Professor Anatoly Zhigljavsky
Overview
Telephone: +44(0)29 208 75076
Fax: +44(0)29 208 74199
Extension: 75076
Location: M/2.34
Research Interests
Time Series Analysis
Multivariate Statistical Analysis
Statistical Modelling in Market Research
Stochastic Global Optimisation
Probabilistic Methods in Search and Number Theory
Dynamical system approach for studying convergence of search algorithms
Research Group
Recent Significant Publications
Zhigljavsky A, Zilinskas A.G. (2008) Stochastic Global Optimization. Ser. Springer Optimization and Its Applications, vol. 9, Springer-Verlag, Berlin et al, xvi+362 pp, ISBN: 0-387-36720-0
Pronzato L, Wynn H P and Zhigljavsky A, Asymptotic behaviour of a family of gradient algorithms in R^d and Hilbert spaces, Mathematical Programming, Ser. A, 2006, v. 107(3), 409-438.
Pronzato L, Wynn H P and Zhigljavsky A, Kantorovich-type inequalities for operators via D-optimal design theory, Linear Algebra and Applications, 2005 , v. 410, 160-169.
Zhigljavsky A and Moshchevitin N, Entropies of the partitions of the unit interval generated by the Farey tree, Acta Arithmetica, 2004, 115 (1), 47-58.
Zhigljavsky A, Probabilistic existence theorems in group testing, J. of Statistical Planning and Inference, 2003, 115 (1), 1-43.
Huxley M. and Zhigljavsky A , On the distribution of Farey fractions and hyperbolic lattice points, Period. Mathem. Hungar., 2001, v. 42, 191-198.
Zhigljavsky A, Golyandina N E and Nekrutkin V V, Analysis of Time Series Structure: SSA and Related Techniques, Chapman & Hall, 2001, xii+306, ISBN: 1-58488-194-1.
Teaching
MA0350 Further Topics in Probability
Administrative Duties
Senior Management Committee (member)
Member of School Research Committee
Member of School Management Board
Member of School Learning and Teaching Committee
Board of Studies (member)
Subject panel (member)
Personal Website
Research
External Funding Since 2000
A series of projects with Procter and Gamble on statistical modelling in Market Research (total amount about £ 200 000)
Two projects (2003-2004 and 2006-2008) with AcNielsen/BASES on statistical modelling in consumer behaviour (total amount about £ 40 000)
A project with GlaxoSmithKline on statistical modelling in biopharmaceutical studies (2003/04, about £ 15 000)
A project with GlaxoSmithKline on statistical modelling in environmental science (2003/04, about £ 10 000)
Postgraduate Students
Graduated (Since 2000)
Malcolm Morrissey (graduated 2002)
Mathew Jones (graduated 2003)
Vippal Savani (graduated 2005)
Anna Kelbert (graduated 2005)
Rebecca Haycroft (graduated 2007)
Emily Hamilton (graduated 2009)
Current
Bayda Fathi
Hossein Hassani
Gareth Howell
Annette Woehl
Biography
MSc - University of St.Petersburg, Russia, 1976
PhD - University of St.Petersburg, Russia, 1981
Habilitation - University of St.Petersburg, Russia, 1987
Further details on my education are available on my personal website
Previous Positions
Further details on my previous positions are available on my personal website