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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2015 Volume 18, Number 4, Pages 425–434 (Mi sjvm593)

This article is cited in 1 paper

On applying Monte Carlo methods to analysis of nonlinear regression models

G. I. Rudoy

Institution of Russian Academy of Sciences Dorodnicyn Computing Centre of RAS, 40 Vavilov str., Moscow, 119333, Russia

Abstract: This paper presents a criterium, called the coefficients stability for inaccuracy in determining the coefficients of nonlinear regression models describing inexact data. A`method for the coefficients stability estimation is also described. The proposed criterium is illustrated by a computational experiment with the data obtained by measurements of a refractive index dependence on the wavelength in 400–1000 nm band for a transparent polymer. The convergence of the proposed criterium to the known analytical solution for the case of linear regression is also studied.

Key words: symbolic regression, nonlinear models, solution stability, transparent medium dispersion, Monte Carlo methods.

UDC: 519.65+519.245

Received: 04.06.2014
Revised: 24.03.2015

DOI: 10.15372/SJNM20150407


 English version:
Numerical Analysis and Applications, 2015, 8:4, 344–350

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