Dr Andrey Pepelyshev

2026

• Kovtun, A. , Leonenko, N. and Pepelyshev, A. 2026. Singular properties of high-order spectral densities of supOU processes. Communications in Nonlinear Science and Numerical Simulation 153 109459. (10.1016/j.cnsns.2025.109459)

2025

• Grahovac, D. et al., 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)
• Leonenko, N. et al. 2025. Probability of ruin within finite time and Cramér–Lundberg inequality for fractional risk processes. TEST (10.1007/s11749-025-00991-9)
• Leonenko, N. N. and Pepelyshev, A. 2025. Numerical computation of the Rosenblatt distribution and applications. Stat 14 (4) e70107. (10.1002/sta4.70107)
• Scherbakova, I. et al., 2025. Statistical modelling for improving efficiency of online advertising. In: Aston, P. J. ed. More UK Success Stories in Industrial Mathematics. Mathematics in Industry Springer Nature Switzerland. , pp.205-211. (10.1007/978-3-031-48683-8_26)

2024

• Borodich, F. M. and Pepelyshev, A. 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)
• Borodich, F. M. , Pepelyshev, A. and Jin, X. 2024. A multiscale statistical analysis of rough surfaces and applications to tribology. Mathematics 12 (12) 1804. (10.3390/math12121804)
• Detter, H. , Pepelyshev, A. and Zhigljavsky, A. 2024. Prediction in regression models with continuous observations. Statistical Papers 65 , pp.1985-2009. (10.1007/s00362-023-01465-6)
• Pepelyshev, A. , Scherbakova, I. and Staroselskiy, Y. 2024. Mixed Poisson processes with dropout for consumer studies. Stats 7 (4), pp.1128-1140. (10.3390/stats7040066)
• Twumasi, C. , Cable, J. and Pepelyshev, A. 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)

2023

• Al-Marhoobi, S. and Pepelyshev, A. 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, S. and Pepelyshev, A. 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, S. , Heravi, S. and Pepelyshev, A. 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)
• Borodich-Suarez, S. and Pepelyshev, A. 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)

2021

• Li, K. , Polunchenko, A. and Pepelyshev, A. 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)
• Polunchenko, A. and Pepelyshev, A. 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)

2020

• Borodich, F. , Jin, X. and Pepelyshev, A. 2020. Probabilistic, fractal, and related techniques for analysis of engineering surfaces. Frontiers in Mechanical Engineering 6 64. (10.3389/fmech.2020.00064)
• Pepelyshev, A. and Zhigljavsky, A. 2020. Discrete uniform and binomial distributions with infinite support. Soft Computing 24 , pp.17517-17524. (10.1007/s00500-020-05190-2)

2019

• Borodich, F. et al. 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)
• Dette, H. , Pepelyshev, A. and Zhigljavsky, A. 2019. The BLUE in continuous-time regression models with correlated errors. Annals of Statistics 47 (4), pp.1928-1959. (10.1214/18-AOS1734)

2018

• Casero-Alonso, V. , Pepelyshev, A. and Wong, W. 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)
• Pepelyshev, A. et al. 2018. Adhesion of soft materials to rough surfaces:experimental studies, statistical analysis and modelling. Coatings 8 (10) 350. (10.3390/coatings8100350)
• Pepelyshev, A. , Zhigljavsky, A. and Zilinskas, A. 2018. Performance of global random search algorithms for large dimensions. Journal of Global Optimization 71 , pp.57-71. (10.1007/s10898-017-0535-8)
• Polunchenko, A. S. and Pepelyshev, A. 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)

2017

• Pepelyshev, A. , Kornikov, V. and Zhigljavsky, A. 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, A. and Polunchenko, A. 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, A. , Sovetkin, E. and Steland, A. 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, A. and Zhigljavsky, A. 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)

2016

• Borodich, F. M. , Pepelyshev, A. and Savencu, O. 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, H. , Pepelyshev, A. and Zhigljavsky, A. 2016. Optimal designs for regression models with autoregressive errors. Statistics and Probability Letters 116 , pp.107-115. (10.1016/j.spl.2016.04.008)
• Dette, H. , Pepelyshev, A. and Zhigljavsky, A. 2016. Optimal designs in regression with correlated errors. Annals of Statistics 44 (1), pp.113-152. (10.1214/15-AOS1361)
• Pepelyshev, A. , Staroselskiy, Y. and Zhigljavsky, A. 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, P. et al., Machine Learning, Optimization, and Big Data: First International Workshop, MOD 2015, Taormina, Sicily, Italy, July 21-23, 2015, Revised Selected Papers. Vol. 9432.Lecture Notes in Computer Science Springer Verlag. , pp.240-251. (10.1007/978-3-319-27926-8_21)
• Pepelyshev, A. et al. 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. et al., Machine Learning, Optimization, and Big Data. MOD 2016. Vol. 10122.Lecture Notes in Computer Science Springer. , pp.159-169. (10.1007/978-3-319-51469-7_13)
• Pepelyshev, A. , Staroselskiy, Y. and Zhigljavsky, A. A. 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, J. , Muller, C. H. and Atkinson, A. 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)

2015

• Borodich, F. M. , Pepelyshev, A. and Savencu, O. 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, H. , Pepelyshev, A. and Zhigljavsky, A. 2015. Design for linear regression models with correlated errors. In: Dean, A. et al., Handbook of Design and Analysis of Experiments. Chapman & Hall/CRC Handbooks of Modern Statistical Methods CRC Press. , pp.236-276.

2014

• Dette, H. , Pepelyshev, A. and Zhigljavsky, A. 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)

2013

• Dette, H. , Pepelyshev, A. and Zhigljavsky, A. A. 2013. Optimal design for linear models with correlated observations. Annals of Statistics 41 (1), pp.143-176. (10.1214/12-AOS1079)

2012

• Dette, H. , Pepelyshev, A. 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)
• Golyandina, N. , Pepelyshev, A. and Steland, A. 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)

2011

• Dette, H. , Melas, V. B. and Pepelyshev, A. 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, T. , Dette, H. and Pepelyshev, A. 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)

2010

• Dette, H. , Melas, V. B. and Pepelyshev, A. 2010. Optimal designs for estimating the slope of a regression. Statistics 44 (6), pp.617-628. (10.1080/02331880903348473)
• Dette, H. and Pepelyshev, A. 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, H. and Pepelyshev, A. 2010. Generalized Latin hypercube design for computer experiments. Technometrics 52 (4), pp.421-429. (10.1198/TECH.2010.09157)
• Dette, H. , Pepelyshev, A. and Holland-Letz, T. 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)
• Dette, H. et al., 2010. Optimal designs for discriminating between dose-response models in toxicology studies. Bernoulli 16 (4), pp.1164-1176. (10.3150/10-BEJ257)
• Pepelyshev, A. and Zhigljavsky, A. A. 2010. Assessing the stability of long-horizon SSA forecasting. Statistics and Its Interface 3 (3), pp.321-327.
• Zhigljavsky, A. A. , Dette, H. and Pepelyshev, A. 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)

2009

• Dette, H. , Pepelyshev, A. 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, H. et al., 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, H. et al., 2009. Asymptotic optimal designs under long-range dependence error structure. Bernoulli 15 (4), pp.1036-1056. (10.3150/09-BEJ185)
• Pepelyshev, A. , 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)

2008

• Dette, H. , Melas, V. B. and Pepelyshev, A. 2008. Optimal designs for free knot least squares splines. Statistica Sinica 18 (3), pp.1047-1062.
• Dette, H. and Pepelyshev, A. 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, H. et al., 2008. Optimal designs for dose-finding studies. Journal of the American Statistical Association 103 (483), pp.1225-1237. (10.1198/016214508000000427)
• Dette, H. , Kunert, J. and Pepelyshev, A. 2008. Exact optimal designs for weighted least squares analysis with correlated errors. Statistica Sinica 18 (1), pp.135-154.
• Dette, H. , Pepelyshev, A. and Zhigljavsky, A. A. 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)

2007

• Biedermann, S. , Dette, H. and Pepelyshev, A. 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)
• Dette, H. , Melas, V. B. and Pepelyshev, A. 2007. Optimal designs for statistical analysis with Zernike polynomials. Statistics 41 (6), pp.453-470. (10.1080/02331880701395395)
• Melas, V. and Pepelyshev, A. 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, A. 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 Vol. 2007. Heidelberg: Physica-Verlag. , pp.165-172. (10.1007/978-3-7908-1952-6_21)

2006

• Biedermann, S. , Dette, H. and Pepelyshev, A. 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)

2005

• Dette, H. , Melas, V. B. and Pepelyshev, A. 2005. Optimal designs for three-dimensional shape analysis with spherical harmonic descriptors. The Annals of Statistics 33 (6), pp.2758-2788. (10.1214/009053605000000552)

2004

• Dette, H. , Melas, V. B. and Pepelyshev, A. 2004. Optimal designs for a class of nonlinear regression models. The Annals of Statistics 32 (5), pp.2142-2167. (10.1214/009053604000000382)

2003

• Dette, H. et al., 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, H. , Melas, V. B. and Pepelyshev, A. 2003. Standardized maximin E-optimal designs for Michaelis-Menten model. Statistica Sinica 13 (4), pp.1147-1163.