Research on a Monte Carlo global variance reduction method based on an automatic importance sampling method

Global variance reduction is a bottleneck in Monte Carlo shielding calculations.The global variance reduction problem requires that the statistical error of the entire space is uniform.This study proposed a grid-AIS method for the global variance reduction problem based on the AIS method,which was implemented in the Monte Carlo program MCShield.The proposed method was validated using the VENUS-Ⅲ international benchmark problem and a self-shielding calculation example.The results from the VENUS-Ⅲ benchmark problem showed that the grid-AIS method achieved a significant reduction in the variance of the statistical errors of the MESH grids,decreasing from 1.08×10^(-2) to 3.84×10^(-3),representing a 64.00% reduction.This demonstrates that the grid-AIS method is effective in addressing global issues.The results of the selfshielding calculation demonstrate that the grid-AIS method produced accurate computational results.Moreover,the grid-AIS method exhibited a computational efficiency approximately one order of magnitude higher than that of the AIS method and approximately two orders of magnitude higher than that of the conventional Monte Carlo method.

Exceptionally high genetic variance of the doubled haploid(DH)population of poplar

Doubled haploid(DH)plants have been widely used for breeding and biological research in crops.Pop ulus spp.have been used as model woody plant species for biological research.However,the induction of DH poplar plants is onerous,and limited biological or breeding work has been carried out on DH individuals or populations.In this study,we provide an effective protocol for poplar haploid induction based on an anther culture method.A total of 96 whole DH plant lines were obtained using an F1hybrid of Populus simonii×P.nigra as a donor tree.The phenotypes of the DH population showed exceptionally high variance when compared to those of half-sib progeny of the donor tree.Each DH line displayed distinct features compared to those of the other DH lines or the donor tree.Additionally,some excellent homozygous lines have the potential to be model plants in genetic and breeding studies.

Variational Quantum Eigensolver with Mutual Variance-Hamiltonian Optimization

The zero-energy variance principle can be exploited in variational quantum eigensolvers for solving general eigenstates but its capacity for obtaining a specified eigenstate,such as ground state,is limited as all eigenstates are of zero energy variance.We propose a variance-based variational quantum eigensolver for solving the ground state by searching in an enlarged space of wavefunction and Hamiltonian.With a mutual variance-Hamiltonian optimization procedure,the Hamiltonian is iteratively updated to guild the state towards to the ground state of the target Hamiltonian by minimizing the energy variance in each iteration.We demonstrate the performance and properties of the algorithm with numeral simulations.Our work suggests an avenue for utilizing guided Hamiltonian in hybrid quantum-classical algorithms.

Mesh‑free semi‑quantitative variance underestimation elimination method in Monte Caro algorithm

The inter-cycle correlation of fission source distributions(FSDs)in the Monte Carlo power iteration process results in variance underestimation of tallied physical quantities,especially in large local tallies.This study provides a mesh-free semiquantitative variance underestimation elimination method to obtain a credible confidence interval for the tallied results.This method comprises two procedures:Estimation and Elimination.The FSD inter-cycle correlation length is estimated in the Estimation procedure using the Sliced Wasserstein distance algorithm.The batch method was then used in the elimination procedure.The FSD inter-cycle correlation length was proved to be the optimum batch length to eliminate the variance underestimation problem.We exemplified this method using the OECD sphere array model and 3D PWR BEAVRS model.The results showed that the average variance underestimation ratios of local tallies declined from 37 to 87%to within±5%in these models.

Manifold Structure Analysis of Tactical Network Traffic Matrix Based on Maximum Variance Unfolding Algorithm

As modern weapons and equipment undergo increasing levels of informatization,intelligence,and networking,the topology and traffic characteristics of battlefield data networks built with tactical data links are becoming progressively complex.In this paper,we employ a traffic matrix to model the tactical data link network.We propose a method that utilizes the Maximum Variance Unfolding(MVU)algorithm to conduct nonlinear dimensionality reduction analysis on high-dimensional open network traffic matrix datasets.This approach introduces novel ideas and methods for future applications,including traffic prediction and anomaly analysis in real battlefield network environments.

Robust Variance Components Estimation in the PERG Mixed Distributions of Empirical Variances—PEROBVC Method

A mixed distribution of empirical variances, composed of two distributions the basic and contaminating ones, and referred to as PERG mixed distribution of empirical variances, is considered. In the paper a robust inverse problem solution is given, namely a (new) robust method for estimation of variances of both distributions—PEROBVC Method, as well as the estimates for the numbers of observations for both distributions and, in this way also the estimate of contamination degree.

Variance Type of Capsule Morphological Characters in Platycodon grandiflorum Population

[ Objective] The aim was to study variance type of capsule morphological characters in Platycodon grandiflorum population, and provide some theoretical basis for seeking to genetic markers which can differentiate different P. grandiflorum and breeding new varieties. [ Method] According to shape morphological characters of capsule from the same population of perennial purple P. gandiflorum, seven types of distinct di- versity capsule were selected, variance analysis and multiple comparison on the length, diameter, length/diameter of the different types of capsule were carried out. [ Result] There is unicolor and bicolor, even trichrome, among main color was brown and purple. Capsule shape was main cone, furthermore, containing long roller type, spheroidicity and sphericity. [ Conclusion] P. gandiflorum capsule was divided into long form, short form and middle type from length/diameter size in perennial culture P. gandiflorum population.

Multivariable Control Performance Assessment Based on Generalized Minimum Variance Benchmark

This paper is concerned with the control performance assessment based on the multivariable generalized minimum variance benchmark.An explicit expression for the feedback controller-invariant(the generalized minimum variance)term of the multivariable control system is obtained,which is used as a standard benchmark for the assessment of the control performance for multi input multi output(MIMO)process.The proposed approach is based on the multivariable minimum variance benchmark.In comparison with the minimum variance benchmark, the developed method is more reasonable and practical for the control performance assessment of multivariable systems.The approach is illustrated by a simulation example and an industrial application.

Turbulent Variance Characteristics of Temperature and Humidity over a Non-uniform Land Surface for an Agricultural Ecosystem in China

This paper describes the application of the variance method for flux estimation over a mixed agricultural region in China. Eddy covariance and flux variance measurements were conducted in a near-surface layer over a non-uniform land surface in the central plain of China from 7 June to 20 July 2002. During this period, the mean canopy height was about 0.50 m. The study site consisted of grass （10% of area）, beans （15%）, corn （15%） and rice （60%）. Under unstable conditions, the standard deviations of temperature and water vapor density （normalized by appropriate scaling parameters）, observed by a single instrument, followed the Monin-Obukhov similarity theory. The similarity constants for heat （CT） and water vapor （Cq） were 1.09 and 1.49, respectively. In comparison with direct measurements using eddy covariance techniques, the flux variance method, on average, underestimated sensible heat flux by 21% and latent heat flux by 24%, which may be attributed to the fact that the observed slight deviations （20% or 30% at most） of the similarity ＂constants＂ may be within the expected range of variation of a single instrument from the generally-valid relations.

Seismic attenuation relationship with homogeneous and heterogeneous prediction-error variance models

Peak ground acceleration(PGA) estimation is an important task in earthquake engineering practice.One of the most well-known models is the Boore-Joyner-Fumal formula,which estimates the PGA using the moment magnitude,the site-to-fault distance and the site foundation properties.In the present study,the complexity for this formula and the homogeneity assumption for the prediction-error variance are investigated and an effi ciency-robustness balanced formula is proposed.For this purpose,a reduced-order Monte Carlo simulation algorithm for Bayesian model class selection is presented to obtain the most suitable predictive formula and prediction-error model for the seismic attenuation relationship.In this approach,each model class(a predictive formula with a prediction-error model) is evaluated according to its plausibility given the data.The one with the highest plausibility is robust since it possesses the optimal balance between the data fi tting capability and the sensitivity to noise.A database of strong ground motion records in the Tangshan region of China is obtained from the China Earthquake Data Center for the analysis.The optimal predictive formula is proposed based on this database.It is shown that the proposed formula with heterogeneous prediction-error variance is much simpler than the attenuation model suggested by Boore,Joyner and Fumal(1993).

Comparison of estimators of variance for forest inventories with systematic sampling-results from artificial populations

Background:Large area forest inventories often use regular grids(with a single random start)of sample locations to ensure a uniform sampling intensity across the space of the surveyed populations.A design-unbiased estimator of variance does not exist for this design.Oftentimes,a quasi-default estimator applicable to simple random sampling(SRS)is used,even if it carries with it the likely risk of overestimating the variance by a practically important margin.To better exploit the precision of systematic sampling we assess the performance of five estimators of variance,including the quasi default.In this study,simulated systematic sampling was applied to artificial populations with contrasting covariance structures and with or without linear trends.We compared the results obtained with the SRS,Matern’s,successive difference replication,Ripley’s,and D’Orazio’s variance estimators.Results:The variances obtained with the four alternatives to the SRS estimator of variance were strongly correlated,and in all study settings consistently closer to the target design variance than the estimator for SRS.The latter always produced the greatest overestimation.In populations with a near zero spatial autocorrelation,all estimators,performed equally,and delivered estimates close to the actual design variance.Conclusion:Without a linear trend,the SDR and DOR estimators were best with variance estimates more narrowly distributed around the benchmark;yet in terms of the least average absolute deviation,Matern’s estimator held a narrow lead.With a strong or moderate linear trend,Matern’s estimator is choice.In large populations,and a low sampling intensity,the performance of the investigated estimators becomes more similar.

Construction of nonsingular formulae of variance and covariance function of disturbing gravity gradient tensors

When the computational point is approaching the poles, the variance and covariance formulae of the disturbing gravity gradient tensors tend to be infinite, and this is a singular problem. In order to solve the problem, the authors deduced the practical non-singular computational formulae of the first- and second-order derivatives of the Legendre functions and two kinds of spherical harmonic functions, and then constructed the nonsingular formulae of variance and eovarianee function of disturbing gravity gradient tensors.

Tuning of Prior Covariance in Generalized Least Squares

Generalized Least Squares (least squares with prior information) requires the correct assignment of two prior covariance matrices: one associated with the uncertainty of measurements;the other with the uncertainty of prior information. These assignments often are very subjective, especially when correlations among data or among prior information are believed to occur. However, in cases in which the general form of these matrices can be anticipated up to a set of poorly-known parameters, the data and prior information may be used to better-determine (or “tune”) the parameters in a manner that is faithful to the underlying Bayesian foundation of GLS. We identify an objective function, the minimization of which leads to the best-estimate of the parameters and provide explicit and computationally-efficient formula for calculating the derivatives needed to implement the minimization with a gradient descent method. Furthermore, the problem is organized so that the minimization need be performed only over the space of covariance parameters, and not over the combined space of model and covariance parameters. We show that the use of trade-off curves to select the relative weight given to observations and prior information is not a form of tuning, because it does not, in general maximize the posterior probability of the model parameters, and can lead to a different weighting than the procedure described here. We also provide several examples that demonstrate the viability, and discuss both the advantages and limitations of the method.

An Empirical Bayes Approach to Robust Variance Estimation: A Statistical Proposal for Quantitative Medical Image Testing

The current standard for measuring tumor response using X-ray, CT and MRI is based on the response evaluation criterion in solid tumors (RECIST) which, while providing simplifications over previous (WHO) 2-D methods, stipulate four response categories: CR (complete response), PR (partial response), PD (progressive disease), SD (stable disease) based purely on percentage changes without consideration of any measurement uncertainty. In this paper, we propose a statistical procedure for tumor response assessment based on uncertainty measures of radiologist’s measurement data. We present several variance estimation methods using time series methods and empirical Bayes methods when a small number of serial observations are available on each member of a group of subjects. We use a publically available database which contains a set of over 100 CT scan images on 23 patients with annotated RECIST measurements by two radiologist readers. We show that despite of bias in each individual reader’s measurements, statistical decisions on tumor change can be made on each individual subject. The consistency of the two readers can be established based on the intra-reader change assessments. Our proposal compares favorably with the RECIST standard protocol, raising the hope that, statistically sound decision on change analysis can be made in future based on careful variability and measurement uncertainty analysis.

Robust Design for Generalized Minimum Variance Controllers

In order to improve the robustness and noise resistance of generalized minimum valance cothrol systems, several generalizedminimum variance control schemes are synthetically analyzed. The output variance caused by stochastic noise is decomposed to two parts. One part accords with the output variance of minboum vedance control and the other is the additional term of output variance causedby the control weighting factors. At the same time, the sensitivity function of modeling error is also deduced. A new robast design method that can minimize the sensitivity and the additional part of output variance is Presented by regulating variable parameters of contollers. The simulation results of self-tuning control show the effect of this method.

An approximate point-based alternative for the estimation of variance under big BAF sampling

Background:A new variance estimator is derived and tested for big BAF(Basal Area Factor)sampling which is a forest inventory system that utilizes Bitterlich sampling(point sampling)with two BAF sizes,a small BAF for tree counts and a larger BAF on which tree measurements are made usually including DBHs and heights needed for volume estimation.Methods:The new estimator is derived using the Delta method from an existing formulation of the big BAF estimator as consisting of three sample means.The new formula is compared to existing big BAF estimators including a popular estimator based on Bruce’s formula.Results:Several computer simulation studies were conducted comparing the new variance estimator to all known variance estimators for big BAF currently in the forest inventory literature.In simulations the new estimator performed well and comparably to existing variance formulas.Conclusions:A possible advantage of the new estimator is that it does not require the assumption of negligible correlation between basal area counts on the small BAF factor and volume-basal area ratios based on the large BAF factor selection trees,an assumption required by all previous big BAF variance estimation formulas.Although this correlation was negligible on the simulation stands used in this study,it is conceivable that the correlation could be significant in some forest types,such as those in which the DBH-height relationship can be affected substantially by density perhaps through competition.We derived a formula that can be used to estimate the covariance between estimates of mean basal area and the ratio of estimates of mean volume and mean basal area.We also mathematically derived expressions for bias in the big BAF estimator that can be used to show the bias approaches zero in large samples on the order of 1n where n is the number of sample points.

EDGE-DETECTION BASED ON THE LOCAL VARIANCE IN ANGIOGRAPHIC IMAGES

This paper presents a new method for detection of edges in digital angiographic images. It is found that variances of local regions across edges of images are statistically different from that of those where no edge is crossed. This difference can be utilized for the detection of edges of angiographic images. An algorithm based on local variance is proposed. As a result, the edge-detection algorithm is not sensitive to noise and low-level textures of images. A computer program based on the new algorithm has been developed and used by several hospitals.

A Mean-variance Problem in the Constant Elasticity of Variance(CEV) Model

In this paper, we focus on a constant elasticity of variance （CEV） modeland want to find its optimal strategies for a mean-variance problem under two constrainedcontrols： reinsurance/new business and investment （no-shorting）. First, aLagrange multiplier is introduced to simplify the mean-variance problem and thecorresponding Hamilton-Jacobi-Bellman （HJB） equation is established. Via a powertransformation technique and variable change method, the optimal strategies withthe Lagrange multiplier are obtained. Final, based on the Lagrange duality theorem,the optimal strategies and optimal value for the original problem （i.e., the efficientstrategies and efficient frontier） are derived explicitly.

A Geometric Approach to Conditioning and the Search for Minimum Variance Unbiased Estimators

Our purpose is twofold: to present a prototypical example of the conditioning technique to obtain the best estimator of a parameter and to show that this technique resides in the structure of an inner product space. The technique uses conditioning of an unbiased estimator on a sufficient statistic. This procedure is founded upon the conditional variance formula, which leads to an inner product space and a geometric interpretation. The example clearly illustrates the dependence on the sampling methodology. These advantages show the power and centrality of this process.

Authorized variance analysis with consumption rate

On the base of budget or plan information, comparing with actual results, making variance analysis, finding real reasons behind variance, this is important way of control and also important function of budget. However, without consideration of changes of environment, there are some limitations for static variance analysis with benchmark of plan data. Adjusting for benchmark according to actual condition, then doing variance analysis, these will improve utilization of variance analysis. Adjusted benchmark is often known as authorized cost/profit. For different understanding for authority concept, with RCA＇s （the abbreviation for Resource Consumption Accounting） view and numerical examples, this paper brings out the concept of consumption rate variance to promoting deeper understanding and analyzing reasons behind variance.