Browse by Current Cardiff authors

Grahovac, Danijel, Kovtun, Anastasiia, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2025. Dickman type stochastic processes with short- and long- range dependence. Stochastics: An International Journal of Probability and Stochastic Processes 97 (6) , pp. 722-743. 10.1080/17442508.2025.2522789

Kovtun, Anastasiia, Leonenko, Mykola ORCID: https://orcid.org/0000-0003-1932-4091 and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2025. Singular properties of high-order spectral densities of supOU processes. Communications in Nonlinear Science and Numerical Simulation Item availability restricted.

Leonenko, Mykola ORCID: https://orcid.org/0000-0003-1932-4091, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Pichler, Alois, Pirozzi, Enrica and Meng, Xiangyun 2025. Probability of ruin within finite time and Cramér-Lundberg inequality for fractional risk processes. TEST Item availability restricted.

Leonenko, Mykola ORCID: https://orcid.org/0000-0003-1932-4091 and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2025. Numerical computation of the Rosenblatt distribution and applications. Stat Item availability restricted.

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Scherbakova, Irina and Staroselskiy, Yuri 2024. Mixed Poisson processes with dropout for consumer studies. Stats 7 (4) , pp. 1128-1140. 10.3390/stats7040066

Borodich, Feodor M. ORCID: https://orcid.org/0000-0002-7935-0956 and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2024. Synthesis of engineering surfaces using representative elementary patterns of roughness. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 480 (2299) , 20240242. 10.1098/rspa.2024.0242

Detter, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 2024. Prediction in regression models with continuous observations. Statistical Papers 65 , pp. 1985-2009. 10.1007/s00362-023-01465-6

Borodich, Feodor M. ORCID: https://orcid.org/0000-0002-7935-0956, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Jin, Xiaoqing 2024. A multiscale statistical analysis of rough surfaces and applications to tribology. Mathematics 12 (12) , 1804. 10.3390/math12121804

Twumasi, Clement, Cable, Joanne ORCID: https://orcid.org/0000-0002-8510-7055 and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2024. Mathematical modelling of parasite dynamics: A stochastic simulation-based approach and parameter estimation via modified sequential-type approximate Bayesian computation. Bulletin of Mathematical Biology 86 , 54. 10.1007/s11538-024-01281-5

Borodich-Suarez, Sofia and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2023. Study of impact of COVID-19 on industrial production indices using singular spectrum analysis. Statistics and Its Interface 16 (2) , pp. 181-188. 10.4310/21-SII719

Al-Marhoobi, Safia and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2023. Analysis of temperature and humidity in Oman using singular spectrum analysis. Communications in Statistics - Simulation and Computation 52 (4) , pp. 1404-1417. 10.1080/03610918.2021.1884714

AlMarhoobi, Safia and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2023. Study of automatic choice of parameters for forecasting in singular spectrum analysis. Statistics and Its Interface 16 (1) , pp. 109-116. 10.4310/21-SII707

Borodich Suarez, Sofia, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2023. Forecasting industrial production indices with a new singular spectrum analysis forecasting algorithm. Statistics and Its Interface 16 (1) , pp. 31-42. 10.4310/21-SII693

Polunchenko, Aleksey and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2021. On the evaluation of an integral involving the Whittaker W function. Journal of Computational and Applied Mathematics 383 , 113111. 10.1016/j.cam.2020.113111

Li, Kexian, Polunchenko, Aleksey and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2021. Analytic evaluation of the fractional moments for the quasi-stationary distribution of the shiryaev martingale on an interval. Communications in Statistics - Simulation and Computation 50 (9) , pp. 2705-2720. 10.1080/03610918.2019.1612433

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 2020. Discrete uniform and binomial distributions with infinite support. Soft Computing 24 , pp. 17517-17524. 10.1007/s00500-020-05190-2

Borodich, Feodor ORCID: https://orcid.org/0000-0002-7935-0956, Jin, Xiaoqing and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2020. Probabilistic, fractal, and related techniques for analysis of engineering surfaces. Frontiers in Mechanical Engineering 6 , 64. 10.3389/fmech.2020.00064

Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 2019. The BLUE in continuous-time regression models with correlated errors. Annals of Statistics 47 (4) , pp. 1928-1959. 10.1214/18-AOS1734

Borodich, Feodor ORCID: https://orcid.org/0000-0002-7935-0956, Brousseau, Emmanuel ORCID: https://orcid.org/0000-0003-2728-3189, Clarke, Alastair ORCID: https://orcid.org/0000-0002-3603-6000, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Sanchez-Lopez, Juan Carlos 2019. Roughness of deposited carbon-based coatings and its statistical characteristics at nano and microscales. Frontiers in Mechanical Engineering 5 (4) , 24. 10.3389/fmech.2019.00024

Casero-Alonso, Víctor, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Wong, Weng K. 2018. A web-based tool for designing experimental studies to detect hormesis and estimate the threshold dose. Statistical Papers 59 (4) , pp. 1307-1324. 10.1007/s00362-018-1038-5

Polunchenko, Aleksay S. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2018. Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval. Statistical Papers 59 (4) , pp. 1351-1377. 10.1007/s00362-018-1019-8

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Borodich, Feodor ORCID: https://orcid.org/0000-0002-7935-0956, Galanov, Boris, Gorb, Elena and Gorb, Stanislav 2018. Adhesion of soft materials to rough surfaces:experimental studies, statistical analysis and modelling. Coatings 8 (10) , 350. 10.3390/coatings8100350

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 and Zilinskas, Amtanas 2018. Performance of global random search algorithms for large dimensions. Journal of Global Optimization 71 , pp. 57-71. 10.1007/s10898-017-0535-8

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Sovetkin, Evgenii and Steland, Ansgar 2017. Panel-based stratified cluster sampling and analysis for photovoltaic outdoor measurements. Applied Stochastic Models in Business and Industry 33 (1) , pp. 35-53. 10.1002/asmb.2217

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Kornikov, Vladimir and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 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

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 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

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Polunchenko, Alexey 2017. Real-time financial surveillance via quickest change-point detection methods. Statistics and Its Interface 10 (1) , pp. 93-106. 10.4310/SII.2017.v10.n1.a9

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Staroselskiy, Yuri, Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 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 , vol.10122 Springer, pp. 159-169. 10.1007/978-3-319-51469-7_13

Borodich, Feodor M. ORCID: https://orcid.org/0000-0002-7935-0956, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Savencu, Ovidiu 2016. Statistical approaches to description of rough engineering surfaces at nano and microscalese. Tribology International 103 , pp. 197-207. 10.1016/j.triboint.2016.06.043

Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 2016. Optimal designs for regression models with autoregressive errors. Statistics and Probability Letters 116 , pp. 107-115. 10.1016/j.spl.2016.04.008

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Staroselskiy, Yuri and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279 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. 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

Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 2016. Optimal designs in regression with correlated errors. Annals of Statistics 44 (1) , pp. 113-152. 10.1214/15-AOS1361

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Staroselskiy, Yuri and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 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. Lecture Notes in Computer Science , vol.9432 Springer Verlag, pp. 240-251. 10.1007/978-3-319-27926-8_21

Borodich, Feodor M. ORCID: https://orcid.org/0000-0002-7935-0956, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Savencu, Ovidiu 2015. Micro and nano scale statistical properties of rough surfaces of significance in their friction. Presented at: 6th Vienna International Conference NANO-TECHNOLOGY - VIENNANO '15, Wiener Neustadt, Austria, 23-25 November 2015.

Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 2015. Design for linear regression models with correlated errors. 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.

Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 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

Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279 2013. Optimal design for linear models with correlated observations. Annals of Statistics 41 (1) , pp. 143-176. 10.1214/12-AOS1079

Golyandina, Nina, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Steland, Ansgar 2012. New approaches to nonparametric density estimation and selection of smoothing parameters. Computational Statistics & Data Analysis 56 (7) , pp. 2206-2218. 10.1016/j.csda.2011.12.019

Dette, H., Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Wong, W. K. 2012. Optimal designs for composed models in pharmacokinetic-pharmacodynamic experiments. Journal of Pharmacokinetics and Pharmacodynamics 39 (3) , pp. 295-311. 10.1007/s10928-012-9251-7

Dette, H., Melas, V. B. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2011. Optimal design for smoothing splines. Annals of the Institute of Statistical Mathematics 63 (5) , pp. 981-1003. 10.1007/s10463-009-0265-x

Holland-Letz, Tim, Dette, Holger and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2011. A geometric characterization of optimal designs for regression models with correlated observations. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 73 (2) , pp. 239-252. 10.1111/j.1467-9868.2010.00757.x

Dette, H. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2010. NPUA: A new approach for the analysis of computer experiments. Chemometrics and Intelligent Laboratory Systems 104 (2) , pp. 333-340. 10.1016/j.chemolab.2010.10.001

Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Shpilev, Piter and Wong, Weng Kee 2010. Optimal designs for discriminating between dose-response models in toxicology studies. Bernoulli 16 (4) , pp. 1164-1176. 10.3150/10-BEJ257

Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Holland-Letz, Tim 2010. Optimal designs for random effect models with correlated errors with applications in population pharmacokinetics. The Annals of Applied Statistics 4 (3) , pp. 1430-1450. 10.1214/09-AOAS324

Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279, Dette, Holger and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 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

Dette, H., Melas, V. B. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2010. Optimal designs for estimating the slope of a regression. Statistics 44 (6) , pp. 617-628. 10.1080/02331880903348473

Dette, Holger and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2010. Generalized Latin hypercube design for computer experiments. Technometrics 52 (4) , pp. 421-429. 10.1198/TECH.2010.09157

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279 2010. Assessing the stability of long-horizon SSA forecasting. Statistics and Its Interface 3 (3) , pp. 321-327.

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Poli, I. and Melas, V. 2009. Uniform coverage designs for mixture experiments. Journal of Statistical Planning and Inference 139 (10) , pp. 3442-3452. 10.1016/j.jspi.2009.03.020

Dette, H., Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Wong, W. K. 2009. Optimal designs for dose-finding experiments in toxicity studies. Bernoulli 15 (1) , pp. 124-145. 10.3150/08-BEJ152

Dette, Holger, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279 2009. Asymptotic optimal designs under long-range dependence error structure. Bernoulli 15 (4) , pp. 1036-1056. 10.3150/09-BEJ185

Dette, H., Wong, W. K., Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Shpilev, P. 2009. Optimal designs for estimating critical effective dose under model uncertainty in a dose response study. Statistics and Its Interface 2 (1) , pp. 27-36. 10.4310/SII.2009.v2.n1.a3

Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279 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

Dette, H., Melas, V. B. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2008. Optimal designs for free knot least squares splines. Statistica Sinica 18 (3) , pp. 1047-1062.

Dette, Holger, Kunert, Joachim and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2008. Exact optimal designs for weighted least squares analysis with correlated errors. Statistica Sinica 18 (1) , pp. 135-154.

Dette, H. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2008. Efficient experimental designs for sigmoidal growth models. Journal of Statistical Planning and Inference 138 (1) , pp. 2-17. 10.1016/j.jspi.2007.05.027

Dette, Holger, Bretz, Frank, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Pinheiro, José 2008. Optimal designs for dose-finding studies. Journal of the American Statistical Association 103 (483) , pp. 1225-1237. 10.1198/016214508000000427

Dette, H., Melas, V. B. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2007. Optimal designs for statistical analysis with Zernike polynomials. Statistics 41 (6) , pp. 453-470. 10.1080/02331880701395395

Biedermann, S., Dette, H. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2007. Optimal discrimination designs for exponential regression models. Journal of Statistical Planning and Inference 137 (8) , pp. 2579-2592. 10.1016/j.jspi.2006.03.015

Melas, V. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2007. On representing maximin efficient designs by Taylor series. Journal of Statistical Planning and Inference 137 (8) , pp. 2689-2702. 10.1016/j.jspi.2005.05.006

Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2007. Optimal designs for the exponential model with correlated observations. Presented at: 8th International Workshop in Model-Oriented Design and Analysis, Almagro, Spain, 4-8 June 2007. Published in: López-Fidalgo, J., Rodríguez-Díaz, J. M. and Torsney, B. eds. mODa 8 - Advances in Model-Oriented Design and Analysis: Proceedings of the 8th International Workshop in Model-Oriented Design and Analysis held in Almagro, Spain, June 4–8, 2007. Contributions to Statistics (2007) Heidelberg: Physica-Verlag, pp. 165-172. 10.1007/978-3-7908-1952-6_21

Biedermann, S., Dette, H. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2006. Some robust design strategies for percentile estimation in binary response models. Canadian Journal of Statistics 34 (4) , pp. 603-622. 10.1002/cjs.5550340404

Dette, Holger, Melas, Viatcheslav B. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2005. Optimal designs for three-dimensional shape analysis with spherical harmonic descriptors. The Annals of Statistics 33 (6) , pp. 2758-2788. 10.1214/009053605000000552

Dette, Holger, Melas, Viatcheslav B. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2004. Optimal designs for a class of nonlinear regression models. The Annals of Statistics 32 (5) , pp. 2142-2167. 10.1214/009053604000000382

Dette, Holger, Melas, Viatcheslav B., Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Strigul, Nikolai 2003. Efficient design of experiments in the Monod model. Journal of the Royal Statistical Society Series B (Statistical Methodology) 65 (3) , pp. 725-742. 10.1111/1467-9868.00412

Dette, Holger, Melas, Viatcheslav B. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2003. Standardized maximin E-optimal designs for Michaelis-Menten model. Statistica Sinica 13 (4) , pp. 1147-1163.