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Two classes of nonparametric density estimators, the histogram and the kernel estimator, both require a choice of smoothing parameter, or 'window width'. The optimum choice of this parameter is in general very difficult. An upper bound to the choices that depends only on the standard deviation of the distribution is described.
In the last decade there has been an increasing interest in calculating sensitivity coefficients in order to quantify the impact of uncertainty in material properties and system parameters on quantities of interest. Extensive work has been done developing Monte Carlo methods to estimate eigenvalue sensitivity to material properties. While deterministic methods exist for determining the eigenvalue sensitivity to system dimensions, the use of Monte Carlo methods to efficiently calculate eigenvalue sensitivity coefficients to system dimensions is still an open topic. Current Monte Carlo methods for calculating eigenvalue sensitivity coefficients to system dimensions are inefficient. Direct Monte Carlo perturbations require two additional simulations of high statistical precision in order to determine the eigenvalue sensitivity to the location of a single boundary. If the sensitivity to the location of multiple surfaces are desired, two additional simulations must be run for each surface. Kiedrowski and Favorite extended continuous energy Monte Carlo methods for sensitivities of nuclear cross sections to calculate sensitivities to interface boundaries or system dimensions to create the only current alternative to direct Monte Carlo calculations. However this method relies on the simulation of additional random walks launched at each surface crossing event. The present method extends upon Kiedrowski's work and eliminates the inefficient portions of the calculation through the use of Kernel Density Estimators (KDEs). The new method efficiently estimates eigenvalue sensitivities to the uniform expansion or contraction of material interface boundaries or system dimensions, negligibly impacting the runtime performance of the Monte Carlo code. The new estimator is tested on bare and reflected critical configurations in spherical geometry and is compared to estimates obtained from direct Monte Carlo perturbations.
Kernel Density Estimators (KDEs) have recently been explored for use in Monte Carlo radiation transport simulations as an alternative to histogram tallies for capturing spatially-resolved quantities such as neutron flux and reaction rates. Histogram tallies suffer from large uncertainties when detailed spatial resolution of the quantity of interest is required; increasing the resolution of the underlying mesh increases the uncertainty in each histogram bin. KDEs obtain estimates of underlying densities on user-defined points, with the uncertainty at those points being independent of the spatial resolution desired since collisions and particle-track segments are allowed to contribute to the score at multiple tally points. Thus, KDEs show potential for obtaining estimates of a smoother spatially-resolved with reduced variance when compared to a histogram. However, this ability that enables KDEs to obtain lower uncertainties per particle history is more computationally expensive than using a traditional histogram bins on a structured mesh. While KDEs are capable of producing lower tally uncertainties compared to histogram binning for a given number of histories, their increased computational cost may make them less efficient. Even so, it is possible to reduce this additional cost by exporting the KDE tally routines onto Graphics Processing Units (GPUs). GPUs are commonly found on high-performance computing machines as a means of increasing performance without adding additional compute nodes. While it is difficult for existing Monte Carlo radiation transport codes to take advantage of GPUs without rewriting large portions of the code, it is possible to leverage GPUs through heterogeneous computing. This work uses a modified version of OpenMC and exports the KDE tally routines onto a GPU to obtain problem-dependent speedups ranging between 1.6 and 5.0 for the problem studied in this paper. While this methodology is applied to KDEs, the same ideas can be applied to other computationally expensive vectorizable portions of Monte Carlo algorithms. (authors)
Results are reviewed for choosing smoothing parameters for some bivariate density estimators. Experience gained in comparing the effects of smoothing parameters on probability density estimators for univariate and bivariate data is summarized.
Kernel type density estimators calculated by the method of sieves. Proofs are presented for the characterization theorem: Let x(1), x(2),...x(n) be a random sample from a population with density f(0). Let sigma 0 and consider estimators f of f(0) defined by (1).
The goal of the international Muon Ionization Cooling Experiment (MICE) is to demonstrate muon beam ionization cooling for the first time. It constitutes a key part of the R&D towards a future neutrino factory or muon collider. The intended MICE precision requires the development of analysis tools that can account for any effects (e.g., optical aberrations) which may lead to inaccurate cooling measurements. Non-parametric density estimation techniques, in particular, kernel density estimation (KDE), allow very precise calculations of the muon beam phase-space density and its increase as a result of cooling. In this study, kernel density estimation technique and its application to measuring the reduction in MICE muon beam phase-space volume is investigated.
A Monte Carlo method to estimate the sensitivity of reaction rates like dose and flux spectra to geometric perturbations using kernel density estimators is demonstrated for shielding problems. The method is used to estimate the sensitivity of the spectrum emitted from a Cf-252 source at the center of an iron sphere as well as the sensitivity of the dose due to Cf-252 neutrons shielded using various materials. Results are compared against reference solutions obtained using Monte Carlo direct perturbations with central differences, with agreement within 5% and 3σ for the majority of results. The results indicate that a bandwidth that is 10-20% of the shielding thickness produces accurate results with statistically insignificant bias for the chosen test problems. (authors)
In this work we analyze two classes of Density-Estimation techniques which can be used to consistently couple different kinetic models of the plasma-material interface, intended as the region of plasma immediately interacting with the first surface layers of a material wall. In particular, we handle the general problem of interfacing a continuum multi-species Vlasov-Poisson-BGK plasma model to discrete surface erosion models. The continuum model solves for the energy-angle distributions of the particles striking the surface, which are then driving the surface response. A modification to the classical Binary-Collision Approximation (BCA) method is here utilized as a prototype discrete model of the surface, to provide boundary conditions and impurity distributions representative of the material behavior during plasma irradiation. The numerical tests revealed the superior convergence properties of Gaussian Mixture Models over Kernel Density Estimation methods, with Gaussian Mixtures and Epanechnikov-KDEs both being up to two orders of magnitude faster than Gaussian-KDEs. The methodology here presented allows a self-consistent treatment of the plasma-material interface in magnetic fusion devices, including both the near-surface plasma (plasma sheath and presheath) in magnetized conditions, and surface effects such as sputtering, back-scattering, and ion implantation. The same coupling techniques can also be utilized for other discrete material models such as Molecular Dynamics.
SAND2024-11125O The Maximum Switching Throughput Density Estimator software performs a simple analysis that estimates the maximum logic switching throughput density that’s achieved in various CMOS technology nodes on the International Roadmap for Devices and Systems. This software utilizes simple device models and optimization techniques, performing a simple sweep over a range of possible logic supply voltages, and analytically calculating the maximum switching frequency for the given logic voltage that meets the power density constraint. It does this by using simple models of power dissipation in conventional and fully adiabatic switching. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.
Abstract One among several advantages of measure transport methods is that they allow or a unified framework for processing and analysis of data distributed according to a wide class of probability measures. Within this context, we present results from computational studies aimed at assessing the potential of measure transport techniques, specifically, the use of triangular transport maps, as part of a workflow intended to support research in the biological sciences. Scenarios characterized by the availability of limited amount of sample data, which are common in domains such as radiation biology, are of particular interest. We find that when estimating a distribution density function given limited amount of sample data, adaptive transport maps are advantageous. In particular, statistics gathered from computing series of adaptive transport maps, trained on a series of randomly chosen subsets of the set of available data samples, leads to uncovering information hidden in the data. As a result, in the radiation biology application considered here, this approach provides a tool for generating hypotheses about gene relationships and their dynamics under radiation exposure.
Kernel density estimators (KDEs) are applied to estimate neutron scalar flux and reaction rate densities in Monte Carlo neutron transport simulations of heterogeneous nuclear reactors in continuous energy. The mean free path (MFP) KDE is introduced in order to handle the issues that arise from estimating the discontinuous reaction rate densities at material interfaces. Results show the MFP KDE is more accurate at estimating reaction rates compared with previous KDE formulations. An approximate MFP (aMFP) KDE is introduced to circumvent several practical issues presented by the MFP KDE. A volume-averaged KDE is derived and used to determine the bias introduced by the aMFP KDE. A KDE is formulated for cylindrical coordinates to better represent the geometry and capture the physics in two-dimensional reactor physics problems. The results here indicate that the cylindrical MFP KDE and cylindrical aMFP KDE are accurate tools for capturing reaction rates in heterogeneous reactor physics problems in continuous energy, with local biases of less than 1%.
Multivariate statistical analysis, including includes cluster analysis (unsupervised classification), discriminant analysis (supervised classification) and principle component analysis (dimensionlity reduction method), and nonparameter density estimation have been successfully used to search for meaningful associations in the 5-dimensional space of observables between observed points and the sets of simulated points generated from a synthetic approach of galaxy modelling. These methodologies can be applied as the new tools to obtain information about hidden structure otherwise unrecognizable, and place important constraints on the space distribution of various stellar populations in the Milky Way. In this paper, we concentrate on illustrating how to use nonparameter density estimation to substitute for the true densities in both of the simulating sample and real sample in the five-dimensional space. In order to fit model predicted densities to reality, we derive a set of equations which include n lines (where n is the total number of observed points) and m (where m: the numbers of predefined groups) unknown parameters. A least-square estimation will allow us to determine the density law of different groups and components in the Galaxy. The output from our software, which can be used in many research fields, will also give out the systematic error between the model and the observation by a Bayes rule.
The feasibility of using the Specht density estimator function on the IBM 360/44 computer is investigated. Factors such as storage, speed, amount of calculations, size of the smoothing parameter and sample size have an effect on the results. The reliability of the Specht estimator for normal and uniform distributions and the effects of the smoothing parameter and sample size are investigated.
A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been proposed by the Society of Automotive Engineers (SAE). The test cases compare different probabilistic methods within NESSUS because it is important that a user can have confidence that estimates of stochastic parameters of a response will be within an acceptable error limit. For each response, the mean, standard deviation, and 0.99 percentile, are repeatedly estimated which allows confidence statements to be made for each parameter estimated, and for each method. Thus, the ability of several stochastic methods to efficiently and accurately estimate density parameters is compared using four valid test cases. While all of the reliability methods used performed quite well, for the new LHS module within NESSUS it was found that it had a lower estimation error than MC when they were used to estimate the mean, standard deviation, and 0.99 percentile of the four different stochastic responses. Also, LHS required a smaller amount of calculations to obtain low error answers with a high amount of confidence than MC. It can therefore be stated that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ and the newest LHS module is a valuable new enhancement of the program.
Kernel Density Estimators (KDEs) have been investigated as an alternative to histogram tallies in Monte Carlo radiation transport simulations for capturing spatially-resolved quantities such as scalar flux and reaction rate densities. KDEs are non-parametric estimators that show potential for producing smooth estimates of quantities of interest with reduced variance compared to traditional histogram tallies. Furthermore, KDEs obtain estimates of the underlying distribution at user-defined points without requiring an underlying mesh, thus making KDEs an attractive potential alternative to histogram tallies. Recent work has introduced the Mean Free Path based KDE (MFP KDE) in order to capture distributions with large curvature at material interfaces, e.g. absorption reaction rates in UO{sub 2} fuel in light water reactors. However, the multivariate MFP KDE produces inaccuracies in the form of localized spikes in problems with material cross sections that contain large resonances. Since the MFP KDE works well in one dimension, it is hypothesized that a different MFP KDE formulation where the normalization coefficient only contains one factor of the cross section would be able to capture these distributions with large curvature without producing spikes in the estimate. This can be accomplished by using a cylindrical KDE whose 2-D support area is wedge-shaped and applying the MFP KDE to the radial component of the cylindrical KDE. These cylindrical KDEs use 2-D (r,θ) cylindrical coordinates with no dependence in axial dimension z. This paper derives the cylindrical KDE and the cylindrical MFP KDE and tests them on a reactor physics pin-cell benchmark problem, producing accurate estimates of flux and reaction rate densities with differences less than 0.5% when compared to a reference histogram. (authors)
Modal density estimates for sandwich panels - theory and experiment
Two nonparametric probability density estimators are considered. The first is the kernel estimator. The problem of choosing the kernel scaling factor based solely on a random sample is addressed. An interactive mode is discussed and an algorithm proposed to choose the scaling factor automatically. The second nonparametric probability estimate uses penalty function techniques with the maximum likelihood criterion. A discrete maximum penalized likelihood estimator is proposed and is shown to be consistent in the mean square error. A numerical implementation technique for the discrete solution is discussed and examples displayed. An extensive simulation study compares the integrated mean square error of the discrete and kernel estimators. The robustness of the discrete estimator is demonstrated graphically.
Current methods for obtaining flux and reaction rate profiles in a Monte Carlo simulation rely on histogram tallies that can suffer from large uncertainties when fine detail is required. Recently, another density estimation technique has been applied to Monte Carlo radiation transport sim ulations: the Kernel Density Estimator (KDE) [Banerjee, K.]. KDEs are capable of calculating the flux at a point without the necessity of tracking particles on a spatial mesh, making KDEs ideal tools for multi-physics problems. Furthermore, KDEs allow for one collision or track length to contribute to the estimate of the flux at multiple points, circumventing the large statistical uncertainties associated with fine-mesh histogram tallies. However, KDEs have only been proven to be capable of estimating flux values at a series of points; no work has been done to estimate reaction rates or other quantities of interest. Furthermore, little work has been done in optimizing the KDE bandwidth for the energy-dependence of neutron transport simulations.