MOCABA: a general Monte Carlo-Bayes procedure for improved predictions of integral functions of nuclear data
Axel Hoefer, Oliver Buss, Maik Hennebach, Michael Schmid, Dieter, Porsch (AREVA GmbH)

TL;DR
MOCABA combines Monte Carlo sampling and Bayesian updating to improve predictions of integral functions of nuclear data, avoiding perturbation theory limitations and directly updating observables with experimental data.
Contribution
It introduces a novel, non-perturbative Bayesian method for nuclear data prediction that directly updates integral observables without adjusting nuclear data.
Findings
Successfully predicted neutron multiplication factor using benchmark experiments.
Accurately estimated power distribution in a simulated reactor model.
Demonstrated robustness of MOCABA across different nuclear data applications.
Abstract
MOCABA is a combination of Monte Carlo sampling and Bayesian updating algorithms for the prediction of integral functions of nuclear data, such as reactor power distributions or neutron multiplication factors. Similarly to the established Generalized Linear Least Squares (GLLS) methodology, MOCABA offers the capability to utilize integral experimental data to reduce the prior uncertainty of integral observables. The MOCABA approach, however, does not involve any series expansions and, therefore, does not suffer from the breakdown of first-order perturbation theory for large nuclear data uncertainties. This is related to the fact that, in contrast to the GLLS method, the updating mechanism within MOCABA is applied directly to the integral observables without having to "adjust" any nuclear data. A central part of MOCABA is the nuclear data Monte Carlo program NUDUNA, which performs random…
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