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Noonan, Jack and Zhigljavsky, Anatoly 2019. Approximating Shepp's constants for the Slepian process. Statistics and Probability Letters 153 , pp. 21-31. 10.1016/j.spl.2019.05.001 |
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Zilinskas, Antanas, Gillard, Jonathan, Scammell, Megan and Zhigljavsky, Anatoly
2019.
Multistart with early termination of descents.
Journal of Global Optimization
, -.
10.1007/s10898-019-00814-w
Item availability restricted. |
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Noonan, Jack and Zhigljavsky, Anatoly 2019. Approximations for the boundary crossing probabilities of moving sums of normal random variables. Communications in Statistics - Simulation and Computation 10.1080/03610918.2019.1626889 |
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Pronzato, Luc and Zhigljavsky, Anatoly 2019. Measures minimizing regularized dispersion. Journal of Scientific Computing 78 (3) , pp. 1550-1570. 10.1007/s10915-018-0817-4 |
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Phillips, Tomos, Schmidt, Karl and Zhigljavsky, Anatoly 2019. Extension of the Schoenberg theorem to integrally conditionally positive definite functions. Journal of Mathematical Analysis and Applications 470 (1) , pp. 659-678. 10.1016/j.jmaa.2018.10.032 |
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Dette, Holger, Pepelyshev, Andrey and Zhigljavsky, Anatoly 2019. The BLUE in continuous-time regression models with correlated errors. Annals of Statistics 47 (4) , pp. 1928-1959. |
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Noonan, Jack and Zhigljavsky, Anatoly
2018.
Approximations of the boundary crossing probabilities for the maximum of moving weighted sums.
Statistical Papers
59
(4)
, pp. 1325-1337.
10.1007/s00362-018-1015-z
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Gillard, Jonathan and Zhigljavsky, Anatoly 2018. Optimal directional statistic for general regression. Statistics and Probability Letters 143 , p. 74. 10.1016/j.spl.2018.07.025 |
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Pronzato, Luc, Wynn, Henry P. and Zhigljavsky, Anatoly A. 2018. Simplicial variances, potentials and Mahalanobis distances. Journal of Multivariate Analysis 168 , pp. 276-289. 10.1016/j.jmva.2018.08.002 |
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Pepelyshev, Andrey, Zhigljavsky, Anatoly and Zilinskas, A. 2018. Performance of global random search algorithms for large dimensions. Journal of Global Optimization 71 (1) , pp. 57-71. 10.1007/s10898-017-0535-8 |
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Gillard, Jonathan William and Zhigljavsky, Anatoly 2018. Optimal estimation of direction in regression models with large number of parameters. Applied Mathematics and Computation 318 , pp. 281-289. 10.1016/j.amc.2017.05.050 |
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Pronzato, Luc, Wynn, Henry P. and Zhigljavsky, Anatoly 2017. Extended generalised variances, with applications. Bernoulli 23 (4A) , pp. 2617-2642. 10.3150/16-BEJ821 |
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Dette, H., Konstantinou, M. and Zhigljavsky, Anatoly 2017. A new approach to optimal designs for correlated observations. Annals of Statistics 45 (4) , pp. 1579-1608. 10.1214/16-AOS1500 |
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Pepelyshev, Andrey, Kornikov, Vladimir and Zhigljavsky, Anatoly 2017. Statistical estimation in global random search algorithms in case of large dimensions. Lecture Notes in Computer Science 10556 , pp. 364-369. 10.1007/978-3-319-69404-7_32 |
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Pepelyshev, Andrey and Zhigljavsky, Anatoly 2017. SSA analysis and forecasting of records for Earth temperature and ice extents. Statistics and Its Interface 10 (1) , pp. 151-163. 10.4310/SII.2017.v10.n1.a14 |
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Pepelyshev, Andrey, Staroselskiy, Yuri, Zhigljavsky, Anatoly and Guchenko, Roman 2016. Adaptive targeting in online advertisement: models based on relative influence of factors. Presented at: International Workshop on Machine Learning, Optimization and Big Data, Volterra, Italy, 26-29 August 2016. Published in: Pardalos, P., Conca, P., Giuffrida, G. and Nicosia, G. eds. Machine Learning, Optimization, and Big Data. MOD 2016. Lecture Notes in Computer Science Springer, pp. 159-169. 10.1007/978-3-319-51469-7_13 |
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Pronzato, Luc, Wynn, Henry P. and Zhigljavsky, Anatoly 2016. Extremal measures maximizing functionals based on simplicial volumes. Statistical Papers 57 (4) , pp. 1059-1075. 10.1007/s00362-016-0767-6 |
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Davies, Gareth, Gillard, Jonathan and Zhigljavsky, Anatoly 2016. Comparative study of different penalty functions and algorithms in survey calibration. Comparative Study of Different Penalty Functions and Algorithms in Survey Calibration, Vol. 107. pp. 87-127. (10.1007/978-3-319-29975-4_6) |
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Gillard, Jonathan and Zhigljavsky, Anatoly 2016. Weighted norms in subspace-based methods for time series analysis. Numerical Linear Algebra with Applications 23 (5) , pp. 947-967. 10.1002/nla.2062 |
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Holger, Dette, Pepelyshev, Andrey and Zhigljavsky, Anatoly 2016. Optimal designs for regression models with autoregressive errors. Statistics & Probability Letters 116 , pp. 107-115. 10.1016/j.spl.2016.04.008 |
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Pepelyshev, Andrey, Staroselskiy, Yuri and Zhigljavsky, Anatoly Alexandrovich
2016.
Adaptive designs for optimizing online advertisement campaigns.
Presented at: 11th International Workshop in Model-Oriented Design and Analysis,
Hamminkeln, Germany,
12-17 June 2016.
Published in: Kunert, Joachim, Muller, Christine H. and Atkinson, Anthony C. eds.
mODa 11 - Advances in Model-Oriented Design and Analysis: Proceedings of the 11th International Workshop in Model-Oriented Design and Analysis held in Hamminkeln, Germany, June 12-17, 2016.
Contributions to Statistics
Springer Verlag,
pp. 199-208.
10.1007/978-3-319-31266-8_23
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Z̆ilinskas, Antanas and Zhigljavsky, Anatoly Alexandrovich 2016. Branch and probability bound methods in multi-objective optimization. Optimization Letters 10 (2) , pp. 341-353. 10.1007/s11590-014-0777-z |
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Pepelyshev, Andrey, Staroselskiy, Yuri and Zhigljavsky, Anatoly 2016. Adaptive targeting for online advertisement. Presented at: International Workshop on Machine Learning, Optimization and Big Data, Taormina, Italy, 21-23 July 2015. Published in: Pardalos, Panos, Pavone, Mario, Farinella, Giovanni Maria and Cutello, Vincenzo eds. Machine Learning, Optimization, and Big Data: First International Workshop, MOD 2015, Taormina, Sicily, Italy, July 21-23, 2015, Revised Selected Papers. Lecture Notes in Computer Science Springer Verlag, pp. 240-251. 10.1007/978-3-319-27926-8_21 |
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Dette, Holger, Pepelyshev, Andrey and Zhigljavsky, Anatoly Alexandrovich
2016.
Optimal designs in regression with correlated errors.
Annals of Statistics
44
(1)
, pp. 113-152.
10.1214/15-AOS1361
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Gillard, Jonathan William and Zhigljavsky, Anatoly 2016. Global optimization for structured low rank approximation. Presented at: International Conference of Numerical Analysis and Applied Mathematics 2015, Rhodes, Greece, 22-28 September 2015. AIP Conference Proceedings. American Institute of Physics, p. 400003. 10.1063/1.4952191 |
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Dette, Holger, Pepelyshev, Andrey and Zhigljavsky, Anatoly 2015. Design for linear regression models with correlated errors. In: Dean, Angela, Morris, Max, Stufken, John and Bingham, Derek eds. Handbook of Design and Analysis of Experiments, Chapman & Hall/CRC Handbooks of Modern Statistical Methods, CRC Press, pp. 236-276. |
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Gillard, Jonathan William and Zhigljavsky, Anatoly 2015. Stochastic algorithms for solving structured low-rank approximation problems. Communications in Nonlinear Science and Numerical Simulation 21 (1-3) , pp. 70-88. 10.1016/j.cnsns.2014.08.023 |
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Davies, Gareth P., Gillard, Jonathan William and Zhigljavsky, Anatoly Alexandrovich
2015.
Calibration in survey sampling as an optimization problem.
In: Migdalas, Athanasios and Karakitsiou, Athanasia eds.
Optimization, Control, and Applications in the Information Age,
Vol. 130.
Springer Proceedings in Mathematics & Statistics,
vol. 130.
Springer,
pp. 67-89.
(10.1007/978-3-319-18567-5_4)
Item availability restricted. |
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Pronzato, Luc and Zhigljavsky, Anatoly Alexandrovich 2014. Algorithmic construction of optimal designs on compact sets for concave and differentiable criteria. Journal of Statistical Planning and Inference 154 , pp. 141-155. 10.1016/j.jspi.2014.04.005 |
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Dette, Holger, Pepelyshev, Andrey and Zhigljavsky, Anatoly 2014. "Nearly" universally optimal designs for models with correlated observations. Computational Statistics & Data Analysis 71 , pp. 1103-1112. 10.1016/j.csda.2013.02.002 |
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Schmidt, Karl Michael and Zhigljavsky, Anatoly Alexandrovich 2013. An extremal property of the generalized arcsine distribution. Metrika 76 (3) , pp. 347-355. 10.1007/s00184-012-0391-y |
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Dette, Holger, Pepelyshev, Andrey and Zhigljavsky, Anatoly Alexandrovich 2013. Optimal design for linear models with correlated observations. Annals of Statistics 41 (1) , pp. 143-176. 10.1214/12-AOS1079 |
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Zhigljavsky, Anatoly, Pronzato, Luc and Bukina, Elena 2013. An asymptotically optimal gradient algorithm for quadratic optimization with low computational cost. Optimization Letters 7 (6) , pp. 1047-1059. 10.1007/s11590-012-0491-7 |
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Hassani, Hossein, Heravi, Saeed and Zhigljavsky, Anatoly Alexandrovich 2013. Forecasting UK industrial production with multivariate singular spectrum analysis. Journal of Forecasting 32 (5) , pp. 395-408. 10.1002/for.2244 |
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Gillard, Jonathan William and Zhigljavsky, Anatoly Alexandrovich 2013. Optimization challlenges in the structured low rank approximation problem. Journal of Global Optimization 57 (3) , pp. 733-751. 10.1007/s10898-012-9962-8 |
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Pronzato, L., Zhigljavsky, Anatoly and Bukina, A. 2012. Estimation of spectral bounds in gradient algorithms. Acta Applicandae Mathematicae 127 (1) , pp. 117-136. 10.1007/s10440-012-9794-z |
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Hassani, Hossein, Xu, Zhengyuan and Zhigljavsky, Anatoly Alexandrovich 2011. Singular spectrum analysis based on the perturbation theory. Nonlinear Analysis: Real World Applications 12 (5) , pp. 2752-2766. 10.1016/j.nonrwa.2011.03.020 |
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Pronzato, Luc and Zhigljavsky, Anatoly Alexandrovich 2011. Gradient algorithms for quadratic optimization with fast convergence rates. Computational Optimization and Applications 50 (3) , pp. 597-617. 10.1007/s10589-010-9319-5 |
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Gillard, Jonathan William and Zhigljavsky, Anatoly Alexandrovich 2011. Analysis of structured low rank approximation as an optimization problem. Informatica 22 (4) , pp. 489-505. |
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Patterson, Kerry, Hassani, Hossein, Heravi, Saeed and Zhigljavsky, Anatoly Alexandrovich 2011. Multivariate singular spectrum analysis for forecasting revisions to real-time data. Journal of Applied Statistics 38 (10) , pp. 2183-2211. 10.1080/02664763.2010.545371 |
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Zhigljavsky, Anatoly Alexandrovich 2011. Statistical Modelling in Market Research. In: Lovric, M. ed. International Encyclopedia of Statistical Science, Springer Reference, Berlin: Springer, pp. 1450-1452. (10.1007/978-3-642-04898-2_548) |
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Zhigljavsky, Anatoly Alexandrovich, Dette, Holger and Pepelyshev, Andrey 2010. A new approach to optimal design for linear models with correlated observations. Journal of the American Statistical Association 105 (491) , pp. 1093-1103. 10.1198/jasa.2010.tm09467 |
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Hassani, Hossein, Soofi, Abdol and Zhigljavsky, Anatoly Alexandrovich 2010. Predicting daily exchange rate with singular spectrum analysis. Nonlinear Analysis: Real World Applications 11 (3) , pp. 2023-2034. 10.1016/j.nonrwa.2009.05.008 |
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Zhigljavsky, Anatoly Alexandrovich 2010. Nonadaptive group testing with lies: Probabilistic existence theorems. Journal of Statistical Planning and Inference 140 (10) , pp. 2825-2893. 10.1016/j.jspi.2010.03.012 |
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Zhigljavsky, Anatoly Alexandrovich and Hamilton, Emily 2010. Stopping rules in k-adaptive global random search algorithms. Journal of Global Optimization 48 (1) , pp. 87-97. 10.1007/s10898-010-9528-6 |
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Zhigljavsky, Anatoly Alexandrovich 2010. Singular Spectrum Analysis for time series: Introduction to this special issue. Statistics and Its Interface 3 (3) , pp. 255-258. |
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Pepelyshev, Andrey and Zhigljavsky, Anatoly Alexandrovich 2010. Assessing the stability of long-horizon SSA forecasting. Statistics and Its Interface 3 (3) , pp. 321-327. |
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Hassani, Hossein, Heravi, Saeed and Zhigljavsky, Anatoly Alexandrovich 2009. Forecasting European industrial production with singular spectrum analysis. International Journal of Forecasting 25 (1) , pp. 103-118. 10.1016/j.ijforecast.2008.09.007 |
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Hassani, Hossein and Zhigljavsky, Anatoly Alexandrovich 2009. Singular spectrum analysis: methodology and application to economics data. Journal of Systems Science and Complexity 22 (3) , pp. 372-394. 10.1007/s11424-009-9171-9 |
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Dette, Holger, Leonenko, Nikolai N., Pepelyshev, Andrey and Zhigljavsky, Anatoly Alexandrovich 2009. Asymptotic optimal designs under long-range dependence error structure. Bernoulli 15 (4) , pp. 1036-1056. 10.3150/09-BEJ185 |
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Schmidt, Karl Michael and Zhigljavsky, Anatoly Alexandrovich 2009. A characterization of the arcsine distribution. Statistics & Probability Letters 79 (24) , pp. 2451-2455. 10.1016/j.spl.2009.08.018 |
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Dette, Holger, Pepelyshev, Andrey and Zhigljavsky, Anatoly Alexandrovich 2008. Improving updating rules in multiplicative algorithms for computing D-optimal designs. Computational Statistics & Data Analysis 53 (2) , pp. 312-320. 10.1016/j.csda.2008.10.002 |
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Savani, Vippal and Zhigljavsky, Anatoly Alexandrovich 2007. Asymptotic distributions of statistics and parameter estimates for mixed Poisson processes. Journal of Statistical Planning and Inference 137 (12) , pp. 3990-4002. 10.1016/j.jspi.2007.04.016 |
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Leonenko, Nikolai N., Savani, Vippal and Zhigljavsky, Anatoly Alexandrovich 2007. Autoregressive negative binomial processes. Annales de l'Institut de Statistique de l'Universite de Paris 51 (1) , pp. 25-47. |
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Fedorov, Valerii, Jones, Byron, Savani, Vippal and Zhigljavsky, Anatoly Alexandrovich 2007. Deriving approximations in a random effects model for multicentre clinical trials with binary response. Communications in Statistics - Theory and Methods 36 (3) , pp. 629-644. 10.1080/03610920601001832 |
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Savani, Vippal and Zhigljavsky, Anatoly Alexandrovich 2006. Efficient parameter estimation for independent and INAR(1) negative binomial samples. Metrika 65 (2) , pp. 207-225. 10.1007/s00184-006-0071-x |
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Pronzato, Luc, Wynn, Henry P. and Zhigljavsky, Anatoly Alexandrovich 2006. Asymptotic behaviour of a family of gradient algorithms in Rd and Hilbert spaces. Mathematical Programming 107 (3) , pp. 409-438. 10.1007/s10107-005-0602-7 |
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Savani, Vippal and Zhigljavsky, Anatoly Alexandrovich 2006. Efficient Estimation of Parameters of the Negative Binomial Distribution. Communications in Statistics - Theory and Methods 35 (5) , pp. 767-783. 10.1080/03610920500501346 |
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Moshchevitin, Nikolai and Zhigljavsky, Anatoly Alexandrovich 2004. Entropies of the partitions of the unit interval generated by the Farey tree. Acta Arithmetica 115 (1) , pp. 47-58. |
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Zhigljavsky, Anatoly Alexandrovich 2003. Probabilistic existence theorems in group testing. Journal of Statistical Planning and Inference 115 (1) , pp. 1-43. 10.1016/S0378-3758(02)00148-9 |
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Golyandina, Nina, Nekrutkin, Vladimir Viktorovich and Zhigljavsky, Anatoly Alexandrovich 2001. Analysis of time series structure: SSA and related techniques. Monographs on Statistics & Applied Probability, Chapman & Hall/ CRC. |
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Aliev, Iskander and Zhigljavsky, Anatoly 1999. Weyl sequences: asymptotic distributions of the partition lengths. Acta Arithmetica 88 (4) , pp. 351-361. |
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