Kernel Density Estimators for SAMPLER Analyses [Slides]

Abstract

This presentation discusses Sampler, specifically in terms of uncertainty quantification and states that for many simulation tasks nominal input parameters have complicated influence on the uncertainty in the final result. Sampler provides a convenient means to perform stochastic uncertainty quantification, brute force sampling parameter space and tallying changes in outputs, and it can be coupled with any SCALE modules. Perturbed responses can be collected and analyzed with standard statistical measures; however, two problems have been identified. The first problem is that for Monte Carlo simulations the individual response uncertainties are ignored, and the second problem is that features of distributions are easily hidden in histograms. They found that the solution is to add Kernel Density Estimator (KDE) analysis to the Sampler output. In conclusion, Sampler is a unique tool for stochastic uncertainty propagation, and it can be coupled with any module in SCALE. Current functionality is limited to histograms, and it may not adequately account for sample uncertainties and/or not adequately display underlying distribution features. Work is in progress to implement KDE in the Sampler module and no additional flagging is needed.