Tom Drechsler , Sascha Weichel , Antonio Hurtado , Carsten Lange
{"title":"A snippet-based algorithm for practical covariance estimation in Feynman-α analysis","authors":"Tom Drechsler , Sascha Weichel , Antonio Hurtado , Carsten Lange","doi":"10.1016/j.anucene.2026.112241","DOIUrl":null,"url":null,"abstract":"<div><div>In the context of Feynman-<span><math><mi>α</mi></math></span> analysis, the bunching technique is a widely used method for synthesizing neutron count data with larger bin widths by aggregating counts from smaller bin widths. For each bin size <span><math><mi>T</mi></math></span>, the variance-to-mean ratio <span><math><mrow><mi>Y</mi><mrow><mo>(</mo><mi>T</mi><mo>)</mo></mrow></mrow></math></span> is computed, forming the basis for determining the <span><math><mi>α</mi></math></span> parameter. However, the points on the <span><math><mrow><mi>Y</mi><mrow><mo>(</mo><mi>T</mi><mo>)</mo></mrow></mrow></math></span> curve are inherently correlated due to the bunching process. As a result, uncorrelated fitting methods that rely solely on the standard errors of <span><math><mrow><mi>Y</mi><mrow><mo>(</mo><mi>T</mi><mo>)</mo></mrow></mrow></math></span> fail to provide accurate estimates for <span><math><mi>α</mi></math></span> and its uncertainties. A proper treatment of these correlations requires incorporating the covariance matrix of the <span><math><mrow><mi>Y</mi><mrow><mo>(</mo><mi>T</mi><mo>)</mo></mrow></mrow></math></span> points into the fitting procedure. In practice, estimating this covariance matrix from real measurements is challenging and demands a large amount of data, while its theoretical estimation remains an open problem. This paper investigates alternative approaches to reliably determine <span><math><mi>α</mi></math></span> and its uncertainties. Our analysis confirms that uncorrelated fits, neglecting the covariance matrix, fail to provide reliable uncertainties as correlations are significant. Conversely, including an accurately estimated covariance matrix yields correct results for <span><math><mi>α</mi></math></span> and its uncertainties. Since direct estimation of the full covariance matrix requires extensive data, entailing significant measurement time and computational effort, a new method is proposed. This method enables the estimation of the necessary covariance information within practical limits of measurement time and computational resources. These findings reinforce the theoretical foundation of Feynman-<span><math><mi>α</mi></math></span> analysis and offer a robust framework for accurately fitting correlated data arising from the bunching technique.</div></div>","PeriodicalId":8006,"journal":{"name":"Annals of Nuclear Energy","volume":"233 ","pages":"Article 112241"},"PeriodicalIF":2.5000,"publicationDate":"2026-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Nuclear Energy","FirstCategoryId":"5","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0306454926001295","RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2026/3/6 0:00:00","PubModel":"Epub","JCR":"Q1","JCRName":"NUCLEAR SCIENCE & TECHNOLOGY","Score":null,"Total":0}
引用次数: 0
Abstract
In the context of Feynman- analysis, the bunching technique is a widely used method for synthesizing neutron count data with larger bin widths by aggregating counts from smaller bin widths. For each bin size , the variance-to-mean ratio is computed, forming the basis for determining the parameter. However, the points on the curve are inherently correlated due to the bunching process. As a result, uncorrelated fitting methods that rely solely on the standard errors of fail to provide accurate estimates for and its uncertainties. A proper treatment of these correlations requires incorporating the covariance matrix of the points into the fitting procedure. In practice, estimating this covariance matrix from real measurements is challenging and demands a large amount of data, while its theoretical estimation remains an open problem. This paper investigates alternative approaches to reliably determine and its uncertainties. Our analysis confirms that uncorrelated fits, neglecting the covariance matrix, fail to provide reliable uncertainties as correlations are significant. Conversely, including an accurately estimated covariance matrix yields correct results for and its uncertainties. Since direct estimation of the full covariance matrix requires extensive data, entailing significant measurement time and computational effort, a new method is proposed. This method enables the estimation of the necessary covariance information within practical limits of measurement time and computational resources. These findings reinforce the theoretical foundation of Feynman- analysis and offer a robust framework for accurately fitting correlated data arising from the bunching technique.
期刊介绍:
Annals of Nuclear Energy provides an international medium for the communication of original research, ideas and developments in all areas of the field of nuclear energy science and technology. Its scope embraces nuclear fuel reserves, fuel cycles and cost, materials, processing, system and component technology (fission only), design and optimization, direct conversion of nuclear energy sources, environmental control, reactor physics, heat transfer and fluid dynamics, structural analysis, fuel management, future developments, nuclear fuel and safety, nuclear aerosol, neutron physics, computer technology (both software and hardware), risk assessment, radioactive waste disposal and reactor thermal hydraulics. Papers submitted to Annals need to demonstrate a clear link to nuclear power generation/nuclear engineering. Papers which deal with pure nuclear physics, pure health physics, imaging, or attenuation and shielding properties of concretes and various geological materials are not within the scope of the journal. Also, papers that deal with policy or economics are not within the scope of the journal.