针对现有 Va R计算中主流方法的缺陷 ,创新性地提出了一种基于马尔科夫链蒙特卡洛(Markov Chain Monte Carlo,MCMC)模拟的 Va R计算方法 ,以克服传统 Monte Carlo模拟的高维、静态性缺陷 ,提高估算精度 .通过对美元国债的实证分析和计...针对现有 Va R计算中主流方法的缺陷 ,创新性地提出了一种基于马尔科夫链蒙特卡洛(Markov Chain Monte Carlo,MCMC)模拟的 Va R计算方法 ,以克服传统 Monte Carlo模拟的高维、静态性缺陷 ,提高估算精度 .通过对美元国债的实证分析和计算 ,验证了 MCMC方法的优越性 .展开更多
We have established a set of laboratory measurements which is used for capturing element gammma spectrum. Standard captured gamma ray spectra for ten elements, including Si, Ca, Fe, are obtained using the measurements...We have established a set of laboratory measurements which is used for capturing element gammma spectrum. Standard captured gamma ray spectra for ten elements, including Si, Ca, Fe, are obtained using the measurements for the first time in China. We also simulated the capture gamma ray spectra of the ten elements using Monte Carlo methodology with the same parameters of our experimental measurements. Comparing the experiment and simulation results with the data from the International Atomic Energy Agency＇s Nuclear Data Center, we obtained the standard captured gamma ray spectra of the ten elements, which, as calibration spectra, are used to calibrate the raw spectrum in data processing. This method solved the key problem during the conversion from the original measuring spectrum to the yield of each element in the data processing. The method can effectively improve the accuracy of the element yield calculation.展开更多
文摘针对现有 Va R计算中主流方法的缺陷 ,创新性地提出了一种基于马尔科夫链蒙特卡洛(Markov Chain Monte Carlo,MCMC)模拟的 Va R计算方法 ,以克服传统 Monte Carlo模拟的高维、静态性缺陷 ,提高估算精度 .通过对美元国债的实证分析和计算 ,验证了 MCMC方法的优越性 .
基金sponsored by the National S&T Major Special Project(No. 2011ZX05020-008)
文摘We have established a set of laboratory measurements which is used for capturing element gammma spectrum. Standard captured gamma ray spectra for ten elements, including Si, Ca, Fe, are obtained using the measurements for the first time in China. We also simulated the capture gamma ray spectra of the ten elements using Monte Carlo methodology with the same parameters of our experimental measurements. Comparing the experiment and simulation results with the data from the International Atomic Energy Agency＇s Nuclear Data Center, we obtained the standard captured gamma ray spectra of the ten elements, which, as calibration spectra, are used to calibrate the raw spectrum in data processing. This method solved the key problem during the conversion from the original measuring spectrum to the yield of each element in the data processing. The method can effectively improve the accuracy of the element yield calculation.
