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## Zhigljavsky, Anatoly A.

Compute Distance To:
 Author ID: zhigljavsky.anatoly-a Published as: Zhigljavsky, Anatoly; Zhigljavsky, Anatoly A.; Zhiglyavskij, A. A.; Zhigljavsky, A. A.; Zhigljavsky, A.; Zhiglyavsky, A. A. Homepage: https://www.cardiff.ac.uk/people/view/98671-zhigljavsky-anatoly External Links: MGP · Wikidata · ORCID · dblp · GND
 Documents Indexed: 149 Publications since 1978, including 13 Books
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#### Co-Authors

 18 single-authored 30 Pronzato, Luc 30 Wynn, Henry P. 12 Ermakov, Sergeĭ Mikhaĭlovich 12 Pepelyshev, Andrey 11 Dette, Holger 10 Gillard, Jonathan W. 7 Žilinskas, Antanas 6 Golyandina, Nina 6 Savani, Vippal 4 Hassani, Hossein 4 Kondratovich, Marina V. 4 Noonan, Jack 3 Fëdorov, Valeriĭ V. 3 Jones, C. Matthew 3 O’Geran, J. H. 3 Schmidt, Karl Michael 3 Sergeev, Yaroslav Dmitrievich 2 Brugnano, Luigi 2 Bukina, Elena 2 Davies, Gareth T. 2 Hamilton, Emily 2 Haycroft, Rebecca 2 Heravi, Saeed M. 2 Jones, Byron 2 Kargaev, Pavel Petrovich 2 Leonenko, Nikolai N. 2 Pardalos, Panos M. 2 Phillips, T. R. L. 2 Terent’eva, M. V. 2 Žilinskas, Julius 1 Aliev, Iskander M. 1 Atkinson, Anthony C. 1 Bogacka, Barbara 1 Bond, Brian 1 Chekmasov, Maxim V. 1 De Leone, Renato 1 Gryaznov, Svyatoslav 1 Huxley, Martin N. 1 Konstantinou, Maria 1 Korobeynikov, Anton 1 Mikhaĭlov, Gennadiĭ Alekseevich 1 Moshchevitin, Nikolai G. 1 Moskvina, Valentina G. 1 Müller, Werner G. 1 Nekrutkin, V. V. 1 Patterson, Kerry D. 1 Rodríguez-Aragón, Licesio J. 1 Sahu, Sujit K. 1 Scammell, Megan 1 Sedunov, E. V. 1 Solntsev, V. N. 1 Soofi, Abdol S. 1 Wang, Shouyang 1 Xu, Zhengyuan 1 Zabalkanskaya, L. È. 1 Zhilinskas, A. G.
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#### Serials

 7 Statistics & Probability Letters 7 Journal of Global Optimization 5 Journal of Statistical Planning and Inference 5 Acta Applicandae Mathematicae 5 U.S.S.R. Computational Mathematics and Mathematical Physics 5 Statistics and Its Interface 4 The Annals of Statistics 4 Communications in Statistics. Theory and Methods 4 Bernoulli 3 Metrika 3 Statistical Papers 3 Informatica (Vilnius) 3 Optimization Letters 3 Springer Optimization and Its Applications 2 Vestnik Leningradskogo Universiteta. Matematika, Mekhanika, Astronomiya 2 Zhurnal Vychislitel’noĭ Matematiki i Matematicheskoĭ Fiziki 2 Acta Arithmetica 2 Applied Mathematics and Computation 2 Journal of Computational and Applied Mathematics 2 Journal of Number Theory 2 Soviet Mathematics. Doklady 2 IMA Journal of Mathematical Control and Information 2 Linear Algebra and its Applications 2 Vestnik Leningrad University. Mathematics 2 Computational Statistics and Data Analysis 2 Computational Optimization and Applications 2 Tatra Mountains Mathematical Publications 2 Voprosy Kibernetiki (Moskva) 2 Communications in Nonlinear Science and Numerical Simulation 2 Nonlinear Analysis. Real World Applications 2 SpringerBriefs in Statistics 1 Journal of Mathematical Analysis and Applications 1 Periodica Mathematica Hungarica 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 Theory of Probability and its Applications 1 Journal of the American Statistical Association 1 Journal of Multivariate Analysis 1 Engineering Cybernetics 1 Sequential Analysis 1 Journal of Complexity 1 Mathematical and Computer Modelling 1 CWI Quarterly 1 Journal of Scientific Computing 1 Communications in Statistics. Simulation and Computation 1 Mathematical Programming. Series A. Series B 1 Test 1 Combinatorics, Probability and Computing 1 Numerical Linear Algebra with Applications 1 Issledovanie Operatsiĭ i Statisticheskoe Modelirovanie 1 Nova Journal of Mathematics, Game Theory, and Algebra 1 Journal of Applied Statistics 1 Journal of Forecasting 1 Monographs on Statistics and Applied Probability 1 Nonconvex Optimization and Its Applications 1 SIAM/ASA Journal on Uncertainty Quantification 1 Use R! 1 Contributions to Statistics 1 SpringerBriefs in Optimization 1 SN Operations Research Forum
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#### Fields

 85 Statistics (62-XX) 56 Operations research, mathematical programming (90-XX) 37 Numerical analysis (65-XX) 16 Probability theory and stochastic processes (60-XX) 12 General and overarching topics; collections (00-XX) 6 Number theory (11-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Information and communication theory, circuits (94-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Computer science (68-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Potential theory (31-XX) 3 Approximations and expansions (41-XX) 3 Operator theory (47-XX) 2 Mathematical logic and foundations (03-XX) 2 Real functions (26-XX) 2 Integral equations (45-XX) 2 Systems theory; control (93-XX) 1 History and biography (01-XX) 1 Measure and integration (28-XX) 1 Sequences, series, summability (40-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX)

#### Citations contained in zbMATH Open

88 Publications have been cited 477 times in 316 Documents Cited by Year
Stochastic global optimization. Zbl 1136.90003
Zhigljavsky, Anatoly; Žilinskas, Antanas
2008
Analysis of time series structure. SSA and related techniques. Zbl 0978.62073
Golyandina, Nina; Nekrutkin, V. V.; Zhigljavsky, A. A.
2001
Singular spectrum analysis for time series. Zbl 1276.62053
Golyandina, Nina; Zhigljavsky, Anatoly
2013
Improving updating rules in multiplicative algorithms for computing $$D$$-optimal designs. Zbl 1231.62141
Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly
2008
Computing sums of conditionally convergent and divergent series using the concept of grossone. Zbl 1254.03123
Zhigljavsky, Anatoly
2012
A new approach to optimal design for linear models with correlated observations. Zbl 1390.62151
Zhigljavsky, Anatoly; Dette, Holger; Pepelyshev, Andrey
2010
An algorithm based on singular spectrum analysis for change-point detection. Zbl 1075.62625
Moskvina, Valentina; Zhigljavsky, Anatoly
2003
Optimal design for linear models with correlated observations. Zbl 1347.62161
Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly
2013
Forecasting UK industrial production with multivariate singular spectrum analysis. Zbl 1397.62330
Hassani, Hossein; Heravi, Saeed; Zhigljavsky, Anatoly
2013
Stochastic global optimization: a review on the occasion of 25 years of Informatica. Zbl 1387.90203
Žilinskas, Antanas; Zhigljavsky, Anatoly
2016
Optimal designs in regression with correlated errors. Zbl 1338.62161
Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly
2016
Algorithmic construction of optimal designs on compact sets for concave and differentiable criteria. Zbl 1297.62175
Pronzato, Luc; Zhigljavsky, Anatoly A.
2014
Analysis of structured low rank approximation as an optimization problem. Zbl 1274.90379
Gillard, Jonathan; Zhigljavsky, Anatoly
2011
Self-regenerative Markov chain Monte Carlo with adaptation. Zbl 1044.62033
Sahu, Sujit K.; Zhigljavsky, Anatoly A.
2003
Dynamical search. Applications of dynamical systems in search and optimization. Interdisciplinary statistics. Zbl 1053.90102
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, A. A.
2000
Singular spectrum analysis based on the perturbation theory. Zbl 1225.94006
Hassani, Hossein; Xu, Zhengyuan; Zhigljavsky, Anatoly
2011
Predicting daily exchange rate with singular spectrum analysis. Zbl 1188.62297
Hassani, Hossein; Soofi, Abdol S.; Zhigljavsky, Anatoly A.
2010
Branch and probability bound methods for global optimization. Zbl 0907.90256
Zhigljavsky, Anatoly
1990
A new approach to optimal designs for correlated observations. Zbl 1421.62085
Dette, Holger; Konstantinou, Maria; Zhigljavsky, Anatoly
2017
Singular spectrum analysis for time series: Introduction to this special issue. Zbl 1245.62114
Zhigljavsky, Anatoly
2010
Optimization challenges in the structured low rank approximation problem. Zbl 1285.90040
Gillard, Jonathan; Zhigljavsky, Anatoly
2013
Stochastic algorithms for solving structured low-rank matrix approximation problems. Zbl 1336.65070
Gillard, J. W.; Zhigljavsky, A. A.
2015
Renormalised steepest descent in Hilbert space converges to a two-point attractor. Zbl 1106.90367
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly A.
2001
On the distribution of Farey fractions and hyperbolic lattice points. Zbl 0980.11013
Huxley, Martin N.; Zhigljavsky, Anatoly A.
2001
Asymptotic behaviour of a family of gradient algorithms in $$\mathbb R^{ d }$$ and Hilbert spaces. Zbl 1111.90085
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly A.
2006
Efficient estimation of parameters of the negative binomial distribution. Zbl 1104.62021
Savani, V.; Zhigljavsky, A. A.
2006
Pronzato, Luc; Zhigljavsky, Anatoly
2011
A dynamical-system analysis of the optimum $$s$$-gradient algorithm. Zbl 1220.90080
Pronzato, L.; Wynn, H. P.; Zhigljavsky, A.
2009
Search. Zbl 0760.62083
O’Geran, J. H.; Wynn, H. P.; Zhiglyavskij, A. A.
1991
Entropies of the partitions of the unit interval generated by the Farey tree. Zbl 1065.11058
Moshchevitin, Nikolai; Zhigljavsky, Anatoly
2004
Design for linear regression models with correlated errors. Zbl 1345.62110
Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly
2015
Performance of global random search algorithms for large dimensions. Zbl 1402.90135
Pepelyshev, Andrey; Zhigljavsky, Anatoly; Žilinskas, Antanas
2018
Selection of a covariance function for a Gaussian random field aimed for modeling global optimization problems. Zbl 1420.90055
Zhigljavsky, Anatoly; Žilinskas, Antanas
2019
Singular spectrum analysis for image processing. Zbl 1245.94026
Rodríguez-Aragón, Licesio J.; Zhigljavsky, Anatoly
2010
Studying convergence of gradient algorithms via optimal experimental design theory. Zbl 1192.62180
Haycroft, R.; Pronzato, L.; Wynn, H. P.; Zhigljavsky, A.
2009
A characterization of the arcsine distribution. Zbl 1176.62006
Schmidt, Karl Michael; Zhigljavsky, Anatoly
2009
Extremal measures maximizing functionals based on simplicial volumes. Zbl 1351.62149
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly
2016
Semiparametric statistical inference in global random search. Zbl 0792.60021
Zhigljavsky, Anatoly A.
1993
Chaos in search: The Golden Section, normal numbers and ergodically fast line-search. Zbl 0842.26004
Wynn, H. P.; Zhigljavsky, A. A.
1995
Branch and probability bound methods in multi-objective optimization. Zbl 1361.90059
Žilinskas, Antanas; Zhigljavsky, Anatoly
2016
Advances in stochastic and deterministic global optimization. Zbl 1359.90005
Pardalos, Panos M. (ed.); Zhigljavsky, Anatoly (ed.); Žilinskas, Julius (ed.)
2016
Approximating the negative moments of the Poisson distribution. Zbl 1104.62012
Jones, C. Matthew; Zhigljavsky, Anatoly A.
2004
An asymptotically optimal gradient algorithm for quadratic optimization with low computational cost. Zbl 1276.90047
Zhigljavsky, Anatoly; Pronzato, Luc; Bukina, Elena
2013
Probabilistic existence theorems in group testing. Zbl 1020.62070
Zhigljavsky, Anatoly
2003
Comparison of independent, stratified and random covering sample schemes in optimization problems. Zbl 0858.65056
Zhigljavsky, A. A.; Chekmasov, M. V.
1996
Existence theorems for some group testing strategies. Zbl 0929.62083
Zhigljavsky, A.; Zabalkanskaya, L.
1996
Multi-center clinical trials with random enrollment: theoretical approximations. Zbl 1067.62112
Fedorov, Valerii; Jones, Byron; Jones, C. Matthew; Zhigljavsky, Anatoly
2005
Minimum-energy measures for singular kernels. Zbl 1448.62123
Pronzato, Luc; Zhigljavsky, Anatoly
2021
Approximation of real numbers by rationals: some metric theorems. Zbl 0870.11043
Kargaev, Pavel; Zhigljavsky, Anatoly
1996
The BLUE in continuous-time regression models with correlated errors. Zbl 1433.62183
Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly
2019
The theory of search from a statistical viewpoint. (With discussion). Zbl 0827.62104
Wynn, Henry P.; Zhigljavsky, Anatoly A.
1994
Reduction of the problem of random estimation of an extremum of a function. Zbl 0702.90081
Ermakov, S. M.; Zhiglyavskij, A. A.; Kondratovich, M. V.
1989
Efficient parameter estimation for independent and INAR(1) negative binomial samples. Zbl 1106.62028
Savani, V.; Zhigljavsky, A. A.
2007
Calibration in survey sampling as an optimization problem. Zbl 1370.62003
Davies, Gareth; Gillard, Jonathan; Zhigljavsky, Anatoly
2015
Extended generalised variances, with applications. Zbl 1390.60079
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly A.
2017
Stopping rules in $$k$$-adaptive global random search algorithms. Zbl 1202.90220
Zhigljavsky, Anatoly; Hamilton, Emily
2010
Section-invariant numbers and generalised golden section optimization algorithms. Zbl 0971.90087
Zhigljavsky, Anatoly A.; Pronzato, L.; Wynn, H. P.
1998
Methods for the search of a global extremum. (Metody poiska global’nogo ehkstremuma.) Zbl 0803.90115
Zhiglyavskij, A. A.; Zhilinskas, A. G.
1991
The chaotic behaviour of search algorithms. Zbl 0795.49024
Wynn, Henry P.; Zhigljavsky, Anatoly A.
1993
Search methods and observer logics. Zbl 0789.90045
Wynn, H. P.; Zhigljavsky, A. A.; O’Geran, J. H.
1994
Chaotic behaviour of search algorithms: Introduction. Zbl 0854.90133
Wynn, Henry P.; Zhigljavsky, Anatoly A.
1993
On average-optimal quasi-symmetrical univariate optimization algorithms. Zbl 0863.62072
Pronzato, Luc; Zhigljavsky, Anatoly A.
1993
Dynamic systems in search and optimisation. Zbl 0876.90084
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly A.
1995
Estimation of spectral bounds in gradient algorithms. Zbl 1281.65060
Pronzato, L.; Zhigljavsky, A.; Bukina, E.
2013
Book review of: R. Paulavičius and J. Žilinskas: Simplicial global optimization. Zbl 1409.00056
Zhigljavsky, Anatoly
2014
Approximating Shepp’s constants for the Slepian process. Zbl 1458.60044
Noonan, Jack; Zhigljavsky, Anatoly
2019
Optimal designs for regression models with autoregressive errors. Zbl 1369.62171
Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly
2016
Asymptotic optimal designs under long-range dependence error structure. Zbl 1200.62084
Dette, Holger; Leonenko, Nikolai; Pepelyshev, Andrey; Zhigljavsky, Anatoly
2009
On a random search of a global extremum. Zbl 0524.49025
Ermakov, S. M.; Zhiglyavskij, A. A.
1983
Kantorovich-type inequalities for operators via $$D$$-optimal design theory. Zbl 1081.62053
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly
2005
Optimal weighted Monte-Carlo methods. Zbl 0633.65003
Zhiglyavskij, A. A.
1986
On the comparison of some methods of random search of a global extremum. Zbl 0676.65065
Ermakov, S. M.; Zhiglyavskij, A. A.; Kondratovich, M. V.
1989
Asymptotic distribution of the distance function to the Farey points. Zbl 0931.11028
Kargaev, Pavel; Zhigljavsky, Anatoly
1997
Using Renyi entropies to measure uncertainty in search problems. Zbl 1065.94533
Pronzato, L.; Wynn, H. P.; Zhigljavsky, A. A.
1997
Comparison of independent and stratified sampling schemes in problems of global optimization. Zbl 0888.90132
Kondratovich, Marina; Zhigljavsky, Anatoly
1997
A generalized golden-section algorithm for line search. Zbl 0915.90239
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly A.
1998
Finite sample behaviour of an ergodically fast line-search algorithm. Zbl 0945.90033
Pronzato, L.; Wynn, H. P.; Zhigljavsky, A. A.
1999
Optimum design 2000. Papers at the conference optimum design 2000: prospects for the new millenium, Cardiff, GB, April 12–14, 2000. Dedicated to Valeri Fedorov on the occasion of his 60th birthday. Zbl 0961.00023
Atkinson, Anthony (ed.); Bogacka, Barbara (ed.); Zhigljavsky, Anatoly (ed.)
2001
An introduction to dynamical search. Zbl 1111.90362
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly A.
2002
Comparision of some random search procedures for a global extremum. Zbl 0702.65063
Ermakov, S. M.; Zhiglyavskij, A. A.; Kondratovich, M. V.
1989
Estimating the minimal value of a function in global random search: comparison of estimation procedures. Zbl 1267.90106
Hamilton, Emily; Savani, Vippal; Zhigljavsky, Anatoly
2007
An extremal property of the generalized arcsine distribution. Zbl 1416.62117
Schmidt, Karl Michael; Zhigljavsky, Anatoly
2013
Weighted norms in subspace-based methods for time series analysis. Zbl 1413.62139
Gillard, J. W.; Zhigljavsky, A. A.
2016
Application of structured low-rank approximation methods for imputing missing values in time series. Zbl 1388.62255
Gillard, Jonathan; Zhigljavsky, Anatoly
2015
Introduction to this special issue. Zbl 1387.00032
Wang, Shouyang (ed.); Zhang, Heping (ed.); Zhigljavsky, Anatoly (ed.)
2017
Extension of the Schoenberg theorem to integrally conditionally positive definite functions. Zbl 1401.42036
Phillips, T. R. L.; Schmidt, K. M.; Zhigljavsky, A.
2019
Simplicial variances, potentials and Mahalanobis distances. Zbl 1433.62023
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly A.
2018
Approximations of the boundary crossing probabilities for the maximum of moving weighted sums. Zbl 1408.62150
Noonan, Jack; Zhigljavsky, Anatoly
2018
Minimum-energy measures for singular kernels. Zbl 1448.62123
Pronzato, Luc; Zhigljavsky, Anatoly
2021
Selection of a covariance function for a Gaussian random field aimed for modeling global optimization problems. Zbl 1420.90055
Zhigljavsky, Anatoly; Žilinskas, Antanas
2019
The BLUE in continuous-time regression models with correlated errors. Zbl 1433.62183
Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly
2019
Approximating Shepp’s constants for the Slepian process. Zbl 1458.60044
Noonan, Jack; Zhigljavsky, Anatoly
2019
Extension of the Schoenberg theorem to integrally conditionally positive definite functions. Zbl 1401.42036
Phillips, T. R. L.; Schmidt, K. M.; Zhigljavsky, A.
2019
Performance of global random search algorithms for large dimensions. Zbl 1402.90135
Pepelyshev, Andrey; Zhigljavsky, Anatoly; Žilinskas, Antanas
2018
Simplicial variances, potentials and Mahalanobis distances. Zbl 1433.62023
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly A.
2018
Approximations of the boundary crossing probabilities for the maximum of moving weighted sums. Zbl 1408.62150
Noonan, Jack; Zhigljavsky, Anatoly
2018
A new approach to optimal designs for correlated observations. Zbl 1421.62085
Dette, Holger; Konstantinou, Maria; Zhigljavsky, Anatoly
2017
Extended generalised variances, with applications. Zbl 1390.60079
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly A.
2017
Introduction to this special issue. Zbl 1387.00032
Wang, Shouyang; Zhang, Heping; Zhigljavsky, Anatoly
2017
Stochastic global optimization: a review on the occasion of 25 years of Informatica. Zbl 1387.90203
Žilinskas, Antanas; Zhigljavsky, Anatoly
2016
Optimal designs in regression with correlated errors. Zbl 1338.62161
Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly
2016
Extremal measures maximizing functionals based on simplicial volumes. Zbl 1351.62149
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly
2016
Branch and probability bound methods in multi-objective optimization. Zbl 1361.90059
Žilinskas, Antanas; Zhigljavsky, Anatoly
2016
Advances in stochastic and deterministic global optimization. Zbl 1359.90005
Pardalos, Panos M.; Zhigljavsky, Anatoly; Žilinskas, Julius
2016
Optimal designs for regression models with autoregressive errors. Zbl 1369.62171
Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly
2016
Weighted norms in subspace-based methods for time series analysis. Zbl 1413.62139
Gillard, J. W.; Zhigljavsky, A. A.
2016
Stochastic algorithms for solving structured low-rank matrix approximation problems. Zbl 1336.65070
Gillard, J. W.; Zhigljavsky, A. A.
2015
Design for linear regression models with correlated errors. Zbl 1345.62110
Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly
2015
Calibration in survey sampling as an optimization problem. Zbl 1370.62003
Davies, Gareth; Gillard, Jonathan; Zhigljavsky, Anatoly
2015
Application of structured low-rank approximation methods for imputing missing values in time series. Zbl 1388.62255
Gillard, Jonathan; Zhigljavsky, Anatoly
2015
Algorithmic construction of optimal designs on compact sets for concave and differentiable criteria. Zbl 1297.62175
Pronzato, Luc; Zhigljavsky, Anatoly A.
2014
Book review of: R. Paulavičius and J. Žilinskas: Simplicial global optimization. Zbl 1409.00056
Zhigljavsky, Anatoly
2014
Singular spectrum analysis for time series. Zbl 1276.62053
Golyandina, Nina; Zhigljavsky, Anatoly
2013
Optimal design for linear models with correlated observations. Zbl 1347.62161
Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly
2013
Forecasting UK industrial production with multivariate singular spectrum analysis. Zbl 1397.62330
Hassani, Hossein; Heravi, Saeed; Zhigljavsky, Anatoly
2013
Optimization challenges in the structured low rank approximation problem. Zbl 1285.90040
Gillard, Jonathan; Zhigljavsky, Anatoly
2013
An asymptotically optimal gradient algorithm for quadratic optimization with low computational cost. Zbl 1276.90047
Zhigljavsky, Anatoly; Pronzato, Luc; Bukina, Elena
2013
Estimation of spectral bounds in gradient algorithms. Zbl 1281.65060
Pronzato, L.; Zhigljavsky, A.; Bukina, E.
2013
An extremal property of the generalized arcsine distribution. Zbl 1416.62117
Schmidt, Karl Michael; Zhigljavsky, Anatoly
2013
Computing sums of conditionally convergent and divergent series using the concept of grossone. Zbl 1254.03123
Zhigljavsky, Anatoly
2012
Analysis of structured low rank approximation as an optimization problem. Zbl 1274.90379
Gillard, Jonathan; Zhigljavsky, Anatoly
2011
Singular spectrum analysis based on the perturbation theory. Zbl 1225.94006
Hassani, Hossein; Xu, Zhengyuan; Zhigljavsky, Anatoly
2011
Pronzato, Luc; Zhigljavsky, Anatoly
2011
A new approach to optimal design for linear models with correlated observations. Zbl 1390.62151
Zhigljavsky, Anatoly; Dette, Holger; Pepelyshev, Andrey
2010
Predicting daily exchange rate with singular spectrum analysis. Zbl 1188.62297
Hassani, Hossein; Soofi, Abdol S.; Zhigljavsky, Anatoly A.
2010
Singular spectrum analysis for time series: Introduction to this special issue. Zbl 1245.62114
Zhigljavsky, Anatoly
2010
Singular spectrum analysis for image processing. Zbl 1245.94026
Rodríguez-Aragón, Licesio J.; Zhigljavsky, Anatoly
2010
Stopping rules in $$k$$-adaptive global random search algorithms. Zbl 1202.90220
Zhigljavsky, Anatoly; Hamilton, Emily
2010
A dynamical-system analysis of the optimum $$s$$-gradient algorithm. Zbl 1220.90080
Pronzato, L.; Wynn, H. P.; Zhigljavsky, A.
2009
Studying convergence of gradient algorithms via optimal experimental design theory. Zbl 1192.62180
Haycroft, R.; Pronzato, L.; Wynn, H. P.; Zhigljavsky, A.
2009
A characterization of the arcsine distribution. Zbl 1176.62006
Schmidt, Karl Michael; Zhigljavsky, Anatoly
2009
Asymptotic optimal designs under long-range dependence error structure. Zbl 1200.62084
Dette, Holger; Leonenko, Nikolai; Pepelyshev, Andrey; Zhigljavsky, Anatoly
2009
Stochastic global optimization. Zbl 1136.90003
Zhigljavsky, Anatoly; Žilinskas, Antanas
2008
Improving updating rules in multiplicative algorithms for computing $$D$$-optimal designs. Zbl 1231.62141
Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly
2008
Efficient parameter estimation for independent and INAR(1) negative binomial samples. Zbl 1106.62028
Savani, V.; Zhigljavsky, A. A.
2007
Estimating the minimal value of a function in global random search: comparison of estimation procedures. Zbl 1267.90106
Hamilton, Emily; Savani, Vippal; Zhigljavsky, Anatoly
2007
Asymptotic behaviour of a family of gradient algorithms in $$\mathbb R^{ d }$$ and Hilbert spaces. Zbl 1111.90085
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly A.
2006
Efficient estimation of parameters of the negative binomial distribution. Zbl 1104.62021
Savani, V.; Zhigljavsky, A. A.
2006
Multi-center clinical trials with random enrollment: theoretical approximations. Zbl 1067.62112
Fedorov, Valerii; Jones, Byron; Jones, C. Matthew; Zhigljavsky, Anatoly
2005
Kantorovich-type inequalities for operators via $$D$$-optimal design theory. Zbl 1081.62053
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly
2005
Entropies of the partitions of the unit interval generated by the Farey tree. Zbl 1065.11058
Moshchevitin, Nikolai; Zhigljavsky, Anatoly
2004
Approximating the negative moments of the Poisson distribution. Zbl 1104.62012
Jones, C. Matthew; Zhigljavsky, Anatoly A.
2004
An algorithm based on singular spectrum analysis for change-point detection. Zbl 1075.62625
Moskvina, Valentina; Zhigljavsky, Anatoly
2003
Self-regenerative Markov chain Monte Carlo with adaptation. Zbl 1044.62033
Sahu, Sujit K.; Zhigljavsky, Anatoly A.
2003
Probabilistic existence theorems in group testing. Zbl 1020.62070
Zhigljavsky, Anatoly
2003
An introduction to dynamical search. Zbl 1111.90362
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly A.
2002
Analysis of time series structure. SSA and related techniques. Zbl 0978.62073
Golyandina, Nina; Nekrutkin, V. V.; Zhigljavsky, A. A.
2001
Renormalised steepest descent in Hilbert space converges to a two-point attractor. Zbl 1106.90367
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly A.
2001
On the distribution of Farey fractions and hyperbolic lattice points. Zbl 0980.11013
Huxley, Martin N.; Zhigljavsky, Anatoly A.
2001
Optimum design 2000. Papers at the conference optimum design 2000: prospects for the new millenium, Cardiff, GB, April 12–14, 2000. Dedicated to Valeri Fedorov on the occasion of his 60th birthday. Zbl 0961.00023
Atkinson, Anthony; Bogacka, Barbara; Zhigljavsky, Anatoly
2001
Dynamical search. Applications of dynamical systems in search and optimization. Interdisciplinary statistics. Zbl 1053.90102
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, A. A.
2000
Finite sample behaviour of an ergodically fast line-search algorithm. Zbl 0945.90033
Pronzato, L.; Wynn, H. P.; Zhigljavsky, A. A.
1999
Section-invariant numbers and generalised golden section optimization algorithms. Zbl 0971.90087
Zhigljavsky, Anatoly A.; Pronzato, L.; Wynn, H. P.
1998
A generalized golden-section algorithm for line search. Zbl 0915.90239
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly A.
1998
Asymptotic distribution of the distance function to the Farey points. Zbl 0931.11028
Kargaev, Pavel; Zhigljavsky, Anatoly
1997
Using Renyi entropies to measure uncertainty in search problems. Zbl 1065.94533
Pronzato, L.; Wynn, H. P.; Zhigljavsky, A. A.
1997
Comparison of independent and stratified sampling schemes in problems of global optimization. Zbl 0888.90132
Kondratovich, Marina; Zhigljavsky, Anatoly
1997
Comparison of independent, stratified and random covering sample schemes in optimization problems. Zbl 0858.65056
Zhigljavsky, A. A.; Chekmasov, M. V.
1996
Existence theorems for some group testing strategies. Zbl 0929.62083
Zhigljavsky, A.; Zabalkanskaya, L.
1996
Approximation of real numbers by rationals: some metric theorems. Zbl 0870.11043
Kargaev, Pavel; Zhigljavsky, Anatoly
1996
Chaos in search: The Golden Section, normal numbers and ergodically fast line-search. Zbl 0842.26004
Wynn, H. P.; Zhigljavsky, A. A.
1995
Dynamic systems in search and optimisation. Zbl 0876.90084
Pronzato, Luc; Wynn, Henry P.; Zhigljavsky, Anatoly A.
1995
The theory of search from a statistical viewpoint. (With discussion). Zbl 0827.62104
Wynn, Henry P.; Zhigljavsky, Anatoly A.
1994
Search methods and observer logics. Zbl 0789.90045
Wynn, H. P.; Zhigljavsky, A. A.; O&rsquo;Geran, J. H.
1994
Semiparametric statistical inference in global random search. Zbl 0792.60021
Zhigljavsky, Anatoly A.
1993
The chaotic behaviour of search algorithms. Zbl 0795.49024
Wynn, Henry P.; Zhigljavsky, Anatoly A.
1993
Chaotic behaviour of search algorithms: Introduction. Zbl 0854.90133
Wynn, Henry P.; Zhigljavsky, Anatoly A.
1993
On average-optimal quasi-symmetrical univariate optimization algorithms. Zbl 0863.62072
Pronzato, Luc; Zhigljavsky, Anatoly A.
1993
Search. Zbl 0760.62083
O&rsquo;Geran, J. H.; Wynn, H. P.; Zhiglyavskij, A. A.
1991
Methods for the search of a global extremum. (Metody poiska global’nogo ehkstremuma.) Zbl 0803.90115
Zhiglyavskij, A. A.; Zhilinskas, A. G.
1991
Branch and probability bound methods for global optimization. Zbl 0907.90256
Zhigljavsky, Anatoly
1990
Reduction of the problem of random estimation of an extremum of a function. Zbl 0702.90081
Ermakov, S. M.; Zhiglyavskij, A. A.; Kondratovich, M. V.
1989
On the comparison of some methods of random search of a global extremum. Zbl 0676.65065
Ermakov, S. M.; Zhiglyavskij, A. A.; Kondratovich, M. V.
1989
Comparision of some random search procedures for a global extremum. Zbl 0702.65063
Ermakov, S. M.; Zhiglyavskij, A. A.; Kondratovich, M. V.
1989
Optimal weighted Monte-Carlo methods. Zbl 0633.65003
Zhiglyavskij, A. A.
1986
On a random search of a global extremum. Zbl 0524.49025
Ermakov, S. M.; Zhiglyavskij, A. A.
1983
all top 5

#### Cited by 490 Authors

 51 Zhigljavsky, Anatoly A. 25 Sergeev, Yaroslav Dmitrievich 15 Pronzato, Luc 14 Žilinskas, Antanas 13 Hassani, Hossein 12 Dette, Holger 9 Pepelyshev, Andrey 8 Mukhametzhanov, Marat S. 7 Kvasov, Dmitriĭ Evgen’evich 7 Lera, Daniela 7 Wynn, Henry P. 6 Gillard, Jonathan W. 5 Harman, Radoslav 5 Mahmoudvand, Rahim 5 Žilinskas, Julius 4 Gergel, Victor P. 4 Sagnol, Guillaume 4 Sugiyama, Masashi 4 Tarłowski, Dawid 3 Caldarola, Fabio 3 Calvin, James M. 3 De Leone, Renato 3 Finkel’shteĭn, Evgeniya Aleksandrovna 3 Golyandina, Nina 3 Gornov, Aleksandr Yur’evich 3 Holmström, Lasse 3 Kalantari, Mahdi 3 Launonen, Ilkka 3 Liu, Song 3 López Fidalgo, Jesús F. 3 Noonan, Jack 3 Paulavičius, Remigijus 3 Rodrigues, Paulo Canas 3 Yarmohammadi, Masoud 3 Yu, Yaming 3 Zaharescu, Alexandru 3 Zhou, Julie 2 Alabert, Aureli 2 Alharbi, Nader 2 Ascher, Uri M. 2 Bai, Jianchao 2 Baran, Sándor 2 Benelmadani, D. 2 Benhenni, Karim 2 Boca, Florin-Petre 2 Brugnano, Luigi 2 Bukina, Elena 2 Caballero, Ricard 2 Campos-Barreiro, Santiago 2 Cococcioni, Marco 2 Douc, Randal 2 Duan, Xuefeng 2 Filová, Lenka 2 Gao, Lucy L. 2 Ghodsi, Mansi 2 Gimbutienė, Gražina 2 Grishagin, Vladimir A. 2 Heravi, Saeed M. 2 Iavernaro, Felice 2 Ivanov, Valery V. 2 Louhichi, Sana 2 Maiolo, Mario 2 Martín-Martín, Raul 2 Mazzia, Francesca 2 Meintanis, Simos G. 2 Nguyen, Andrew L. 2 Pappalardo, Massimo 2 Picheny, Victor 2 Poskitt, Donald Stephen 2 Price, Christopher John 2 Robertson, B. L. 2 Ruggiero, Valeria 2 Savani, Vippal 2 Schorning, Kirsten 2 Suzuki, Taiji 2 Tasche, Manfred 2 Thomakos, Dimitrios D. 2 van den Doel, Kees 2 Zanni, Luca 2 Zarodnyuk, Tatiana Sergeevna 2 Zhang, Xinjun 2 Zokaei, Mohammad 2 Zuyev, Sergei 1 Ai, Mingyao 1 Aldridge, Matthew 1 Anikin, Anton S. 1 Antonio, Candelieri 1 Antoniotti, Luigi 1 Antoniou, Ioannis E. 1 Appice, Annalisa 1 Arlot, Sylvain 1 Auger, Anne 1 Ayoubkhani, Daniel 1 Bachoc, François 1 Baeyens, Enrique 1 Baldassini, Leonardo 1 Banga, Julio R. 1 Baños, Alfonso 1 Baritompa, William 1 Barkalov, K. A. ...and 390 more Authors
all top 5

#### Cited in 119 Serials

 38 Journal of Global Optimization 20 Applied Mathematics and Computation 19 Journal of Statistical Planning and Inference 12 Journal of Computational and Applied Mathematics 10 Computational Statistics and Data Analysis 9 The Annals of Statistics 9 Communications in Nonlinear Science and Numerical Simulation 7 Journal of the Franklin Institute 7 Statistics & Probability Letters 7 Communications in Statistics. Simulation and Computation 7 Optimization Letters 5 Applied Numerical Mathematics 5 Journal of Applied Statistics 4 Computational Statistics 4 Statistical Papers 4 Journal of Systems Science and Complexity 3 Journal of Mathematical Analysis and Applications 3 Metrika 3 Acta Applicandae Mathematicae 3 Neural Computation 3 Numerical Algorithms 3 Linear Algebra and its Applications 3 Vestnik St. Petersburg University. Mathematics 3 Nonlinear Analysis. Real World Applications 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Statistical Analysis and Data Mining 3 Algorithms 3 Statistics and Computing 2 Physica A 2 Information Sciences 2 Journal of Multivariate Analysis 2 Journal of Optimization Theory and Applications 2 Theoretical Computer Science 2 Statistics 2 Journal of Scientific Computing 2 Applied Mathematical Modelling 2 SIAM Journal on Optimization 2 Journal of Nonlinear Science 2 Test 2 Bernoulli 2 Mathematical Problems in Engineering 2 International Journal of Applied Mathematics and Computer Science 2 International Journal of Wavelets, Multiresolution and Information Processing 2 Statistical Methods and Applications 1 Computers & Mathematics with Applications 1 Journal of Computational Physics 1 Journal of Statistical Physics 1 Mathematical Biosciences 1 Mathematical Methods in the Applied Sciences 1 Periodica Mathematica Hungarica 1 Scandinavian Journal of Statistics 1 Bulletin of Mathematical Biology 1 The Mathematical Intelligencer 1 Annals of the Institute of Statistical Mathematics 1 Automatica 1 Biometrics 1 Commentarii Mathematici Helvetici 1 Fuzzy Sets and Systems 1 Journal of the American Statistical Association 1 Journal of Number Theory 1 Mathematische Nachrichten 1 Mathematics of Operations Research 1 Mathematische Zeitschrift 1 Michigan Mathematical Journal 1 Monatshefte für Mathematik 1 Moscow University Computational Mathematics and Cybernetics 1 Operations Research Letters 1 Journal of Time Series Analysis 1 Physica D 1 Optimization 1 Sequential Analysis 1 Journal of Complexity 1 New Generation Computing 1 Computers & Operations Research 1 Mathematical and Computer Modelling 1 Neural Networks 1 Japan Journal of Industrial and Applied Mathematics 1 Computational Mathematics and Mathematical Physics 1 Automation and Remote Control 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Journal of Statistical Computation and Simulation 1 Mathematical Programming. Series A. Series B 1 Computational Optimization and Applications 1 Journal of Mathematical Sciences (New York) 1 St. Petersburg Mathematical Journal 1 Numerical Linear Algebra with Applications 1 Top 1 Journal of Computational Neuroscience 1 INFORMS Journal on Computing 1 Doklady Mathematics 1 Abstract and Applied Analysis 1 Journal of Combinatorial Optimization 1 Australian & New Zealand Journal of Statistics 1 Data Mining and Knowledge Discovery 1 Foundations of Science 1 Methodology and Computing in Applied Probability 1 Optimization and Engineering 1 Lobachevskii Journal of Mathematics 1 The ANZIAM Journal ...and 19 more Serials
all top 5

#### Cited in 34 Fields

 137 Statistics (62-XX) 109 Operations research, mathematical programming (90-XX) 75 Numerical analysis (65-XX) 25 Probability theory and stochastic processes (60-XX) 23 Computer science (68-XX) 18 Systems theory; control (93-XX) 15 Dynamical systems and ergodic theory (37-XX) 13 Number theory (11-XX) 12 Information and communication theory, circuits (94-XX) 11 Linear and multilinear algebra; matrix theory (15-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 7 Biology and other natural sciences (92-XX) 5 General and overarching topics; collections (00-XX) 5 Mathematical logic and foundations (03-XX) 5 Geophysics (86-XX) 4 Combinatorics (05-XX) 3 Measure and integration (28-XX) 3 Potential theory (31-XX) 3 Sequences, series, summability (40-XX) 3 Approximations and expansions (41-XX) 3 Operator theory (47-XX) 2 History and biography (01-XX) 2 Ordinary differential equations (34-XX) 2 Fluid mechanics (76-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Group theory and generalizations (20-XX) 1 Partial differential equations (35-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Convex and discrete geometry (52-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Optics, electromagnetic theory (78-XX)

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