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

This article is cited in 1 scientific paper (total 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.

DOI: https://doi.org/10.15372/SJNM20150407

Full text: PDF file (653 kB)
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English version:
Numerical Analysis and Applications, 2015, 8:4, 344–350

Bibliographic databases:

UDC: 519.65+519.245
Received: 04.06.2014
Revised: 24.03.2015

Citation: G. I. Rudoy, “On applying Monte Carlo methods to analysis of nonlinear regression models”, Sib. Zh. Vychisl. Mat., 18:4 (2015), 425–434; Num. Anal. Appl., 8:4 (2015), 344–350

Citation in format AMSBIB
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\by G.~I.~Rudoy
\paper On applying Monte Carlo methods to analysis of nonlinear regression models
\jour Sib. Zh. Vychisl. Mat.
\yr 2015
\vol 18
\issue 4
\pages 425--434
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\crossref{https://doi.org/10.15372/SJNM20150407}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=3492924}
\elib{https://elibrary.ru/item.asp?id=24817588}
\transl
\jour Num. Anal. Appl.
\yr 2015
\vol 8
\issue 4
\pages 344--350
\crossref{https://doi.org/10.1134/S1995423915040072}
\elib{https://elibrary.ru/item.asp?id=24974194}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84948390401}


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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. G. I. Rudoi, “Modifikatsiya funktsionala kachestva v zadachakh nelineinoi regressii dlya ucheta geteroskedastichnykh pogreshnostei izmeryaemykh dannykh”, Inform. i ee primen., 11:2 (2017), 74–84  mathnet  crossref  elib
  • Sibirskii Zhurnal Vychislitel'noi Matematiki
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