Application of new information entropy to source convergence diagnostics in Monte Carlo criticality calculations

2014 ◽  
Author(s):  
Yoshitaka Naito ◽  
Masakazu Namekawa
Keyword(s):  
Monte Carlo ◽  
Information Entropy ◽  
Convergence Diagnostics ◽  
New Information ◽  
Source Convergence

Source extrapolation scheme for Monte Carlo fission source convergence based on RMC code

2022 ◽  
Vol 166 ◽  
pp. 108737
Author(s):  
Qingquan Pan ◽  
Yun Cai ◽  
Lianjie Wang ◽  
Tengfei Zhang ◽  
Xiaojing Liu ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Source Convergence ◽  
Extrapolation Scheme

Hybrid Monte Carlo-CMFD Methods for Accelerating Fission Source Convergence

2013 ◽  
Vol 174 (3) ◽  
pp. 286-299 ◽  
Author(s):  
Emily R. Wolters ◽  
Edward W. Larsen ◽  
William R. Martin
Keyword(s):  
Monte Carlo ◽  
Hybrid Monte Carlo ◽  
Source Convergence

Experiences With Markov Chain Monte Carlo Convergence Assessment in Two Psychometric Examples

2004 ◽  
Vol 29 (4) ◽  
pp. 461-488 ◽  
Author(s):  
Sandip Sinharay
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Diagnostic Tool ◽  
Statistical Models ◽  
Real Data ◽  
Mcmc Algorithm ◽  
Mcmc Algorithms ◽  
Convergence Diagnostics ◽  
Number Of Iterations

There is an increasing use of Markov chain Monte Carlo (MCMC) algorithms for fitting statistical models in psychometrics, especially in situations where the traditional estimation techniques are very difficult to apply. One of the disadvantages of using an MCMC algorithm is that it is not straightforward to determine the convergence of the algorithm. Using the output of an MCMC algorithm that has not converged may lead to incorrect inferences on the problem at hand. The convergence is not one to a point, but that of the distribution of a sequence of generated values to another distribution, and hence is not easy to assess; there is no guaranteed diagnostic tool to determine convergence of an MCMC algorithm in general. This article examines the convergence of MCMC algorithms using a number of convergence diagnostics for two real data examples from psychometrics. Findings from this research have the potential to be useful to researchers using the algorithms. For both the examples, the number of iterations required (suggested by the diagnostics) to be reasonably confident that the MCMC algorithm has converged may be larger than what many practitioners consider to be safe.

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