• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.203-210
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• 2003

In a standard Metropolis-type Monte Carlo simulation, the proposal distribution cannot be easily adapted to "local dynamics" of the target distribution. To overcome some of these difficulties, Duane et al. (1987) introduced the method of hybrid Monte Carlo(HMC) which combines the basic idea of molecular dynamics and the Metropolis acceptance-rejection rule to produce Monte Carlo samples from a given target distribution. In this paper, using the HMC within Gibbs sampler, an asymptotical estimate of the smoothing mean and a general solution to state space modeling in Bayesian framework is obtaineds obtained.

• Nuclear Engineering and Technology
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• v.54 no.3
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• pp.790-802
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• 2022

Large-scale reactor simulation often requires the use of Monte Carlo calculation techniques to estimate important reactor parameters. One drawback of these Monte Carlo calculation techniques is they inevitably result in some uncertainty in calculated quantities. The present study includes parametric uncertainty quantification (UQ) and sensitivity analysis (SA) on the Advanced Test Reactor Critical (ATRC) facility housed at Idaho National Laboratory (INL) and addresses some complications due to Monte Carlo uncertainty when performing these analyses. This approach for UQ/SA includes consideration of Monte Carlo code uncertainty in computed sensitivities, consideration of uncertainty from directly measured parameters and a comparison of results obtained from brute-force Monte Carlo UQ versus UQ obtained from a surrogate model. These methodologies are applied to the uncertainty and sensitivity of k_eff for two sets of uncertain parameters involving fuel plate geometry and fuel plate composition. Results indicate that the less computationally-expensive method for uncertainty quantification involving a linear surrogate model provides accurate estimations for k_eff uncertainty and the Monte Carlo uncertainty in calculated k_eff values can have a large effect on computed linear model parameters for parameters with low influence on k_eff.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.9 no.6
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• pp.1341-1345
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• 2005

Sequential Monte Carlo techniques are a set of powerful and versatile simulation-based methods to perform optimal state estimation in nonlinear non-Gaussian state-space models. We can use Monte Carlo particle filters adaptively, i.e. so that they simultaneously estimate the parameters and the signal. However, Sequential Monte Carlo techniques require the use of special panicle filtering techniques which suffer from several drawbacks. We consider here an alternative approach combining particle filtering and Sequential Hybrid Monte Carlo. We give some examples of applications in fisheries(luespotted mud hopper data).

• Nuclear Engineering and Technology
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• v.49 no.6
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• pp.1211-1218
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• 2017

Monte Carlo neutron transport codes generally use the method of successive generations to converge the fission source distribution to-and then maintain it at-the fundamental mode. Recently, a phenomenon called "clustering" has been noted, which produces fission distributions that are very far from the fundamental mode. In this study, a mathematical model of clustering in Monte Carlo has been developed. The model draws on previous work for continuous-time birth-death processes, as well as methods from the field of population genetics.

• Water for future
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• v.18 no.4
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• pp.335-345
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• 1985

The purpose of stochastic models for synthetic generation of river flows based on the short-term observed data is to provide abundant input data to the water resources systems of which the system performance and operation policy are to be determined beforehand. Among many of such models the Monte Carlo Method of synthetic generation, which is usually known to be appropriate for annual data generation, is employed to check if it can be applied for the generation of monthly flows. For the purpose of comparisons the statistical parameters of the generated monthly flows by Monte Carlo model based on the appropriate probability distribution for each month were compared with those of the generated flows by Thoms-Fiering multiseason model and with those of the observed monthly flows. On the other hand, the statistical parameters of the annual river flows obtained by adding the generated monthly flows year by year based on the Monte Carlo and Thomas-Fiering models were compared with those of the annual flows generated directly by annual Monte Carlo model with reference to those for the observed annual river flows. Based on the above comparative studies, the discussions are made and conclusions derived.

• Proceedings of the Korean Society of Medical Physics Conference
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• 2002.09a
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• pp.113-115
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• 2002

The Monte Carlo simulation method is a numerical solution to a problem that models objects interacting with other objects or their environment based upon simple object-object or object-environment relationships. In spite of its great accuracy, It was turned away because of long calculation time to simulate a model. But, it is used to simulate a linear accelerator frequently with the advance of computer technology. To simulate linear accelerator in Monte Carlo simulations, there are many parameters needed to input to Monte Carlo code. These data can be supported by a linear accelerator manufacturer. Although the model of a linear accelerator is the same, a different characteristic property can be found. Thus, we performed a commissioning process of 6MV photon beam in Varian 2300C/D model with BEAM/EGS4 Monte Carlo code. The head geometry data were put into BEAM/EGS4 data. The mean energy and energy spread of the electron beam incident on the target were varied to match Monte Carlo simulations to measurements. TLDs (thermoluminescent dosimeter) and radiochromic films were employed to measure the absorbed dose in a water phantom. Beam profile was obtained in 40cm${\times}$40cm field size and Depth dose was in 10cm${\times}$10cm. At first, we compared the depth dose between measurements and Monte Carlo simulations varying the mean energy of an incident electron beam. Then, we compared the beam profile with adjusting the beam radius of the incident electron beam in Monte Carlo simulation. The results were found that the optimal mean energy was 6MV and beam radius of 0.1mm was well matched to measurements.

• Communications for Statistical Applications and Methods
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• v.5 no.1
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• pp.55-67
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• 1998

Recent work by Shin and Sarkar (1996) examines model misspecification problems for nonstationary time series. Shin and Sarkar introduce a general regression model with integrated errors and one system of integrated regressors and discuss the limiting distributions of the OLS estimators and the usual OLS statistics such as $\hat{\sigma^2}$t, DW and $R^2$. We analyze three different model misspecification problems through a Monte Carlo study and investigate each model misspecification problem. Our Monte Carlo experiments show that DW and $R^2$ can be in general used as diagnostic tools to detect spurious regression, misspecification of nonstationary autoregressive and polynomial regression models.

• Journal of the Korean Chemical Society
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• v.62 no.3
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• pp.191-202
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• 2018

The aim of this work is to study Monte Carlo simulation of ethylene (co)polymerization over Ziegler-Natta catalyst as investigated by Chen et al. The results revealed that the Monte Carlo simulation was similar to sum square error (SSE) model to prediction of stage II and III of polymerization. In the case of activation stage (stage I) both model had slightly deviation from experimental results. The modeling results demonstrated that in homopolymerization, SSE was superior to predict polymerization rate in current stage while for copolymerization, Monte Carlo had preferable prediction. The Monte Carlo simulation approved the SSE results to determine role of each site in total polymerization rate and revealed that homopolymerization rate changed from site to site and order of center was different compared to copolymerization. The polymer yield was reduced by addition of hydrogen amount however there was no specific effect on uptake curve which was predicted by Monte Carlo simulation with good accuracy. In the case of copolymerization it was evolved that monomer chain length and monomer concentration influenced the rate of polymerization as rate of polymerization reduced from 1-hexene to 1-octene and increased when monomer concentration proliferate.

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.541-562
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• 2000

The generalized linear mixed model framework is for handling count-type categorical data as well as for clustered or overdispersed non-Gaussian data, or for non-linear model data. In this study, we review its general formulation and estimation methods, based on quasi-likelihood and Monte-Carlo techniques. The current research areas and topics for further development are also mentioned.

• Journal of the Korean Statistical Society
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• v.36 no.3
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• pp.435-445
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• 2007

This paper addresses for the first time the use of complete data information criteria in unsupervised learning of the Naive-Bayes model. A Monte Carlo study sets a large experimental design to assess these criteria, unusual in the Bayesian network literature. The simulation results show that complete data information criteria underperforms the Bayesian information criterion (BIC) for these Bayesian networks.