Improving variance estimation in Monte Carlo eigenvalue simulations

Jin, Lei; Banerjee, Kaushik; Hamilton, Steven P.; Davidson, Gregory G.

doi:10.1016/j.anucene.2017.07.016

Title: Improving variance estimation in Monte Carlo eigenvalue simulations

Authors:: Jin, Lei; Banerjee, Kaushik; Hamilton, Steven P.; Davidson, Gregory G.

Publication Date:: Fri Dec 01 00:00:00 EST 2017

Sponsoring Org.:: USDOE

OSTI Identifier:: 1549685

Grant/Contract Number:: AC05-00OR22725

Resource Type:: Publisher's Accepted Manuscript

Journal Name:: Annals of Nuclear Energy

Additional Journal Information:: Journal Name: Annals of Nuclear Energy Journal Volume: 110 Journal Issue: C; Journal ID: ISSN 0306-4549

Publisher:: Elsevier

Country of Publication:: United Kingdom

Language:: English

Citation Formats


                    Jin, Lei, Banerjee, Kaushik, Hamilton, Steven P., and Davidson, Gregory G. Improving variance estimation in Monte Carlo eigenvalue simulations.  United Kingdom: N. p., 2017. 
Web.  doi:10.1016/j.anucene.2017.07.016.

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                    Jin, Lei, Banerjee, Kaushik, Hamilton, Steven P., & Davidson, Gregory G. Improving variance estimation in Monte Carlo eigenvalue simulations.  United Kingdom.  https://doi.org/10.1016/j.anucene.2017.07.016

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                    Jin, Lei, Banerjee, Kaushik, Hamilton, Steven P., and Davidson, Gregory G. Fri .  
"Improving variance estimation in Monte Carlo eigenvalue simulations".  United Kingdom.  https://doi.org/10.1016/j.anucene.2017.07.016.

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@article{osti_1549685,

  title        = {Improving variance estimation in Monte Carlo eigenvalue simulations},

  author       = {Jin, Lei and Banerjee, Kaushik and Hamilton, Steven P. and Davidson, Gregory G.},

  abstractNote = {},

  doi          = {10.1016/j.anucene.2017.07.016},

  journal      = {Annals of Nuclear Energy},

  number       = C,

  volume       = 110,

  place        = {United Kingdom},

  year         = {Fri Dec 01 00:00:00 EST 2017},

  month        = {Fri Dec 01 00:00:00 EST 2017}

}

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Works referenced in this record:

Implementation, capabilities, and benchmarking of Shift, a massively parallel Monte Carlo radiation transport code
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Theoretical comparisons of block bootstrap methods
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Intergenerational Correlation in Monte Carlok-Eigenvalue Calculation
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Ueki, Taro
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Anomalous Behavior of Monte Carlo Uncertainties near Reflecting Boundaries
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Uncertainty Underprediction in Monte Carlo Eigenvalue Calculations
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Analysis of correlations and their impact on convergence rates in Monte Carlo eigenvalue simulations
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Biases in the estimation of Keff and its error by Monte Carlo methods
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Batch estimation of statistical errors in the Monte Carlo calculation of local powers
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Error Estimations and Their Biases in Monte Carlo Eigenvalue Calculations
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Proceedings of the National Academy of Sciences, Vol. 42, Issue 1
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Title: Improving variance estimation in Monte Carlo eigenvalue simulations

Citation Formats

Implementation, capabilities, and benchmarking of Shift, a massively parallel Monte Carlo radiation transport code journal, March 2016

A General Resampling Scheme for Triangular Arrays of $\alpha$-Mixing Random Variables with Application to the Problem of Spectral Density Estimation journal, December 1992

Theoretical comparisons of block bootstrap methods journal, March 1999

Intergenerational Correlation in Monte Carlok-Eigenvalue Calculation journal, June 2002

Anomalous Behavior of Monte Carlo Uncertainties near Reflecting Boundaries conference, January 2014

Uncertainty Underprediction in Monte Carlo Eigenvalue Calculations journal, March 2013

Bootstrap Methods: Another Look at the Jackknife journal, January 1979

Analysis of correlations and their impact on convergence rates in Monte Carlo eigenvalue simulations journal, June 2016

Biases in the estimation of Keff and its error by Monte Carlo methods journal, January 1986

Batch estimation of statistical errors in the Monte Carlo calculation of local powers journal, November 2011

Error Estimations and Their Biases in Monte Carlo Eigenvalue Calculations journal, January 1997

A Central Limit Theorem and a Strong Mixing Condition journal, January 1956

Implementation, capabilities, and benchmarking of Shift, a massively parallel Monte Carlo radiation transport code
journal, March 2016

A General Resampling Scheme for Triangular Arrays of $\alpha$-Mixing Random Variables with Application to the Problem of Spectral Density Estimation
journal, December 1992

Theoretical comparisons of block bootstrap methods
journal, March 1999

Intergenerational Correlation in Monte Carlok-Eigenvalue Calculation
journal, June 2002

Anomalous Behavior of Monte Carlo Uncertainties near Reflecting Boundaries
conference, January 2014

Uncertainty Underprediction in Monte Carlo Eigenvalue Calculations
journal, March 2013

Bootstrap Methods: Another Look at the Jackknife
journal, January 1979

Analysis of correlations and their impact on convergence rates in Monte Carlo eigenvalue simulations
journal, June 2016

Biases in the estimation of Keff and its error by Monte Carlo methods
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Batch estimation of statistical errors in the Monte Carlo calculation of local powers
journal, November 2011

Error Estimations and Their Biases in Monte Carlo Eigenvalue Calculations
journal, January 1997

A Central Limit Theorem and a Strong Mixing Condition
journal, January 1956