. V.

2017-10-01

UEDGE has been valuable for modeling transport in the tokamak edge and scrape-off layer due in part to its efficient fully implicit solution of coupled fluid neutrals and plasma models. We are developing an implicit coupling of the kinetic Monte-Carlo (MC) code DEGAS-2, as the neutrals model component, to the UEDGE plasma component, based on an extension of the Jacobian-free Newton-Krylov (JFNK) method to MC residuals. The coupling components build on the methods and coding already present in UEDGE. For the linear Krylov iterations, a procedure has been developed to ``extract'' a good preconditioner from that of UEDGE. This preconditioner may also be used to greatly accelerate the convergence rate of a relaxed fixed-point iteration, which may provide a useful ``intermediate'' algorithm. The JFNK method also requires calculation of Jacobian-vector products, for which any finite-difference procedure is inaccurate when a MC component is present. A semi-analytical procedure that retains the standard MC accuracy and fully kinetic neutrals physics is therefore being developed. Prepared for US DOE by LLNL under Contract DE-AC52-07NA27344 and LDRD project 15-ERD-059, by PPPL under Contract DE-AC02-09CH11466, and supported in part by the U.S. DOE, OFES.

Bold Diagrammatic Monte Carlo for Fermionic and Fermionized Systems

NASA Astrophysics Data System (ADS)

Svistunov, Boris

2013-03-01

In three different fermionic cases--repulsive Hubbard model, resonant fermions, and fermionized spins-1/2 (on triangular lattice)--we observe the phenomenon of sign blessing: Feynman diagrammatic series features finite convergence radius despite factorial growth of the number of diagrams with diagram order. Bold diagrammatic Monte Carlo technique allows us to sample millions of skeleton Feynman diagrams. With the universal fermionization trick we can fermionize essentially any (bosonic, spin, mixed, etc.) lattice system. The combination of fermionization and Bold diagrammatic Monte Carlo yields a universal first-principle approach to strongly correlated lattice systems, provided the sign blessing is a generic fermionic phenomenon. Supported by NSF and DARPA

Multilevel Mixture Kalman Filter

NASA Astrophysics Data System (ADS)

Guo, Dong; Wang, Xiaodong; Chen, Rong

2004-12-01

The mixture Kalman filter is a general sequential Monte Carlo technique for conditional linear dynamic systems. It generates samples of some indicator variables recursively based on sequential importance sampling (SIS) and integrates out the linear and Gaussian state variables conditioned on these indicators. Due to the marginalization process, the complexity of the mixture Kalman filter is quite high if the dimension of the indicator sampling space is high. In this paper, we address this difficulty by developing a new Monte Carlo sampling scheme, namely, the multilevel mixture Kalman filter. The basic idea is to make use of the multilevel or hierarchical structure of the space from which the indicator variables take values. That is, we draw samples in a multilevel fashion, beginning with sampling from the highest-level sampling space and then draw samples from the associate subspace of the newly drawn samples in a lower-level sampling space, until reaching the desired sampling space. Such a multilevel sampling scheme can be used in conjunction with the delayed estimation method, such as the delayed-sample method, resulting in delayed multilevel mixture Kalman filter. Examples in wireless communication, specifically the coherent and noncoherent 16-QAM over flat-fading channels, are provided to demonstrate the performance of the proposed multilevel mixture Kalman filter.

Experimental and numerical simulation of the acquisition of chemical remanent magnetization and the Thellier procedure

NASA Astrophysics Data System (ADS)

Shcherbakov, V. P.; Sycheva, N. K.; Gribov, S. K.

2017-09-01

The results of the Thellier-Coe experiments on paleointensity determination on the samples which contain chemical remanent magnetization (CRM) created by thermal annealing of titanomagnetites are reported. The results of the experiments are compared with the theoretical notions. For this purpose, Monte Carlo simulation of the process of CRM acquisition in the system of single-domain interacting particles was carried out; the paleointensity determination method based on the Thellier-Coe procedure was modeled; and the degree of paleointensity underestimation was quantitatively estimated based on the experimental data and on the numerical results. Both the experimental investigations and computer modeling suggest the following main conclusion: all the Arai-Nagata diagrams for CRM in the high-temperature area (in some cases up to the Curie temperature T c) contain a relatively long quasi-linear interval on which it is possible to estimate the slope coefficient k and, therefore, the paleointensity. Hence, if chemical magnetization (or remagnetization) took place in the course of the magnetomineralogical transformations of titanomagnetite- bearing igneous rocks during long-lasting cooling or during repeated heatings, it can lead to incorrect results in determining the intensity of the geomagnetic field in the geological past.

Simultaneous Heavy Flavor Fractions and Top Cross Section Measurement at the Collider Detector at Fermilab

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mathis, Mark J.

2010-04-01

This dissertation describes the measurement of the top pair production cross section, using data from proton–antiproton collisions at a center-of-mass energy of 1.96 TeV, with 2.7 ± 0.2 fb -1 of data collected by the Collider Detector at Fermilab. Background contributions are measured concurrently with the top cross section in the b-tagged lepton-plus-jets sample using a kinematic fit, which simultaneously determines the cross sections and normalizations of tmore » $$\\bar{t}$$, W + jets, QCD, and electroweak processes. This is the first application of a procedure of this kind. The top cross section is measured to be σ t$$\\bar{t}$$ = 7.64±0.57(stat + syst)±0.45(lumi) pb and the Monte Carlo simulation scale factors KW b$$\\bar{b}$$ = 1.57±0.25, K W$$\\bar{c}$$ = 0.94±0.79, KWc = 1.9 ± 0.3, and KW q$$\\bar{q}$$ = 1.1 ± 0.3. These results are consistent with existing measurements using other procedures. More data will reduce the systematic uncertainties and will lead to the most precise of any single analysis to date.« less

Control of the Pore Texture in Nanoporous Silicon via Chemical Dissolution.

PubMed

Secret, Emilie; Wu, Chia-Chen; Chaix, Arnaud; Galarneau, Anne; Gonzalez, Philippe; Cot, Didier; Sailor, Michael J; Jestin, Jacques; Zanotti, Jean-Marc; Cunin, Frédérique; Coasne, Benoit

2015-07-28

The surface and textural properties of porous silicon (pSi) control many of its physical properties essential to its performance in key applications such as optoelectronics, energy storage, luminescence, sensing, and drug delivery. Here, we combine experimental and theoretical tools to demonstrate that the surface roughness at the nanometer scale of pSi can be tuned in a controlled fashion using partial thermal oxidation followed by removal of the resulting silicon oxide layer with hydrofluoric acid (HF) solution. Such a process is shown to smooth the pSi surface by means of nitrogen adsorption, electron microscopy, and small-angle X-ray and neutron scattering. Statistical mechanics Monte Carlo simulations, which are consistent with the experimental data, support the interpretation that the pore surface is initially rough and that the oxidation/oxide removal procedure diminishes the surface roughness while increasing the pore diameter. As a specific example considered in this work, the initial roughness ξ ∼ 3.2 nm of pSi pores having a diameter of 7.6 nm can be decreased to 1.0 nm following the simple procedure above. This study allows envisioning the design of pSi samples with optimal surface properties toward a specific process.

Measuring Renyi entanglement entropy in quantum Monte Carlo simulations.

PubMed

Hastings, Matthew B; González, Iván; Kallin, Ann B; Melko, Roger G

2010-04-16

We develop a quantum Monte Carlo procedure, in the valence bond basis, to measure the Renyi entanglement entropy of a many-body ground state as the expectation value of a unitary Swap operator acting on two copies of the system. An improved estimator involving the ratio of Swap operators for different subregions enables convergence of the entropy in a simulation time polynomial in the system size. We demonstrate convergence of the Renyi entropy to exact results for a Heisenberg chain. Finally, we calculate the scaling of the Renyi entropy in the two-dimensional Heisenberg model and confirm that the Néel ground state obeys the expected area law for systems up to linear size L=32.

A Method for Decentralised Optimisation in Networks

NASA Astrophysics Data System (ADS)

Saramäki, Jari

2005-06-01

We outline a method for distributed Monte Carlo optimisation of computational problems in networks of agents, such as peer-to-peer networks of computers. The optimisation and messaging procedures are inspired by gossip protocols and epidemic data dissemination, and are decentralised, i.e. no central overseer is required. In the outlined method, each agent follows simple local rules and seeks for better solutions to the optimisation problem by Monte Carlo trials, as well as by querying other agents in its local neighbourhood. With proper network topology, good solutions spread rapidly through the network for further improvement. Furthermore, the system retains its functionality even in realistic settings where agents are randomly switched on and off.

Calculation of Electronic Structure and Field Induced Magnetic Collapse in Ferroic Materials

NASA Astrophysics Data System (ADS)

Entel, Peter; Arróyave, Raymundo; Singh, Navdeep; Sokolovskiy, Vladimir V.; Buchelnikov, Vasiliy D.

We have performed ab inito electronic structure calculations and Monte Carlo simulations of FeRh, Mn3GaC and Heusler intermetallics alloys such as Ni-Co-Cr-Mn-(Ga, In, Sn) which are of interest for solid refrigeration and energy systems, an emerging technology involving such solid-solid systems. The calculations reveal that the important magnetic phase diagrams of these alloys which show the magnetic collapse and allow predictions of the related magnetocaloric effect (MCE) which they exhibit at finite temperatures, can be obtained by ab inito and Monte Carlo computations in qualitatively good agreement with experimental data. This is a one-step procedure from theory to alloy design of ferroic functional devices.

Top Quark Mass Calibration for Monte Carlo Event Generators

NASA Astrophysics Data System (ADS)

Butenschoen, Mathias; Dehnadi, Bahman; Hoang, André H.; Mateu, Vicent; Preisser, Moritz; Stewart, Iain W.

2016-12-01

The most precise top quark mass measurements use kinematic reconstruction methods, determining the top mass parameter of a Monte Carlo event generator mtMC. Because of hadronization and parton-shower dynamics, relating mtMC to a field theory mass is difficult. We present a calibration procedure to determine this relation using hadron level QCD predictions for observables with kinematic mass sensitivity. Fitting e+e- 2-jettiness calculations at next-to-leading-logarithmic and next-to-next-to-leading-logarithmic order to pythia 8.205, mtMC differs from the pole mass by 900 and 600 MeV, respectively, and agrees with the MSR mass within uncertainties, mtMC≃mt,1 GeV MSR .

Estimation of Gutenberg-Richter b-value using instrumental earthquake catalog from the southern Korean Peninsula

NASA Astrophysics Data System (ADS)

Lee, H.; Sheen, D.; Kim, S.

2013-12-01

The b-value in Gutenberg-Richter relation is an important parameter widely used not only in the interpretation of regional tectonic structure but in the seismic hazard analysis. In this study, we tested four methods for estimating the stable b-value in a small number of events using Monte-Carlo method. One is the Least-Squares method (LSM) which minimizes the observation error. Others are based on the Maximum Likelihood method (MLM) which maximizes the likelihood function: Utsu's (1965) method for continuous magnitudes and an infinite maximum magnitude, Page's (1968) for continuous magnitudes and a finite maximum magnitude, and Weichert's (1980) for interval magnitude and a finite maximum magnitude. A synthetic parent population of the earthquake catalog of million events from magnitude 2.0 to 7.0 with interval of 0.1 was generated for the Monte-Carlo simulation. The sample, the number of which was increased from 25 to 1000, was extracted from the parent population randomly. The resampling procedure was applied 1000 times with different random seed numbers. The mean and the standard deviation of the b-value were estimated for each sample group that has the same number of samples. As expected, the more samples were used, the more stable b-value was obtained. However, in a small number of events, the LSM gave generally low b-value with a large standard deviation while other MLMs gave more accurate and stable values. It was found that Utsu (1965) gives the most accurate and stable b-value even in a small number of events. It was also found that the selection of the minimum magnitude could be critical for estimating the correct b-value for Utsu's (1965) method and Page's (1968) if magnitudes were binned into an interval. Therefore, we applied Utsu (1965) to estimate the b-value using two instrumental earthquake catalogs, which have events occurred around the southern part of the Korean Peninsula from 1978 to 2011. By a careful choice of the minimum magnitude, the b-values of the earthquake catalogs of the Korea Meteorological Administration and Kim (2012) are estimated to be 0.72 and 0.74, respectively.

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

NASA Astrophysics Data System (ADS)

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.

Reconstruction of Orion Engineering Development Unit (EDU) Parachute Inflation Loads

NASA Technical Reports Server (NTRS)

Ray, Eric S.

2013-01-01

The process of reconstructing inflation loads of Capsule Parachute Assembly System (CPAS) has been updated as the program transitioned to testing Engineering Development Unit (EDU) hardware. The equations used to reduce the test data have been re-derived based on the same physical assumptions made by simulations. Due to instrumentation challenges, individual parachute loads are determined from complementary accelerometer and load cell measurements. Cluster inflations are now simulated by modeling each parachute individually to better represent different inflation times and non-synchronous disreefing. The reconstruction procedure is tailored to either infinite mass or finite mass events based on measurable characteristics from the test data. Inflation parameters are determined from an automated optimization routine to reduce subjectivity. Infinite mass inflation parameters have been re-defined to avoid unrealistic interactions in Monte Carlo simulations. Sample cases demonstrate how best-fit inflation parameters are used to generate simulated drag areas and loads which favorably agree with test data.

Functional Nonlinear Mixed Effects Models For Longitudinal Image Data

PubMed Central

Luo, Xinchao; Zhu, Lixing; Kong, Linglong; Zhu, Hongtu

2015-01-01

Motivated by studying large-scale longitudinal image data, we propose a novel functional nonlinear mixed effects modeling (FN-MEM) framework to model the nonlinear spatial-temporal growth patterns of brain structure and function and their association with covariates of interest (e.g., time or diagnostic status). Our FNMEM explicitly quantifies a random nonlinear association map of individual trajectories. We develop an efficient estimation method to estimate the nonlinear growth function and the covariance operator of the spatial-temporal process. We propose a global test and a simultaneous confidence band for some specific growth patterns. We conduct Monte Carlo simulation to examine the finite-sample performance of the proposed procedures. We apply FNMEM to investigate the spatial-temporal dynamics of white-matter fiber skeletons in a national database for autism research. Our FNMEM may provide a valuable tool for charting the developmental trajectories of various neuropsychiatric and neurodegenerative disorders. PMID:26213453

The distributed production system of the SuperB project: description and results

NASA Astrophysics Data System (ADS)

Brown, D.; Corvo, M.; Di Simone, A.; Fella, A.; Luppi, E.; Paoloni, E.; Stroili, R.; Tomassetti, L.

2011-12-01

The SuperB experiment needs large samples of MonteCarlo simulated events in order to finalize the detector design and to estimate the data analysis performances. The requirements are beyond the capabilities of a single computing farm, so a distributed production model capable of exploiting the existing HEP worldwide distributed computing infrastructure is needed. In this paper we describe the set of tools that have been developed to manage the production of the required simulated events. The production of events follows three main phases: distribution of input data files to the remote site Storage Elements (SE); job submission, via SuperB GANGA interface, to all available remote sites; output files transfer to CNAF repository. The job workflow includes procedures for consistency checking, monitoring, data handling and bookkeeping. A replication mechanism allows storing the job output on the local site SE. Results from 2010 official productions are reported.

Diallel analysis for sex-linked and maternal effects.

PubMed

Zhu, J; Weir, B S

1996-01-01

Genetic models including sex-linked and maternal effects as well as autosomal gene effects are described. Monte Carlo simulations were conducted to compare efficiencies of estimation by minimum norm quadratic unbiased estimation (MINQUE) and restricted maximum likelihood (REML) methods. MINQUE(1), which has 1 for all prior values, has a similar efficiency to MINQUE(θ), which requires prior estimates of parameter values. MINQUE(1) has the advantage over REML of unbiased estimation and convenient computation. An adjusted unbiased prediction (AUP) method is developed for predicting random genetic effects. AUP is desirable for its easy computation and unbiasedness of both mean and variance of predictors. The jackknife procedure is appropriate for estimating the sampling variances of estimated variances (or covariances) and of predicted genetic effects. A t-test based on jackknife variances is applicable for detecting significance of variation. Worked examples from mice and silkworm data are given in order to demonstrate variance and covariance estimation and genetic effect prediction.

Stochastic Investigation of Natural Frequency for Functionally Graded Plates

NASA Astrophysics Data System (ADS)

Karsh, P. K.; Mukhopadhyay, T.; Dey, S.

2018-03-01

This paper presents the stochastic natural frequency analysis of functionally graded plates by applying artificial neural network (ANN) approach. Latin hypercube sampling is utilised to train the ANN model. The proposed algorithm for stochastic natural frequency analysis of FGM plates is validated and verified with original finite element method and Monte Carlo simulation (MCS). The combined stochastic variation of input parameters such as, elastic modulus, shear modulus, Poisson ratio, and mass density are considered. Power law is applied to distribute the material properties across the thickness. The present ANN model reduces the sample size and computationally found efficient as compared to conventional Monte Carlo simulation.

Unbiased reduced density matrices and electronic properties from full configuration interaction quantum Monte Carlo.

PubMed

Overy, Catherine; Booth, George H; Blunt, N S; Shepherd, James J; Cleland, Deidre; Alavi, Ali

2014-12-28

Properties that are necessarily formulated within pure (symmetric) expectation values are difficult to calculate for projector quantum Monte Carlo approaches, but are critical in order to compute many of the important observable properties of electronic systems. Here, we investigate an approach for the sampling of unbiased reduced density matrices within the full configuration interaction quantum Monte Carlo dynamic, which requires only small computational overheads. This is achieved via an independent replica population of walkers in the dynamic, sampled alongside the original population. The resulting reduced density matrices are free from systematic error (beyond those present via constraints on the dynamic itself) and can be used to compute a variety of expectation values and properties, with rapid convergence to an exact limit. A quasi-variational energy estimate derived from these density matrices is proposed as an accurate alternative to the projected estimator for multiconfigurational wavefunctions, while its variational property could potentially lend itself to accurate extrapolation approaches in larger systems.

Unbiased reduced density matrices and electronic properties from full configuration interaction quantum Monte Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

Overy, Catherine; Blunt, N. S.; Shepherd, James J.

2014-12-28

Properties that are necessarily formulated within pure (symmetric) expectation values are difficult to calculate for projector quantum Monte Carlo approaches, but are critical in order to compute many of the important observable properties of electronic systems. Here, we investigate an approach for the sampling of unbiased reduced density matrices within the full configuration interaction quantum Monte Carlo dynamic, which requires only small computational overheads. This is achieved via an independent replica population of walkers in the dynamic, sampled alongside the original population. The resulting reduced density matrices are free from systematic error (beyond those present via constraints on the dynamicmore » itself) and can be used to compute a variety of expectation values and properties, with rapid convergence to an exact limit. A quasi-variational energy estimate derived from these density matrices is proposed as an accurate alternative to the projected estimator for multiconfigurational wavefunctions, while its variational property could potentially lend itself to accurate extrapolation approaches in larger systems.« less

Evaluation of gamma-ray attenuation properties of bismuth borate glass systems using Monte Carlo method

NASA Astrophysics Data System (ADS)

Tarim, Urkiye Akar; Ozmutlu, Emin N.; Yalcin, Sezai; Gundogdu, Ozcan; Bradley, D. A.; Gurler, Orhan

2017-11-01

A Monte Carlo method was developed to investigate radiation shielding properties of bismuth borate glass. The mass attenuation coefficients and half-value layer parameters were determined for different fractional amounts of Bi2O3 in the glass samples for the 356, 662, 1173 and 1332 keV photon energies. A comparison of the theoretical and experimental attenuation coefficients is presented.

Application of Enhanced Sampling Monte Carlo Methods for High-Resolution Protein-Protein Docking in Rosetta

PubMed Central

Zhang, Zhe; Schindler, Christina E. M.; Lange, Oliver F.; Zacharias, Martin

2015-01-01

The high-resolution refinement of docked protein-protein complexes can provide valuable structural and mechanistic insight into protein complex formation complementing experiment. Monte Carlo (MC) based approaches are frequently applied to sample putative interaction geometries of proteins including also possible conformational changes of the binding partners. In order to explore efficiency improvements of the MC sampling, several enhanced sampling techniques, including temperature or Hamiltonian replica exchange and well-tempered ensemble approaches, have been combined with the MC method and were evaluated on 20 protein complexes using unbound partner structures. The well-tempered ensemble method combined with a 2-dimensional temperature and Hamiltonian replica exchange scheme (WTE-H-REMC) was identified as the most efficient search strategy. Comparison with prolonged MC searches indicates that the WTE-H-REMC approach requires approximately 5 times fewer MC steps to identify near native docking geometries compared to conventional MC searches. PMID:26053419

MO-F-CAMPUS-I-01: A System for Automatically Calculating Organ and Effective Dose for Fluoroscopically-Guided Procedures

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xiong, Z; Vijayan, S; Rana, V

2015-06-15

Purpose: A system was developed that automatically calculates the organ and effective dose for individual fluoroscopically-guided procedures using a log of the clinical exposure parameters. Methods: We have previously developed a dose tracking system (DTS) to provide a real-time color-coded 3D- mapping of skin dose. This software produces a log file of all geometry and exposure parameters for every x-ray pulse during a procedure. The data in the log files is input into PCXMC, a Monte Carlo program that calculates organ and effective dose for projections and exposure parameters set by the user. We developed a MATLAB program to readmore » data from the log files produced by the DTS and to automatically generate the definition files in the format used by PCXMC. The processing is done at the end of a procedure after all exposures are completed. Since there are thousands of exposure pulses with various parameters for fluoroscopy, DA and DSA and at various projections, the data for exposures with similar parameters is grouped prior to entry into PCXMC to reduce the number of Monte Carlo calculations that need to be performed. Results: The software developed automatically transfers data from the DTS log file to PCXMC and runs the program for each grouping of exposure pulses. When the dose from all exposure events are calculated, the doses for each organ and all effective doses are summed to obtain procedure totals. For a complicated interventional procedure, the calculations can be completed on a PC without manual intervention in less than 30 minutes depending on the level of data grouping. Conclusion: This system allows organ dose to be calculated for individual procedures for every patient without tedious calculations or data entry so that estimates of stochastic risk can be obtained in addition to the deterministic risk estimate provided by the DTS. Partial support from NIH grant R01EB002873 and Toshiba Medical Systems Corp.« less

Harnessing the theoretical foundations of the exponential and beta-Poisson dose-response models to quantify parameter uncertainty using Markov Chain Monte Carlo.

PubMed

Schmidt, Philip J; Pintar, Katarina D M; Fazil, Aamir M; Topp, Edward

2013-09-01

Dose-response models are the essential link between exposure assessment and computed risk values in quantitative microbial risk assessment, yet the uncertainty that is inherent to computed risks because the dose-response model parameters are estimated using limited epidemiological data is rarely quantified. Second-order risk characterization approaches incorporating uncertainty in dose-response model parameters can provide more complete information to decisionmakers by separating variability and uncertainty to quantify the uncertainty in computed risks. Therefore, the objective of this work is to develop procedures to sample from posterior distributions describing uncertainty in the parameters of exponential and beta-Poisson dose-response models using Bayes's theorem and Markov Chain Monte Carlo (in OpenBUGS). The theoretical origins of the beta-Poisson dose-response model are used to identify a decomposed version of the model that enables Bayesian analysis without the need to evaluate Kummer confluent hypergeometric functions. Herein, it is also established that the beta distribution in the beta-Poisson dose-response model cannot address variation among individual pathogens, criteria to validate use of the conventional approximation to the beta-Poisson model are proposed, and simple algorithms to evaluate actual beta-Poisson probabilities of infection are investigated. The developed MCMC procedures are applied to analysis of a case study data set, and it is demonstrated that an important region of the posterior distribution of the beta-Poisson dose-response model parameters is attributable to the absence of low-dose data. This region includes beta-Poisson models for which the conventional approximation is especially invalid and in which many beta distributions have an extreme shape with questionable plausibility. © Her Majesty the Queen in Right of Canada 2013. Reproduced with the permission of the Minister of the Public Health Agency of Canada.

Autocalibration of a one-dimensional hydrodynamic-ecological model (DYRESM 4.0-CAEDYM 3.1) using a Monte Carlo approach: simulations of hypoxic events in a polymictic lake

NASA Astrophysics Data System (ADS)

Luo, Liancong; Hamilton, David; Lan, Jia; McBride, Chris; Trolle, Dennis

2018-03-01

Automated calibration of complex deterministic water quality models with a large number of biogeochemical parameters can reduce time-consuming iterative simulations involving empirical judgements of model fit. We undertook autocalibration of the one-dimensional hydrodynamic-ecological lake model DYRESM-CAEDYM, using a Monte Carlo sampling (MCS) method, in order to test the applicability of this procedure for shallow, polymictic Lake Rotorua (New Zealand). The calibration procedure involved independently minimizing the root-mean-square error (RMSE), maximizing the Pearson correlation coefficient (r) and Nash-Sutcliffe efficient coefficient (Nr) for comparisons of model state variables against measured data. An assigned number of parameter permutations was used for 10 000 simulation iterations. The "optimal" temperature calibration produced a RMSE of 0.54 °C, Nr value of 0.99, and r value of 0.98 through the whole water column based on comparisons with 540 observed water temperatures collected between 13 July 2007 and 13 January 2009. The modeled bottom dissolved oxygen concentration (20.5 m below surface) was compared with 467 available observations. The calculated RMSE of the simulations compared with the measurements was 1.78 mg L-1, the Nr value was 0.75, and the r value was 0.87. The autocalibrated model was further tested for an independent data set by simulating bottom-water hypoxia events from 15 January 2009 to 8 June 2011 (875 days). This verification produced an accurate simulation of five hypoxic events corresponding to DO < 2 mg L-1 during summer of 2009-2011. The RMSE was 2.07 mg L-1, Nr value 0.62, and r value of 0.81, based on the available data set of 738 days. The autocalibration software of DYRESM-CAEDYM developed here is substantially less time-consuming and more efficient in parameter optimization than traditional manual calibration which has been the standard tool practiced for similar complex water quality models.

Auto-calibration of a one-dimensional hydrodynamic-ecological model using a Monte Carlo approach: simulation of hypoxic events in a polymictic lake

NASA Astrophysics Data System (ADS)

Luo, L.

2011-12-01

Automated calibration of complex deterministic water quality models with a large number of biogeochemical parameters can reduce time-consuming iterative simulations involving empirical judgements of model fit. We undertook auto-calibration of the one-dimensional hydrodynamic-ecological lake model DYRESM-CAEDYM, using a Monte Carlo sampling (MCS) method, in order to test the applicability of this procedure for shallow, polymictic Lake Rotorua (New Zealand). The calibration procedure involved independently minimising the root-mean-square-error (RMSE), maximizing the Pearson correlation coefficient (r) and Nash-Sutcliffe efficient coefficient (Nr) for comparisons of model state variables against measured data. An assigned number of parameter permutations was used for 10,000 simulation iterations. The 'optimal' temperature calibration produced a RMSE of 0.54 °C, Nr-value of 0.99 and r-value of 0.98 through the whole water column based on comparisons with 540 observed water temperatures collected between 13 July 2007 - 13 January 2009. The modeled bottom dissolved oxygen concentration (20.5 m below surface) was compared with 467 available observations. The calculated RMSE of the simulations compared with the measurements was 1.78 mg L-1, the Nr-value was 0.75 and the r-value was 0.87. The autocalibrated model was further tested for an independent data set by simulating bottom-water hypoxia events for the period 15 January 2009 to 8 June 2011 (875 days). This verification produced an accurate simulation of five hypoxic events corresponding to DO < 2 mg L-1 during summer of 2009-2011. The RMSE was 2.07 mg L-1, Nr-value 0.62 and r-value of 0.81, based on the available data set of 738 days. The auto-calibration software of DYRESM-CAEDYM developed here is substantially less time-consuming and more efficient in parameter optimisation than traditional manual calibration which has been the standard tool practiced for similar complex water quality models.

A baseline-free procedure for transformation models under interval censorship.

PubMed

Gu, Ming Gao; Sun, Liuquan; Zuo, Guoxin

2005-12-01

An important property of Cox regression model is that the estimation of regression parameters using the partial likelihood procedure does not depend on its baseline survival function. We call such a procedure baseline-free. Using marginal likelihood, we show that an baseline-free procedure can be derived for a class of general transformation models under interval censoring framework. The baseline-free procedure results a simplified and stable computation algorithm for some complicated and important semiparametric models, such as frailty models and heteroscedastic hazard/rank regression models, where the estimation procedures so far available involve estimation of the infinite dimensional baseline function. A detailed computational algorithm using Markov Chain Monte Carlo stochastic approximation is presented. The proposed procedure is demonstrated through extensive simulation studies, showing the validity of asymptotic consistency and normality. We also illustrate the procedure with a real data set from a study of breast cancer. A heuristic argument showing that the score function is a mean zero martingale is provided.

Performance of DIMTEST-and NOHARM-Based Statistics for Testing Unidimensionality

ERIC Educational Resources Information Center

Finch, Holmes; Habing, Brian

2007-01-01

This Monte Carlo study compares the ability of the parametric bootstrap version of DIMTEST with three goodness-of-fit tests calculated from a fitted NOHARM model to detect violations of the assumption of unidimensionality in testing data. The effectiveness of the procedures was evaluated for different numbers of items, numbers of examinees,…

Pushing the Red Wheelbarrow: From Age Five to Sixty-Five.

ERIC Educational Resources Information Center

Garrison, Peggy

1998-01-01

Aims for students to explore spontaneous ways of finding material for their poems by suppressing control over their subject matter and letting their unconscious minds do the work. Uses a poem of William Carlos Williams, "Red Wheelbarrow," both with K-2 students and adults in a poetry workshop. Illustrates class procedures and activities…

Least Squares Metric, Unidimensional Scaling of Multivariate Linear Models.

ERIC Educational Resources Information Center

Poole, Keith T.

1990-01-01

A general approach to least-squares unidimensional scaling is presented. Ordering information contained in the parameters is used to transform the standard squared error loss function into a discrete rather than continuous form. Monte Carlo tests with 38,094 ratings of 261 senators, and 1,258 representatives demonstrate the procedure's…

Constructing a Covariance Matrix that Yields a Specified Minimizer and a Specified Minimum Discrepancy Function Value.

ERIC Educational Resources Information Center

Cudeck, Robert; Browne, Michael W.

1992-01-01

A method is proposed for constructing a population covariance matrix as the sum of a particular model plus a nonstochastic residual matrix, with the stipulation that the model holds with a prespecified lack of fit. The procedure is considered promising for Monte Carlo studies. (SLD)

Assessing Disease Class-Specific Diagnostic Ability: A Practical Adaptive Test Approach.

ERIC Educational Resources Information Center

Papa, Frank J.; Schumacker, Randall E.

Measures of the robustness of disease class-specific diagnostic concepts could play a central role in training programs designed to assure the development of diagnostic competence. In the pilot study, the authors used disease/sign-symptom conditional probability estimates, Monte Carlo procedures, and artificial intelligence (AI) tools to create…

Conditional Covariance-Based Subtest Selection for DIMTEST

ERIC Educational Resources Information Center

Froelich, Amy G.; Habing, Brian

2008-01-01

DIMTEST is a nonparametric hypothesis-testing procedure designed to test the assumptions of a unidimensional and locally independent item response theory model. Several previous Monte Carlo studies have found that using linear factor analysis to select the assessment subtest for DIMTEST results in a moderate to severe loss of power when the exam…

MONTE CARLO SIMULATIONS OF PERIODIC PULSED REACTOR WITH MOVING GEOMETRY PARTS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cao, Yan; Gohar, Yousry

2015-11-01

In a periodic pulsed reactor, the reactor state varies periodically from slightly subcritical to slightly prompt supercritical for producing periodic power pulses. Such periodic state change is accomplished by a periodic movement of specific reactor parts, such as control rods or reflector sections. The analysis of such reactor is difficult to perform with the current reactor physics computer programs. Based on past experience, the utilization of the point kinetics approximations gives considerable errors in predicting the magnitude and the shape of the power pulse if the reactor has significantly different neutron life times in different zones. To accurately simulate themore » dynamics of this type of reactor, a Monte Carlo procedure using the transfer function TRCL/TR of the MCNP/MCNPX computer programs is utilized to model the movable reactor parts. In this paper, two algorithms simulating the geometry part movements during a neutron history tracking have been developed. Several test cases have been developed to evaluate these procedures. The numerical test cases have shown that the developed algorithms can be utilized to simulate the reactor dynamics with movable geometry parts.« less

Modelling of electronic excitation and radiation in the Direct Simulation Monte Carlo Macroscopic Chemistry Method

NASA Astrophysics Data System (ADS)

Goldsworthy, M. J.

2012-10-01

One of the most useful tools for modelling rarefied hypersonic flows is the Direct Simulation Monte Carlo (DSMC) method. Simulator particle movement and collision calculations are combined with statistical procedures to model thermal non-equilibrium flow-fields described by the Boltzmann equation. The Macroscopic Chemistry Method for DSMC simulations was developed to simplify the inclusion of complex thermal non-equilibrium chemistry. The macroscopic approach uses statistical information which is calculated during the DSMC solution process in the modelling procedures. Here it is shown how inclusion of macroscopic information in models of chemical kinetics, electronic excitation, ionization, and radiation can enhance the capabilities of DSMC to model flow-fields where a range of physical processes occur. The approach is applied to the modelling of a 6.4 km/s nitrogen shock wave and results are compared with those from existing shock-tube experiments and continuum calculations. Reasonable agreement between the methods is obtained. The quality of the comparison is highly dependent on the set of vibrational relaxation and chemical kinetic parameters employed.

Detour factors in water and plastic phantoms and their use for range and depth scaling in electron-beam dosimetry.

PubMed

Fernández-Varea, J M; Andreo, P; Tabata, T

1996-07-01

Average penetration depths and detour factors of 1-50 MeV electrons in water and plastic materials have been computed by means of analytical calculation, within the continuous-slowing-down approximation and including multiple scattering, and using the Monte Carlo codes ITS and PENELOPE. Results are compared to detour factors from alternative definitions previously proposed in the literature. Different procedures used in low-energy electron-beam dosimetry to convert ranges and depths measured in plastic phantoms into water-equivalent ranges and depths are analysed. A new simple and accurate scaling method, based on Monte Carlo-derived ratios of average electron penetration depths and thus incorporating the effect of multiple scattering, is presented. Data are given for most plastics used in electron-beam dosimetry together with a fit which extends the method to any other low-Z plastic material. A study of scaled depth-dose curves and mean energies as a function of depth for some plastics of common usage shows that the method improves the consistency and results of other scaling procedures in dosimetry with electron beams at therapeutic energies.

Monte Carlo tests of the ELIPGRID-PC algorithm

DOE Office of Scientific and Technical Information (OSTI.GOV)

Davidson, J.R.

1995-04-01

The standard tool for calculating the probability of detecting pockets of contamination called hot spots has been the ELIPGRID computer code of Singer and Wickman. The ELIPGRID-PC program has recently made this algorithm available for an IBM{reg_sign} PC. However, no known independent validation of the ELIPGRID algorithm exists. This document describes a Monte Carlo simulation-based validation of a modified version of the ELIPGRID-PC code. The modified ELIPGRID-PC code is shown to match Monte Carlo-calculated hot-spot detection probabilities to within {plus_minus}0.5% for 319 out of 320 test cases. The one exception, a very thin elliptical hot spot located within a rectangularmore » sampling grid, differed from the Monte Carlo-calculated probability by about 1%. These results provide confidence in the ability of the modified ELIPGRID-PC code to accurately predict hot-spot detection probabilities within an acceptable range of error.« less

Estimating rare events in biochemical systems using conditional sampling.

PubMed

Sundar, V S

2017-01-28

The paper focuses on development of variance reduction strategies to estimate rare events in biochemical systems. Obtaining this probability using brute force Monte Carlo simulations in conjunction with the stochastic simulation algorithm (Gillespie's method) is computationally prohibitive. To circumvent this, important sampling tools such as the weighted stochastic simulation algorithm and the doubly weighted stochastic simulation algorithm have been proposed. However, these strategies require an additional step of determining the important region to sample from, which is not straightforward for most of the problems. In this paper, we apply the subset simulation method, developed as a variance reduction tool in the context of structural engineering, to the problem of rare event estimation in biochemical systems. The main idea is that the rare event probability is expressed as a product of more frequent conditional probabilities. These conditional probabilities are estimated with high accuracy using Monte Carlo simulations, specifically the Markov chain Monte Carlo method with the modified Metropolis-Hastings algorithm. Generating sample realizations of the state vector using the stochastic simulation algorithm is viewed as mapping the discrete-state continuous-time random process to the standard normal random variable vector. This viewpoint opens up the possibility of applying more sophisticated and efficient sampling schemes developed elsewhere to problems in stochastic chemical kinetics. The results obtained using the subset simulation method are compared with existing variance reduction strategies for a few benchmark problems, and a satisfactory improvement in computational time is demonstrated.

Equilibrium Molecular Thermodynamics from Kirkwood Sampling

PubMed Central

2015-01-01

We present two methods for barrierless equilibrium sampling of molecular systems based on the recently proposed Kirkwood method (J. Chem. Phys.2009, 130, 134102). Kirkwood sampling employs low-order correlations among internal coordinates of a molecule for random (or non-Markovian) sampling of the high dimensional conformational space. This is a geometrical sampling method independent of the potential energy surface. The first method is a variant of biased Monte Carlo, where Kirkwood sampling is used for generating trial Monte Carlo moves. Using this method, equilibrium distributions corresponding to different temperatures and potential energy functions can be generated from a given set of low-order correlations. Since Kirkwood samples are generated independently, this method is ideally suited for massively parallel distributed computing. The second approach is a variant of reservoir replica exchange, where Kirkwood sampling is used to construct a reservoir of conformations, which exchanges conformations with the replicas performing equilibrium sampling corresponding to different thermodynamic states. Coupling with the Kirkwood reservoir enhances sampling by facilitating global jumps in the conformational space. The efficiency of both methods depends on the overlap of the Kirkwood distribution with the target equilibrium distribution. We present proof-of-concept results for a model nine-atom linear molecule and alanine dipeptide. PMID:25915525

A Bayesian approach to parameter and reliability estimation in the Poisson distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1972-01-01

For life testing procedures, a Bayesian analysis is developed with respect to a random intensity parameter in the Poisson distribution. Bayes estimators are derived for the Poisson parameter and the reliability function based on uniform and gamma prior distributions of that parameter. A Monte Carlo procedure is implemented to make possible an empirical mean-squared error comparison between Bayes and existing minimum variance unbiased, as well as maximum likelihood, estimators. As expected, the Bayes estimators have mean-squared errors that are appreciably smaller than those of the other two.

Space proton transport in one dimension

NASA Technical Reports Server (NTRS)

Lamkin, S. L.; Khandelwal, G. S.; Shinn, J. L.; Wilson, J. W.

1994-01-01

An approximate evaluation procedure is derived for a second-order theory of coupled nucleon transport in one dimension. An analytical solution with a simplified interaction model is used to determine quadrature parameters to minimize truncation error. Effects of the improved method on transport solutions with the BRYNTRN data base are evaluated. Comparisons with Monte Carlo benchmarks are given. Using different shield materials, the computational procedure is used to study the physics of space protons. A transition effect occurs in tissue near the shield interface and is most important in shields of high atomic number.

High-Throughput Computation and the Applicability of Monte Carlo Integration in Fatigue Load Estimation of Floating Offshore Wind Turbines

DOE Office of Scientific and Technical Information (OSTI.GOV)

Graf, Peter A.; Stewart, Gordon; Lackner, Matthew

Long-term fatigue loads for floating offshore wind turbines are hard to estimate because they require the evaluation of the integral of a highly nonlinear function over a wide variety of wind and wave conditions. Current design standards involve scanning over a uniform rectangular grid of metocean inputs (e.g., wind speed and direction and wave height and period), which becomes intractable in high dimensions as the number of required evaluations grows exponentially with dimension. Monte Carlo integration offers a potentially efficient alternative because it has theoretical convergence proportional to the inverse of the square root of the number of samples, whichmore » is independent of dimension. In this paper, we first report on the integration of the aeroelastic code FAST into NREL's systems engineering tool, WISDEM, and the development of a high-throughput pipeline capable of sampling from arbitrary distributions, running FAST on a large scale, and postprocessing the results into estimates of fatigue loads. Second, we use this tool to run a variety of studies aimed at comparing grid-based and Monte Carlo-based approaches with calculating long-term fatigue loads. We observe that for more than a few dimensions, the Monte Carlo approach can represent a large improvement in computational efficiency, but that as nonlinearity increases, the effectiveness of Monte Carlo is correspondingly reduced. The present work sets the stage for future research focusing on using advanced statistical methods for analysis of wind turbine fatigue as well as extreme loads.« less

A dental public health approach based on computational mathematics: Monte Carlo simulation of childhood dental decay.

PubMed

Tennant, Marc; Kruger, Estie

2013-02-01

This study developed a Monte Carlo simulation approach to examining the prevalence and incidence of dental decay using Australian children as a test environment. Monte Carlo simulation has been used for a half a century in particle physics (and elsewhere); put simply, it is the probability for various population-level outcomes seeded randomly to drive the production of individual level data. A total of five runs of the simulation model for all 275,000 12-year-olds in Australia were completed based on 2005-2006 data. Measured on average decayed/missing/filled teeth (DMFT) and DMFT of highest 10% of sample (Sic10) the runs did not differ from each other by more than 2% and the outcome was within 5% of the reported sampled population data. The simulations rested on the population probabilities that are known to be strongly linked to dental decay, namely, socio-economic status and Indigenous heritage. Testing the simulated population found DMFT of all cases where DMFT<>0 was 2.3 (n = 128,609) and DMFT for Indigenous cases only was 1.9 (n = 13,749). In the simulation population the Sic25 was 3.3 (n = 68,750). Monte Carlo simulations were created in particle physics as a computational mathematical approach to unknown individual-level effects by resting a simulation on known population-level probabilities. In this study a Monte Carlo simulation approach to childhood dental decay was built, tested and validated. © 2013 FDI World Dental Federation.

Monte Carlo methods for multidimensional integration for European option pricing

NASA Astrophysics Data System (ADS)

Todorov, V.; Dimov, I. T.

2016-10-01

In this paper, we illustrate examples of highly accurate Monte Carlo and quasi-Monte Carlo methods for multiple integrals related to the evaluation of European style options. The idea is that the value of the option is formulated in terms of the expectation of some random variable; then the average of independent samples of this random variable is used to estimate the value of the option. First we obtain an integral representation for the value of the option using the risk neutral valuation formula. Then with an appropriations change of the constants we obtain a multidimensional integral over the unit hypercube of the corresponding dimensionality. Then we compare a specific type of lattice rules over one of the best low discrepancy sequence of Sobol for numerical integration. Quasi-Monte Carlo methods are compared with Adaptive and Crude Monte Carlo techniques for solving the problem. The four approaches are completely different thus it is a question of interest to know which one of them outperforms the other for evaluation multidimensional integrals in finance. Some of the advantages and disadvantages of the developed algorithms are discussed.

Path integral Monte Carlo ground state approach: formalism, implementation, and applications

NASA Astrophysics Data System (ADS)

Yan, Yangqian; Blume, D.

2017-11-01

Monte Carlo techniques have played an important role in understanding strongly correlated systems across many areas of physics, covering a wide range of energy and length scales. Among the many Monte Carlo methods applicable to quantum mechanical systems, the path integral Monte Carlo approach with its variants has been employed widely. Since semi-classical or classical approaches will not be discussed in this review, path integral based approaches can for our purposes be divided into two categories: approaches applicable to quantum mechanical systems at zero temperature and approaches applicable to quantum mechanical systems at finite temperature. While these two approaches are related to each other, the underlying formulation and aspects of the algorithm differ. This paper reviews the path integral Monte Carlo ground state (PIGS) approach, which solves the time-independent Schrödinger equation. Specifically, the PIGS approach allows for the determination of expectation values with respect to eigen states of the few- or many-body Schrödinger equation provided the system Hamiltonian is known. The theoretical framework behind the PIGS algorithm, implementation details, and sample applications for fermionic systems are presented.

Comparison between Monte Carlo simulation and measurement with a 3D polymer gel dosimeter for dose distributions in biological samples

NASA Astrophysics Data System (ADS)

Furuta, T.; Maeyama, T.; Ishikawa, K. L.; Fukunishi, N.; Fukasaku, K.; Takagi, S.; Noda, S.; Himeno, R.; Hayashi, S.

2015-08-01

In this research, we used a 135 MeV/nucleon carbon-ion beam to irradiate a biological sample composed of fresh chicken meat and bones, which was placed in front of a PAGAT gel dosimeter, and compared the measured and simulated transverse-relaxation-rate (R2) distributions in the gel dosimeter. We experimentally measured the three-dimensional R2 distribution, which records the dose induced by particles penetrating the sample, by using magnetic resonance imaging. The obtained R2 distribution reflected the heterogeneity of the biological sample. We also conducted Monte Carlo simulations using the PHITS code by reconstructing the elemental composition of the biological sample from its computed tomography images while taking into account the dependence of the gel response on the linear energy transfer. The simulation reproduced the experimental distal edge structure of the R2 distribution with an accuracy under about 2 mm, which is approximately the same as the voxel size currently used in treatment planning.

Comparison between Monte Carlo simulation and measurement with a 3D polymer gel dosimeter for dose distributions in biological samples.

PubMed

Furuta, T; Maeyama, T; Ishikawa, K L; Fukunishi, N; Fukasaku, K; Takagi, S; Noda, S; Himeno, R; Hayashi, S

2015-08-21

In this research, we used a 135 MeV/nucleon carbon-ion beam to irradiate a biological sample composed of fresh chicken meat and bones, which was placed in front of a PAGAT gel dosimeter, and compared the measured and simulated transverse-relaxation-rate (R2) distributions in the gel dosimeter. We experimentally measured the three-dimensional R2 distribution, which records the dose induced by particles penetrating the sample, by using magnetic resonance imaging. The obtained R2 distribution reflected the heterogeneity of the biological sample. We also conducted Monte Carlo simulations using the PHITS code by reconstructing the elemental composition of the biological sample from its computed tomography images while taking into account the dependence of the gel response on the linear energy transfer. The simulation reproduced the experimental distal edge structure of the R2 distribution with an accuracy under about 2 mm, which is approximately the same as the voxel size currently used in treatment planning.

An Efficient MCMC Algorithm to Sample Binary Matrices with Fixed Marginals

ERIC Educational Resources Information Center

Verhelst, Norman D.

2008-01-01

Uniform sampling of binary matrices with fixed margins is known as a difficult problem. Two classes of algorithms to sample from a distribution not too different from the uniform are studied in the literature: importance sampling and Markov chain Monte Carlo (MCMC). Existing MCMC algorithms converge slowly, require a long burn-in period and yield…

Computer simulation of stochastic processes through model-sampling (Monte Carlo) techniques.

PubMed

Sheppard, C W.

1969-03-01

A simple Monte Carlo simulation program is outlined which can be used for the investigation of random-walk problems, for example in diffusion, or the movement of tracers in the blood circulation. The results given by the simulation are compared with those predicted by well-established theory, and it is shown how the model can be expanded to deal with drift, and with reflexion from or adsorption at a boundary.

Probabilistic micromechanics for metal matrix composites

NASA Astrophysics Data System (ADS)

Engelstad, S. P.; Reddy, J. N.; Hopkins, Dale A.

A probabilistic micromechanics-based nonlinear analysis procedure is developed to predict and quantify the variability in the properties of high temperature metal matrix composites. Monte Carlo simulation is used to model the probabilistic distributions of the constituent level properties including fiber, matrix, and interphase properties, volume and void ratios, strengths, fiber misalignment, and nonlinear empirical parameters. The procedure predicts the resultant ply properties and quantifies their statistical scatter. Graphite copper and Silicon Carbide Titanlum Aluminide (SCS-6 TI15) unidirectional plies are considered to demonstrate the predictive capabilities. The procedure is believed to have a high potential for use in material characterization and selection to precede and assist in experimental studies of new high temperature metal matrix composites.

FASTER 3: A generalized-geometry Monte Carlo computer program for the transport of neutrons and gamma rays. Volume 1: Summary report

NASA Technical Reports Server (NTRS)

Jordan, T. M.

1970-01-01

The theory used in FASTER-III, a Monte Carlo computer program for the transport of neutrons and gamma rays in complex geometries, is outlined. The program includes the treatment of geometric regions bounded by quadratic and quadric surfaces with multiple radiation sources which have specified space, angle, and energy dependence. The program calculates, using importance sampling, the resulting number and energy fluxes at specified point, surface, and volume detectors. It can also calculate minimum weight shield configuration meeting a specified dose rate constraint. Results are presented for sample problems involving primary neutron, and primary and secondary photon, transport in a spherical reactor shield configuration.

A Monte Carlo technique for signal level detection in implanted intracranial pressure monitoring.

PubMed

Avent, R K; Charlton, J D; Nagle, H T; Johnson, R N

1987-01-01

Statistical monitoring techniques like CUSUM, Trigg's tracking signal and EMP filtering have a major advantage over more recent techniques, such as Kalman filtering, because of their inherent simplicity. In many biomedical applications, such as electronic implantable devices, these simpler techniques have greater utility because of the reduced requirements on power, logic complexity and sampling speed. The determination of signal means using some of the earlier techniques are reviewed in this paper, and a new Monte Carlo based method with greater capability to sparsely sample a waveform and obtain an accurate mean value is presented. This technique may find widespread use as a trend detection method when reduced power consumption is a requirement.

A sampling-based computational strategy for the representation of epistemic uncertainty in model predictions with evidence theory.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Johnson, J. D.; Oberkampf, William Louis; Helton, Jon Craig

2006-10-01

Evidence theory provides an alternative to probability theory for the representation of epistemic uncertainty in model predictions that derives from epistemic uncertainty in model inputs, where the descriptor epistemic is used to indicate uncertainty that derives from a lack of knowledge with respect to the appropriate values to use for various inputs to the model. The potential benefit, and hence appeal, of evidence theory is that it allows a less restrictive specification of uncertainty than is possible within the axiomatic structure on which probability theory is based. Unfortunately, the propagation of an evidence theory representation for uncertainty through a modelmore » is more computationally demanding than the propagation of a probabilistic representation for uncertainty, with this difficulty constituting a serious obstacle to the use of evidence theory in the representation of uncertainty in predictions obtained from computationally intensive models. This presentation describes and illustrates a sampling-based computational strategy for the representation of epistemic uncertainty in model predictions with evidence theory. Preliminary trials indicate that the presented strategy can be used to propagate uncertainty representations based on evidence theory in analysis situations where naive sampling-based (i.e., unsophisticated Monte Carlo) procedures are impracticable due to computational cost.« less

Censoring approach to the detection limits in X-ray fluorescence analysis

NASA Astrophysics Data System (ADS)

Pajek, M.; Kubala-Kukuś, A.

2004-10-01

We demonstrate that the effect of detection limits in the X-ray fluorescence analysis (XRF), which limits the determination of very low concentrations of trace elements and results in appearance of the so-called "nondetects", can be accounted for using the statistical concept of censoring. More precisely, the results of such measurements can be viewed as the left random censored data, which can further be analyzed using the Kaplan-Meier method correcting the data for the presence of nondetects. Using this approach, the results of measured, detection limit censored concentrations can be interpreted in a nonparametric manner including the correction for the nondetects, i.e. the measurements in which the concentrations were found to be below the actual detection limits. Moreover, using the Monte Carlo simulation technique we show that by using the Kaplan-Meier approach the corrected mean concentrations for a population of the samples can be estimated within a few percent uncertainties with respect of the simulated, uncensored data. This practically means that the final uncertainties of estimated mean values are limited in fact by the number of studied samples and not by the correction procedure itself. The discussed random-left censoring approach was applied to analyze the XRF detection-limit-censored concentration measurements of trace elements in biomedical samples.

Top Quark Mass Calibration for Monte Carlo Event Generators.

PubMed

Butenschoen, Mathias; Dehnadi, Bahman; Hoang, André H; Mateu, Vicent; Preisser, Moritz; Stewart, Iain W

2016-12-02

The most precise top quark mass measurements use kinematic reconstruction methods, determining the top mass parameter of a Monte Carlo event generator m_{t}^{MC}. Because of hadronization and parton-shower dynamics, relating m_{t}^{MC} to a field theory mass is difficult. We present a calibration procedure to determine this relation using hadron level QCD predictions for observables with kinematic mass sensitivity. Fitting e^{+}e^{-} 2-jettiness calculations at next-to-leading-logarithmic and next-to-next-to-leading-logarithmic order to pythia 8.205, m_{t}^{MC} differs from the pole mass by 900 and 600 MeV, respectively, and agrees with the MSR mass within uncertainties, m_{t}^{MC}≃m_{t,1  GeV}^{MSR}.

Size and habit evolution of PETN crystals - a lattice Monte Carlo study

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zepeda-Ruiz, L A; Maiti, A; Gee, R

2006-02-28

Starting from an accurate inter-atomic potential we develop a simple scheme of generating an ''on-lattice'' molecular potential of short range, which is then incorporated into a lattice Monte Carlo code for simulating size and shape evolution of nanocrystallites. As a specific example, we test such a procedure on the morphological evolution of a molecular crystal of interest to us, e.g., Pentaerythritol Tetranitrate, or PETN, and obtain realistic facetted structures in excellent agreement with experimental morphologies. We investigate several interesting effects including, the evolution of the initial shape of a ''seed'' to an equilibrium configuration, and the variation of growth morphologymore » as a function of the rate of particle addition relative to diffusion.« less

Unreliable numbers: error and harm induced by bad design can be reduced by better design

PubMed Central

Thimbleby, Harold; Oladimeji, Patrick; Cairns, Paul

2015-01-01

Number entry is a ubiquitous activity and is often performed in safety- and mission-critical procedures, such as healthcare, science, finance, aviation and in many other areas. We show that Monte Carlo methods can quickly and easily compare the reliability of different number entry systems. A surprising finding is that many common, widely used systems are defective, and induce unnecessary human error. We show that Monte Carlo methods enable designers to explore the implications of normal and unexpected operator behaviour, and to design systems to be more resilient to use error. We demonstrate novel designs with improved resilience, implying that the common problems identified and the errors they induce are avoidable. PMID:26354830

Nuclear reactor transient analysis via a quasi-static kinetics Monte Carlo method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jo, YuGwon; Cho, Bumhee; Cho, Nam Zin, E-mail: nzcho@kaist.ac.kr

2015-12-31

The predictor-corrector quasi-static (PCQS) method is applied to the Monte Carlo (MC) calculation for reactor transient analysis. To solve the transient fixed-source problem of the PCQS method, fission source iteration is used and a linear approximation of fission source distributions during a macro-time step is introduced to provide delayed neutron source. The conventional particle-tracking procedure is modified to solve the transient fixed-source problem via MC calculation. The PCQS method with MC calculation is compared with the direct time-dependent method of characteristics (MOC) on a TWIGL two-group problem for verification of the computer code. Then, the results on a continuous-energy problemmore » are presented.« less

Effect of an overhead shield on gamma-ray skyshine

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stedry, M.H.; Shultis, J.K.; Faw, R.E.

1996-06-01

A hybrid Monte Carlo and integral line-beam method is used to determine the effect of a horizontal slab shield above a gamma-ray source on the resulting skyshine doses. A simplified Monte Carlo procedure is used to determine the energy and angular distribution of photons escaping the source shield into the atmosphere. The escaping photons are then treated as a bare, point, skyshine source, and the integral line-beam method is used to estimate the skyshine dose at various distances from the source. From results for arbitrarily collimated and shielded sources, the skyshine dose is found to depend primarily on the mean-free-pathmore » thickness of the shield and only very weakly on the shield material.« less

No rationale for 1 variable per 10 events criterion for binary logistic regression analysis.

PubMed

van Smeden, Maarten; de Groot, Joris A H; Moons, Karel G M; Collins, Gary S; Altman, Douglas G; Eijkemans, Marinus J C; Reitsma, Johannes B

2016-11-24

Ten events per variable (EPV) is a widely advocated minimal criterion for sample size considerations in logistic regression analysis. Of three previous simulation studies that examined this minimal EPV criterion only one supports the use of a minimum of 10 EPV. In this paper, we examine the reasons for substantial differences between these extensive simulation studies. The current study uses Monte Carlo simulations to evaluate small sample bias, coverage of confidence intervals and mean square error of logit coefficients. Logistic regression models fitted by maximum likelihood and a modified estimation procedure, known as Firth's correction, are compared. The results show that besides EPV, the problems associated with low EPV depend on other factors such as the total sample size. It is also demonstrated that simulation results can be dominated by even a few simulated data sets for which the prediction of the outcome by the covariates is perfect ('separation'). We reveal that different approaches for identifying and handling separation leads to substantially different simulation results. We further show that Firth's correction can be used to improve the accuracy of regression coefficients and alleviate the problems associated with separation. The current evidence supporting EPV rules for binary logistic regression is weak. Given our findings, there is an urgent need for new research to provide guidance for supporting sample size considerations for binary logistic regression analysis.

An improved target velocity sampling algorithm for free gas elastic scattering

DOE Office of Scientific and Technical Information (OSTI.GOV)

Romano, Paul K.; Walsh, Jonathan A.

We present an improved algorithm for sampling the target velocity when simulating elastic scattering in a Monte Carlo neutron transport code that correctly accounts for the energy dependence of the scattering cross section. The algorithm samples the relative velocity directly, thereby avoiding a potentially inefficient rejection step based on the ratio of cross sections. Here, we have shown that this algorithm requires only one rejection step, whereas other methods of similar accuracy require two rejection steps. The method was verified against stochastic and deterministic reference results for upscattering percentages in 238U. Simulations of a light water reactor pin cell problemmore » demonstrate that using this algorithm results in a 3% or less penalty in performance when compared with an approximate method that is used in most production Monte Carlo codes« less

An improved target velocity sampling algorithm for free gas elastic scattering

DOE PAGES

Romano, Paul K.; Walsh, Jonathan A.

2018-02-03

We present an improved algorithm for sampling the target velocity when simulating elastic scattering in a Monte Carlo neutron transport code that correctly accounts for the energy dependence of the scattering cross section. The algorithm samples the relative velocity directly, thereby avoiding a potentially inefficient rejection step based on the ratio of cross sections. Here, we have shown that this algorithm requires only one rejection step, whereas other methods of similar accuracy require two rejection steps. The method was verified against stochastic and deterministic reference results for upscattering percentages in 238U. Simulations of a light water reactor pin cell problemmore » demonstrate that using this algorithm results in a 3% or less penalty in performance when compared with an approximate method that is used in most production Monte Carlo codes« less

Data Analysis Recipes: Using Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

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. .

Compressive sampling of polynomial chaos expansions: Convergence analysis and sampling strategies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hampton, Jerrad; Doostan, Alireza, E-mail: alireza.doostan@colorado.edu

2015-01-01

Sampling orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models with random inputs, using Polynomial Chaos (PC) expansions. It is known that bounding a probabilistic parameter, referred to as coherence, yields a bound on the number of samples necessary to identify coefficients in a sparse PC expansion via solution to an ℓ{sub 1}-minimization problem. Utilizing results for orthogonal polynomials, we bound the coherence parameter for polynomials of Hermite and Legendre type under their respective natural sampling distribution. In both polynomial bases we identify an importance sampling distribution which yields a bound with weaker dependence onmore » the order of the approximation. For more general orthonormal bases, we propose the coherence-optimal sampling: a Markov Chain Monte Carlo sampling, which directly uses the basis functions under consideration to achieve a statistical optimality among all sampling schemes with identical support. We demonstrate these different sampling strategies numerically in both high-order and high-dimensional, manufactured PC expansions. In addition, the quality of each sampling method is compared in the identification of solutions to two differential equations, one with a high-dimensional random input and the other with a high-order PC expansion. In both cases, the coherence-optimal sampling scheme leads to similar or considerably improved accuracy.« less

Relative frequencies of constrained events in stochastic processes: An analytical approach.

PubMed

Rusconi, S; Akhmatskaya, E; Sokolovski, D; Ballard, N; de la Cal, J C

2015-10-01

The stochastic simulation algorithm (SSA) and the corresponding Monte Carlo (MC) method are among the most common approaches for studying stochastic processes. They relies on knowledge of interevent probability density functions (PDFs) and on information about dependencies between all possible events. Analytical representations of a PDF are difficult to specify in advance, in many real life applications. Knowing the shapes of PDFs, and using experimental data, different optimization schemes can be applied in order to evaluate probability density functions and, therefore, the properties of the studied system. Such methods, however, are computationally demanding, and often not feasible. We show that, in the case where experimentally accessed properties are directly related to the frequencies of events involved, it may be possible to replace the heavy Monte Carlo core of optimization schemes with an analytical solution. Such a replacement not only provides a more accurate estimation of the properties of the process, but also reduces the simulation time by a factor of order of the sample size (at least ≈10(4)). The proposed analytical approach is valid for any choice of PDF. The accuracy, computational efficiency, and advantages of the method over MC procedures are demonstrated in the exactly solvable case and in the evaluation of branching fractions in controlled radical polymerization (CRP) of acrylic monomers. This polymerization can be modeled by a constrained stochastic process. Constrained systems are quite common, and this makes the method useful for various applications.

Monte Carlo investigation of backscatter factors for skin dose determination in interventional neuroradiology procedures

NASA Astrophysics Data System (ADS)

Omar, Artur; Benmakhlouf, Hamza; Marteinsdottir, Maria; Bujila, Robert; Nowik, Patrik; Andreo, Pedro

2014-03-01

Complex interventional and diagnostic x-ray angiographic (XA) procedures may yield patient skin doses exceeding the threshold for radiation induced skin injuries. Skin dose is conventionally determined by converting the incident air kerma free-in-air into entrance surface air kerma, a process that requires the use of backscatter factors. Subsequently, the entrance surface air kerma is converted into skin kerma using mass energy-absorption coefficient ratios tissue-to-air, which for the photon energies used in XA is identical to the skin dose. The purpose of this work was to investigate how the cranial bone affects backscatter factors for the dosimetry of interventional neuroradiology procedures. The PENELOPE Monte Carlo system was used to calculate backscatter factors at the entrance surface of a spherical and a cubic water phantom that includes a cranial bone layer. The simulations were performed for different clinical x-ray spectra, field sizes, and thicknesses of the bone layer. The results show a reduction of up to 15% when a cranial bone layer is included in the simulations, compared with conventional backscatter factors calculated for a homogeneous water phantom. The reduction increases for thicker bone layers, softer incident beam qualities, and larger field sizes, indicating that, due to the increased photoelectric crosssection of cranial bone compared to water, the bone layer acts primarily as an absorber of low-energy photons. For neurointerventional radiology procedures, backscatter factors calculated at the entrance surface of a water phantom containing a cranial bone layer increase the accuracy of the skin dose determination.

Modeling the Hyperdistribution of Item Parameters To Improve the Accuracy of Recovery in Estimation Procedures.

ERIC Educational Resources Information Center

Matthews-Lopez, Joy L.; Hombo, Catherine M.

The purpose of this study was to examine the recovery of item parameters in simulated Automatic Item Generation (AIG) conditions, using Markov chain Monte Carlo (MCMC) estimation methods to attempt to recover the generating distributions. To do this, variability in item and ability parameters was manipulated. Realistic AIG conditions were…

Strength validation and fire endurance of glued-laminated timber beams

Treesearch

E. L. Schaffer; C. M. Marx; D. A. Bender; F. E. Woeste

A previous paper presented a reliability-based model to predict the strength of glued-laminated timber beams at both room temperature and during fire exposure. This Monte Carlo simulation procedure generates strength and fire endurance (time-to-failure, TTF) data for glued- laminated beams that allow assessment of mean strength and TTF as well as their variability....

A Preliminary Comparison of the Effectiveness of Cluster Analysis Weighting Procedures for Within-Group Covariance Structure.

ERIC Educational Resources Information Center

Donoghue, John R.

A Monte Carlo study compared the usefulness of six variable weighting methods for cluster analysis. Data were 100 bivariate observations from 2 subgroups, generated according to a finite normal mixture model. Subgroup size, within-group correlation, within-group variance, and distance between subgroup centroids were manipulated. Of the clustering…

A Monte Carlo Study of an Iterative Wald Test Procedure for DIF Analysis

ERIC Educational Resources Information Center

Cao, Mengyang; Tay, Louis; Liu, Yaowu

2017-01-01

This study examined the performance of a proposed iterative Wald approach for detecting differential item functioning (DIF) between two groups when preknowledge of anchor items is absent. The iterative approach utilizes the Wald-2 approach to identify anchor items and then iteratively tests for DIF items with the Wald-1 approach. Monte Carlo…

Reexamining the Impact of Nonnormality in Two-Group Comparison Procedures

ERIC Educational Resources Information Center

Kang, Yoonjeong; Harring, Jeffrey R.; Li, Ming

2015-01-01

The authors performed a Monte Carlo simulation to empirically investigate the robustness and power of 4 methods in testing mean differences for 2 independent groups under conditions in which 2 populations may not demonstrate the same pattern of nonnormality. The approaches considered were the t test, Wilcoxon rank-sum test, Welch-James test with…

From Theory to Air Force Practice: Applications and Non-Binary Extensions of Probabilistic Model-Building Genetic Algorithms

DTIC Science & Technology

2006-05-31

dynamics (MD) and kinetic Monte Carlo ( KMC ) procedures. In 2D surface modeling our calculations project speedups of 9 orders of magnitude at 300 degrees...programming is used to perform customized statistical mechanics by bridging the different time scales of MD and KMC quickly and well. Speedups in

Probabilistic composite micromechanics

NASA Technical Reports Server (NTRS)

Stock, T. A.; Bellini, P. X.; Murthy, P. L. N.; Chamis, C. C.

1988-01-01

Probabilistic composite micromechanics methods are developed that simulate expected uncertainties in unidirectional fiber composite properties. These methods are in the form of computational procedures using Monte Carlo simulation. A graphite/epoxy unidirectional composite (ply) is studied to demonstrate fiber composite material properties at the micro level. Regression results are presented to show the relative correlation between predicted and response variables in the study.

Constant-pressure nested sampling with atomistic dynamics

NASA Astrophysics Data System (ADS)

Baldock, Robert J. N.; Bernstein, Noam; Salerno, K. Michael; Pártay, Lívia B.; Csányi, Gábor

2017-10-01

The nested sampling algorithm has been shown to be a general method for calculating the pressure-temperature-composition phase diagrams of materials. While the previous implementation used single-particle Monte Carlo moves, these are inefficient for condensed systems with general interactions where single-particle moves cannot be evaluated faster than the energy of the whole system. Here we enhance the method by using all-particle moves: either Galilean Monte Carlo or the total enthalpy Hamiltonian Monte Carlo algorithm, introduced in this paper. We show that these algorithms enable the determination of phase transition temperatures with equivalent accuracy to the previous method at 1 /N of the cost for an N -particle system with general interactions, or at equal cost when single-particle moves can be done in 1 /N of the cost of a full N -particle energy evaluation. We demonstrate this speed-up for the freezing and condensation transitions of the Lennard-Jones system and show the utility of the algorithms by calculating the order-disorder phase transition of a binary Lennard-Jones model alloy, the eutectic of copper-gold, the density anomaly of water, and the condensation and solidification of bead-spring polymers. The nested sampling method with all three algorithms is implemented in the pymatnest software.

Implementation and testing of the on-the-fly thermal scattering Monte Carlo sampling method for graphite and light water in MCNP6

DOE PAGES

Pavlou, Andrew T.; Ji, Wei; Brown, Forrest B.

2016-01-23

Here, a proper treatment of thermal neutron scattering requires accounting for chemical binding through a scattering law S(α,β,T). Monte Carlo codes sample the secondary neutron energy and angle after a thermal scattering event from probability tables generated from S(α,β,T) tables at discrete temperatures, requiring a large amount of data for multiscale and multiphysics problems with detailed temperature gradients. We have previously developed a method to handle this temperature dependence on-the-fly during the Monte Carlo random walk using polynomial expansions in 1/T to directly sample the secondary energy and angle. In this paper, the on-the-fly method is implemented into MCNP6 andmore » tested in both graphite-moderated and light water-moderated systems. The on-the-fly method is compared with the thermal ACE libraries that come standard with MCNP6, yielding good agreement with integral reactor quantities like k-eigenvalue and differential quantities like single-scatter secondary energy and angle distributions. The simulation runtimes are comparable between the two methods (on the order of 5–15% difference for the problems tested) and the on-the-fly fit coefficients only require 5–15 MB of total data storage.« less

Sample Size Determination for Regression Models Using Monte Carlo Methods in R

ERIC Educational Resources Information Center

Beaujean, A. Alexander

2014-01-01

A common question asked by researchers using regression models is, What sample size is needed for my study? While there are formulae to estimate sample sizes, their assumptions are often not met in the collected data. A more realistic approach to sample size determination requires more information such as the model of interest, strength of the…

Technical Note: A direct ray-tracing method to compute integral depth dose in pencil beam proton radiography with a multilayer ionization chamber.

PubMed

Farace, Paolo; Righetto, Roberto; Deffet, Sylvain; Meijers, Arturs; Vander Stappen, Francois

2016-12-01

To introduce a fast ray-tracing algorithm in pencil proton radiography (PR) with a multilayer ionization chamber (MLIC) for in vivo range error mapping. Pencil beam PR was obtained by delivering spots uniformly positioned in a square (45 × 45 mm 2 field-of-view) of 9 × 9 spots capable of crossing the phantoms (210 MeV). The exit beam was collected by a MLIC to sample the integral depth dose (IDD MLIC ). PRs of an electron-density and of a head phantom were acquired by moving the couch to obtain multiple 45 × 45 mm 2 frames. To map the corresponding range errors, the two-dimensional set of IDD MLIC was compared with (i) the integral depth dose computed by the treatment planning system (TPS) by both analytic (IDD TPS ) and Monte Carlo (IDD MC ) algorithms in a volume of water simulating the MLIC at the CT, and (ii) the integral depth dose directly computed by a simple ray-tracing algorithm (IDD direct ) through the same CT data. The exact spatial position of the spot pattern was numerically adjusted testing different in-plane positions and selecting the one that minimized the range differences between IDD direct and IDD MLIC . Range error mapping was feasible by both the TPS and the ray-tracing methods, but very sensitive to even small misalignments. In homogeneous regions, the range errors computed by the direct ray-tracing algorithm matched the results obtained by both the analytic and the Monte Carlo algorithms. In both phantoms, lateral heterogeneities were better modeled by the ray-tracing and the Monte Carlo algorithms than by the analytic TPS computation. Accordingly, when the pencil beam crossed lateral heterogeneities, the range errors mapped by the direct algorithm matched better the Monte Carlo maps than those obtained by the analytic algorithm. Finally, the simplicity of the ray-tracing algorithm allowed to implement a prototype procedure for automated spatial alignment. The ray-tracing algorithm can reliably replace the TPS method in MLIC PR for in vivo range verification and it can be a key component to develop software tools for spatial alignment and correction of CT calibration.

Backscatter factors and mass energy-absorption coefficient ratios for diagnostic radiology dosimetry

NASA Astrophysics Data System (ADS)

Benmakhlouf, Hamza; Bouchard, Hugo; Fransson, Annette; Andreo, Pedro

2011-11-01

Backscatter factors, B, and mass energy-absorption coefficient ratios, (μen/ρ)w, air, for the determination of the surface dose in diagnostic radiology were calculated using Monte Carlo simulations. The main purpose was to extend the range of available data to qualities used in modern x-ray techniques, particularly for interventional radiology. A comprehensive database for mono-energetic photons between 4 and 150 keV and different field sizes was created for a 15 cm thick water phantom. Backscattered spectra were calculated with the PENELOPE Monte Carlo system, scoring track-length fluence differential in energy with negligible statistical uncertainty; using the Monte Carlo computed spectra, B factors and (μen/ρ)w, air were then calculated numerically for each energy. Weighted averaging procedures were subsequently used to convolve incident clinical spectra with mono-energetic data. The method was benchmarked against full Monte Carlo calculations of incident clinical spectra obtaining differences within 0.3-0.6%. The technique used enables the calculation of B and (μen/ρ)w, air for any incident spectrum without further time-consuming Monte Carlo simulations. The adequacy of the extended dosimetry data to a broader range of clinical qualities than those currently available, while keeping consistency with existing data, was confirmed through detailed comparisons. Mono-energetic and spectra-averaged values were compared with published data, including those in ICRU Report 74 and IAEA TRS-457, finding average differences of 0.6%. Results are provided in comprehensive tables appropriated for clinical use. Additional qualities can easily be calculated using a designed GUI interface in conjunction with software to generate incident photon spectra.

Comparison of statistical sampling methods with ScannerBit, the GAMBIT scanning module

NASA Astrophysics Data System (ADS)

Martinez, Gregory D.; McKay, James; Farmer, Ben; Scott, Pat; Roebber, Elinore; Putze, Antje; Conrad, Jan

2017-11-01

We introduce ScannerBit, the statistics and sampling module of the public, open-source global fitting framework GAMBIT. ScannerBit provides a standardised interface to different sampling algorithms, enabling the use and comparison of multiple computational methods for inferring profile likelihoods, Bayesian posteriors, and other statistical quantities. The current version offers random, grid, raster, nested sampling, differential evolution, Markov Chain Monte Carlo (MCMC) and ensemble Monte Carlo samplers. We also announce the release of a new standalone differential evolution sampler, Diver, and describe its design, usage and interface to ScannerBit. We subject Diver and three other samplers (the nested sampler MultiNest, the MCMC GreAT, and the native ScannerBit implementation of the ensemble Monte Carlo algorithm T-Walk) to a battery of statistical tests. For this we use a realistic physical likelihood function, based on the scalar singlet model of dark matter. We examine the performance of each sampler as a function of its adjustable settings, and the dimensionality of the sampling problem. We evaluate performance on four metrics: optimality of the best fit found, completeness in exploring the best-fit region, number of likelihood evaluations, and total runtime. For Bayesian posterior estimation at high resolution, T-Walk provides the most accurate and timely mapping of the full parameter space. For profile likelihood analysis in less than about ten dimensions, we find that Diver and MultiNest score similarly in terms of best fit and speed, outperforming GreAT and T-Walk; in ten or more dimensions, Diver substantially outperforms the other three samplers on all metrics.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hiller, Mauritius M.; Veinot, Kenneth G.; Easterly, Clay E.

In this study, methods are addressed to reduce the computational time to compute organ-dose rate coefficients using Monte Carlo techniques. Several variance reduction techniques are compared including the reciprocity method, importance sampling, weight windows and the use of the ADVANTG software package. For low-energy photons, the runtime was reduced by a factor of 10 5 when using the reciprocity method for kerma computation for immersion of a phantom in contaminated water. This is particularly significant since impractically long simulation times are required to achieve reasonable statistical uncertainties in organ dose for low-energy photons in this source medium and geometry. Althoughmore » the MCNP Monte Carlo code is used in this paper, the reciprocity technique can be used equally well with other Monte Carlo codes.« less

Online sequential Monte Carlo smoother for partially observed diffusion processes

NASA Astrophysics Data System (ADS)

Gloaguen, Pierre; Étienne, Marie-Pierre; Le Corff, Sylvain

2018-12-01

This paper introduces a new algorithm to approximate smoothed additive functionals of partially observed diffusion processes. This method relies on a new sequential Monte Carlo method which allows to compute such approximations online, i.e., as the observations are received, and with a computational complexity growing linearly with the number of Monte Carlo samples. The original algorithm cannot be used in the case of partially observed stochastic differential equations since the transition density of the latent data is usually unknown. We prove that it may be extended to partially observed continuous processes by replacing this unknown quantity by an unbiased estimator obtained for instance using general Poisson estimators. This estimator is proved to be consistent and its performance are illustrated using data from two models.

A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification

NASA Astrophysics Data System (ADS)

Wu, Keyi; Li, Jinglai

2016-09-01

In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter y. The performance parameter y is random due to the presence of various sources of uncertainty in the system, and our goal is to estimate the probability density function (PDF) of y. We propose to use the multicanonical Monte Carlo (MMC) method, a special type of adaptive importance sampling algorithms, to compute the PDF of interest. Moreover, we develop an adaptive algorithm to construct local Gaussian process surrogates to further accelerate the MMC iterations. With numerical examples we demonstrate that the proposed method can achieve several orders of magnitudes of speedup over the standard Monte Carlo methods.

Hamiltonian Monte Carlo acceleration using surrogate functions with random bases.

PubMed

Zhang, Cheng; Shahbaba, Babak; Zhao, Hongkai

2017-11-01

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an efficient and scalable computational technique for a state-of-the-art Markov chain Monte Carlo methods, namely, Hamiltonian Monte Carlo. The key idea is to explore and exploit the structure and regularity in parameter space for the underlying probabilistic model to construct an effective approximation of its geometric properties. To this end, we build a surrogate function to approximate the target distribution using properly chosen random bases and an efficient optimization process. The resulting method provides a flexible, scalable, and efficient sampling algorithm, which converges to the correct target distribution. We show that by choosing the basis functions and optimization process differently, our method can be related to other approaches for the construction of surrogate functions such as generalized additive models or Gaussian process models. Experiments based on simulated and real data show that our approach leads to substantially more efficient sampling algorithms compared to existing state-of-the-art methods.

Adapting phase-switch Monte Carlo method for flexible organic molecules

NASA Astrophysics Data System (ADS)

Bridgwater, Sally; Quigley, David

2014-03-01

The role of cholesterol in lipid bilayers has been widely studied via molecular simulation, however, there has been relatively little work on crystalline cholesterol in biological environments. Recent work has linked the crystallisation of cholesterol in the body with heart attacks and strokes. Any attempt to model this process will require new models and advanced sampling methods to capture and quantify the subtle polymorphism of solid cholesterol, in which two crystalline phases are separated by a phase transition close to body temperature. To this end, we have adapted phase-switch Monte Carlo for use with flexible molecules, to calculate the free energy between crystal polymorphs to a high degree of accuracy. The method samples an order parameter , which divides a displacement space for the N molecules, into regions energetically favourable for each polymorph; which is traversed using biased Monte Carlo. Results for a simple model of butane will be presented, demonstrating that conformational flexibility can be correctly incorporated within a phase-switching scheme. Extension to a coarse grained model of cholesterol and the resulting free energies will be discussed.

Estimating source parameters from deformation data, with an application to the March 1997 earthquake swarm off the Izu Peninsula, Japan

NASA Astrophysics Data System (ADS)

Cervelli, P.; Murray, M. H.; Segall, P.; Aoki, Y.; Kato, T.

2001-06-01

We have applied two Monte Carlo optimization techniques, simulated annealing and random cost, to the inversion of deformation data for fault and magma chamber geometry. These techniques involve an element of randomness that permits them to escape local minima and ultimately converge to the global minimum of misfit space. We have tested the Monte Carlo algorithms on two synthetic data sets. We have also compared them to one another in terms of their efficiency and reliability. We have applied the bootstrap method to estimate confidence intervals for the source parameters, including the correlations inherent in the data. Additionally, we present methods that use the information from the bootstrapping procedure to visualize the correlations between the different model parameters. We have applied these techniques to GPS, tilt, and leveling data from the March 1997 earthquake swarm off of the Izu Peninsula, Japan. Using the two Monte Carlo algorithms, we have inferred two sources, a dike and a fault, that fit the deformation data and the patterns of seismicity and that are consistent with the regional stress field.

Measurement and Analysis of the Temperature Gradient of Blackbody Cavities, for Use in Radiation Thermometry

NASA Astrophysics Data System (ADS)

De Lucas, Javier; Segovia, José Juan

2018-05-01

Blackbody cavities are the standard radiation sources widely used in the fields of radiometry and radiation thermometry. Its effective emissivity and uncertainty depend to a large extent on the temperature gradient. An experimental procedure based on the radiometric method for measuring the gradient is followed. Results are applied to particular blackbody configurations where gradients can be thermometrically estimated by contact thermometers and where the relationship between both basic methods can be established. The proposed procedure may be applied to commercial blackbodies if they are modified allowing secondary contact temperature measurement. In addition, the established systematic may be incorporated as part of the actions for quality assurance in routine calibrations of radiation thermometers, by using the secondary contact temperature measurement for detecting departures from the real radiometrically obtained gradient and the effect on the uncertainty. On the other hand, a theoretical model is proposed to evaluate the effect of temperature variations on effective emissivity and associated uncertainty. This model is based on a gradient sample chosen following plausible criteria. The model is consistent with the Monte Carlo method for calculating the uncertainty of effective emissivity and complements others published in the literature where uncertainty is calculated taking into account only geometrical variables and intrinsic emissivity. The mathematical model and experimental procedure are applied and validated using a commercial type three-zone furnace, with a blackbody cavity modified to enable a secondary contact temperature measurement, in the range between 400 °C and 1000 °C.

TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging

DOE Office of Scientific and Technical Information (OSTI.GOV)

Badal, A; Zbijewski, W; Bolch, W

Monte Carlo simulation methods are widely used in medical physics research and are starting to be implemented in clinical applications such as radiation therapy planning systems. Monte Carlo simulations offer the capability to accurately estimate quantities of interest that are challenging to measure experimentally while taking into account the realistic anatomy of an individual patient. Traditionally, practical application of Monte Carlo simulation codes in diagnostic imaging was limited by the need for large computational resources or long execution times. However, recent advancements in high-performance computing hardware, combined with a new generation of Monte Carlo simulation algorithms and novel postprocessing methods,more » are allowing for the computation of relevant imaging parameters of interest such as patient organ doses and scatter-to-primaryratios in radiographic projections in just a few seconds using affordable computational resources. Programmable Graphics Processing Units (GPUs), for example, provide a convenient, affordable platform for parallelized Monte Carlo executions that yield simulation times on the order of 10{sup 7} xray/ s. Even with GPU acceleration, however, Monte Carlo simulation times can be prohibitive for routine clinical practice. To reduce simulation times further, variance reduction techniques can be used to alter the probabilistic models underlying the x-ray tracking process, resulting in lower variance in the results without biasing the estimates. Other complementary strategies for further reductions in computation time are denoising of the Monte Carlo estimates and estimating (scoring) the quantity of interest at a sparse set of sampling locations (e.g. at a small number of detector pixels in a scatter simulation) followed by interpolation. Beyond reduction of the computational resources required for performing Monte Carlo simulations in medical imaging, the use of accurate representations of patient anatomy is crucial to the virtual generation of medical images and accurate estimation of radiation dose and other imaging parameters. For this, detailed computational phantoms of the patient anatomy must be utilized and implemented within the radiation transport code. Computational phantoms presently come in one of three format types, and in one of four morphometric categories. Format types include stylized (mathematical equation-based), voxel (segmented CT/MR images), and hybrid (NURBS and polygon mesh surfaces). Morphometric categories include reference (small library of phantoms by age at 50th height/weight percentile), patient-dependent (larger library of phantoms at various combinations of height/weight percentiles), patient-sculpted (phantoms altered to match the patient's unique outer body contour), and finally, patient-specific (an exact representation of the patient with respect to both body contour and internal anatomy). The existence and availability of these phantoms represents a very important advance for the simulation of realistic medical imaging applications using Monte Carlo methods. New Monte Carlo simulation codes need to be thoroughly validated before they can be used to perform novel research. Ideally, the validation process would involve comparison of results with those of an experimental measurement, but accurate replication of experimental conditions can be very challenging. It is very common to validate new Monte Carlo simulations by replicating previously published simulation results of similar experiments. This process, however, is commonly problematic due to the lack of sufficient information in the published reports of previous work so as to be able to replicate the simulation in detail. To aid in this process, the AAPM Task Group 195 prepared a report in which six different imaging research experiments commonly performed using Monte Carlo simulations are described and their results provided. The simulation conditions of all six cases are provided in full detail, with all necessary data on material composition, source, geometry, scoring and other parameters provided. The results of these simulations when performed with the four most common publicly available Monte Carlo packages are also provided in tabular form. The Task Group 195 Report will be useful for researchers needing to validate their Monte Carlo work, and for trainees needing to learn Monte Carlo simulation methods. In this symposium we will review the recent advancements in highperformance computing hardware enabling the reduction in computational resources needed for Monte Carlo simulations in medical imaging. We will review variance reduction techniques commonly applied in Monte Carlo simulations of medical imaging systems and present implementation strategies for efficient combination of these techniques with GPU acceleration. Trade-offs involved in Monte Carlo acceleration by means of denoising and “sparse sampling” will be discussed. A method for rapid scatter correction in cone-beam CT (<5 min/scan) will be presented as an illustration of the simulation speeds achievable with optimized Monte Carlo simulations. We will also discuss the development, availability, and capability of the various combinations of computational phantoms for Monte Carlo simulation of medical imaging systems. Finally, we will review some examples of experimental validation of Monte Carlo simulations and will present the AAPM Task Group 195 Report. Learning Objectives: Describe the advances in hardware available for performing Monte Carlo simulations in high performance computing environments. Explain variance reduction, denoising and sparse sampling techniques available for reduction of computational time needed for Monte Carlo simulations of medical imaging. List and compare the computational anthropomorphic phantoms currently available for more accurate assessment of medical imaging parameters in Monte Carlo simulations. Describe experimental methods used for validation of Monte Carlo simulations in medical imaging. Describe the AAPM Task Group 195 Report and its use for validation and teaching of Monte Carlo simulations in medical imaging.« less

Indexing the relative abundance of age-0 white sturgeons in an impoundment of the lower Columbia River from highly skewed trawling data

USGS Publications Warehouse

Counihan, T.D.; Miller, Allen I.; Parsley, M.J.

1999-01-01

The development of recruitment monitoring programs for age-0 white sturgeons Acipenser transmontanus is complicated by the statistical properties of catch-per-unit-effort (CPUE) data. We found that age-0 CPUE distributions from bottom trawl surveys violated assumptions of statistical procedures based on normal probability theory. Further, no single data transformation uniformly satisfied these assumptions because CPUE distribution properties varied with the sample mean (??(CPUE)). Given these analytic problems, we propose that an additional index of age-0 white sturgeon relative abundance, the proportion of positive tows (Ep), be used to estimate sample sizes before conducting age-0 recruitment surveys and to evaluate statistical hypothesis tests comparing the relative abundance of age-0 white sturgeons among years. Monte Carlo simulations indicated that Ep was consistently more precise than ??(CPUE), and because Ep is binomially rather than normally distributed, surveys can be planned and analyzed without violating the assumptions of procedures based on normal probability theory. However, we show that Ep may underestimate changes in relative abundance at high levels and confound our ability to quantify responses to management actions if relative abundance is consistently high. If data suggest that most samples will contain age-0 white sturgeons, estimators of relative abundance other than Ep should be considered. Because Ep may also obscure correlations to climatic and hydrologic variables if high abundance levels are present in time series data, we recommend ??(CPUE) be used to describe relations to environmental variables. The use of both Ep and ??(CPUE) will facilitate the evaluation of hypothesis tests comparing relative abundance levels and correlations to variables affecting age-0 recruitment. Estimated sample sizes for surveys should therefore be based on detecting predetermined differences in Ep, but data necessary to calculate ??(CPUE) should also be collected.

Some Small Sample Results for Maximum Likelihood Estimation in Multidimensional Scaling.

ERIC Educational Resources Information Center

Ramsay, J. O.

1980-01-01

Some aspects of the small sample behavior of maximum likelihood estimates in multidimensional scaling are investigated with Monte Carlo techniques. In particular, the chi square test for dimensionality is examined and a correction for bias is proposed and evaluated. (Author/JKS)

How accurate is the Pearson r-from-Z approximation? A Monte Carlo simulation study.

PubMed

Hittner, James B; May, Kim

2012-01-01

The Pearson r-from-Z approximation estimates the sample correlation (as an effect size measure) from the ratio of two quantities: the standard normal deviate equivalent (Z-score) corresponding to a one-tailed p-value divided by the square root of the total (pooled) sample size. The formula has utility in meta-analytic work when reports of research contain minimal statistical information. Although simple to implement, the accuracy of the Pearson r-from-Z approximation has not been empirically evaluated. To address this omission, we performed a series of Monte Carlo simulations. Results indicated that in some cases the formula did accurately estimate the sample correlation. However, when sample size was very small (N = 10) and effect sizes were small to small-moderate (ds of 0.1 and 0.3), the Pearson r-from-Z approximation was very inaccurate. Detailed figures that provide guidance as to when the Pearson r-from-Z formula will likely yield valid inferences are presented.

A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jakeman, John D.; Narayan, Akil; Zhou, Tao

We propose an algorithm for recovering sparse orthogonal polynomial expansions via collocation. A standard sampling approach for recovering sparse polynomials uses Monte Carlo sampling, from the density of orthogonality, which results in poor function recovery when the polynomial degree is high. Our proposed approach aims to mitigate this limitation by sampling with respect to the weighted equilibrium measure of the parametric domain and subsequently solves a preconditionedmore » $$\\ell^1$$-minimization problem, where the weights of the diagonal preconditioning matrix are given by evaluations of the Christoffel function. Our algorithm can be applied to a wide class of orthogonal polynomial families on bounded and unbounded domains, including all classical families. We present theoretical analysis to motivate the algorithm and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest. In conclusion, numerical examples are also provided to demonstrate that our proposed algorithm leads to comparable or improved accuracy even when compared with Legendre- and Hermite-specific algorithms.« less

A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions

DOE PAGES

Jakeman, John D.; Narayan, Akil; Zhou, Tao

2017-06-22

We propose an algorithm for recovering sparse orthogonal polynomial expansions via collocation. A standard sampling approach for recovering sparse polynomials uses Monte Carlo sampling, from the density of orthogonality, which results in poor function recovery when the polynomial degree is high. Our proposed approach aims to mitigate this limitation by sampling with respect to the weighted equilibrium measure of the parametric domain and subsequently solves a preconditionedmore » $$\\ell^1$$-minimization problem, where the weights of the diagonal preconditioning matrix are given by evaluations of the Christoffel function. Our algorithm can be applied to a wide class of orthogonal polynomial families on bounded and unbounded domains, including all classical families. We present theoretical analysis to motivate the algorithm and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest. In conclusion, numerical examples are also provided to demonstrate that our proposed algorithm leads to comparable or improved accuracy even when compared with Legendre- and Hermite-specific algorithms.« less

Cross hole GPR traveltime inversion using a fast and accurate neural network as a forward model

NASA Astrophysics Data System (ADS)

Mejer Hansen, Thomas

2017-04-01

Probabilistic formulated inverse problems can be solved using Monte Carlo based sampling methods. In principle both advanced prior information, such as based on geostatistics, and complex non-linear forward physical models can be considered. However, in practice these methods can be associated with huge computational costs that in practice limit their application. This is not least due to the computational requirements related to solving the forward problem, where the physical response of some earth model has to be evaluated. Here, it is suggested to replace a numerical complex evaluation of the forward problem, with a trained neural network that can be evaluated very fast. This will introduce a modeling error, that is quantified probabilistically such that it can be accounted for during inversion. This allows a very fast and efficient Monte Carlo sampling of the solution to an inverse problem. We demonstrate the methodology for first arrival travel time inversion of cross hole ground-penetrating radar (GPR) data. An accurate forward model, based on 2D full-waveform modeling followed by automatic travel time picking, is replaced by a fast neural network. This provides a sampling algorithm three orders of magnitude faster than using the full forward model, and considerably faster, and more accurate, than commonly used approximate forward models. The methodology has the potential to dramatically change the complexity of the types of inverse problems that can be solved using non-linear Monte Carlo sampling techniques.

Unbiased, scalable sampling of protein loop conformations from probabilistic priors.

PubMed

Zhang, Yajia; Hauser, Kris

2013-01-01

Protein loops are flexible structures that are intimately tied to function, but understanding loop motion and generating loop conformation ensembles remain significant computational challenges. Discrete search techniques scale poorly to large loops, optimization and molecular dynamics techniques are prone to local minima, and inverse kinematics techniques can only incorporate structural preferences in adhoc fashion. This paper presents Sub-Loop Inverse Kinematics Monte Carlo (SLIKMC), a new Markov chain Monte Carlo algorithm for generating conformations of closed loops according to experimentally available, heterogeneous structural preferences. Our simulation experiments demonstrate that the method computes high-scoring conformations of large loops (>10 residues) orders of magnitude faster than standard Monte Carlo and discrete search techniques. Two new developments contribute to the scalability of the new method. First, structural preferences are specified via a probabilistic graphical model (PGM) that links conformation variables, spatial variables (e.g., atom positions), constraints and prior information in a unified framework. The method uses a sparse PGM that exploits locality of interactions between atoms and residues. Second, a novel method for sampling sub-loops is developed to generate statistically unbiased samples of probability densities restricted by loop-closure constraints. Numerical experiments confirm that SLIKMC generates conformation ensembles that are statistically consistent with specified structural preferences. Protein conformations with 100+ residues are sampled on standard PC hardware in seconds. Application to proteins involved in ion-binding demonstrate its potential as a tool for loop ensemble generation and missing structure completion.

Unbiased, scalable sampling of protein loop conformations from probabilistic priors

PubMed Central

2013-01-01

Background Protein loops are flexible structures that are intimately tied to function, but understanding loop motion and generating loop conformation ensembles remain significant computational challenges. Discrete search techniques scale poorly to large loops, optimization and molecular dynamics techniques are prone to local minima, and inverse kinematics techniques can only incorporate structural preferences in adhoc fashion. This paper presents Sub-Loop Inverse Kinematics Monte Carlo (SLIKMC), a new Markov chain Monte Carlo algorithm for generating conformations of closed loops according to experimentally available, heterogeneous structural preferences. Results Our simulation experiments demonstrate that the method computes high-scoring conformations of large loops (>10 residues) orders of magnitude faster than standard Monte Carlo and discrete search techniques. Two new developments contribute to the scalability of the new method. First, structural preferences are specified via a probabilistic graphical model (PGM) that links conformation variables, spatial variables (e.g., atom positions), constraints and prior information in a unified framework. The method uses a sparse PGM that exploits locality of interactions between atoms and residues. Second, a novel method for sampling sub-loops is developed to generate statistically unbiased samples of probability densities restricted by loop-closure constraints. Conclusion Numerical experiments confirm that SLIKMC generates conformation ensembles that are statistically consistent with specified structural preferences. Protein conformations with 100+ residues are sampled on standard PC hardware in seconds. Application to proteins involved in ion-binding demonstrate its potential as a tool for loop ensemble generation and missing structure completion. PMID:24565175

MCViNE- An object oriented Monte Carlo neutron ray tracing simulation package

DOE PAGES

Lin, J. Y. Y.; Smith, Hillary L.; Granroth, Garrett E.; ...

2015-11-28

MCViNE (Monte-Carlo VIrtual Neutron Experiment) is an open-source Monte Carlo (MC) neutron ray-tracing software for performing computer modeling and simulations that mirror real neutron scattering experiments. We exploited the close similarity between how instrument components are designed and operated and how such components can be modeled in software. For example we used object oriented programming concepts for representing neutron scatterers and detector systems, and recursive algorithms for implementing multiple scattering. Combining these features together in MCViNE allows one to handle sophisticated neutron scattering problems in modern instruments, including, for example, neutron detection by complex detector systems, and single and multiplemore » scattering events in a variety of samples and sample environments. In addition, MCViNE can use simulation components from linear-chain-based MC ray tracing packages which facilitates porting instrument models from those codes. Furthermore it allows for components written solely in Python, which expedites prototyping of new components. These developments have enabled detailed simulations of neutron scattering experiments, with non-trivial samples, for time-of-flight inelastic instruments at the Spallation Neutron Source. Examples of such simulations for powder and single-crystal samples with various scattering kernels, including kernels for phonon and magnon scattering, are presented. As a result, with simulations that closely reproduce experimental results, scattering mechanisms can be turned on and off to determine how they contribute to the measured scattering intensities, improving our understanding of the underlying physics.« less

PELE web server: atomistic study of biomolecular systems at your fingertips.

PubMed

Madadkar-Sobhani, Armin; Guallar, Victor

2013-07-01

PELE, Protein Energy Landscape Exploration, our novel technology based on protein structure prediction algorithms and a Monte Carlo sampling, is capable of modelling the all-atom protein-ligand dynamical interactions in an efficient and fast manner, with two orders of magnitude reduced computational cost when compared with traditional molecular dynamics techniques. PELE's heuristic approach generates trial moves based on protein and ligand perturbations followed by side chain sampling and global/local minimization. The collection of accepted steps forms a stochastic trajectory. Furthermore, several processors may be run in parallel towards a collective goal or defining several independent trajectories; the whole procedure has been parallelized using the Message Passing Interface. Here, we introduce the PELE web server, designed to make the whole process of running simulations easier and more practical by minimizing input file demand, providing user-friendly interface and producing abstract outputs (e.g. interactive graphs and tables). The web server has been implemented in C++ using Wt (http://www.webtoolkit.eu) and MySQL (http://www.mysql.com). The PELE web server, accessible at http://pele.bsc.es, is free and open to all users with no login requirement.

Analysis of multilocus zygotic associations.

PubMed

Yang, Rong-Cai

2002-05-01

While nonrandom associations between zygotes at different loci (zygotic associations) frequently occur in Hardy-Weinberg disequilibrium populations, statistical analysis of such associations has received little attention. In this article, we describe the joint distributions of zygotes at multiple loci, which are completely characterized by heterozygosities at individual loci and various multilocus zygotic associations. These zygotic associations are defined in the same fashion as the usual multilocus linkage (gametic) disequilibria on the basis of gametic and allelic frequencies. The estimation and test procedures are described with details being given for three loci. The sampling properties of the estimates are examined through Monte Carlo simulation. The estimates of three-locus associations are not free of bias due to the presence of two-locus associations and vice versa. The power of detecting the zygotic associations is small unless different loci are strongly associated and/or sample sizes are large (>100). The analysis of zygotic associations not only offers an effective means of packaging numerous genic disequilibria required for a complete characterization of multilocus structure, but also provides opportunities for making inference about evolutionary and demographic processes through a comparative assessment of zygotic association vs. gametic disequilibrium for the same set of loci in nonequilibrium populations.

Sensitivity of ambient dose equivalent to the concentration of cobalt impurity present in stainless steel

NASA Astrophysics Data System (ADS)

Shetty, N.; Olsovcova, V.; Versaci, R.

2018-06-01

Stainless steels contain nickel in large amounts (about 8 %) to improve its corrosion and heat resistance. Traces of cobalt are present in nickel, which are hard to separate because of its chemical similarity. Therefore, cobalt content in steel is restricted to a maximum of 2 parts per mille for applications in nuclear industry, as natural cobalt (composed of 100% Co-59) transmutes into highly radioactive Co-60 by absorbing a thermal neutron. Co-60 has a rather long half-life of 5.3 years decaying to stable Ni-60 by emitting 2 gammas of 1.17 MeV and 1.33 MeV during the process. These hard gammas will be mostly responsible for the dose rates seen in the next few tens of years. Therefore, it is important to consider the activation of cobalt in steel and estimate the dose contributed by it. Monte Carlo simulations are performed where stainless steel samples with different cobalt concentrations are irradiated with thermal and epithermal neutrons. The ambient dose equivalent, H*(10), from irradiated samples is found to be linearly proportional to the concentration of cobalt. This paper explains the motivation, the procedure, and the detailed results of the simulations.

Stochastic, real-space, imaginary-time evaluation of third-order Feynman-Goldstone diagrams

NASA Astrophysics Data System (ADS)

Willow, Soohaeng Yoo; Hirata, So

2014-01-01

A new, alternative set of interpretation rules of Feynman-Goldstone diagrams for many-body perturbation theory is proposed, which translates diagrams into algebraic expressions suitable for direct Monte Carlo integrations. A vertex of a diagram is associated with a Coulomb interaction (rather than a two-electron integral) and an edge with the trace of a Green's function in real space and imaginary time. With these, 12 diagrams of third-order many-body perturbation (MP3) theory are converted into 20-dimensional integrals, which are then evaluated by a Monte Carlo method. It uses redundant walkers for convergence acceleration and a weight function for importance sampling in conjunction with the Metropolis algorithm. The resulting Monte Carlo MP3 method has low-rank polynomial size dependence of the operation cost, a negligible memory cost, and a naturally parallel computational kernel, while reproducing the correct correlation energies of small molecules within a few mEh after 106 Monte Carlo steps.

Monte-Carlo-based phase retardation estimator for polarization sensitive optical coherence tomography

NASA Astrophysics Data System (ADS)

Duan, Lian; Makita, Shuichi; Yamanari, Masahiro; Lim, Yiheng; Yasuno, Yoshiaki

2011-08-01

A Monte-Carlo-based phase retardation estimator is developed to correct the systematic error in phase retardation measurement by polarization sensitive optical coherence tomography (PS-OCT). Recent research has revealed that the phase retardation measured by PS-OCT has a distribution that is neither symmetric nor centered at the true value. Hence, a standard mean estimator gives us erroneous estimations of phase retardation, and it degrades the performance of PS-OCT for quantitative assessment. In this paper, the noise property in phase retardation is investigated in detail by Monte-Carlo simulation and experiments. A distribution transform function is designed to eliminate the systematic error by using the result of the Monte-Carlo simulation. This distribution transformation is followed by a mean estimator. This process provides a significantly better estimation of phase retardation than a standard mean estimator. This method is validated both by numerical simulations and experiments. The application of this method to in vitro and in vivo biological samples is also demonstrated.

Tissue spray ionization mass spectrometry for rapid recognition of human lung squamous cell carcinoma

NASA Astrophysics Data System (ADS)

Wei, Yiping; Chen, Liru; Zhou, Wei; Chingin, Konstantin; Ouyang, Yongzhong; Zhu, Tenggao; Wen, Hua; Ding, Jianhua; Xu, Jianjun; Chen, Huanwen

2015-05-01

Tissue spray ionization mass spectrometry (TSI-MS) directly on small tissue samples has been shown to provide highly specific molecular information. In this study, we apply this method to the analysis of 38 pairs of human lung squamous cell carcinoma tissue (cancer) and adjacent normal lung tissue (normal). The main components of pulmonary surfactants, dipalmitoyl phosphatidylcholine (DPPC, m/z 757.47), phosphatidylcholine (POPC, m/z 782.52), oleoyl phosphatidylcholine (DOPC, m/z 808.49), and arachidonic acid stearoyl phosphatidylcholine (SAPC, m/z 832.43), were identified using high-resolution tandem mass spectrometry. Monte Carlo sampling partial least squares linear discriminant analysis (PLS-LDA) was used to distinguish full-mass-range mass spectra of cancer samples from the mass spectra of normal tissues. With 5 principal components and 30 - 40 Monte Carlo samplings, the accuracy of cancer identification in matched tissue samples reached 94.42%. Classification of a tissue sample required less than 1 min, which is much faster than the analysis of frozen sections. The rapid, in situ diagnosis with minimal sample consumption provided by TSI-MS is advantageous for surgeons. TSI-MS allows them to make more informed decisions during surgery.

Evaluation and optimization of sampling errors for the Monte Carlo Independent Column Approximation

NASA Astrophysics Data System (ADS)

Räisänen, Petri; Barker, W. Howard

2004-07-01

The Monte Carlo Independent Column Approximation (McICA) method for computing domain-average broadband radiative fluxes is unbiased with respect to the full ICA, but its flux estimates contain conditional random noise. McICA's sampling errors are evaluated here using a global climate model (GCM) dataset and a correlated-k distribution (CKD) radiation scheme. Two approaches to reduce McICA's sampling variance are discussed. The first is to simply restrict all of McICA's samples to cloudy regions. This avoids wasting precious few samples on essentially homogeneous clear skies. Clear-sky fluxes need to be computed separately for this approach, but this is usually done in GCMs for diagnostic purposes anyway. Second, accuracy can be improved by repeated sampling, and averaging those CKD terms with large cloud radiative effects. Although this naturally increases computational costs over the standard CKD model, random errors for fluxes and heating rates are reduced by typically 50% to 60%, for the present radiation code, when the total number of samples is increased by 50%. When both variance reduction techniques are applied simultaneously, globally averaged flux and heating rate random errors are reduced by a factor of #3.

The role of simulation in the design of a neural network chip

NASA Technical Reports Server (NTRS)

Desai, Utpal; Roppel, Thaddeus A.; Padgett, Mary L.

1993-01-01

An iterative, simulation-based design procedure for a neural network chip is introduced. For this design procedure, the goal is to produce a chip layout for a neural network in which the weights are determined by transistor gate width-to-length ratios. In a given iteration, the current layout is simulated using the circuit simulator SPICE, and layout adjustments are made based on conventional gradient-decent methods. After the iteration converges, the chip is fabricated. Monte Carlo analysis is used to predict the effect of statistical fabrication process variations on the overall performance of the neural network chip.

Standard and goodness-of-fit parameter estimation methods for the three-parameter lognormal distribution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kane, V.E.

1982-01-01

A class of goodness-of-fit estimators is found to provide a useful alternative in certain situations to the standard maximum likelihood method which has some undesirable estimation characteristics for estimation from the three-parameter lognormal distribution. The class of goodness-of-fit tests considered include the Shapiro-Wilk and Filliben tests which reduce to a weighted linear combination of the order statistics that can be maximized in estimation problems. The weighted order statistic estimators are compared to the standard procedures in Monte Carlo simulations. Robustness of the procedures are examined and example data sets analyzed.

Use of randomized sampling for analysis of metabolic networks.

PubMed

Schellenberger, Jan; Palsson, Bernhard Ø

2009-02-27

Genome-scale metabolic network reconstructions in microorganisms have been formulated and studied for about 8 years. The constraint-based approach has shown great promise in analyzing the systemic properties of these network reconstructions. Notably, constraint-based models have been used successfully to predict the phenotypic effects of knock-outs and for metabolic engineering. The inherent uncertainty in both parameters and variables of large-scale models is significant and is well suited to study by Monte Carlo sampling of the solution space. These techniques have been applied extensively to the reaction rate (flux) space of networks, with more recent work focusing on dynamic/kinetic properties. Monte Carlo sampling as an analysis tool has many advantages, including the ability to work with missing data, the ability to apply post-processing techniques, and the ability to quantify uncertainty and to optimize experiments to reduce uncertainty. We present an overview of this emerging area of research in systems biology.

Fast Monte Carlo simulation of a dispersive sample on the SEQUOIA spectrometer at the SNS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Granroth, Garrett E; Chen, Meili; Kohl, James Arthur

2007-01-01

Simulation of an inelastic scattering experiment, with a sample and a large pixilated detector, usually requires days of time because of finite processor speeds. We report simulations on an SNS (Spallation Neutron Source) instrument, SEQUOIA, that reduce the time to less than 2 hours by using parallelization and the resources of the TeraGrid. SEQUOIA is a fine resolution (∆E/Ei ~ 1%) chopper spectrometer under construction at the SNS. It utilizes incident energies from Ei = 20 meV to 2 eV and will have ~ 144,000 detector pixels covering 1.6 Sr of solid angle. The full spectrometer, including a 1-D dispersivemore » sample, has been simulated using the Monte Carlo package McStas. This paper summarizes the method of parallelization for and results from these simulations. In addition, limitations of and proposed improvements to current analysis software will be discussed.« less

Molecular dynamics and dynamic Monte-Carlo simulation of irradiation damage with focused ion beams

NASA Astrophysics Data System (ADS)

Ohya, Kaoru

2017-03-01

The focused ion beam (FIB) has become an important tool for micro- and nanostructuring of samples such as milling, deposition and imaging. However, this leads to damage of the surface on the nanometer scale from implanted projectile ions and recoiled material atoms. It is therefore important to investigate each kind of damage quantitatively. We present a dynamic Monte-Carlo (MC) simulation code to simulate the morphological and compositional changes of a multilayered sample under ion irradiation and a molecular dynamics (MD) simulation code to simulate dose-dependent changes in the backscattering-ion (BSI)/secondary-electron (SE) yields of a crystalline sample. Recent progress in the codes for research to simulate the surface morphology and Mo/Si layers intermixing in an EUV lithography mask irradiated with FIBs, and the crystalline orientation effect on BSI and SE yields relating to the channeling contrast in scanning ion microscopes, is also presented.

An Efficient Monte Carlo Method for Modeling Radiative Transfer in Protoplanetary Disks

NASA Technical Reports Server (NTRS)

Kim, Stacy

2011-01-01

Monte Carlo methods have been shown to be effective and versatile in modeling radiative transfer processes to calculate model temperature profiles for protoplanetary disks. Temperatures profiles are important for connecting physical structure to observation and for understanding the conditions for planet formation and migration. However, certain areas of the disk such as the optically thick disk interior are under-sampled, or are of particular interest such as the snow line (where water vapor condenses into ice) and the area surrounding a protoplanet. To improve the sampling, photon packets can be preferentially scattered and reemitted toward the preferred locations at the cost of weighting packet energies to conserve the average energy flux. Here I report on the weighting schemes developed, how they can be applied to various models, and how they affect simulation mechanics and results. We find that improvements in sampling do not always imply similar improvements in temperature accuracies and calculation speeds.

Optimized nested Markov chain Monte Carlo sampling: theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Coe, Joshua D; Shaw, M Sam; Sewell, Thomas D

2009-01-01

Metropolis Monte Carlo sampling of a reference potential is used to build a Markov chain in the isothermal-isobaric ensemble. At the endpoints of the chain, the energy is reevaluated at a different level of approximation (the 'full' energy) and a composite move encompassing all of the intervening steps is accepted on the basis of a modified Metropolis criterion. By manipulating the thermodynamic variables characterizing the reference system we maximize the average acceptance probability of composite moves, lengthening significantly the random walk made between consecutive evaluations of the full energy at a fixed acceptance probability. This provides maximally decorrelated samples ofmore » the full potential, thereby lowering the total number required to build ensemble averages of a given variance. The efficiency of the method is illustrated using model potentials appropriate to molecular fluids at high pressure. Implications for ab initio or density functional theory (DFT) treatment are discussed.« less

POWER ANALYSIS FOR COMPLEX MEDIATIONAL DESIGNS USING MONTE CARLO METHODS

PubMed Central

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

2013-01-01

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 as the percentage of cases in which an estimate of interest is significantly different from zero. Examples of power calculation for commonly used mediational models are provided. Power analyses for the single mediator, multiple mediators, three-path mediation, mediation with latent variables, moderated mediation, and mediation in longitudinal designs are described. Annotated sample syntax for Mplus is appended and tabled values of required sample sizes are shown for some models. PMID:23935262

The impact of absorption coefficient on polarimetric determination of Berry phase based depth resolved characterization of biomedical scattering samples: a polarized Monte Carlo investigation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Baba, Justin S; Koju, Vijay; John, Dwayne O

2016-01-01

The modulation of the state of polarization of photons due to scatter generates associated geometric phase that is being investigated as a means for decreasing the degree of uncertainty in back-projecting the paths traversed by photons detected in backscattered geometry. In our previous work, we established that polarimetrically detected Berry phase correlates with the mean photon penetration depth of the backscattered photons collected for image formation. In this work, we report on the impact of state-of-linear-polarization (SOLP) filtering on both the magnitude and population distributions of image forming detected photons as a function of the absorption coefficient of the scatteringmore » sample. The results, based on Berry phase tracking implemented Polarized Monte Carlo Code, indicate that sample absorption plays a significant role in the mean depth attained by the image forming backscattered detected photons.« less

The Direct Lighting Computation in Global Illumination Methods

NASA Astrophysics Data System (ADS)

Wang, Changyaw Allen

1994-01-01

Creating realistic images is a computationally expensive process, but it is very important for applications such as interior design, product design, education, virtual reality, and movie special effects. To generate realistic images, state-of-art rendering techniques are employed to simulate global illumination, which accounts for the interreflection of light among objects. In this document, we formalize the global illumination problem into a eight -dimensional integral and discuss various methods that can accelerate the process of approximating this integral. We focus on the direct lighting computation, which accounts for the light reaching the viewer from the emitting sources after exactly one reflection, Monte Carlo sampling methods, and light source simplification. Results include a new sample generation method, a framework for the prediction of the total number of samples used in a solution, and a generalized Monte Carlo approach for computing the direct lighting from an environment which for the first time makes ray tracing feasible for highly complex environments.

Importance Sampling of Word Patterns in DNA and Protein Sequences

PubMed Central

Chan, Hock Peng; Chen, Louis H.Y.

2010-01-01

Abstract Monte Carlo methods can provide accurate p-value estimates of word counting test statistics and are easy to implement. They are especially attractive when an asymptotic theory is absent or when either the search sequence or the word pattern is too short for the application of asymptotic formulae. Naive direct Monte Carlo is undesirable for the estimation of small probabilities because the associated rare events of interest are seldom generated. We propose instead efficient importance sampling algorithms that use controlled insertion of the desired word patterns on randomly generated sequences. The implementation is illustrated on word patterns of biological interest: palindromes and inverted repeats, patterns arising from position-specific weight matrices (PSWMs), and co-occurrences of pairs of motifs. PMID:21128856

Estimation of pressure-particle velocity impedance measurement uncertainty using the Monte Carlo method.

PubMed

Brandão, Eric; Flesch, Rodolfo C C; Lenzi, Arcanjo; Flesch, Carlos A

2011-07-01

The pressure-particle velocity (PU) impedance measurement technique is an experimental method used to measure the surface impedance and the absorption coefficient of acoustic samples in situ or under free-field conditions. In this paper, the measurement uncertainty of the the absorption coefficient determined using the PU technique is explored applying the Monte Carlo method. It is shown that because of the uncertainty, it is particularly difficult to measure samples with low absorption and that difficulties associated with the localization of the acoustic centers of the sound source and the PU sensor affect the quality of the measurement roughly to the same extent as the errors in the transfer function between pressure and particle velocity do. © 2011 Acoustical Society of America

Collective translational and rotational Monte Carlo cluster move for general pairwise interaction

NASA Astrophysics Data System (ADS)

Růžička, Štěpán; Allen, Michael P.

2014-09-01

Virtual move Monte Carlo is a cluster algorithm which was originally developed for strongly attractive colloidal, molecular, or atomistic systems in order to both approximate the collective dynamics and avoid sampling of unphysical kinetic traps. In this paper, we present the algorithm in the form, which selects the moving cluster through a wider class of virtual states and which is applicable to general pairwise interactions, including hard-core repulsion. The newly proposed way of selecting the cluster increases the acceptance probability by up to several orders of magnitude, especially for rotational moves. The results have their applications in simulations of systems interacting via anisotropic potentials both to enhance the sampling of the phase space and to approximate the dynamics.

LASER APPLICATIONS AND OTHER TOPICS IN QUANTUM ELECTRONICS: Monte Carlo simulation of optical clearing of paper in optical coherence tomography

NASA Astrophysics Data System (ADS)

Kirillin, M. Yu; Priezzhev, A. V.; Hast, J.; Myllylä, Risto

2006-02-01

Signals of an optical coherence tomograph from paper samples are calculated by the Monte Carlo method before and after the action of different immersion liquids such as ethanol, glycerol, benzyl alcohol, and 1-pentanol. It is shown within the framework of the model used that all these liquids reduce the contrast of the inhomogeneity image in upper layers of the samples, considerably improving, however, the visibility of lower layers, allowing the localisation of the rear boundary of a medium being probed, which is important for precision contactless measuring a paper sheet thickness, for example, during the manufacturing process. The results of calculations are in well agreement with experimental data.

Improvement of Simulation Method in Validation of Software of the Coordinate Measuring Systems

NASA Astrophysics Data System (ADS)

Nieciąg, Halina

2015-10-01

Software is used in order to accomplish various tasks at each stage of the functioning of modern measuring systems. Before metrological confirmation of measuring equipment, the system has to be validated. This paper discusses the method for conducting validation studies of a fragment of software to calculate the values of measurands. Due to the number and nature of the variables affecting the coordinate measurement results and the complex character and multi-dimensionality of measurands, the study used the Monte Carlo method of numerical simulation. The article presents an attempt of possible improvement of results obtained by classic Monte Carlo tools. The algorithm LHS (Latin Hypercube Sampling) was implemented as alternative to the simple sampling schema of classic algorithm.

Calculation of self–shielding factor for neutron activation experiments using GEANT4 and MCNP

DOE Office of Scientific and Technical Information (OSTI.GOV)

Romero–Barrientos, Jaime, E-mail: jaromero@ing.uchile.cl; Universidad de Chile, DFI, Facultad de Ciencias Físicas Y Matemáticas, Avenida Blanco Encalada 2008, Santiago; Molina, F.

2016-07-07

The neutron self–shielding factor G as a function of the neutron energy was obtained for 14 pure metallic samples in 1000 isolethargic energy bins from 1·10{sup −5}eV to 2·10{sup 7}eV using Monte Carlo simulations in GEANT4 and MCNP6. The comparison of these two Monte Carlo codes shows small differences in the final self–shielding factor mostly due to the different cross section databases that each program uses.

Multilevel ensemble Kalman filtering

DOE PAGES

Hoel, Hakon; Law, Kody J. H.; Tempone, Raul

2016-06-14

This study embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and noisy discrete-time observations. The signal dynamics is assumed to be governed by a stochastic differential equation (SDE), and a hierarchy of time grids is introduced for multilevel numerical integration of that SDE. Finally, the resulting multilevel EnKF is proved to asymptotically outperform EnKF in terms of computational cost versus approximation accuracy. The theoretical results are illustrated numerically.

A Deterministic Computational Procedure for Space Environment Electron Transport

NASA Technical Reports Server (NTRS)

Nealy, John E.; Chang, C. K.; Norman, Ryan B.; Blattnig, Steve R.; Badavi, Francis F.; Adamcyk, Anne M.

2010-01-01

A deterministic computational procedure for describing the transport of electrons in condensed media is formulated to simulate the effects and exposures from spectral distributions typical of electrons trapped in planetary magnetic fields. The primary purpose for developing the procedure is to provide a means of rapidly performing numerous repetitive transport calculations essential for electron radiation exposure assessments for complex space structures. The present code utilizes well-established theoretical representations to describe the relevant interactions and transport processes. A combined mean free path and average trajectory approach is used in the transport formalism. For typical space environment spectra, several favorable comparisons with Monte Carlo calculations are made which have indicated that accuracy is not compromised at the expense of the computational speed.

A SAS(®) macro implementation of a multiple comparison post hoc test for a Kruskal-Wallis analysis.

PubMed

Elliott, Alan C; Hynan, Linda S

2011-04-01

The Kruskal-Wallis (KW) nonparametric analysis of variance is often used instead of a standard one-way ANOVA when data are from a suspected non-normal population. The KW omnibus procedure tests for some differences between groups, but provides no specific post hoc pair wise comparisons. This paper provides a SAS(®) macro implementation of a multiple comparison test based on significant Kruskal-Wallis results from the SAS NPAR1WAY procedure. The implementation is designed for up to 20 groups at a user-specified alpha significance level. A Monte-Carlo simulation compared this nonparametric procedure to commonly used parametric multiple comparison tests. Copyright © 2010 Elsevier Ireland Ltd. All rights reserved.

Stochastic capture zone analysis of an arsenic-contaminated well using the generalized likelihood uncertainty estimator (GLUE) methodology

NASA Astrophysics Data System (ADS)

Morse, Brad S.; Pohll, Greg; Huntington, Justin; Rodriguez Castillo, Ramiro

2003-06-01

In 1992, Mexican researchers discovered concentrations of arsenic in excess of World Heath Organization (WHO) standards in several municipal wells in the Zimapan Valley of Mexico. This study describes a method to delineate a capture zone for one of the most highly contaminated wells to aid in future well siting. A stochastic approach was used to model the capture zone because of the high level of uncertainty in several input parameters. Two stochastic techniques were performed and compared: "standard" Monte Carlo analysis and the generalized likelihood uncertainty estimator (GLUE) methodology. The GLUE procedure differs from standard Monte Carlo analysis in that it incorporates a goodness of fit (termed a likelihood measure) in evaluating the model. This allows for more information (in this case, head data) to be used in the uncertainty analysis, resulting in smaller prediction uncertainty. Two likelihood measures are tested in this study to determine which are in better agreement with the observed heads. While the standard Monte Carlo approach does not aid in parameter estimation, the GLUE methodology indicates best fit models when hydraulic conductivity is approximately 10-6.5 m/s, with vertically isotropic conditions and large quantities of interbasin flow entering the basin. Probabilistic isochrones (capture zone boundaries) are then presented, and as predicted, the GLUE-derived capture zones are significantly smaller in area than those from the standard Monte Carlo approach.

A flexible importance sampling method for integrating subgrid processes

DOE PAGES

Raut, E. K.; Larson, V. E.

2016-01-29

Numerical models of weather and climate need to compute grid-box-averaged rates of physical processes such as microphysics. These averages are computed by integrating subgrid variability over a grid box. For this reason, an important aspect of atmospheric modeling is spatial integration over subgrid scales. The needed integrals can be estimated by Monte Carlo integration. Monte Carlo integration is simple and general but requires many evaluations of the physical process rate. To reduce the number of function evaluations, this paper describes a new, flexible method of importance sampling. It divides the domain of integration into eight categories, such as the portion that containsmore » both precipitation and cloud, or the portion that contains precipitation but no cloud. It then allows the modeler to prescribe the density of sample points within each of the eight categories. The new method is incorporated into the Subgrid Importance Latin Hypercube Sampler (SILHS). Here, the resulting method is tested on drizzling cumulus and stratocumulus cases. In the cumulus case, the sampling error can be considerably reduced by drawing more sample points from the region of rain evaporation.« less

Semiparametric Bayesian analysis of gene-environment interactions with error in measurement of environmental covariates and missing genetic data.

PubMed

Lobach, Iryna; Mallick, Bani; Carroll, Raymond J

2011-01-01

Case-control studies are widely used to detect gene-environment interactions in the etiology of complex diseases. Many variables that are of interest to biomedical researchers are difficult to measure on an individual level, e.g. nutrient intake, cigarette smoking exposure, long-term toxic exposure. Measurement error causes bias in parameter estimates, thus masking key features of data and leading to loss of power and spurious/masked associations. We develop a Bayesian methodology for analysis of case-control studies for the case when measurement error is present in an environmental covariate and the genetic variable has missing data. This approach offers several advantages. It allows prior information to enter the model to make estimation and inference more precise. The environmental covariates measured exactly are modeled completely nonparametrically. Further, information about the probability of disease can be incorporated in the estimation procedure to improve quality of parameter estimates, what cannot be done in conventional case-control studies. A unique feature of the procedure under investigation is that the analysis is based on a pseudo-likelihood function therefore conventional Bayesian techniques may not be technically correct. We propose an approach using Markov Chain Monte Carlo sampling as well as a computationally simple method based on an asymptotic posterior distribution. Simulation experiments demonstrated that our method produced parameter estimates that are nearly unbiased even for small sample sizes. An application of our method is illustrated using a population-based case-control study of the association between calcium intake with the risk of colorectal adenoma development.

Uncertainty in hydrological signatures for gauged and ungauged catchments

NASA Astrophysics Data System (ADS)

Westerberg, Ida K.; Wagener, Thorsten; Coxon, Gemma; McMillan, Hilary K.; Castellarin, Attilio; Montanari, Alberto; Freer, Jim

2016-03-01

Reliable information about hydrological behavior is needed for water-resource management and scientific investigations. Hydrological signatures quantify catchment behavior as index values, and can be predicted for ungauged catchments using a regionalization procedure. The prediction reliability is affected by data uncertainties for the gauged catchments used in prediction and by uncertainties in the regionalization procedure. We quantified signature uncertainty stemming from discharge data uncertainty for 43 UK catchments and propagated these uncertainties in signature regionalization, while accounting for regionalization uncertainty with a weighted-pooling-group approach. Discharge uncertainty was estimated using Monte Carlo sampling of multiple feasible rating curves. For each sampled rating curve, a discharge time series was calculated and used in deriving the gauged signature uncertainty distribution. We found that the gauged uncertainty varied with signature type, local measurement conditions and catchment behavior, with the highest uncertainties (median relative uncertainty ±30-40% across all catchments) for signatures measuring high- and low-flow magnitude and dynamics. Our regionalization method allowed assessing the role and relative magnitudes of the gauged and regionalized uncertainty sources in shaping the signature uncertainty distributions predicted for catchments treated as ungauged. We found that (1) if the gauged uncertainties were neglected there was a clear risk of overconditioning the regionalization inference, e.g., by attributing catchment differences resulting from gauged uncertainty to differences in catchment behavior, and (2) uncertainty in the regionalization results was lower for signatures measuring flow distribution (e.g., mean flow) than flow dynamics (e.g., autocorrelation), and for average flows (and then high flows) compared to low flows.

Top Quark Mass Calibration for Monte Carlo Event Generators

DOE PAGES

Butenschoen, Mathias; Dehnadi, Bahman; Hoang, André H.; ...

2016-11-29

The most precise top quark mass measurements use kinematic reconstruction methods, determining the top mass parameter of a Monte Carlo event generator mmore » $$MC\\atop{t}$$. Because of hadronization and parton-shower dynamics, relating m$$MC\\atop{t}$$ to a field theory mass is difficult. Here, we present a calibration procedure to determine this relation using hadron level QCD predictions for observables with kinematic mass sensitivity. Fitting e +e −2-jettiness calculations at next-to-leading-logarithmic and next-to-next-to-leading-logarithmic order to PYTHIA 8.205, m$$MC\\atop{t}$$ differs from the pole mass by 900 and 600 MeV, respectively, and agrees with the MSR mass within uncertainties, m$$MC\\atop{t}$$ ≃ m$$MSR\\atop{t,1 GeV}$$.« less

Development and Monte Carlo Study of a Procedure for Correcting the Standardized Mean Difference for Measurement Error in the Independent Variable

ERIC Educational Resources Information Center

Nugent, William Robert; Moore, Matthew; Story, Erin

2015-01-01

The standardized mean difference (SMD) is perhaps the most important meta-analytic effect size. It is typically used to represent the difference between treatment and control population means in treatment efficacy research. It is also used to represent differences between populations with different characteristics, such as persons who are…

A probabilistic approach to composite micromechanics

NASA Technical Reports Server (NTRS)

Stock, T. A.; Bellini, P. X.; Murthy, P. L. N.; Chamis, C. C.

1988-01-01

Probabilistic composite micromechanics methods are developed that simulate expected uncertainties in unidirectional fiber composite properties. These methods are in the form of computational procedures using Monte Carlo simulation. A graphite/epoxy unidirectional composite (ply) is studied to demonstrate fiber composite material properties at the micro level. Regression results are presented to show the relative correlation between predicted and response variables in the study.

Monte Carlo Assessments of Absorbed Doses to the Hands of Radiopharmaceutical Workers Due to Photon Emitters

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ilas, Dan; Eckerman, Keith F; Karagiannis, Harriet

This paper describes the characterization of radiation doses to the hands of nuclear medicine technicians resulting from the handling of radiopharmaceuticals. Radiation monitoring using ring dosimeters indicates that finger dosimeters that are used to show compliance with applicable regulations may overestimate or underestimate radiation doses to the skin depending on the nature of the particular procedure and the radionuclide being handled. To better understand the parameters governing the absorbed dose distributions, a detailed model of the hands was created and used in Monte Carlo simulations of selected nuclear medicine procedures. Simulations of realistic configurations typical for workers handling radiopharmaceuticals weremore » performedfor a range of energies of the source photons. The lack of charged-particle equilibrium necessitated full photon-electron coupled transport calculations. The results show that the dose to different regions of the fingers can differ substantially from dosimeter readings when dosimeters are located at the base of the finger. We tried to identify consistent patterns that relate the actual dose to the dosimeter readings. These patterns depend on the specific work conditions and can be used to better assess the absorbed dose to different regions of the exposed skin.« less

Accurate Monte Carlo simulations for nozzle design, commissioning and quality assurance for a proton radiation therapy facility.

PubMed

Paganetti, H; Jiang, H; Lee, S Y; Kooy, H M

2004-07-01

Monte Carlo dosimetry calculations are essential methods in radiation therapy. To take full advantage of this tool, the beam delivery system has to be simulated in detail and the initial beam parameters have to be known accurately. The modeling of the beam delivery system itself opens various areas where Monte Carlo calculations prove extremely helpful, such as for design and commissioning of a therapy facility as well as for quality assurance verification. The gantry treatment nozzles at the Northeast Proton Therapy Center (NPTC) at Massachusetts General Hospital (MGH) were modeled in detail using the GEANT4.5.2 Monte Carlo code. For this purpose, various novel solutions for simulating irregular shaped objects in the beam path, like contoured scatterers, patient apertures or patient compensators, were found. The four-dimensional, in time and space, simulation of moving parts, such as the modulator wheel, was implemented. Further, the appropriate physics models and cross sections for proton therapy applications were defined. We present comparisons between measured data and simulations. These show that by modeling the treatment nozzle with millimeter accuracy, it is possible to reproduce measured dose distributions with an accuracy in range and modulation width, in the case of a spread-out Bragg peak (SOBP), of better than 1 mm. The excellent agreement demonstrates that the simulations can even be used to generate beam data for commissioning treatment planning systems. The Monte Carlo nozzle model was used to study mechanical optimization in terms of scattered radiation and secondary radiation in the design of the nozzles. We present simulations on the neutron background. Further, the Monte Carlo calculations supported commissioning efforts in understanding the sensitivity of beam characteristics and how these influence the dose delivered. We present the sensitivity of dose distributions in water with respect to various beam parameters and geometrical misalignments. This allows the definition of tolerances for quality assurance and the design of quality assurance procedures.

Modeling Nearly Spherical Pure-bulge Galaxies with a Stellar Mass-to-light Ratio Gradient under the ΛCDM and MOND Paradigms. I. Methodology, Dynamical Stellar Mass, and Fundamental Mass Plane

NASA Astrophysics Data System (ADS)

Chae, Kyu-Hyun; Bernardi, Mariangela; Sheth, Ravi K.

2018-06-01

We carry out spherical Jeans modeling of nearly round pure-bulge galaxies selected from the ATLAS3D sample. Our modeling allows for gradients in the stellar mass-to-light ratio (M ⋆/L) through analytic prescriptions parameterized with a “gradient strength” K introduced to accommodate any viable gradient. We use a generalized Osipkov–Merritt model for the velocity dispersion (VD) anisotropy. We produce Monte Carlo sets of models based on the stellar VD profiles under both the ΛCDM and MOND paradigms. Here, we describe the galaxy data, the empirical inputs, and the modeling procedures of obtaining the Monte Carlo sets. We then present the projected dynamical stellar mass, {M}\\star {{e}}, within the effective radius R e, and the fundamental mass plane (FMP) as a function of K. We find the scaling of the K-dependent mass with respect to the ATLAS3D reported mass as: {log}}10[{M}\\star {{e}}(K)/{M}\\star {{e}}{{A}3{{D}}}]=a\\prime +b\\prime K with a‧ = ‑0.019 ± 0.012 and b‧ = ‑0.18 ± 0.02 (ΛCDM), or a‧ = ‑0.023 ± 0.014 and b‧ = ‑0.23 ± 0.03 (MOND), for 0 ≤ K < 1.5. The FMP has coefficients consistent with the virial expectation and only the zero-point scales with K. The median value of K for the ATLAS3D galaxies is < K> ={0.53}-0.04+0.05. We perform a similar analysis of the much larger SDSS DR7 spectroscopic sample. In this case, only the VD within a single aperture is available, so we impose the additional requirement that the VD slope be similar to that in the ATLAS3D galaxies. Our analysis of the SDSS galaxies suggests a positive correlation of K with stellar mass.

Reducing statistical uncertainties in simulated organ doses of phantoms immersed in water

DOE PAGES

Hiller, Mauritius M.; Veinot, Kenneth G.; Easterly, Clay E.; ...

2016-08-13

In this study, methods are addressed to reduce the computational time to compute organ-dose rate coefficients using Monte Carlo techniques. Several variance reduction techniques are compared including the reciprocity method, importance sampling, weight windows and the use of the ADVANTG software package. For low-energy photons, the runtime was reduced by a factor of 10 5 when using the reciprocity method for kerma computation for immersion of a phantom in contaminated water. This is particularly significant since impractically long simulation times are required to achieve reasonable statistical uncertainties in organ dose for low-energy photons in this source medium and geometry. Althoughmore » the MCNP Monte Carlo code is used in this paper, the reciprocity technique can be used equally well with other Monte Carlo codes.« less

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

NASA Astrophysics Data System (ADS)

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 the observed seasonal cycles were found to fall within the confidence limits of the ACCMIP members, this was because the model seasonal cycles spanned extremely wide ranges and there was no single ACCMIP member that performed best for each station. Further work is required to examine the parameterisation of convective mixing in the models to see if this erodes the isolation of the marine boundary layer from the free troposphere and thus hides the models' real ability to reproduce ozone seasonal cycles over marine stations.

Monte Carlo based estimation of organ and effective doses to patients undergoing hysterosalpingography and retrograde urethrography fluoroscopy procedures

NASA Astrophysics Data System (ADS)

Ngaile, J. E.; Msaki, P. K.; Kazema, R. R.

2018-04-01

Contrast investigations of hysterosalpingography (HSG) and retrograde urethrography (RUG) fluoroscopy procedures remain the dominant diagnostic tools for the investigation of infertility in females and urethral strictures in males, respectively, owing to the scarcity and high cost of services of alternative diagnostic technologies. In light of the radiological risks associated with contrast based investigations of the genitourinary tract systems, there is a need to assess the magnitude of radiation burden imparted to patients undergoing HSG and RUG fluoroscopy procedures in Tanzania. The air kerma area product (KAP), fluoroscopy time, number of images, organ dose and effective dose to patients undergoing HSG and RUG procedures were obtained from four hospitals. The KAP was measured using a flat transmission ionization chamber, while the organ and effective doses were estimated using the knowledge of the patient characteristics, patient related exposure parameters, geometry of examination, KAP and Monte Carlo calculations (PCXMC). The median values of KAP for the HSG and RUG were 2.2 Gy cm2 and 3.3 Gy cm2, respectively. The median organ doses in the present study for the ovaries, urinary bladder and uterus for the HSG procedures, were 1.0 mGy, 4.0 mGy and 1.6 mGy, respectively, while for urinary bladder and testes of the RUG were 3.4 mGy and 5.9 mGy, respectively. The median values of effective doses for the HSG and RUG procedures were 0.65 mSv and 0.59 mSv, respectively. The median values of effective dose per hospital for the HSG and RUG procedures had a range of 1.6-2.8 mSv and 1.9-5.6 mSv, respectively, while the overall differences between individual effective doses across the four hospitals varied by factors of up to 22.0 and 46.7, respectively for the HSG and RUG procedures. The proposed diagnostic reference levels (DRLs) for the HSG and RUG were for KAP 2.8 Gy cm2 and 3.9 Gy cm2, for fluoroscopy time 0.8 min and 0.9 min, and for number of images 5 and 4, respectively. The suggested DRLs for the HSG and RUG procedures may be used by the radiology departments in Tanzania for management of attained dose levels until the national DRLs are established.

Derivation of flood frequency curves in poorly gauged Mediterranean catchments using a simple stochastic hydrological rainfall-runoff model

NASA Astrophysics Data System (ADS)

Aronica, G. T.; Candela, A.

2007-12-01

SummaryIn this paper a Monte Carlo procedure for deriving frequency distributions of peak flows using a semi-distributed stochastic rainfall-runoff model is presented. The rainfall-runoff model here used is very simple one, with a limited number of parameters and practically does not require any calibration, resulting in a robust tool for those catchments which are partially or poorly gauged. The procedure is based on three modules: a stochastic rainfall generator module, a hydrologic loss module and a flood routing module. In the rainfall generator module the rainfall storm, i.e. the maximum rainfall depth for a fixed duration, is assumed to follow the two components extreme value (TCEV) distribution whose parameters have been estimated at regional scale for Sicily. The catchment response has been modelled by using the Soil Conservation Service-Curve Number (SCS-CN) method, in a semi-distributed form, for the transformation of total rainfall to effective rainfall and simple form of IUH for the flood routing. Here, SCS-CN method is implemented in probabilistic form with respect to prior-to-storm conditions, allowing to relax the classical iso-frequency assumption between rainfall and peak flow. The procedure is tested on six practical case studies where synthetic FFC (flood frequency curve) were obtained starting from model variables distributions by simulating 5000 flood events combining 5000 values of total rainfall depth for the storm duration and AMC (antecedent moisture conditions) conditions. The application of this procedure showed how Monte Carlo simulation technique can reproduce the observed flood frequency curves with reasonable accuracy over a wide range of return periods using a simple and parsimonious approach, limited data input and without any calibration of the rainfall-runoff model.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bertholon, François; Harant, Olivier; Bourlon, Bertrand

This article introduces a joined Bayesian estimation of gas samples issued from a gas chromatography column (GC) coupled with a NEMS sensor based on Giddings Eyring microscopic molecular stochastic model. The posterior distribution is sampled using a Monte Carlo Markov Chain and Gibbs sampling. Parameters are estimated using the posterior mean. This estimation scheme is finally applied on simulated and real datasets using this molecular stochastic forward model.

Evaluation and characterization of anti-estrogenic and anti-androgenic activities in soil samples along the Second Songhua River, China.

PubMed

Li, Jian; Wang, Yafei; Kong, Dongdong; Wang, Jinsheng; Teng, Yanguo; Li, Na

2015-11-01

In the present study, re-combined estrogen receptor (ER) and androgen receptor (AR) gene yeast assays combined with a novel approach based on Monte Carlo simulation were used for evaluation and characterization of soil samples collected from Jilin along the Second Songhua River to assess their antagonist/agonist properties for ER and AR. The results showed that estrogenic activity only occurred in the soil samples collected in the agriculture area, but most soil samples showed anti-estrogenic activities, and the bioassay-derived 4-hydroxytamoxifen equivalents ranged from N.D. to 23.51 μg/g. Hydrophilic substance fractions were determined as potential contributors associated with anti-estrogenic activity in these soil samples. Moreover, none of the soil samples exhibited AR agonistic potency, whereas 54% of the soil samples exhibited AR antagonistic potency. The flutamide equivalents varied between N.D. and 178.05 μg/g. Based on Monte Carlo simulation-related mass balance analysis, the AR antagonistic activities were significantly correlated with the media polar and polar fractions. All of these results support that this novel calculation method can be adopted effectively to quantify and characterize the ER/AR agonists and antagonists of the soil samples, and these data could help provide useful information for future management and remediation efforts.

A real-space approach to the X-ray phase problem

NASA Astrophysics Data System (ADS)

Liu, Xiangan

Over the past few decades, the phase problem of X-ray crystallography has been explored in reciprocal space in the so called direct methods . Here we investigate the problem using a real-space approach that bypasses the laborious procedure of frequent Fourier synthesis and peak picking. Starting from a completely random structure, we move the atoms around in real space to minimize a cost function. A Monte Carlo method named simulated annealing (SA) is employed to search the global minimum of the cost function which could be constructed in either real space or reciprocal space. In the hybrid minimal principle, we combine the dual space costs together. One part of the cost function monitors the probability distribution of the phase triplets, while the other is a real space cost function which represents the discrepancy between measured and calculated intensities. Compared to the single space cost functions, the dual space cost function has a greatly improved landscape and therefore could prevent the system from being trapped in metastable states. Thus, the structures of large molecules such as virginiamycin (C43H 49N7O10 · 3CH0OH), isoleucinomycin (C60H102N 6O18) and hexadecaisoleucinomycin (HEXIL) (C80H136 N8O24) can now be solved, whereas it would not be possible using the single cost function. When a molecule gets larger, the configurational space becomes larger, and the requirement of CPU time increases exponentially. The method of improved Monte Carlo sampling has demonstrated its capability to solve large molecular structures. The atoms are encouraged to sample the high density regions in space determined by an approximate density map which in turn is updated and modified by averaging and Fourier synthesis. This type of biased sampling has led to considerable reduction of the configurational space. It greatly improves the algorithm compared to the previous uniform sampling. Hence, for instance, 90% of computer run time could be cut in solving the complex structure of isoleucinomycin. Successful trial calculations include larger molecular structures such as HEXIL and a collagen-like peptide (PPG). Moving chemical fragment is proposed to reduce the degrees of freedom. Furthermore, stereochemical parameters are considered for geometric constraints and for a cost function related to chemical energy.

Optimizing the implementation of the target motion sampling temperature treatment technique - How fast can it get?

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tuomas, V.; Jaakko, L.

This article discusses the optimization of the target motion sampling (TMS) temperature treatment method, previously implemented in the Monte Carlo reactor physics code Serpent 2. The TMS method was introduced in [1] and first practical results were presented at the PHYSOR 2012 conference [2]. The method is a stochastic method for taking the effect of thermal motion into account on-the-fly in a Monte Carlo neutron transport calculation. It is based on sampling the target velocities at collision sites and then utilizing the 0 K cross sections at target-at-rest frame for reaction sampling. The fact that the total cross section becomesmore » a distributed quantity is handled using rejection sampling techniques. The original implementation of the TMS requires 2.0 times more CPU time in a PWR pin-cell case than a conventional Monte Carlo calculation relying on pre-broadened effective cross sections. In a HTGR case examined in this paper the overhead factor is as high as 3.6. By first changing from a multi-group to a continuous-energy implementation and then fine-tuning a parameter affecting the conservativity of the majorant cross section, it is possible to decrease the overhead factors to 1.4 and 2.3, respectively. Preliminary calculations are also made using a new and yet incomplete optimization method in which the temperature of the basis cross section is increased above 0 K. It seems that with the new approach it may be possible to decrease the factors even as low as 1.06 and 1.33, respectively, but its functionality has not yet been proven. Therefore, these performance measures should be considered preliminary. (authors)« less

Annealed Importance Sampling Reversible Jump MCMC algorithms

DOE Office of Scientific and Technical Information (OSTI.GOV)

Karagiannis, Georgios; Andrieu, Christophe

2013-03-20

It will soon be 20 years since reversible jump Markov chain Monte Carlo (RJ-MCMC) algorithms have been proposed. They have significantly extended the scope of Markov chain Monte Carlo simulation methods, offering the promise to be able to routinely tackle transdimensional sampling problems, as encountered in Bayesian model selection problems for example, in a principled and flexible fashion. Their practical efficient implementation, however, still remains a challenge. A particular difficulty encountered in practice is in the choice of the dimension matching variables (both their nature and their distribution) and the reversible transformations which allow one to define the one-to-one mappingsmore » underpinning the design of these algorithms. Indeed, even seemingly sensible choices can lead to algorithms with very poor performance. The focus of this paper is the development and performance evaluation of a method, annealed importance sampling RJ-MCMC (aisRJ), which addresses this problem by mitigating the sensitivity of RJ-MCMC algorithms to the aforementioned poor design. As we shall see the algorithm can be understood as being an “exact approximation” of an idealized MCMC algorithm that would sample from the model probabilities directly in a model selection set-up. Such an idealized algorithm may have good theoretical convergence properties, but typically cannot be implemented, and our algorithms can approximate the performance of such idealized algorithms to an arbitrary degree while not introducing any bias for any degree of approximation. Our approach combines the dimension matching ideas of RJ-MCMC with annealed importance sampling and its Markov chain Monte Carlo implementation. We illustrate the performance of the algorithm with numerical simulations which indicate that, although the approach may at first appear computationally involved, it is in fact competitive.« less

A semi-grand canonical Monte Carlo simulation model for ion binding to ionizable surfaces: proton binding of carboxylated latex particles as a case study.

PubMed

Madurga, Sergio; Rey-Castro, Carlos; Pastor, Isabel; Vilaseca, Eudald; David, Calin; Garcés, Josep Lluís; Puy, Jaume; Mas, Francesc

2011-11-14

In this paper, we present a computer simulation study of the ion binding process at an ionizable surface using a semi-grand canonical Monte Carlo method that models the surface as a discrete distribution of charged and neutral functional groups in equilibrium with explicit ions modelled in the context of the primitive model. The parameters of the simulation model were tuned and checked by comparison with experimental titrations of carboxylated latex particles in the presence of different ionic strengths of monovalent ions. The titration of these particles was analysed by calculating the degree of dissociation of the latex functional groups vs. pH curves at different background salt concentrations. As the charge of the titrated surface changes during the simulation, a procedure to keep the electroneutrality of the system is required. Here, two approaches are used with the choice depending on the ion selected to maintain electroneutrality: counterion or coion procedures. We compare and discuss the difference between the procedures. The simulations also provided a microscopic description of the electrostatic double layer (EDL) structure as a function of pH and ionic strength. The results allow us to quantify the effect of the size of the background salt ions and of the surface functional groups on the degree of dissociation. The non-homogeneous structure of the EDL was revealed by plotting the counterion density profiles around charged and neutral surface functional groups. © 2011 American Institute of Physics

Thermodynamics and simulation of hard-sphere fluid and solid: Kinetic Monte Carlo method versus standard Metropolis scheme

NASA Astrophysics Data System (ADS)

Ustinov, E. A.

2017-01-01

The paper aims at a comparison of techniques based on the kinetic Monte Carlo (kMC) and the conventional Metropolis Monte Carlo (MC) methods as applied to the hard-sphere (HS) fluid and solid. In the case of the kMC, an alternative representation of the chemical potential is explored [E. A. Ustinov and D. D. Do, J. Colloid Interface Sci. 366, 216 (2012)], which does not require any external procedure like the Widom test particle insertion method. A direct evaluation of the chemical potential of the fluid and solid without thermodynamic integration is achieved by molecular simulation in an elongated box with an external potential imposed on the system in order to reduce the particle density in the vicinity of the box ends. The existence of rarefied zones allows one to determine the chemical potential of the crystalline phase and substantially increases its accuracy for the disordered dense phase in the central zone of the simulation box. This method is applicable to both the Metropolis MC and the kMC, but in the latter case, the chemical potential is determined with higher accuracy at the same conditions and the number of MC steps. Thermodynamic functions of the disordered fluid and crystalline face-centered cubic (FCC) phase for the hard-sphere system have been evaluated with the kinetic MC and the standard MC coupled with the Widom procedure over a wide range of density. The melting transition parameters have been determined by the point of intersection of the pressure-chemical potential curves for the disordered HS fluid and FCC crystal using the Gibbs-Duhem equation as a constraint. A detailed thermodynamic analysis of the hard-sphere fluid has provided a rigorous verification of the approach, which can be extended to more complex systems.

Bayesian Analysis for Exponential Random Graph Models Using the Adaptive Exchange Sampler.

PubMed

Jin, Ick Hoon; Yuan, Ying; Liang, Faming

2013-10-01

Exponential random graph models have been widely used in social network analysis. However, these models are extremely difficult to handle from a statistical viewpoint, because of the intractable normalizing constant and model degeneracy. In this paper, we consider a fully Bayesian analysis for exponential random graph models using the adaptive exchange sampler, which solves the intractable normalizing constant and model degeneracy issues encountered in Markov chain Monte Carlo (MCMC) simulations. The adaptive exchange sampler can be viewed as a MCMC extension of the exchange algorithm, and it generates auxiliary networks via an importance sampling procedure from an auxiliary Markov chain running in parallel. The convergence of this algorithm is established under mild conditions. The adaptive exchange sampler is illustrated using a few social networks, including the Florentine business network, molecule synthetic network, and dolphins network. The results indicate that the adaptive exchange algorithm can produce more accurate estimates than approximate exchange algorithms, while maintaining the same computational efficiency.

A maximum likelihood algorithm for genome mapping of cytogenetic loci from meiotic configuration data.

PubMed Central

Reyes-Valdés, M H; Stelly, D M

1995-01-01

Frequencies of meiotic configurations in cytogenetic stocks are dependent on chiasma frequencies in segments defined by centromeres, breakpoints, and telomeres. The expectation maximization algorithm is proposed as a general method to perform maximum likelihood estimations of the chiasma frequencies in the intervals between such locations. The estimates can be translated via mapping functions into genetic maps of cytogenetic landmarks. One set of observational data was analyzed to exemplify application of these methods, results of which were largely concordant with other comparable data. The method was also tested by Monte Carlo simulation of frequencies of meiotic configurations from a monotelodisomic translocation heterozygote, assuming six different sample sizes. The estimate averages were always close to the values given initially to the parameters. The maximum likelihood estimation procedures can be extended readily to other kinds of cytogenetic stocks and allow the pooling of diverse cytogenetic data to collectively estimate lengths of segments, arms, and chromosomes. Images Fig. 1 PMID:7568226

Kappa statistic for clustered matched-pair data.

PubMed

Yang, Zhao; Zhou, Ming

2014-07-10

Kappa statistic is widely used to assess the agreement between two procedures in the independent matched-pair data. For matched-pair data collected in clusters, on the basis of the delta method and sampling techniques, we propose a nonparametric variance estimator for the kappa statistic without within-cluster correlation structure or distributional assumptions. The results of an extensive Monte Carlo simulation study demonstrate that the proposed kappa statistic provides consistent estimation and the proposed variance estimator behaves reasonably well for at least a moderately large number of clusters (e.g., K ≥50). Compared with the variance estimator ignoring dependence within a cluster, the proposed variance estimator performs better in maintaining the nominal coverage probability when the intra-cluster correlation is fair (ρ ≥0.3), with more pronounced improvement when ρ is further increased. To illustrate the practical application of the proposed estimator, we analyze two real data examples of clustered matched-pair data. Copyright © 2014 John Wiley & Sons, Ltd.

Molecular Simulations of The Formation of Gold-Molecule-Gold Junctions

NASA Astrophysics Data System (ADS)

Wang, Huachuan

2013-03-01

We perform classical molecular simulations by combining grand canonical Monte Carlo (GCMC) sampling with molecular dynamics (MD) simulation to explore the dynamic gold nanojunctions in a Alkenedithiol (ADT) solvent. With the aid of a simple driving-spring model, which can reasonably represent the long-range elasticity of the gold electrode, the spring forces are obtained during the dynamic stretching procedure. A specific multi-time-scale double reversible reference system propagator (double-RESPA) algorithm has been designed for the metal-organic complex in MD simulations to identify the detailed metal-molecule bonding geometry at metal-molecule-metal interface. We investigate the variations of bonding sites of ADT molecules on gold nanojunctions at Au (111) surface at a constant chemical potential. Simulation results show that an Au-ADT-Au interface is formed on Au nanojunctions, bond-breaking intersection is at 1-1 bond of the monatomic chain of the cross-section, instead of at the Au-S bond. Breaking force is around 1.5 nN. These are consistent with the experimental measurements.

A phoswich detector for simultaneous alpha-gamma spectroscopy

NASA Astrophysics Data System (ADS)

Moghadam, S. Rajabi; Feghhi, S. A. H.; Safari, M. J.

2015-11-01

Phoswich detectors are of value for radiation spectroscopy, especially in cases where a low-cost solution for a mixed radiation field is desired. Meanwhile, simultaneous spectroscopy of alpha particles and gamma-rays has many applications in quantification and distinguishing the alpha-emitting radionuclides which usually occur in the analysis of environmental solid samples. Here, we have developed a system for detection of radioactive actinides (e.g., 241Am) based on the alpha-gamma coincidence technique. The underlying concept, is to assemble two appropriately selected scintillators (i.e., a fast and a slow one) together with a discriminating unit for analysis of their data. Detailed Monte Carlo simulation procedure has been developed using the GEANT4 toolkit to design and find enough knowledge about the response of the system in the studied radiation field. Various comparisons were made between experimental and simulation data which showed appropriate agreement between them. The calibration was performed and the MDA was estimated as 60 mBq for the phoswich system.

Binding Modes of Ligands Using Enhanced Sampling (BLUES): Rapid Decorrelation of Ligand Binding Modes via Nonequilibrium Candidate Monte Carlo.

PubMed

Gill, Samuel C; Lim, Nathan M; Grinaway, Patrick B; Rustenburg, Ariën S; Fass, Josh; Ross, Gregory A; Chodera, John D; Mobley, David L

2018-05-31

Accurately predicting protein-ligand binding affinities and binding modes is a major goal in computational chemistry, but even the prediction of ligand binding modes in proteins poses major challenges. Here, we focus on solving the binding mode prediction problem for rigid fragments. That is, we focus on computing the dominant placement, conformation, and orientations of a relatively rigid, fragment-like ligand in a receptor, and the populations of the multiple binding modes which may be relevant. This problem is important in its own right, but is even more timely given the recent success of alchemical free energy calculations. Alchemical calculations are increasingly used to predict binding free energies of ligands to receptors. However, the accuracy of these calculations is dependent on proper sampling of the relevant ligand binding modes. Unfortunately, ligand binding modes may often be uncertain, hard to predict, and/or slow to interconvert on simulation time scales, so proper sampling with current techniques can require prohibitively long simulations. We need new methods which dramatically improve sampling of ligand binding modes. Here, we develop and apply a nonequilibrium candidate Monte Carlo (NCMC) method to improve sampling of ligand binding modes. In this technique, the ligand is rotated and subsequently allowed to relax in its new position through alchemical perturbation before accepting or rejecting the rotation and relaxation as a nonequilibrium Monte Carlo move. When applied to a T4 lysozyme model binding system, this NCMC method shows over 2 orders of magnitude improvement in binding mode sampling efficiency compared to a brute force molecular dynamics simulation. This is a first step toward applying this methodology to pharmaceutically relevant binding of fragments and, eventually, drug-like molecules. We are making this approach available via our new Binding modes of ligands using enhanced sampling (BLUES) package which is freely available on GitHub.

Identification of moisture content in tobacco plant leaves using outlier sample eliminating algorithms and hyperspectral data.

PubMed

Sun, Jun; Zhou, Xin; Wu, Xiaohong; Zhang, Xiaodong; Li, Qinglin

2016-02-26

Fast identification of moisture content in tobacco plant leaves plays a key role in the tobacco cultivation industry and benefits the management of tobacco plant in the farm. In order to identify moisture content of tobacco plant leaves in a fast and nondestructive way, a method involving Mahalanobis distance coupled with Monte Carlo cross validation(MD-MCCV) was proposed to eliminate outlier sample in this study. The hyperspectral data of 200 tobacco plant leaf samples of 20 moisture gradients were obtained using FieldSpc(®) 3 spectrometer. Savitzky-Golay smoothing(SG), roughness penalty smoothing(RPS), kernel smoothing(KS) and median smoothing(MS) were used to preprocess the raw spectra. In addition, Mahalanobis distance(MD), Monte Carlo cross validation(MCCV) and Mahalanobis distance coupled to Monte Carlo cross validation(MD-MCCV) were applied to select the outlier sample of the raw spectrum and four smoothing preprocessing spectra. Successive projections algorithm (SPA) was used to extract the most influential wavelengths. Multiple Linear Regression (MLR) was applied to build the prediction models based on preprocessed spectra feature in characteristic wavelengths. The results showed that the preferably four prediction model were MD-MCCV-SG (Rp(2) = 0.8401 and RMSEP = 0.1355), MD-MCCV-RPS (Rp(2) = 0.8030 and RMSEP = 0.1274), MD-MCCV-KS (Rp(2) = 0.8117 and RMSEP = 0.1433), MD-MCCV-MS (Rp(2) = 0.9132 and RMSEP = 0.1162). MD-MCCV algorithm performed best among MD algorithm, MCCV algorithm and the method without sample pretreatment algorithm in the eliminating outlier sample from 20 different moisture gradients of tobacco plant leaves and MD-MCCV can be used to eliminate outlier sample in the spectral preprocessing. Copyright © 2016 Elsevier Inc. All rights reserved.

Computation of the dipole moments of proteins.

PubMed

Antosiewicz, J

1995-10-01

A simple and computationally feasible procedure for the calculation of net charges and dipole moments of proteins at arbitrary pH and salt conditions is described. The method is intended to provide data that may be compared to the results of transient electric dichroism experiments on protein solutions. The procedure consists of three major steps: (i) calculation of self energies and interaction energies for ionizable groups in the protein by using the finite-difference Poisson-Boltzmann method, (ii) determination of the position of the center of diffusion (to which the calculated dipole moment refers) and the extinction coefficient tensor for the protein, and (iii) generation of the equilibrium distribution of protonation states of the protein by a Monte Carlo procedure, from which mean and root-mean-square dipole moments and optical anisotropies are calculated. The procedure is applied to 12 proteins. It is shown that it gives hydrodynamic and electrical parameters for proteins in good agreement with experimental data.

A fortran program for Monte Carlo simulation of oil-field discovery sequences

USGS Publications Warehouse

Bohling, Geoffrey C.; Davis, J.C.

1993-01-01

We have developed a program for performing Monte Carlo simulation of oil-field discovery histories. A synthetic parent population of fields is generated as a finite sample from a distribution of specified form. The discovery sequence then is simulated by sampling without replacement from this parent population in accordance with a probabilistic discovery process model. The program computes a chi-squared deviation between synthetic and actual discovery sequences as a function of the parameters of the discovery process model, the number of fields in the parent population, and the distributional parameters of the parent population. The program employs the three-parameter log gamma model for the distribution of field sizes and employs a two-parameter discovery process model, allowing the simulation of a wide range of scenarios. ?? 1993.

Monte-Carlo Simulations of the Nuclear Energy Deposition Inside the CARMEN-1P Differential Calorimeter Irradiated into OSIRIS Reactor

DOE Office of Scientific and Technical Information (OSTI.GOV)

Amharrak, H.; Reynard-Carette, C.; Carette, M.

The nuclear heating measurements in Material Testing Reactors (MTRs) are crucial for the study of nuclear materials and fuels under irradiation. The reference measurements of this nuclear heating are especially performed by a differential calorimeter including a graphite sample material. These measurements are then used for other experimental conditions in order to predict the nuclear heating and thermal conditions induced in the irradiation devices. Nuclear heating is a great deal of interest at the moment as the measurement of such heating is an important issue for MTRs reactors. This need is especially generated by the new Jules Horowitz Reactor (JHR),more » under construction at CEA/Cadarache 'French Alternative Energies and Atomic Energy Commission'. This new reactor, that will be operational in late 2019, is a new facility for the nuclear research on materials and fuels. Indeed the expected nuclear heating rate is about 20 W/g for nominal capacity of 100 MW. The present Monte Carlo calculation works belong to the IN-CORE (Instrumentation for Nuclear radiation and Calorimetry On line in Reactor): a joint research program between the CEA and Aix- Marseille University in 2009. One scientific aim of this program is to design and develop a multi-sensors device, called CARMEN, dedicated to the measurements of main physical parameters simultaneously encountered inside JHR's experimental channels (core and reflector) such as neutron fluxes, photon fluxes, temperature, and nuclear heating. A first prototype was already developed. This prototype includes two mock-ups dedicated respectively to neutronic measurements (CARMEN-1N) and to photonic measurements (CARMEN-1P) with in particular a specific differential calorimeter. Two irradiation campaigns were performed successfully in the periphery of OSIRIS reactor (a MTR located at Saclay, France) in 2012 for nuclear heating levels up to 2 W/g. First Monte Carlo calculations reduced to the graphite sample of the calorimeter were carried out. A preliminary analysis shows that the numerical results overestimate the measurements by about 20 %. A new approach has been developed in order to estimate the nuclear heating by two methods (energy deposition or KERMA) by considering the whole complete geometry of the sensor. This new approach will contribute to the interpretation of the irradiation campaign and will be useful to improve the out-of-pile calibration procedure of the sensor and its thermal response during irradiations. The aim of this paper is to present simulations made by using MCNP5 Monte-Carlo transport code (using ENDF/B-VI nuclear data library) for the nuclear heating inside the different parts of the calorimeter (head, rod and base). Calculations into two steps will be realized. We will use as an input source in the model new spectra (neutrons, prompt-photons and delayed-photons) calculated with the Monte Carlo code TRIPOLI-4{sup R} inside different experimental channels (water) located into the OSIRIS periphery and used during the CARMEN-1P irradiation campaign. We will consider Neutrons- Photons-Electrons and Photons-Electrons modes. We will begin by a brief description of the differential-calorimeter device geometry. Then the MCNP5 model used for the calculations of nuclear heating inside the calorimeter elements will be introduced. The energy deposition due to the prompt-gamma, delayed-gamma and neutrons, the neutron-activation of the device will be considered. The different components of the nuclear heating inside the different parts of the calorimeter will be detailed. Moreover, a comparison between KERMA and nuclear energy deposition estimations will be given. Finally, a comparison between this total nuclear heating Calculation and Experiment in graphite sample will be determined. (authors)« less

Assessment of the dose distribution inside a cardiac cath lab using TLD measurements and Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Baptista, M.; Teles, P.; Cardoso, G.; Vaz, P.

2014-11-01

Over the last decade, there was a substantial increase in the number of interventional cardiology procedures worldwide, and the corresponding ionizing radiation doses for both the medical staff and patients became a subject of concern. Interventional procedures in cardiology are normally very complex, resulting in long exposure times. Also, these interventions require the operator to work near the patient and, consequently, close to the primary X-ray beam. Moreover, due to the scattered radiation from the patient and the equipment, the medical staff is also exposed to a non-uniform radiation field that can lead to a significant exposure of sensitive body organs and tissues, such as the eye lens, the thyroid and the extremities. In order to better understand the spatial variation of the dose and dose rate distributions during an interventional cardiology procedure, the dose distribution around a C-arm fluoroscopic system, in operation in a cardiac cath lab at Portuguese Hospital, was estimated using both Monte Carlo (MC) simulations and dosimetric measurements. To model and simulate the cardiac cath lab, including the fluoroscopic equipment used to execute interventional procedures, the state-of-the-art MC radiation transport code MCNPX 2.7.0 was used. Subsequently, Thermo-Luminescent Detector (TLD) measurements were performed, in order to validate and support the simulation results obtained for the cath lab model. The preliminary results presented in this study reveal that the cardiac cath lab model was successfully validated, taking into account the good agreement between MC calculations and TLD measurements. The simulated results for the isodose curves related to the C-arm fluoroscopic system are also consistent with the dosimetric information provided by the equipment manufacturer (Siemens). The adequacy of the implemented computational model used to simulate complex procedures and map dose distributions around the operator and the medical staff is discussed, in view of the optimization principle (and the associated ALARA objective), one of the pillars of the international system of radiological protection.

The Effects of Type I Error Rate and Power of the ANCOVA F-Test and Selected Alternatives under Non-Normality and Variance Heterogeneity.

ERIC Educational Resources Information Center

Rheinheimer, David C.; Penfield, Douglas A.

The performance of analysis of covariance (ANCOVA) and six selected competitors was examined under varying experimental conditions through Monte Carlo simulations. The six alternatives were: (1) Quade's procedure (D. Quade, 1967); (2) Puri and Sen's solution (M. Puri and P. Sen, 1969); (3) Burnett and Barr's rank difference scores (T. Burnett and…

LHCf: A LHC detector for astroparticle physics

DOE PAGES

D'Alessandro, R.; Adriani, O.; Bonechi, L.; ...

2007-03-01

A number of extremely high energy cosmic ray events have been ob- served by various collaborations. The existence of such events, above the Greisen-Zatsepin-Kuzmin (GZK) cut-off has to be explained by a top-down scenario involving exotic physics. Yet the results reported depend heavily on Monte Carlo procedures. The LHCf experiment will provide important data to calibrate the codes used in air shower simulations.

Predicting Military Recruiter Effectiveness: A Literature Review

DTIC Science & Technology

1987-04-01

employing commanding officer nominations and/or supervisor ratings as criteria for success in recruiting. Wollack and KiDnis (1960). Commanding officer...ratings can be used to predict field recruiter performance. The authors attribute the failure to predict field recruiter performance to the...Time to Complete -12 -27 -5 -09 5. MC 431 Completion/ Failure 08 Studies 1. Cross-validities obtained via rMonte Carlo procedure by Borman, Toquam

The Case for Use of Simple Difference Scores to Test the Significance of Differences in Mean Rates of Change in Controlled Repeated Measurements Designs

ERIC Educational Resources Information Center

Overall, John E.; Tonidandel, Scott

2010-01-01

A previous Monte Carlo study examined the relative powers of several simple and more complex procedures for testing the significance of difference in mean rates of change in a controlled, longitudinal, treatment evaluation study. Results revealed that the relative powers depended on the correlation structure of the simulated repeated measurements.…

Effect of bait and gear type on channel catfish catch and turtle bycatch in a reservoir

USGS Publications Warehouse

Cartabiano, Evan C.; Stewart, David R.; Long, James M.

2014-01-01

Hoop nets have become the preferred gear choice to sample channel catfish Ictalurus punctatus but the degree of bycatch can be high, especially due to the incidental capture of aquatic turtles. While exclusion and escapement devices have been developed and evaluated, few have examined bait choice as a method to reduce turtle bycatch. The use of Zote™ soap has shown considerable promise to reduce bycatch of aquatic turtles when used with trotlines but its effectiveness in hoop nets has not been evaluated. We sought to determine the effectiveness of hoop nets baited with cheese bait or Zote™ soap and trotlines baited with shad or Zote™ soap as a way to sample channel catfish and prevent capture of aquatic turtles. We used a repeated-measures experimental design and treatment combinations were randomly assigned using a Latin-square arrangement. Eight sampling locations were systematically selected and then sampled with either hoop nets or trotlines using Zote™ soap (both gears), waste cheese (hoop nets), or cut shad (trotlines). Catch rates did not statistically differ among the gear–bait-type combinations. Size bias was evident with trotlines consistently capturing larger sized channel catfish compared to hoop nets. Results from a Monte Carlo bootstrapping procedure estimated the number of samples needed to reach predetermined levels of sampling precision to be lowest for trotlines baited with soap. Moreover, trotlines baited with soap caught no aquatic turtles, while hoop nets captured many turtles and had high mortality rates. We suggest that Zote™ soap used in combination with multiple hook sizes on trotlines may be a viable alternative to sample channel catfish and reduce bycatch of aquatic turtles.

TU-H-CAMPUS-IeP1-03: Comparison of Monte Carlo Simulation and Conversion Factor Based Method On Estimation of Effective Dose in Pediatric Patients Undergoing Interventional Cardiac Procedures

DOE Office of Scientific and Technical Information (OSTI.GOV)

Leung, K; Wong, M; Ng, Y

Purpose: Interventional cardiac procedures utilize frequent fluoroscopy and cineangiography, which impose considerable radiation risk to patients, especially pediatric patients. Accurate calculation of effective dose is important in order to estimate cancer risk over the rest of their lifetime. This study evaluates the difference in effective dose calculated by Monte Carlo simulation with those estimated by locally-derived conversion factors (CF-local) and by commonly quoted conversion factors from Karambatsakidou et al (CF-K). Methods: Effective dose (E),of 12 pediatric patients, age between 2.5–19 years old, who had undergone interventional cardiac procedures, were calculated using PCXMC-2.0 software. Tube spectrum, irradiation geometry, exposure parameters andmore » dose-area product (DAP) of each projection were included in the software calculation. Effective doses for each patient were also estimated by two Methods: 1) CF-local: conversion factor derived locally by generalizing results of 12 patients, multiplied by DAP of each patient gives E-local. 2) CF-K: selected factor from above-mentioned literature, multiplied by DAP of each patient gives E-K. Results: Mean of E, E-local and E-K were 16.01 mSv, 16.80 mSv and 22.25 mSv respectively. A deviation of −29.35% to +34.85% between E and E-local, while a greater deviation of −28.96% to +60.86% between E and EK were observed. E-K overestimated the effective dose for patients at age 7.5–19. Conclusion: Effective dose obtained by conversion factors is simple and quick to estimate radiation risk of pediatric patients. This study showed that estimation by CF-local may bear an error of 35% when compared with Monte Carlo calculation. If using conversion factors derived by other studies may result in an even greater error, of up to 60%, due to factors that are not catered for in the estimation, including patient size, projection angles, exposure parameters, tube filtration, etc. Users must be aware of these potential inaccuracies when simple conversion method is employed.« less

Solid-propellant rocket motor ballistic performance variation analyses

NASA Technical Reports Server (NTRS)

Sforzini, R. H.; Foster, W. A., Jr.

1975-01-01

Results are presented of research aimed at improving the assessment of off-nominal internal ballistic performance including tailoff and thrust imbalance of two large solid-rocket motors (SRMs) firing in parallel. Previous analyses using the Monte Carlo technique were refined to permit evaluation of the effects of radial and circumferential propellant temperature gradients. Sample evaluations of the effect of the temperature gradients are presented. A separate theoretical investigation of the effect of strain rate on the burning rate of propellant indicates that the thermoelastic coupling may cause substantial variations in burning rate during highly transient operating conditions. The Monte Carlo approach was also modified to permit the effects on performance of variation in the characteristics between lots of propellants and other materials to be evaluated. This permits the variabilities for the total SRM population to be determined. A sample case shows, however, that the effect of these between-lot variations on thrust imbalances within pairs of SRMs is minor in compariosn to the effect of the within-lot variations. The revised Monte Carlo and design analysis computer programs along with instructions including format requirements for preparation of input data and illustrative examples are presented.

Consistent Adjoint Driven Importance Sampling using Space, Energy and Angle

DOE Office of Scientific and Technical Information (OSTI.GOV)

Peplow, Douglas E.; Mosher, Scott W; Evans, Thomas M

2012-08-01

For challenging radiation transport problems, hybrid methods combine the accuracy of Monte Carlo methods with the global information present in deterministic methods. One of the most successful hybrid methods is CADIS Consistent Adjoint Driven Importance Sampling. This method uses a deterministic adjoint solution to construct a biased source distribution and consistent weight windows to optimize a specific tally in a Monte Carlo calculation. The method has been implemented into transport codes using just the spatial and energy information from the deterministic adjoint and has been used in many applications to compute tallies with much higher figures-of-merit than analog calculations. CADISmore » also outperforms user-supplied importance values, which usually take long periods of user time to develop. This work extends CADIS to develop weight windows that are a function of the position, energy, and direction of the Monte Carlo particle. Two types of consistent source biasing are presented: one method that biases the source in space and energy while preserving the original directional distribution and one method that biases the source in space, energy, and direction. Seven simple example problems are presented which compare the use of the standard space/energy CADIS with the new space/energy/angle treatments.« less

Multilevel sequential Monte Carlo samplers

DOE PAGES

Beskos, Alexandros; Jasra, Ajay; Law, Kody; ...

2016-08-24

Here, we study the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods and leading to a discretisation bias, with the step-size level h L. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretisation levelsmore » $${\\infty}$$ >h 0>h 1 ...>h L. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence of probability distributions. A sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. In conclusion, it is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context.« less

Discrete Fractional Component Monte Carlo Simulation Study of Dilute Nonionic Surfactants at the Air-Water Interface.

PubMed

Yoo, Brian; Marin-Rimoldi, Eliseo; Mullen, Ryan Gotchy; Jusufi, Arben; Maginn, Edward J

2017-09-26

We present a newly developed Monte Carlo scheme to predict bulk surfactant concentrations and surface tensions at the air-water interface for various surfactant interfacial coverages. Since the concentration regimes of these systems of interest are typically very dilute (≪10 -5 mol. frac.), Monte Carlo simulations with the use of insertion/deletion moves can provide the ability to overcome finite system size limitations that often prohibit the use of modern molecular simulation techniques. In performing these simulations, we use the discrete fractional component Monte Carlo (DFCMC) method in the Gibbs ensemble framework, which allows us to separate the bulk and air-water interface into two separate boxes and efficiently swap tetraethylene glycol surfactants C 10 E 4 between boxes. Combining this move with preferential translations, volume biased insertions, and Wang-Landau biasing vastly enhances sampling and helps overcome the classical "insertion problem", often encountered in non-lattice Monte Carlo simulations. We demonstrate that this methodology is both consistent with the original molecular thermodynamic theory (MTT) of Blankschtein and co-workers, as well as their recently modified theory (MD/MTT), which incorporates the results of surfactant infinite dilution transfer free energies and surface tension calculations obtained from molecular dynamics simulations.

Free energy and phase equilibria for the restricted primitive model of ionic fluids from Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Orkoulas, Gerassimos; Panagiotopoulos, Athanassios Z.

1994-07-01

In this work, we investigate the liquid-vapor phase transition of the restricted primitive model of ionic fluids. We show that at the low temperatures where the phase transition occurs, the system cannot be studied by conventional molecular simulation methods because convergence to equilibrium is slow. To accelerate convergence, we propose cluster Monte Carlo moves capable of moving more than one particle at a time. We then address the issue of charged particle transfers in grand canonical and Gibbs ensemble Monte Carlo simulations, for which we propose a biased particle insertion/destruction scheme capable of sampling short interparticle distances. We compute the chemical potential for the restricted primitive model as a function of temperature and density from grand canonical Monte Carlo simulations and the phase envelope from Gibbs Monte Carlo simulations. Our calculated phase coexistence curve is in agreement with recent results of Caillol obtained on the four-dimensional hypersphere and our own earlier Gibbs ensemble simulations with single-ion transfers, with the exception of the critical temperature, which is lower in the current calculations. Our best estimates for the critical parameters are T*c=0.053, ρ*c=0.025. We conclude with possible future applications of the biased techniques developed here for phase equilibrium calculations for ionic fluids.

Applying Monte Carlo Simulation to Launch Vehicle Design and Requirements Analysis

NASA Technical Reports Server (NTRS)

Hanson, J. M.; Beard, B. B.

2010-01-01

This Technical Publication (TP) is meant to address a number of topics related to the application of Monte Carlo simulation to launch vehicle design and requirements analysis. Although the focus is on a launch vehicle application, the methods may be applied to other complex systems as well. The TP is organized so that all the important topics are covered in the main text, and detailed derivations are in the appendices. The TP first introduces Monte Carlo simulation and the major topics to be discussed, including discussion of the input distributions for Monte Carlo runs, testing the simulation, how many runs are necessary for verification of requirements, what to do if results are desired for events that happen only rarely, and postprocessing, including analyzing any failed runs, examples of useful output products, and statistical information for generating desired results from the output data. Topics in the appendices include some tables for requirements verification, derivation of the number of runs required and generation of output probabilistic data with consumer risk included, derivation of launch vehicle models to include possible variations of assembled vehicles, minimization of a consumable to achieve a two-dimensional statistical result, recontact probability during staging, ensuring duplicated Monte Carlo random variations, and importance sampling.

Depletion Calculations Based on Perturbations. Application to the Study of a Rep-Like Assembly at Beginning of Cycle with TRIPOLI-4®.

NASA Astrophysics Data System (ADS)

Dieudonne, Cyril; Dumonteil, Eric; Malvagi, Fausto; M'Backé Diop, Cheikh

2014-06-01

For several years, Monte Carlo burnup/depletion codes have appeared, which couple Monte Carlo codes to simulate the neutron transport to deterministic methods, which handle the medium depletion due to the neutron flux. Solving Boltzmann and Bateman equations in such a way allows to track fine 3-dimensional effects and to get rid of multi-group hypotheses done by deterministic solvers. The counterpart is the prohibitive calculation time due to the Monte Carlo solver called at each time step. In this paper we present a methodology to avoid the repetitive and time-expensive Monte Carlo simulations, and to replace them by perturbation calculations: indeed the different burnup steps may be seen as perturbations of the isotopic concentration of an initial Monte Carlo simulation. In a first time we will present this method, and provide details on the perturbative technique used, namely the correlated sampling. In a second time the implementation of this method in the TRIPOLI-4® code will be discussed, as well as the precise calculation scheme a meme to bring important speed-up of the depletion calculation. Finally, this technique will be used to calculate the depletion of a REP-like assembly, studied at beginning of its cycle. After having validated the method with a reference calculation we will show that it can speed-up by nearly an order of magnitude standard Monte-Carlo depletion codes.

Constraining the dark energy models with H (z ) data: An approach independent of H0

NASA Astrophysics Data System (ADS)

Anagnostopoulos, Fotios K.; Basilakos, Spyros

2018-03-01

We study the performance of the latest H (z ) data in constraining the cosmological parameters of different cosmological models, including that of Chevalier-Polarski-Linder w0w1 parametrization. First, we introduce a statistical procedure in which the chi-square estimator is not affected by the value of the Hubble constant. As a result, we find that the H (z ) data do not rule out the possibility of either nonflat models or dynamical dark energy cosmological models. However, we verify that the time varying equation-of-state parameter w (z ) is not constrained by the current expansion data. Combining the H (z ) and the Type Ia supernova data, we find that the H (z )/SNIa overall statistical analysis provides a substantial improvement of the cosmological constraints with respect to those of the H (z ) analysis. Moreover, the w0-w1 parameter space provided by the H (z )/SNIa joint analysis is in very good agreement with that of Planck 2015, which confirms that the present analysis with the H (z ) and supernova type Ia (SNIa) probes correctly reveals the expansion of the Universe as found by the team of Planck. Finally, we generate sets of Monte Carlo realizations in order to quantify the ability of the H (z ) data to provide strong constraints on the dark energy model parameters. The Monte Carlo approach shows significant improvement of the constraints, when increasing the sample to 100 H (z ) measurements. Such a goal can be achieved in the future, especially in the light of the next generation of surveys.

Fitting a three-parameter lognormal distribution with applications to hydrogeochemical data from the National Uranium Resource Evaluation Program

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kane, V.E.

1979-10-01

The standard maximum likelihood and moment estimation procedures are shown to have some undesirable characteristics for estimating the parameters in a three-parameter lognormal distribution. A class of goodness-of-fit estimators is found which provides a useful alternative to the standard methods. The class of goodness-of-fit tests considered include the Shapiro-Wilk and Shapiro-Francia tests which reduce to a weighted linear combination of the order statistics that can be maximized in estimation problems. The weighted-order statistic estimators are compared to the standard procedures in Monte Carlo simulations. Bias and robustness of the procedures are examined and example data sets analyzed including geochemical datamore » from the National Uranium Resource Evaluation Program.« less

A comparison of Monte-Carlo simulations using RESTRAX and McSTAS with experiment on IN14

NASA Astrophysics Data System (ADS)

Wildes, A. R.; S̆aroun, J.; Farhi, E.; Anderson, I.; Høghøj, P.; Brochier, A.

2000-03-01

Monte-Carlo simulations of a focusing supermirror guide after the monochromator on the IN14 cold neutron three-axis spectrometer, I.L.L. were carried out using the instrument simulation programs RESTRAX and McSTAS. The simulations were compared to experiment to check their accuracy. Comparisons of the flux ratios over both a 100 and a 1600 mm 2 area at the sample position compare well, and there is a very close agreement between simulation and experiment for the energy spread of the incident beam.

An operational GLS model for hydrologic regression

USGS Publications Warehouse

Tasker, Gary D.; Stedinger, J.R.

1989-01-01

Recent Monte Carlo studies have documented the value of generalized least squares (GLS) procedures to estimate empirical relationships between streamflow statistics and physiographic basin characteristics. This paper presents a number of extensions of the GLS method that deal with realities and complexities of regional hydrologic data sets that were not addressed in the simulation studies. These extensions include: (1) a more realistic model of the underlying model errors; (2) smoothed estimates of cross correlation of flows; (3) procedures for including historical flow data; (4) diagnostic statistics describing leverage and influence for GLS regression; and (5) the formulation of a mathematical program for evaluating future gaging activities. ?? 1989.

Comparison of different hydrological similarity measures to estimate flow quantiles

NASA Astrophysics Data System (ADS)

Rianna, M.; Ridolfi, E.; Napolitano, F.

2017-07-01

This paper aims to evaluate the influence of hydrological similarity measures on the definition of homogeneous regions. To this end, several attribute sets have been analyzed in the context of the Region of Influence (ROI) procedure. Several combinations of geomorphological, climatological, and geographical characteristics are also used to cluster potentially homogeneous regions. To verify the goodness of the resulting pooled sites, homogeneity tests arecarried out. Through a Monte Carlo simulation and a jack-knife procedure, flow quantiles areestimated for the regions effectively resulting as homogeneous. The analysis areperformed in both the so-called gauged and ungauged scenarios to analyze the effect of hydrological measures on flow quantiles estimation.

Probabilistic simulation of uncertainties in composite uniaxial strengths

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Stock, T. A.

1990-01-01

Probabilistic composite micromechanics methods are developed that simulate uncertainties in unidirectional fiber composite strengths. These methods are in the form of computational procedures using composite mechanics with Monte Carlo simulation. The variables for which uncertainties are accounted include constituent strengths and their respective scatter. A graphite/epoxy unidirectional composite (ply) is studied to illustrate the procedure and its effectiveness to formally estimate the probable scatter in the composite uniaxial strengths. The results show that ply longitudinal tensile and compressive, transverse compressive and intralaminar shear strengths are not sensitive to single fiber anomalies (breaks, intergacial disbonds, matrix microcracks); however, the ply transverse tensile strength is.

Replica exchange and expanded ensemble simulations as Gibbs sampling: simple improvements for enhanced mixing.

PubMed

Chodera, John D; Shirts, Michael R

2011-11-21

The widespread popularity of replica exchange and expanded ensemble algorithms for simulating complex molecular systems in chemistry and biophysics has generated much interest in discovering new ways to enhance the phase space mixing of these protocols in order to improve sampling of uncorrelated configurations. Here, we demonstrate how both of these classes of algorithms can be considered as special cases of Gibbs sampling within a Markov chain Monte Carlo framework. Gibbs sampling is a well-studied scheme in the field of statistical inference in which different random variables are alternately updated from conditional distributions. While the update of the conformational degrees of freedom by Metropolis Monte Carlo or molecular dynamics unavoidably generates correlated samples, we show how judicious updating of the thermodynamic state indices--corresponding to thermodynamic parameters such as temperature or alchemical coupling variables--can substantially increase mixing while still sampling from the desired distributions. We show how state update methods in common use can lead to suboptimal mixing, and present some simple, inexpensive alternatives that can increase mixing of the overall Markov chain, reducing simulation times necessary to obtain estimates of the desired precision. These improved schemes are demonstrated for several common applications, including an alchemical expanded ensemble simulation, parallel tempering, and multidimensional replica exchange umbrella sampling.

Finding Effective Models in Transition Metals using Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Williams, Kiel; Wagner, Lucas K.

There is a gap between high-accuracy ab-initio calculations, like those produced from Quantum Monte Carlo (QMC), and effective lattice models such as the Hubbard model. We have developed a method that combines data produced from QMC with fitting techniques taken from data science, allowing us to determine which degrees of freedom are required to connect ab-initio and model calculations. We test this approach for transition metal atoms, where spectroscopic reference data exists. We report on the accuracy of several derived effective models that include different degrees of freedom, and comment on the quality of the parameter values we obtain from our fitting procedure. We gratefully acknowledge funding from the National Science Foundation Graduate Research Fellowship Program under Grant Number DGE-1144245 (K.T.W.) and from SciDAC Grant DE-FG02-12ER46875 (L.K.W.).

Hit rates and radiation doses to nuclei of bone lining cells from alpha-particle-emitting radionuclides

NASA Technical Reports Server (NTRS)

Polig, E.; Jee, W. S.; Kruglikov, I. L.

1992-01-01

Factors relating the local concentration of a bone-seeking alpha-particle emitter to the mean hit rate have been determined for nuclei of bone lining cells using a Monte Carlo procedure. Cell nuclei were approximated by oblate spheroids with dimensions and location taken from a previous histomorphometric study. The Monte Carlo simulation is applicable for planar and diffuse labels at plane or cylindrical bone surfaces. Additionally, the mean nuclear dose per hit, the dose mean per hit, the mean track segment length and its second moment, the percentage of stoppers, and the frequency distribution of the dose have been determined. Some basic features of the hit statistics for bone lining cells have been outlined, and the consequences of existing standards of radiation protection with regard to the hit frequency to cell nuclei are discussed.

Monte Carlo Simulation Tool Installation and Operation Guide

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aguayo Navarrete, Estanislao; Ankney, Austin S.; Berguson, Timothy J.

2013-09-02

This document provides information on software and procedures for Monte Carlo simulations based on the Geant4 toolkit, the ROOT data analysis software and the CRY cosmic ray library. These tools have been chosen for its application to shield design and activation studies as part of the simulation task for the Majorana Collaboration. This document includes instructions for installation, operation and modification of the simulation code in a high cyber-security computing environment, such as the Pacific Northwest National Laboratory network. It is intended as a living document, and will be periodically updated. It is a starting point for information collection bymore » an experimenter, and is not the definitive source. Users should consult with one of the authors for guidance on how to find the most current information for their needs.« less

The problem of measurement model misspecification in behavioral and organizational research and some recommended solutions.

PubMed

MacKenzie, Scott B; Podsakoff, Philip M; Jarvis, Cheryl Burke

2005-07-01

The purpose of this study was to review the distinction between formative- and reflective-indicator measurement models, articulate a set of criteria for deciding whether measures are formative or reflective, illustrate some commonly researched constructs that have formative indicators, empirically test the effects of measurement model misspecification using a Monte Carlo simulation, and recommend new scale development procedures for latent constructs with formative indicators. Results of the Monte Carlo simulation indicated that measurement model misspecification can inflate unstandardized structural parameter estimates by as much as 400% or deflate them by as much as 80% and lead to Type I or Type II errors of inference, depending on whether the exogenous or the endogenous latent construct is misspecified. Implications of this research are discussed. Copyright 2005 APA, all rights reserved.

Review of Sample Size for Structural Equation Models in Second Language Testing and Learning Research: A Monte Carlo Approach

ERIC Educational Resources Information Center

In'nami, Yo; Koizumi, Rie

2013-01-01

The importance of sample size, although widely discussed in the literature on structural equation modeling (SEM), has not been widely recognized among applied SEM researchers. To narrow this gap, we focus on second language testing and learning studies and examine the following: (a) Is the sample size sufficient in terms of precision and power of…

The Hubble Space Telescope Medium Deep Survey Cluster Sample: Methodology and Data

NASA Astrophysics Data System (ADS)

Ostrander, E. J.; Nichol, R. C.; Ratnatunga, K. U.; Griffiths, R. E.

1998-12-01

We present a new, objectively selected, sample of galaxy overdensities detected in the Hubble Space Telescope Medium Deep Survey (MDS). These clusters/groups were found using an automated procedure that involved searching for statistically significant galaxy overdensities. The contrast of the clusters against the field galaxy population is increased when morphological data are used to search around bulge-dominated galaxies. In total, we present 92 overdensities above a probability threshold of 99.5%. We show, via extensive Monte Carlo simulations, that at least 60% of these overdensities are likely to be real clusters and groups and not random line-of-sight superpositions of galaxies. For each overdensity in the MDS cluster sample, we provide a richness and the average of the bulge-to-total ratio of galaxies within each system. This MDS cluster sample potentially contains some of the most distant clusters/groups ever detected, with about 25% of the overdensities having estimated redshifts z > ~0.9. We have made this sample publicly available to facilitate spectroscopic confirmation of these clusters and help more detailed studies of cluster and galaxy evolution. We also report the serendipitous discovery of a new cluster close on the sky to the rich optical cluster Cl l0016+16 at z = 0.546. This new overdensity, HST 001831+16208, may be coincident with both an X-ray source and a radio source. HST 001831+16208 is the third cluster/group discovered near to Cl 0016+16 and appears to strengthen the claims of Connolly et al. of superclustering at high redshift.

Levofloxacin Penetration into Epithelial Lining Fluid as Determined by Population Pharmacokinetic Modeling and Monte Carlo Simulation

PubMed Central

Drusano, G. L.; Preston, S. L.; Gotfried, M. H.; Danziger, L. H.; Rodvold, K. A.

2002-01-01

Levofloxacin was administered orally to steady state to volunteers randomly in doses of 500 and 750 mg. Plasma and epithelial lining fluid (ELF) samples were obtained at 4, 12, and 24 h after the final dose. All data were comodeled in a population pharmacokinetic analysis employing BigNPEM. Penetration was evaluated from the population mean parameter vector values and from the results of a 1,000-subject Monte Carlo simulation. Evaluation from the population mean values demonstrated a penetration ratio (ELF/plasma) of 1.16. The Monte Carlo simulation provided a measure of dispersion, demonstrating a mean ratio of 3.18, with a median of 1.43 and a 95% confidence interval of 0.14 to 19.1. Population analysis with Monte Carlo simulation provides the best and least-biased estimate of penetration. It also demonstrates clearly that we can expect differences in penetration between patients. This analysis did not deal with inflammation, as it was performed in volunteers. The influence of lung pathology on penetration needs to be examined. PMID:11796385

Accelerating Monte Carlo simulations of photon transport in a voxelized geometry using a massively parallel graphics processing unit.

PubMed

Badal, Andreu; Badano, Aldo

2009-11-01

It is a known fact that Monte Carlo simulations of radiation transport are computationally intensive and may require long computing times. The authors introduce a new paradigm for the acceleration of Monte Carlo simulations: The use of a graphics processing unit (GPU) as the main computing device instead of a central processing unit (CPU). A GPU-based Monte Carlo code that simulates photon transport in a voxelized geometry with the accurate physics models from PENELOPE has been developed using the CUDATM programming model (NVIDIA Corporation, Santa Clara, CA). An outline of the new code and a sample x-ray imaging simulation with an anthropomorphic phantom are presented. A remarkable 27-fold speed up factor was obtained using a GPU compared to a single core CPU. The reported results show that GPUs are currently a good alternative to CPUs for the simulation of radiation transport. Since the performance of GPUs is currently increasing at a faster pace than that of CPUs, the advantages of GPU-based software are likely to be more pronounced in the future.

Calculation of absorbed fractions to human skeletal tissues due to alpha particles using the Monte Carlo and 3-D chord-based transport techniques.

PubMed

Hunt, J G; Watchman, C J; Bolch, W E

2007-01-01

Absorbed fraction (AF) calculations to the human skeletal tissues due to alpha particles are of interest to the internal dosimetry of occupationally exposed workers and members of the public. The transport of alpha particles through the skeletal tissue is complicated by the detailed and complex microscopic histology of the skeleton. In this study, both Monte Carlo and chord-based techniques were applied to the transport of alpha particles through 3-D microCT images of the skeletal microstructure of trabecular spongiosa. The Monte Carlo program used was 'Visual Monte Carlo--VMC'. VMC simulates the emission of the alpha particles and their subsequent energy deposition track. The second method applied to alpha transport is the chord-based technique, which randomly generates chord lengths across bone trabeculae and the marrow cavities via alternate and uniform sampling of their cumulative density functions. This paper compares the AF of energy to two radiosensitive skeletal tissues, active marrow and shallow active marrow, obtained with these two techniques.

Dielectric response of periodic systems from quantum Monte Carlo calculations.

PubMed

Umari, P; Willamson, A J; Galli, Giulia; Marzari, Nicola

2005-11-11

We present a novel approach that allows us to calculate the dielectric response of periodic systems in the quantum Monte Carlo formalism. We employ a many-body generalization for the electric-enthalpy functional, where the coupling with the field is expressed via the Berry-phase formulation for the macroscopic polarization. A self-consistent local Hamiltonian then determines the ground-state wave function, allowing for accurate diffusion quantum Monte Carlo calculations where the polarization's fixed point is estimated from the average on an iterative sequence, sampled via forward walking. This approach has been validated for the case of an isolated hydrogen atom and then applied to a periodic system, to calculate the dielectric susceptibility of molecular-hydrogen chains. The results found are in excellent agreement with the best estimates obtained from the extrapolation of quantum-chemistry calculations.

Sign problem and Monte Carlo calculations beyond Lefschetz thimbles

DOE PAGES

Alexandru, Andrei; Basar, Gokce; Bedaque, Paulo F.; ...

2016-05-10

We point out that Monte Carlo simulations of theories with severe sign problems can be profitably performed over manifolds in complex space different from the one with fixed imaginary part of the action (“Lefschetz thimble”). We describe a family of such manifolds that interpolate between the tangent space at one critical point (where the sign problem is milder compared to the real plane but in some cases still severe) and the union of relevant thimbles (where the sign problem is mild but a multimodal distribution function complicates the Monte Carlo sampling). As a result, we exemplify this approach using amore » simple 0+1 dimensional fermion model previously used on sign problem studies and show that it can solve the model for some parameter values where a solution using Lefschetz thimbles was elusive.« less

Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

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.

Large-cell Monte Carlo renormalization of irreversible growth processes

NASA Technical Reports Server (NTRS)

Nakanishi, H.; Family, F.

1985-01-01

Monte Carlo sampling is applied to a recently formulated direct-cell renormalization method for irreversible, disorderly growth processes. Large-cell Monte Carlo renormalization is carried out for various nonequilibrium problems based on the formulation dealing with relative probabilities. Specifically, the method is demonstrated by application to the 'true' self-avoiding walk and the Eden model of growing animals for d = 2, 3, and 4 and to the invasion percolation problem for d = 2 and 3. The results are asymptotically in agreement with expectations; however, unexpected complications arise, suggesting the possibility of crossovers, and in any case, demonstrating the danger of using small cells alone, because of the very slow convergence as the cell size b is extrapolated to infinity. The difficulty of applying the present method to the diffusion-limited-aggregation model, is commented on.

Monte Carlo modeling of time-resolved fluorescence for depth-selective interrogation of layered tissue.

PubMed

Pfefer, T Joshua; Wang, Quanzeng; Drezek, Rebekah A

2011-11-01

Computational approaches for simulation of light-tissue interactions have provided extensive insight into biophotonic procedures for diagnosis and therapy. However, few studies have addressed simulation of time-resolved fluorescence (TRF) in tissue and none have combined Monte Carlo simulations with standard TRF processing algorithms to elucidate approaches for cancer detection in layered biological tissue. In this study, we investigate how illumination-collection parameters (e.g., collection angle and source-detector separation) influence the ability to measure fluorophore lifetime and tissue layer thickness. Decay curves are simulated with a Monte Carlo TRF light propagation model. Multi-exponential iterative deconvolution is used to determine lifetimes and fractional signal contributions. The ability to detect changes in mucosal thickness is optimized by probes that selectively interrogate regions superficial to the mucosal-submucosal boundary. Optimal accuracy in simultaneous determination of lifetimes in both layers is achieved when each layer contributes 40-60% of the signal. These results indicate that depth-selective approaches to TRF have the potential to enhance disease detection in layered biological tissue and that modeling can play an important role in probe design optimization. Published by Elsevier Ireland Ltd.

Monte Carlo simulation of β γ coincidence system using plastic scintillators in 4π geometry

NASA Astrophysics Data System (ADS)

Dias, M. S.; Piuvezam-Filho, H.; Baccarelli, A. M.; Takeda, M. N.; Koskinas, M. F.

2007-09-01

A modified version of a Monte Carlo code called Esquema, developed at the Nuclear Metrology Laboratory in IPEN, São Paulo, Brazil, has been applied for simulating a 4 πβ(PS)-γ coincidence system designed for primary radionuclide standardisation. This system consists of a plastic scintillator in 4 π geometry, for alpha or electron detection, coupled to a NaI(Tl) counter for gamma-ray detection. The response curves for monoenergetic electrons and photons have been calculated previously by Penelope code and applied as input data to code Esquema. The latter code simulates all the disintegration processes, from the precursor nucleus to the ground state of the daughter radionuclide. As a result, the curve between the observed disintegration rate as a function of the beta efficiency parameter can be simulated. A least-squares fit between the experimental activity values and the Monte Carlo calculation provided the actual radioactive source activity, without need of conventional extrapolation procedures. Application of this methodology to 60Co and 133Ba radioactive sources is presented and showed results in good agreement with a conventional proportional counter 4 πβ(PC)-γ coincidence system.

Bootstrap Estimation of Sample Statistic Bias in Structural Equation Modeling.

ERIC Educational Resources Information Center

Thompson, Bruce; Fan, Xitao

This study empirically investigated bootstrap bias estimation in the area of structural equation modeling (SEM). Three correctly specified SEM models were used under four different sample size conditions. Monte Carlo experiments were carried out to generate the criteria against which bootstrap bias estimation should be judged. For SEM fit indices,…

The Impact of Sample Size and Other Factors When Estimating Multilevel Logistic Models

ERIC Educational Resources Information Center

Schoeneberger, Jason A.

2016-01-01

The design of research studies utilizing binary multilevel models must necessarily incorporate knowledge of multiple factors, including estimation method, variance component size, or number of predictors, in addition to sample sizes. This Monte Carlo study examined the performance of random effect binary outcome multilevel models under varying…

Decomposition of Some Well-Known Variance Reduction Techniques. Revision.

DTIC Science & Technology

1985-05-01

34use a family of transformatlom to convert given samples into samples conditioned on a given characteristic (p. 04)." Dub and Horowitz (1979), Granovsky ...34Antithetic Varlates Revisited," Commun. ACM 26, 11, 064-971. Granovsky , B.L. (1981), "Optimal Formulae of the Conditional Monte Carlo," SIAM J. Alg

Can the prevalence of high blood drug concentrations in a population be estimated by analysing oral fluid? A study of tetrahydrocannabinol and amphetamine.

PubMed

Gjerde, Hallvard; Verstraete, Alain

2010-02-25

To study several methods for estimating the prevalence of high blood concentrations of tetrahydrocannabinol and amphetamine in a population of drug users by analysing oral fluid (saliva). Five methods were compared, including simple calculation procedures dividing the drug concentrations in oral fluid by average or median oral fluid/blood (OF/B) drug concentration ratios or linear regression coefficients, and more complex Monte Carlo simulations. Populations of 311 cannabis users and 197 amphetamine users from the Rosita-2 Project were studied. The results of a feasibility study suggested that the Monte Carlo simulations might give better accuracies than simple calculations if good data on OF/B ratios is available. If using only 20 randomly selected OF/B ratios, a Monte Carlo simulation gave the best accuracy but not the best precision. Dividing by the OF/B regression coefficient gave acceptable accuracy and precision, and was therefore the best method. None of the methods gave acceptable accuracy if the prevalence of high blood drug concentrations was less than 15%. Dividing the drug concentration in oral fluid by the OF/B regression coefficient gave an acceptable estimation of high blood drug concentrations in a population, and may therefore give valuable additional information on possible drug impairment, e.g. in roadside surveys of drugs and driving. If good data on the distribution of OF/B ratios are available, a Monte Carlo simulation may give better accuracy. 2009 Elsevier Ireland Ltd. All rights reserved.

Efficient Geometry and Data Handling for Large-Scale Monte Carlo - Thermal-Hydraulics Coupling

NASA Astrophysics Data System (ADS)

Hoogenboom, J. Eduard

2014-06-01

Detailed coupling of thermal-hydraulics calculations to Monte Carlo reactor criticality calculations requires each axial layer of each fuel pin to be defined separately in the input to the Monte Carlo code in order to assign to each volume the temperature according to the result of the TH calculation, and if the volume contains coolant, also the density of the coolant. This leads to huge input files for even small systems. In this paper a methodology for dynamical assignment of temperatures with respect to cross section data is demonstrated to overcome this problem. The method is implemented in MCNP5. The method is verified for an infinite lattice with 3x3 BWR-type fuel pins with fuel, cladding and moderator/coolant explicitly modeled. For each pin 60 axial zones are considered with different temperatures and coolant densities. The results of the axial power distribution per fuel pin are compared to a standard MCNP5 run in which all 9x60 cells for fuel, cladding and coolant are explicitly defined and their respective temperatures determined from the TH calculation. Full agreement is obtained. For large-scale application the method is demonstrated for an infinite lattice with 17x17 PWR-type fuel assemblies with 25 rods replaced by guide tubes. Again all geometrical detailed is retained. The method was used in a procedure for coupled Monte Carlo and thermal-hydraulics iterations. Using an optimised iteration technique, convergence was obtained in 11 iteration steps.

Simulating variable source problems via post processing of individual particle tallies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bleuel, D.L.; Donahue, R.J.; Ludewigt, B.A.

2000-10-20

Monte Carlo is an extremely powerful method of simulating complex, three dimensional environments without excessive problem simplification. However, it is often time consuming to simulate models in which the source can be highly varied. Similarly difficult are optimization studies involving sources in which many input parameters are variable, such as particle energy, angle, and spatial distribution. Such studies are often approached using brute force methods or intelligent guesswork. One field in which these problems are often encountered is accelerator-driven Boron Neutron Capture Therapy (BNCT) for the treatment of cancers. Solving the reverse problem of determining the best neutron source formore » optimal BNCT treatment can be accomplished by separating the time-consuming particle-tracking process of a full Monte Carlo simulation from the calculation of the source weighting factors which is typically performed at the beginning of a Monte Carlo simulation. By post-processing these weighting factors on a recorded file of individual particle tally information, the effect of changing source variables can be realized in a matter of seconds, instead of requiring hours or days for additional complete simulations. By intelligent source biasing, any number of different source distributions can be calculated quickly from a single Monte Carlo simulation. The source description can be treated as variable and the effect of changing multiple interdependent source variables on the problem's solution can be determined. Though the focus of this study is on BNCT applications, this procedure may be applicable to any problem that involves a variable source.« less

A fingerprinting mixing model approach to generate uniformly representative solutions for distributed contributions of sediment sources in a Pyrenean drainage basin

NASA Astrophysics Data System (ADS)

Palazón, Leticia; Gaspar, Leticia; Latorre, Borja; Blake, Will; Navas, Ana

2014-05-01

Spanish Pyrenean reservoirs are under pressure from high sediment yields in contributing catchments. Sediment fingerprinting approaches offer potential to quantify the contribution of different sediment sources, evaluate catchment erosion dynamics and develop management plans to tackle the reservoir siltation problems. The drainage basin of the Barasona reservoir (1509 km2), located in the Central Spanish Pyrenees, is an alpine-prealpine agroforest basin supplying sediments to the reservoir at an annual rate of around 350 t km-2 with implications for reservoir longevity. The climate is mountain type, wet and cold, with both Atlantic and Mediterranean influences. Steep slopes and the presence of deep and narrow gorges favour rapid runoff and large floods. The ability of geochemical fingerprint properties to discriminate between the sediment sources was investigated by conducting the nonparametric Kruskal-Wallis H-test and a stepwise discriminant function analysis (minimization of Wilk's lambda). This standard procedure selects potential fingerprinting properties as optimum composite fingerprint to characterize and discriminate between sediment sources to the reservoir. Then the contribution of each potential sediment source was assessed by applying a Monte Carlo mixing model to obtain source proportions for the Barasona reservoir sediment samples. The Monte Carlo mixing model was written in C programming language and designed to deliver a user-defined number possible solutions. A Combinatorial Principals method was used to identify the most probable solution with associated uncertainty based on source variability. The unique solution for each sample was characterized by the mean value and the standard deviation of the generated solutions and the lower goodness of fit value applied. This method is argued to guarantee a similar set of representative solutions in all unmixing cases based on likelihood of occurrence. Soil samples for the different potential sediment sources of the drainage basin were compared with samples from the reservoir using a range of different fingerprinting properties (i.e. mass activities of environmental radionuclides, elemental composition and magnetic susceptibility) analyzed in the < 63 μm sediment fraction. In this case, the 100 best results from 106 generated iterations were selected obtaining a goodness of fit higher than 0.76. The preliminary results using this new data processing methodology for samples collected in the reservoir allowed us to identify cultivated fields and badlands as main potential sources of sediments to the reservoir. These findings support the appropriate use of the fingerprinting methodology in a Spanish Pyrenees basin, which will enable us to better understand the basin sediment production of the Barasona reservoir.

Sample size adjustments for varying cluster sizes in cluster randomized trials with binary outcomes analyzed with second-order PQL mixed logistic regression.

PubMed

Candel, Math J J M; Van Breukelen, Gerard J P

2010-06-30

Adjustments of sample size formulas are given for varying cluster sizes in cluster randomized trials with a binary outcome when testing the treatment effect with mixed effects logistic regression using second-order penalized quasi-likelihood estimation (PQL). Starting from first-order marginal quasi-likelihood (MQL) estimation of the treatment effect, the asymptotic relative efficiency of unequal versus equal cluster sizes is derived. A Monte Carlo simulation study shows this asymptotic relative efficiency to be rather accurate for realistic sample sizes, when employing second-order PQL. An approximate, simpler formula is presented to estimate the efficiency loss due to varying cluster sizes when planning a trial. In many cases sampling 14 per cent more clusters is sufficient to repair the efficiency loss due to varying cluster sizes. Since current closed-form formulas for sample size calculation are based on first-order MQL, planning a trial also requires a conversion factor to obtain the variance of the second-order PQL estimator. In a second Monte Carlo study, this conversion factor turned out to be 1.25 at most. (c) 2010 John Wiley & Sons, Ltd.

MontePython 3: Parameter inference code for cosmology

NASA Astrophysics Data System (ADS)

Brinckmann, Thejs; Lesgourgues, Julien; Audren, Benjamin; Benabed, Karim; Prunet, Simon

2018-05-01

MontePython 3 provides numerous ways to explore parameter space using Monte Carlo Markov Chain (MCMC) sampling, including Metropolis-Hastings, Nested Sampling, Cosmo Hammer, and a Fisher sampling method. This improved version of the Monte Python (ascl:1307.002) parameter inference code for cosmology offers new ingredients that improve the performance of Metropolis-Hastings sampling, speeding up convergence and offering significant time improvement in difficult runs. Additional likelihoods and plotting options are available, as are post-processing algorithms such as Importance Sampling and Adding Derived Parameter.

Faunistic patterns of leaf beetles (Coleoptera, Chrysomelidae) within elevational and temporal gradients in Sierra de San Carlos, Mexico

PubMed Central

Sánchez-Reyes, Uriel Jeshua; Niño-Maldonado, Santiago; Barrientos-Lozano, Ludivina; Clark, Shawn M.; Jones, Robert W.

2016-01-01

Abstract The study of biodiversity of Chrysomelidae in Mexico and its variation within ecological gradients has increased recently, although important areas in the country remain to be explored. We conducted a faunistic inventory and analyzed the elevational and temporal variation of leaf beetle communities in the Sierra de San Carlos, in the state of Tamaulipas, in northeastern Mexico. This is an area with high to extreme priority for conservation, and due to its insular geographical position and to the vegetational communities present, it must be considered as a sky island. We selected seven sample sites distributed in different elevations within three localities, and comprising different vegetational communities. At each site, we randomly delimited 12 sample plots of 400 m2 where sampling was conducted by entomological sweep netting and collecting directly by hand. Sampling was conducted monthly at each plot, for a total of 1,008 samples between February 2013 and January 2014. By the end of the study, we had obtained a total of 3,081 specimens belonging to six subfamilies, 65 genera, and 113 species, with Trichaltica scabricula (Crotch, 1873) being recorded for first time in Mexico. Species richness was less than the values observed at other studies conducted in the same region, which is attributed to differences in the number of plant species and to the insular location of Sierra de San Carlos; however, the higher diversity values suggest a higher quality of natural resources and vegetational communities. No consistent pattern of leaf beetle communities was correlated with elevation, although higher values of species richness and diversity were obtained at the highest elevation site. The seasonal gradient showed that the rainy season is most favorable for leaf beetle communities. We found that species composition was different between sites and months, and also that there exists a significant association between the abundance obtained at each site and particular months. These results highlight the importance of different microhabitats for species distribution, and suggest that each species of Chrysomelidae has a differential response to environmental factors that vary within the elevational gradient and according to seasons. Also, we confirm and emphasize the important status of Sierra de San Carlos as a key natural area for biological conservation. PMID:27594798

Extreme Magnitude Earthquakes and their Economical Consequences

NASA Astrophysics Data System (ADS)

Chavez, M.; Cabrera, E.; Ashworth, M.; Perea, N.; Emerson, D.; Salazar, A.; Moulinec, C.

2011-12-01

The frequency of occurrence of extreme magnitude earthquakes varies from tens to thousands of years, depending on the considered seismotectonic region of the world. However, the human and economic losses when their hypocenters are located in the neighborhood of heavily populated and/or industrialized regions, can be very large, as recently observed for the 1985 Mw 8.01 Michoacan, Mexico and the 2011 Mw 9 Tohoku, Japan, earthquakes. Herewith, a methodology is proposed in order to estimate the probability of exceedance of: the intensities of extreme magnitude earthquakes, PEI and of their direct economical consequences PEDEC. The PEI are obtained by using supercomputing facilities to generate samples of the 3D propagation of extreme earthquake plausible scenarios, and enlarge those samples by Monte Carlo simulation. The PEDEC are computed by using appropriate vulnerability functions combined with the scenario intensity samples, and Monte Carlo simulation. An example of the application of the methodology due to the potential occurrence of extreme Mw 8.5 subduction earthquakes on Mexico City is presented.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jakeman, John D.; Narayan, Akil; Zhou, Tao

We propose an algorithm for recovering sparse orthogonal polynomial expansions via collocation. A standard sampling approach for recovering sparse polynomials uses Monte Carlo sampling, from the density of orthogonality, which results in poor function recovery when the polynomial degree is high. Our proposed approach aims to mitigate this limitation by sampling with respect to the weighted equilibrium measure of the parametric domain and subsequently solves a preconditionedmore » $$\\ell^1$$-minimization problem, where the weights of the diagonal preconditioning matrix are given by evaluations of the Christoffel function. Our algorithm can be applied to a wide class of orthogonal polynomial families on bounded and unbounded domains, including all classical families. We present theoretical analysis to motivate the algorithm and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest. In conclusion, numerical examples are also provided to demonstrate that our proposed algorithm leads to comparable or improved accuracy even when compared with Legendre- and Hermite-specific algorithms.« less

Deriving photometric redshifts using fuzzy archetypes and self-organizing maps - I. Methodology

NASA Astrophysics Data System (ADS)

Speagle, Joshua S.; Eisenstein, Daniel J.

2017-07-01

We propose a method to substantially increase the flexibility and power of template fitting-based photometric redshifts by transforming a large number of galaxy spectral templates into a corresponding collection of 'fuzzy archetypes' using a suitable set of perturbative priors designed to account for empirical variation in dust attenuation and emission-line strengths. To bypass widely separated degeneracies in parameter space (e.g. the redshift-reddening degeneracy), we train self-organizing maps (SOMs) on large 'model catalogues' generated from Monte Carlo sampling of our fuzzy archetypes to cluster the predicted observables in a topologically smooth fashion. Subsequent sampling over the SOM then allows full reconstruction of the relevant probability distribution functions (PDFs). This combined approach enables the multimodal exploration of known variation among galaxy spectral energy distributions with minimal modelling assumptions. We demonstrate the power of this approach to recover full redshift PDFs using discrete Markov chain Monte Carlo sampling methods combined with SOMs constructed from Large Synoptic Survey Telescope ugrizY and Euclid YJH mock photometry.

Dynamical traps in Wang-Landau sampling of continuous systems: Mechanism and solution

NASA Astrophysics Data System (ADS)

Koh, Yang Wei; Sim, Adelene Y. L.; Lee, Hwee Kuan

2015-08-01

We study the mechanism behind dynamical trappings experienced during Wang-Landau sampling of continuous systems reported by several authors. Trapping is caused by the random walker coming close to a local energy extremum, although the mechanism is different from that of the critical slowing-down encountered in conventional molecular dynamics or Monte Carlo simulations. When trapped, the random walker misses the entire or even several stages of Wang-Landau modification factor reduction, leading to inadequate sampling of the configuration space and a rough density of states, even though the modification factor has been reduced to very small values. Trapping is dependent on specific systems, the choice of energy bins, and the Monte Carlo step size, making it highly unpredictable. A general, simple, and effective solution is proposed where the configurations of multiple parallel Wang-Landau trajectories are interswapped to prevent trapping. We also explain why swapping frees the random walker from such traps. The efficacy of the proposed algorithm is demonstrated.

Approach for validating actinide and fission product compositions for burnup credit criticality safety analyses

DOE PAGES

Radulescu, Georgeta; Gauld, Ian C.; Ilas, Germina; ...

2014-11-01

This paper describes a depletion code validation approach for criticality safety analysis using burnup credit for actinide and fission product nuclides in spent nuclear fuel (SNF) compositions. The technical basis for determining the uncertainties in the calculated nuclide concentrations is comparison of calculations to available measurements obtained from destructive radiochemical assay of SNF samples. Probability distributions developed for the uncertainties in the calculated nuclide concentrations were applied to the SNF compositions of a criticality safety analysis model by the use of a Monte Carlo uncertainty sampling method to determine bias and bias uncertainty in effective neutron multiplication factor. Application ofmore » the Monte Carlo uncertainty sampling approach is demonstrated for representative criticality safety analysis models of pressurized water reactor spent fuel pool storage racks and transportation packages using burnup-dependent nuclide concentrations calculated with SCALE 6.1 and the ENDF/B-VII nuclear data. Furthermore, the validation approach and results support a recent revision of the U.S. Nuclear Regulatory Commission Interim Staff Guidance 8.« less

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

NASA Astrophysics Data System (ADS)

Jennings, E.; Madigan, M.

2017-04-01

Given the complexity of modern cosmological parameter inference where we are faced with non-Gaussian data and noise, correlated systematics and multi-probe correlated datasets,the Approximate Bayesian Computation (ABC) method is a promising alternative to traditional Markov Chain Monte Carlo approaches in the case where the Likelihood is intractable or unknown. The ABC method is called "Likelihood free" as it avoids explicit evaluation of the Likelihood by using a forward model simulation of the data which can include systematics. We introduce astroABC, an open source ABC Sequential Monte Carlo (SMC) sampler for parameter estimation. A key challenge in astrophysics is the efficient use of large multi-probe datasets to constrain high dimensional, possibly correlated parameter spaces. With this in mind astroABC allows for massive parallelization using MPI, a framework that handles spawning of processes across multiple nodes. A key new feature of astroABC is the ability to create MPI groups with different communicators, one for the sampler and several others for the forward model simulation, which speeds up sampling time considerably. For smaller jobs the Python multiprocessing option is also available. Other key features of this new sampler include: a Sequential Monte Carlo sampler; a method for iteratively adapting tolerance levels; local covariance estimate using scikit-learn's KDTree; modules for specifying optimal covariance matrix for a component-wise or multivariate normal perturbation kernel and a weighted covariance metric; restart files output frequently so an interrupted sampling run can be resumed at any iteration; output and restart files are backed up at every iteration; user defined distance metric and simulation methods; a module for specifying heterogeneous parameter priors including non-standard prior PDFs; a module for specifying a constant, linear, log or exponential tolerance level; well-documented examples and sample scripts. This code is hosted online at https://github.com/EliseJ/astroABC.

SU-G-TeP3-14: Three-Dimensional Cluster Model in Inhomogeneous Dose Distribution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wei, J; Penagaricano, J; Narayanasamy, G

2016-06-15

Purpose: We aim to investigate 3D cluster formation in inhomogeneous dose distribution to search for new models predicting radiation tissue damage and further leading to new optimization paradigm for radiotherapy planning. Methods: The aggregation of higher dose in the organ at risk (OAR) than a preset threshold was chosen as the cluster whose connectivity dictates the cluster structure. Upon the selection of the dose threshold, the fractional density defined as the fraction of voxels in the organ eligible to be part of the cluster was determined according to the dose volume histogram (DVH). A Monte Carlo method was implemented tomore » establish a case pertinent to the corresponding DVH. Ones and zeros were randomly assigned to each OAR voxel with the sampling probability equal to the fractional density. Ten thousand samples were randomly generated to ensure a sufficient number of cluster sets. A recursive cluster searching algorithm was developed to analyze the cluster with various connectivity choices like 1-, 2-, and 3-connectivity. The mean size of the largest cluster (MSLC) from the Monte Carlo samples was taken to be a function of the fractional density. Various OARs from clinical plans were included in the study. Results: Intensive Monte Carlo study demonstrates the inverse relationship between the MSLC and the cluster connectivity as anticipated and the cluster size does not change with fractional density linearly regardless of the connectivity types. An initially-slow-increase to exponential growth transition of the MSLC from low to high density was observed. The cluster sizes were found to vary within a large range and are relatively independent of the OARs. Conclusion: The Monte Carlo study revealed that the cluster size could serve as a suitable index of the tissue damage (percolation cluster) and the clinical outcome of the same DVH might be potentially different.« less

PyMC: Bayesian Stochastic Modelling in Python

PubMed Central

Patil, Anand; Huard, David; Fonnesbeck, Christopher J.

2010-01-01

This user guide describes a Python package, PyMC, that allows users to efficiently code a probabilistic model and draw samples from its posterior distribution using Markov chain Monte Carlo techniques. PMID:21603108

Management systems research study

NASA Technical Reports Server (NTRS)

Bruno, A. V.

1975-01-01

The development of a Monte Carlo simulation of procurement activities at the NASA Ames Research Center is described. Data cover: simulation of the procurement cycle, construction of a performance evaluation model, examination of employee development, procedures and review of evaluation criteria for divisional and individual performance evaluation. Determination of the influences and apparent impact of contract type and structure and development of a management control system for planning and controlling manpower requirements.

Tests of Fit for Asymmetric Laplace Distributions with Applications on Financial Data

NASA Astrophysics Data System (ADS)

Fragiadakis, Kostas; Meintanis, Simos G.

2008-11-01

New goodness-of-fit tests for the family of asymmetric Laplace distributions are constructed. The proposed tests are based on a weighted integral incorporating the empirical characteristic function of suitably standardized data, and can be written in a closed form appropriate for computer implementation. Monte Carlo results show that the new procedure are competitive with classical goodness-of-fit methods. Applications with financial data are also included.

Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions

DOE PAGES

Del Moral, Pierre; Jasra, Ajay; Law, Kody J. H.

2017-01-09

We consider the multilevel sequential Monte Carlo (MLSMC) method of Beskos et al. (Stoch. Proc. Appl. [to appear]). This technique is designed to approximate expectations w.r.t. probability laws associated to a discretization. For instance, in the context of inverse problems, where one discretizes the solution of a partial differential equation. The MLSMC approach is especially useful when independent, coupled sampling is not possible. Beskos et al. show that for MLSMC the computational effort to achieve a given error, can be less than independent sampling. In this article we significantly weaken the assumptions of Beskos et al., extending the proofs tomore » non-compact state-spaces. The assumptions are based upon multiplicative drift conditions as in Kontoyiannis and Meyn (Electron. J. Probab. 10 [2005]: 61–123). The assumptions are verified for an example.« less

Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Del Moral, Pierre; Jasra, Ajay; Law, Kody J. H.

We consider the multilevel sequential Monte Carlo (MLSMC) method of Beskos et al. (Stoch. Proc. Appl. [to appear]). This technique is designed to approximate expectations w.r.t. probability laws associated to a discretization. For instance, in the context of inverse problems, where one discretizes the solution of a partial differential equation. The MLSMC approach is especially useful when independent, coupled sampling is not possible. Beskos et al. show that for MLSMC the computational effort to achieve a given error, can be less than independent sampling. In this article we significantly weaken the assumptions of Beskos et al., extending the proofs tomore » non-compact state-spaces. The assumptions are based upon multiplicative drift conditions as in Kontoyiannis and Meyn (Electron. J. Probab. 10 [2005]: 61–123). The assumptions are verified for an example.« less

Assessing the impact of copy number variants on miRNA genes in autism by Monte Carlo simulation.

PubMed

Marrale, Maurizio; Albanese, Nadia Ninfa; Calì, Francesco; Romano, Valentino

2014-01-01

Autism Spectrum Disorders (ASDs) are childhood neurodevelopmental disorders with complex genetic origins. Previous studies have investigated the role of de novo Copy Number Variants (CNVs) and microRNAs as important but distinct etiological factors in ASD. We developed a novel computational procedure to assess the potential pathogenic role of microRNA genes overlapping de novo CNVs in ASD patients. Here we show that for chromosomes # 1, 2 and 22 the actual number of miRNA loci affected by de novo CNVs in patients was found significantly higher than that estimated by Monte Carlo simulation of random CNV events. Out of 24 miRNA genes over-represented in CNVs from these three chromosomes only hsa-mir-4436b-1 and hsa-mir-4436b-2 have not been detected in CNVs from non-autistic subjects as reported in the Database of Genomic Variants. Altogether the results reported in this study represent a first step towards a full understanding of how a dysregulated expression of the 24 miRNAs genes affect neurodevelopment in autism. We also propose that the procedure used in this study can be effectively applied to CNVs/miRNA genes association data in other genomic disorders beyond autism.

Progress towards an effective model for FeSe from high-accuracy first-principles quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Busemeyer, Brian; Wagner, Lucas K.

While the origin of superconductivity in the iron-based materials is still controversial, the proximity of the superconductivity to magnetic order is suggestive that magnetism may be important. Our previous work has suggested that first-principles Diffusion Monte Carlo (FN-DMC) can capture magnetic properties of iron-based superconductors that density functional theory (DFT) misses, but which are consistent with experiment. We report on the progress of efforts to find simple effective models consistent with the FN-DMC description of the low-lying Hilbert space of the iron-based superconductor, FeSe. We utilize a procedure outlined by Changlani et al.[1], which both produces parameter values and indications of whether the model is a good description of the first-principles Hamiltonian. Using this procedure, we evaluate several models of the magnetic part of the Hilbert space found in the literature, as well as the Hubbard model, and a spin-fermion model. We discuss which interaction parameters are important for this material, and how the material-specific properties give rise to these interactions. U.S. Department of Energy, Office of Science, Office of Advanced Scientific Computing Research, Scientific Discovery through Advanced Computing (SciDAC) program under Award No. FG02-12ER46875, as well as the NSF Graduate Research Fellowship Program.

Online gamma-camera imaging of 103Pd seeds (OGIPS) for permanent breast seed implantation

NASA Astrophysics Data System (ADS)

Ravi, Ananth; Caldwell, Curtis B.; Keller, Brian M.; Reznik, Alla; Pignol, Jean-Philippe

2007-09-01

Permanent brachytherapy seed implantation is being investigated as a mode of accelerated partial breast irradiation for early stage breast cancer patients. Currently, the seeds are poorly visualized during the procedure making it difficult to perform a real-time correction of the implantation if required. The objective was to determine if a customized gamma-camera can accurately localize the seeds during implantation. Monte Carlo simulations of a CZT based gamma-camera were used to assess whether images of suitable quality could be derived by detecting the 21 keV photons emitted from 74 MBq 103Pd brachytherapy seeds. A hexagonal parallel hole collimator with a hole length of 38 mm, hole diameter of 1.2 mm and 0.2 mm septa, was modeled. The design of the gamma-camera was evaluated on a realistic model of the breast and three layers of the seed distribution (55 seeds) based on a pre-implantation CT treatment plan. The Monte Carlo simulations showed that the gamma-camera was able to localize the seeds with a maximum error of 2.0 mm, using only two views and 20 s of imaging. A gamma-camera can potentially be used as an intra-procedural image guidance system for quality assurance for permanent breast seed implantation.

Endoscopic hyperspectral imaging: light guide optimization for spectral light source

NASA Astrophysics Data System (ADS)

Browning, Craig M.; Mayes, Samuel; Rich, Thomas C.; Leavesley, Silas J.

2018-02-01

Hyperspectral imaging (HSI) is a technology used in remote sensing, food processing and documentation recovery. Recently, this approach has been applied in the medical field to spectrally interrogate regions of interest within respective substrates. In spectral imaging, a two (spatial) dimensional image is collected, at many different (spectral) wavelengths, to sample spectral signatures from different regions and/or components within a sample. Here, we report on the use of hyperspectral imaging for endoscopic applications. Colorectal cancer is the 3rd leading cancer for incidences and deaths in the US. One factor of severity is the miss rate of precancerous/flat lesions ( 65% accuracy). Integrating HSI into colonoscopy procedures could minimize misdiagnosis and unnecessary resections. We have previously reported a working prototype light source with 16 high-powered light emitting diodes (LEDs) capable of high speed cycling and imaging. In recent testing, we have found our current prototype is limited by transmission loss ( 99%) through the multi-furcated solid light guide (lightpipe) and the desired framerate (20-30 fps) could not be achieved. Here, we report on a series of experimental and modeling studies to better optimize the lightpipe and the spectral endoscopy system as a whole. The lightpipe was experimentally evaluated using an integrating sphere and spectrometer (Ocean Optics). Modeling the lightpipe was performed using Monte Carlo optical ray tracing in TracePro (Lambda Research Corp.). Results of these optimization studies will aid in manufacturing a revised prototype with the newly designed light guide and increased sensitivity. Once the desired optical output (5-10 mW) is achieved then the HIS endoscope system will be able to be implemented without adding onto the procedure time.

Neutrino oscillation parameter sampling with MonteCUBES

NASA Astrophysics Data System (ADS)

Blennow, Mattias; Fernandez-Martinez, Enrique

2010-01-01

We present MonteCUBES ("Monte Carlo Utility Based Experiment Simulator"), a software package designed to sample the neutrino oscillation parameter space through Markov Chain Monte Carlo algorithms. MonteCUBES makes use of the GLoBES software so that the existing experiment definitions for GLoBES, describing long baseline and reactor experiments, can be used with MonteCUBES. MonteCUBES consists of two main parts: The first is a C library, written as a plug-in for GLoBES, implementing the Markov Chain Monte Carlo algorithm to sample the parameter space. The second part is a user-friendly graphical Matlab interface to easily read, analyze, plot and export the results of the parameter space sampling. Program summaryProgram title: MonteCUBES (Monte Carlo Utility Based Experiment Simulator) Catalogue identifier: AEFJ_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFJ_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public Licence No. of lines in distributed program, including test data, etc.: 69 634 No. of bytes in distributed program, including test data, etc.: 3 980 776 Distribution format: tar.gz Programming language: C Computer: MonteCUBES builds and installs on 32 bit and 64 bit Linux systems where GLoBES is installed Operating system: 32 bit and 64 bit Linux RAM: Typically a few MBs Classification: 11.1 External routines: GLoBES [1,2] and routines/libraries used by GLoBES Subprograms used:Cat Id ADZI_v1_0, Title GLoBES, Reference CPC 177 (2007) 439 Nature of problem: Since neutrino masses do not appear in the standard model of particle physics, many models of neutrino masses also induce other types of new physics, which could affect the outcome of neutrino oscillation experiments. In general, these new physics imply high-dimensional parameter spaces that are difficult to explore using classical methods such as multi-dimensional projections and minimizations, such as those used in GLoBES [1,2]. Solution method: MonteCUBES is written as a plug-in to the GLoBES software [1,2] and provides the necessary methods to perform Markov Chain Monte Carlo sampling of the parameter space. This allows an efficient sampling of the parameter space and has a complexity which does not grow exponentially with the parameter space dimension. The integration of the MonteCUBES package with the GLoBES software makes sure that the experimental definitions already in use by the community can also be used with MonteCUBES, while also lowering the learning threshold for users who already know GLoBES. Additional comments: A Matlab GUI for interpretation of results is included in the distribution. Running time: The typical running time varies depending on the dimensionality of the parameter space, the complexity of the experiment, and how well the parameter space should be sampled. The running time for our simulations [3] with 15 free parameters at a Neutrino Factory with O(10) samples varied from a few hours to tens of hours. References:P. Huber, M. Lindner, W. Winter, Comput. Phys. Comm. 167 (2005) 195, hep-ph/0407333. P. Huber, J. Kopp, M. Lindner, M. Rolinec, W. Winter, Comput. Phys. Comm. 177 (2007) 432, hep-ph/0701187. S. Antusch, M. Blennow, E. Fernandez-Martinez, J. Lopez-Pavon, arXiv:0903.3986 [hep-ph].

Estimating the Uncertainty In Diameter Growth Model Predictions and Its Effects On The Uncertainty of Annual Inventory Estimates

Treesearch

Ronald E. McRoberts; Veronica C. Lessard

2001-01-01

Uncertainty in diameter growth predictions is attributed to three general sources: measurement error or sampling variability in predictor variables, parameter covariances, and residual or unexplained variation around model expectations. Using measurement error and sampling variability distributions obtained from the literature and Monte Carlo simulation methods, the...

A New Sample Size Formula for Regression.

ERIC Educational Resources Information Center

Brooks, Gordon P.; Barcikowski, Robert S.

The focus of this research was to determine the efficacy of a new method of selecting sample sizes for multiple linear regression. A Monte Carlo simulation was used to study both empirical predictive power rates and empirical statistical power rates of the new method and seven other methods: those of C. N. Park and A. L. Dudycha (1974); J. Cohen…

2D Bayesian automated tilted-ring fitting of disc galaxies in large H I galaxy surveys: 2DBAT

NASA Astrophysics Data System (ADS)

Oh, Se-Heon; Staveley-Smith, Lister; Spekkens, Kristine; Kamphuis, Peter; Koribalski, Bärbel S.

2018-01-01

We present a novel algorithm based on a Bayesian method for 2D tilted-ring analysis of disc galaxy velocity fields. Compared to the conventional algorithms based on a chi-squared minimization procedure, this new Bayesian-based algorithm suffers less from local minima of the model parameters even with highly multimodal posterior distributions. Moreover, the Bayesian analysis, implemented via Markov Chain Monte Carlo sampling, only requires broad ranges of posterior distributions of the parameters, which makes the fitting procedure fully automated. This feature will be essential when performing kinematic analysis on the large number of resolved galaxies expected to be detected in neutral hydrogen (H I) surveys with the Square Kilometre Array and its pathfinders. The so-called 2D Bayesian Automated Tilted-ring fitter (2DBAT) implements Bayesian fits of 2D tilted-ring models in order to derive rotation curves of galaxies. We explore 2DBAT performance on (a) artificial H I data cubes built based on representative rotation curves of intermediate-mass and massive spiral galaxies, and (b) Australia Telescope Compact Array H I data from the Local Volume H I Survey. We find that 2DBAT works best for well-resolved galaxies with intermediate inclinations (20° < i < 70°), complementing 3D techniques better suited to modelling inclined galaxies.

Parameter estimation and forecasting for multiplicative log-normal cascades.

PubMed

Leövey, Andrés E; Lux, Thomas

2012-04-01

We study the well-known multiplicative log-normal cascade process in which the multiplication of Gaussian and log normally distributed random variables yields time series with intermittent bursts of activity. Due to the nonstationarity of this process and the combinatorial nature of such a formalism, its parameters have been estimated mostly by fitting the numerical approximation of the associated non-Gaussian probability density function to empirical data, cf. Castaing et al. [Physica D 46, 177 (1990)]. More recently, alternative estimators based upon various moments have been proposed by Beck [Physica D 193, 195 (2004)] and Kiyono et al. [Phys. Rev. E 76, 041113 (2007)]. In this paper, we pursue this moment-based approach further and develop a more rigorous generalized method of moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We show that even under uncertainty about the actual number of cascade steps, our methodology yields very reliable results for the estimated intermittency parameter. Employing the Levinson-Durbin algorithm for best linear forecasts, we also show that estimated parameters can be used for forecasting the evolution of the turbulent flow. We compare forecasting results from the GMM and Kiyono et al.'s procedure via Monte Carlo simulations. We finally test the applicability of our approach by estimating the intermittency parameter and forecasting of volatility for a sample of financial data from stock and foreign exchange markets.

Site-Specific Preparation of Intact Solid–Liquid Interfaces by Label-Free In Situ Localization and Cryo-Focused Ion Beam Lift-Out

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zachman, Michael J.; Asenath-Smith, Emily; Estroff, Lara A.

Abstract Scanning transmission electron microscopy (STEM) allows atomic scale characterization of solid–solid interfaces, but has seen limited applications to solid–liquid interfaces due to the volatility of liquids in the microscope vacuum. Although cryo-electron microscopy is routinely used to characterize hydrated samples stabilized by rapid freezing, sample thinning is required to access the internal interfaces of thicker specimens. Here, we adapt cryo-focused ion beam (FIB) “lift-out,” a technique recently developed for biological specimens, to prepare intact internal solid–liquid interfaces for high-resolution structural and chemical analysis by cryo-STEM. To guide the milling process we introduce a label-freein situmethod of localizing subsurface structuresmore » in suitable materials by energy dispersive X-ray spectroscopy (EDX). Monte Carlo simulations are performed to evaluate the depth-probing capability of the technique, and show good qualitative agreement with experiment. We also detail procedures to produce homogeneously thin lamellae, which enable nanoscale structural, elemental, and chemical analysis of intact solid–liquid interfaces by analytical cryo-STEM. This work demonstrates the potential of cryo-FIB lift-out and cryo-STEM for understanding physical and chemical processes at solid–liquid interfaces.« less

Log Pearson type 3 quantile estimators with regional skew information and low outlier adjustments

USGS Publications Warehouse

Griffis, V.W.; Stedinger, Jery R.; Cohn, T.A.

2004-01-01

The recently developed expected moments algorithm (EMA) [Cohn et al., 1997] does as well as maximum likelihood estimations at estimating log‐Pearson type 3 (LP3) flood quantiles using systematic and historical flood information. Needed extensions include use of a regional skewness estimator and its precision to be consistent with Bulletin 17B. Another issue addressed by Bulletin 17B is the treatment of low outliers. A Monte Carlo study compares the performance of Bulletin 17B using the entire sample with and without regional skew with estimators that use regional skew and censor low outliers, including an extended EMA estimator, the conditional probability adjustment (CPA) from Bulletin 17B, and an estimator that uses probability plot regression (PPR) to compute substitute values for low outliers. Estimators that neglect regional skew information do much worse than estimators that use an informative regional skewness estimator. For LP3 data the low outlier rejection procedure generally results in no loss of overall accuracy, and the differences between the MSEs of the estimators that used an informative regional skew are generally modest in the skewness range of real interest. Samples contaminated to model actual flood data demonstrate that estimators which give special treatment to low outliers significantly outperform estimators that make no such adjustment.

Log Pearson type 3 quantile estimators with regional skew information and low outlier adjustments

NASA Astrophysics Data System (ADS)

Griffis, V. W.; Stedinger, J. R.; Cohn, T. A.

2004-07-01

The recently developed expected moments algorithm (EMA) [, 1997] does as well as maximum likelihood estimations at estimating log-Pearson type 3 (LP3) flood quantiles using systematic and historical flood information. Needed extensions include use of a regional skewness estimator and its precision to be consistent with Bulletin 17B. Another issue addressed by Bulletin 17B is the treatment of low outliers. A Monte Carlo study compares the performance of Bulletin 17B using the entire sample with and without regional skew with estimators that use regional skew and censor low outliers, including an extended EMA estimator, the conditional probability adjustment (CPA) from Bulletin 17B, and an estimator that uses probability plot regression (PPR) to compute substitute values for low outliers. Estimators that neglect regional skew information do much worse than estimators that use an informative regional skewness estimator. For LP3 data the low outlier rejection procedure generally results in no loss of overall accuracy, and the differences between the MSEs of the estimators that used an informative regional skew are generally modest in the skewness range of real interest. Samples contaminated to model actual flood data demonstrate that estimators which give special treatment to low outliers significantly outperform estimators that make no such adjustment.

Rational approximations to rational models: alternative algorithms for category learning.

PubMed

Sanborn, Adam N; Griffiths, Thomas L; Navarro, Daniel J

2010-10-01

Rational models of cognition typically consider the abstract computational problems posed by the environment, assuming that people are capable of optimally solving those problems. This differs from more traditional formal models of cognition, which focus on the psychological processes responsible for behavior. A basic challenge for rational models is thus explaining how optimal solutions can be approximated by psychological processes. We outline a general strategy for answering this question, namely to explore the psychological plausibility of approximation algorithms developed in computer science and statistics. In particular, we argue that Monte Carlo methods provide a source of rational process models that connect optimal solutions to psychological processes. We support this argument through a detailed example, applying this approach to Anderson's (1990, 1991) rational model of categorization (RMC), which involves a particularly challenging computational problem. Drawing on a connection between the RMC and ideas from nonparametric Bayesian statistics, we propose 2 alternative algorithms for approximate inference in this model. The algorithms we consider include Gibbs sampling, a procedure appropriate when all stimuli are presented simultaneously, and particle filters, which sequentially approximate the posterior distribution with a small number of samples that are updated as new data become available. Applying these algorithms to several existing datasets shows that a particle filter with a single particle provides a good description of human inferences.

A Bayesian Multinomial Probit MODEL FOR THE ANALYSIS OF PANEL CHOICE DATA.

PubMed

Fong, Duncan K H; Kim, Sunghoon; Chen, Zhe; DeSarbo, Wayne S

2016-03-01

A new Bayesian multinomial probit model is proposed for the analysis of panel choice data. Using a parameter expansion technique, we are able to devise a Markov Chain Monte Carlo algorithm to compute our Bayesian estimates efficiently. We also show that the proposed procedure enables the estimation of individual level coefficients for the single-period multinomial probit model even when the available prior information is vague. We apply our new procedure to consumer purchase data and reanalyze a well-known scanner panel dataset that reveals new substantive insights. In addition, we delineate a number of advantageous features of our proposed procedure over several benchmark models. Finally, through a simulation analysis employing a fractional factorial design, we demonstrate that the results from our proposed model are quite robust with respect to differing factors across various conditions.

Three-dimensional electron microscopy simulation with the CASINO Monte Carlo software.

PubMed

Demers, Hendrix; Poirier-Demers, Nicolas; Couture, Alexandre Réal; Joly, Dany; Guilmain, Marc; de Jonge, Niels; Drouin, Dominique

2011-01-01

Monte Carlo softwares are widely used to understand the capabilities of electron microscopes. To study more realistic applications with complex samples, 3D Monte Carlo softwares are needed. In this article, the development of the 3D version of CASINO is presented. The software feature a graphical user interface, an efficient (in relation to simulation time and memory use) 3D simulation model, accurate physic models for electron microscopy applications, and it is available freely to the scientific community at this website: www.gel.usherbrooke.ca/casino/index.html. It can be used to model backscattered, secondary, and transmitted electron signals as well as absorbed energy. The software features like scan points and shot noise allow the simulation and study of realistic experimental conditions. This software has an improved energy range for scanning electron microscopy and scanning transmission electron microscopy applications. Copyright © 2011 Wiley Periodicals, Inc.

Three-Dimensional Electron Microscopy Simulation with the CASINO Monte Carlo Software

PubMed Central

Demers, Hendrix; Poirier-Demers, Nicolas; Couture, Alexandre Réal; Joly, Dany; Guilmain, Marc; de Jonge, Niels; Drouin, Dominique

2011-01-01

Monte Carlo softwares are widely used to understand the capabilities of electron microscopes. To study more realistic applications with complex samples, 3D Monte Carlo softwares are needed. In this paper, the development of the 3D version of CASINO is presented. The software feature a graphical user interface, an efficient (in relation to simulation time and memory use) 3D simulation model, accurate physic models for electron microscopy applications, and it is available freely to the scientific community at this website: www.gel.usherbrooke.ca/casino/index.html. It can be used to model backscattered, secondary, and transmitted electron signals as well as absorbed energy. The software features like scan points and shot noise allow the simulation and study of realistic experimental conditions. This software has an improved energy range for scanning electron microscopy and scanning transmission electron microscopy applications. PMID:21769885

Monte Carlo method for computing density of states and quench probability of potential energy and enthalpy landscapes.

PubMed

Mauro, John C; Loucks, Roger J; Balakrishnan, Jitendra; Raghavan, Srikanth

2007-05-21

The thermodynamics and kinetics of a many-body system can be described in terms of a potential energy landscape in multidimensional configuration space. The partition function of such a landscape can be written in terms of a density of states, which can be computed using a variety of Monte Carlo techniques. In this paper, a new self-consistent Monte Carlo method for computing density of states is described that uses importance sampling and a multiplicative update factor to achieve rapid convergence. The technique is then applied to compute the equilibrium quench probability of the various inherent structures (minima) in the landscape. The quench probability depends on both the potential energy of the inherent structure and the volume of its corresponding basin in configuration space. Finally, the methodology is extended to the isothermal-isobaric ensemble in order to compute inherent structure quench probabilities in an enthalpy landscape.

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

PubMed

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

2003-01-01

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

Study of optical and electronic properties of nickel from reflection electron energy loss spectra

NASA Astrophysics Data System (ADS)

Xu, H.; Yang, L. H.; Da, B.; Tóth, J.; Tőkési, K.; Ding, Z. J.

2017-09-01

We use the classical Monte Carlo transport model of electrons moving near the surface and inside solids to reproduce the measured reflection electron energy-loss spectroscopy (REELS) spectra. With the combination of the classical transport model and the Markov chain Monte Carlo (MCMC) sampling of oscillator parameters the so-called reverse Monte Carlo (RMC) method was developed, and used to obtain optical constants of Ni in this work. A systematic study of the electronic and optical properties of Ni has been performed in an energy loss range of 0-200 eV from the measured REELS spectra at primary energies of 1000 eV, 2000 eV and 3000 eV. The reliability of our method was tested by comparing our results with the previous data. Moreover, the accuracy of our optical data has been confirmed by applying oscillator strength-sum rule and perfect-screening-sum rule.

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)

NASA Astrophysics Data System (ADS)

Bottaini, C.; Mirão, J.; Figuereido, M.; Candeias, A.; Brunetti, A.; Schiavon, N.

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.