arXiv subjects

Andreas Anastasiou

Publications and source records attributed to Andreas Anastasiou.

At least 19 recordsLinked to original sources

arXiv2026

Multiple change-point detection on the circle via isolation using permutation testing

In this paper we propose a new method for multiple change-point detection for piecewise-constant circular signals, a setting that, despite its importance in many scientific domains, remains comparatively under-explored. The proposed method, Permutation-based Circular Isolate-Detect, denoted PCID, uses an appropriately chosen contrast function and permutation testing to detect change-points in an offline manner, for the data sequence under consideration. Prior to detection, PCID isolates the change-points. The contrast function used is derived under the assumption of von Mises distribution for the noise, but we show that the method is robust and performs well for other distributions as well. Simulations are used to showcase the usability of the method in different signal and noise structures, including serially correlated noise. In order to exhibit the practical relevance of the method in real-world applications, PCID is applied to three real-world datasets, namely flare, acrophase and wave data.

stat.ME↗

arXiv2025

Construction of optimal tests for symmetry on the torus and their quantitative error bounds

In this paper, we develop optimal tests for symmetry on the hyper-dimensional torus, leveraging Le Cam's methodology. We address both scenarios where the center of symmetry is known and where it is unknown. These tests are not only valid under a given parametric hypothesis but also under a very broad class of symmetric distributions. The asymptotic behavior of the proposed tests is studied both under the null hypothesis and local alternatives, and we derive quantitative bounds on the distributional distance between the exact (unknown) distribution of the test statistic and its asymptotic counterpart using Stein's method. The finite-sample performance of the tests is evaluated through simulation studies, and their practical utility is demonstrated via an application to protein folding data. Additionally, we establish a broadly applicable result on the quadratic mean differentiability of functions, a key property underpinning the use of Le Cam's approach.

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arXiv2025

Tensor time series change-point detection in cryptocurrency network data

Financial fraud has been growing exponentially in recent years. The rise of cryptocurrencies as an investment asset has simultaneously seen a parallel growth in cryptocurrency scams. To detect possible cryptocurrency fraud, and in particular market manipulation, previous research focused on the detection of changes in the network of trades; however, market manipulators are now trading across multiple cryptocurrency platforms, making their detection more difficult. Hence, it is important to consider the identification of changes across several trading networks or a `network of networks' over time. To this end, in this article, we propose a new change-point detection method in the network structure of tensor-variate data. This new method, labeled TenSeg, first employs a tensor decomposition, and second detects multiple change-points in the second-order (cross-covariance or network) structure of the decomposed data. It allows for change-point detection in the presence of frequent changes of possibly small magnitudes and is computationally fast. We apply our method to several simulated datasets and to a cryptocurrency dataset, which consists of network tensor-variate data from the Ethereum blockchain. We demonstrate that our approach substantially outperforms other state-of-the-art change-point techniques, and the detected change-points in the Ethereum data set coincide with changes across several trading networks or a `network of networks' over time. Finally, all the relevant \textsf{R} code implementing the method in the article are available on https://github.com/Anastasiou-Andreas/TenSeg.

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arXiv2025

Automated Detection of Short-term Slow Slip Events in Southwest Japan

Inferring from the occurrence pattern of slow slip events (SSEs) the probability of triggering a damaging earthquake within the nearby velocity weakening portion of the plate interface is critical for hazard mitigation. Although robust methods exist to detect long-term SSEs consistently and efficiently, detecting short-term SSEs remains a challenge. In this study, we propose a novel statistical approach, called singular spectrum analysis isolate-detect (SSAID), for automatically estimating the start and end times of short-term SSEs in GPS data. The method recasts the problem of detecting SSEs as that of identifying change-points in a piecewise non-linear signal. This is achieved by obscuring the deviation from piecewise-linearity in the underlying SSE signals using added noise. We verify its effectiveness on a range of model-generated synthetic SSE data with different noise levels, and demonstrate its superior performance compared to two existing methods. We illustrate its capability in detecting short-term SSEs in observed GPS data from 36 stations in southwest Japan via the co-occurrence of non-volcanic tremors, hypothesis tests and fault estimation.

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arXiv2025

Data-adaptive structural change-point detection via isolation

In this paper, a new data-adaptive method, called DAIS (Data Adaptive ISolation), is introduced for the estimation of the number and the location of change-points in a given data sequence. The proposed method can detect changes in various different signal structures; we focus on the examples of piecewise-constant and continuous, piecewise-linear signals. The novelty of the proposed algorithm comes from the data-adaptive nature of the methodology. At each step, and for the data under consideration, we search for the most prominent change-point in a targeted neighborhood of the data sequence that contains this change-point with high probability. Using a suitably chosen contrast function, the change-point will then get detected after being isolated in an interval. The isolation feature enhances estimation accuracy, while the data-adaptive nature of DAIS is advantageous regarding, mainly, computational complexity. The methodology can be applied to both univariate and multivariate signals. The simulation results presented indicate that DAIS is at least as accurate as state-of-the-art competitors and in many cases significantly less computationally expensive.

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arXiv2025

Non-parametric multiple change-point detection

We introduce a methodology, labelled Non-Parametric Isolate-Detect (NPID), for the consistent estimation of the number and locations of multiple change-points in a non-parametric setting. The method can handle general distributional changes and is based on an isolation technique preventing the consideration of intervals that contain more than one change-point, which enhances the estimation accuracy. As stopping rules, we propose both thresholding and the optimization of an information criterion. In the scenarios tested, which cover a broad range of change types, NPID outperforms the state of the art. An R implementation is provided.

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arXiv2025

Multiple Target Tracking Using a UAV Swarm in Maritime Environments

Nowadays, unmanned aerial vehicles (UAVs) are increasingly utilized in search and rescue missions, a trend driven by technological advancements, including enhancements in automation, avionics, and the reduced cost of electronics. In this work, we introduce a collaborative model predictive control (MPC) framework aimed at addressing the joint problem of guidance and state estimation for tracking multiple castaway targets with a fleet of autonomous UAV agents. We assume that each UAV agent is equipped with a camera sensor, which has a limited sensing range and is utilized for receiving noisy observations from multiple moving castaways adrift in maritime conditions. We derive a nonlinear mixed integer programming (NMIP) -based controller that facilitates the guidance of the UAVs by generating non-myopic trajectories within a receding planning horizon. These trajectories are designed to minimize the tracking error across multiple targets by directing the UAV fleet to locations expected to yield targets measurements, thereby minimizing the uncertainty of the estimated target states. Extensive simulation experiments validate the effectiveness of our proposed method in tracking multiple castaways in maritime environments.

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arXiv2025

Cooperative Aerial Robot Inspection Challenge: A Benchmark for Heterogeneous Multi-UAV Planning and Lessons Learned

We propose the Cooperative Aerial Robot Inspection Challenge (CARIC), a simulation-based benchmark for motion planning algorithms in heterogeneous multi-UAV systems. CARIC features UAV teams with complementary sensors, realistic constraints, and evaluation metrics prioritizing inspection quality and efficiency. It offers a ready-to-use perception-control software stack and diverse scenarios to support the development and evaluation of task allocation and motion planning algorithms. Competitions using CARIC were held at IEEE CDC 2023 and the IROS 2024 Workshop on Multi-Robot Perception and Navigation, attracting innovative solutions from research teams worldwide. This paper examines the top three teams from CDC 2023, analyzing their exploration, inspection, and task allocation strategies while drawing insights into their performance across scenarios. The results highlight the task's complexity and suggest promising directions for future research in cooperative multi-UAV systems.

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arXiv2024

Model Predictive Control For Multiple Castaway Tracking with an Autonomous Aerial Agent

Over the past few years, a plethora of advancements in Unmanned Areal Vehicle (UAV) technology has paved the way for UAV-based search and rescue operations with transformative impact to the outcome of critical life-saving missions. This paper dives into the challenging task of multiple castaway tracking using an autonomous UAV agent. Leveraging on the computing power of the modern embedded devices, we propose a Model Predictive Control (MPC) framework for tracking multiple castaways assumed to drift afloat in the aftermath of a maritime accident. We consider a stationary radar sensor that is responsible for signaling the search mission by providing noisy measurements of each castaway's initial state. The UAV agent aims at detecting and tracking the moving targets with its equipped onboard camera sensor that has limited sensing range. In this work, we also experimentally determine the probability of target detection from real-world data by training and evaluating various Convolutional Neural Networks (CNNs). Extensive qualitative and quantitative evaluations demonstrate the performance of the proposed approach.

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arXiv2024

Automated Real-Time Inspection in Indoor and Outdoor 3D Environments with Cooperative Aerial Robots

This work introduces a cooperative inspection system designed to efficiently control and coordinate a team of distributed heterogeneous UAV agents for the inspection of 3D structures in cluttered, unknown spaces. Our proposed approach employs a two-stage innovative methodology. Initially, it leverages the complementary sensing capabilities of the robots to cooperatively map the unknown environment. It then generates optimized, collision-free inspection paths, thereby ensuring comprehensive coverage of the structure's surface area. The effectiveness of our system is demonstrated through qualitative and quantitative results from extensive Gazebo-based simulations that closely replicate real-world inspection scenarios, highlighting its ability to thoroughly inspect real-world-like 3D structures.

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arXiv2023

Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross-covariances under non-stationarity and stationarity

The autocovariance and cross-covariance functions naturally appear in many time series procedures (e.g., autoregression or prediction). Under assumptions, empirical versions of the autocovariance and cross-covariance are asymptotically normal with covariance structure depending on the second and fourth order spectra. Under non-restrictive assumptions, we derive a bound for the Wasserstein distance of the finite sample distribution of the estimator of the autocovariance and cross-covariance to the Gaussian limit. An error of approximation to the second-order moments of the estimator and an $m$-dependent approximation are the key ingredients in order to obtain the bound. As a worked example, we discuss how to compute the bound for causal autoregressive processes of order 1 with different distributions for the innovations. To assess our result, we compare our bound to Wasserstein distances obtained via simulation.

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arXiv2022

Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences

The extensive emergence of big data techniques has led to an increasing interest in the development of change-point detection algorithms that can perform well in a multivariate, possibly high-dimensional setting. In the current paper, we propose a new method for the consistent estimation of the number and location of multiple generalized change-points in multivariate, possibly high-dimensional, noisy data sequences. The number of change-points is allowed to increase with the sample size and the dimensionality of the given data sequence. Having a number of univariate signals, which constitute the unknown multivariate signal, our algorithm can deal with general structural changes; we focus on changes in the mean vector of a multivariate piecewise-constant signal, as well as changes in the linear trend of any of the univariate component signals. Our proposed algorithm, labeled Multivariate Isolate-Detect (MID), allows for consistent change-point detection in the presence of frequent changes of possibly small magnitudes in a computationally fast way.

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arXiv2022

Stein's Method Meets Computational Statistics: A Review of Some Recent Developments

Stein's method compares probability distributions through the study of a class of linear operators called Stein operators. While mainly studied in probability and used to underpin theoretical statistics, Stein's method has led to significant advances in computational statistics in recent years. The goal of this survey is to bring together some of these recent developments and, in doing so, to stimulate further research into the successful field of Stein's method and statistics. The topics we discuss include tools to benchmark and compare sampling methods such as approximate Markov chain Monte Carlo, deterministic alternatives to sampling methods, control variate techniques, parameter estimation and goodness-of-fit testing.

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arXiv2021

Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator

We obtain explicit $p$-Wasserstein distance error bounds between the distribution of the multi-parameter MLE and the multivariate normal distribution. Our general bounds are given for possibly high-dimensional, independent and identically distributed random vectors. Our general bounds are of the optimal $\mathcal{O}(n^{-1/2})$ order. Explicit numerical constants are given when $p\in(1,2]$, and in the case $p>2$ the bounds are explicit up to a constant factor that only depends on $p$. We apply our general bounds to derive Wasserstein distance error bounds for the multivariate normal approximation of the MLE in several settings; these being single-parameter exponential families, the normal distribution under canonical parametrisation, and the multivariate normal distribution under non-canonical parametrisation. In addition, we provide upper bounds with respect to the bounded Wasserstein distance when the MLE is implicitly defined.

math.ST↗

arXiv2021

Detecting multiple generalized change-points by isolating single ones

We introduce a new approach, called Isolate-Detect (ID), for the consistent estimation of the number and location of multiple generalized change-points in noisy data sequences. Examples of signal changes that ID can deal with are changes in the mean of a piecewise-constant signal and changes, continuous or not, in the linear trend. The number of change-points can increase with the sample size. Our method is based on an isolation technique, which prevents the consideration of intervals that contain more than one change-point. This isolation enhances ID's accuracy as it allows for detection in the presence of frequent changes of possibly small magnitudes. In ID, model selection is carried out via thresholding, or an information criterion, or SDLL, or a hybrid involving the former two. The hybrid model selection leads to a general method with very good practical performance and minimal parameter choice. In the scenarios tested, ID is at least as accurate as the state-of-the-art methods; most of the times it outperforms them. ID is implemented in the R packages IDetect and breakfast, available from CRAN.

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arXiv2020

Modeling of Covid-19 Pandemic in Cyprus

The Republic of Cyprus is a small island in the southeast of Europe and member of the European Union. The first wave of COVID-19 in Cyprus started in early March, 2020 (imported cases) and peaked in late March-early April. The health authorities responded rapidly and rigorously to the COVID-19 pandemic by scaling-up testing, increasing efforts to trace and isolate contacts of cases, and implementing measures such as closures of educational institutions, and travel and movement restrictions. The pandemic was also a unique opportunity that brought together experts from various disciplines including epidemiologists, clinicians, mathematicians, and statisticians. The aim of this paper is to present the efforts of this new, multidisciplinary research team in modelling the COVID-19 pandemic in the Republic of Cyprus.

stat.AP↗

arXiv2019

Normal Approximation for Stochastic Gradient Descent via Non-Asymptotic Rates of Martingale CLT

We provide non-asymptotic convergence rates of the Polyak-Ruppert averaged stochastic gradient descent (SGD) to a normal random vector for a class of twice-differentiable test functions. A crucial intermediate step is proving a non-asymptotic martingale central limit theorem (CLT), i.e., establishing the rates of convergence of a multivariate martingale difference sequence to a normal random vector, which might be of independent interest. We obtain the explicit rates for the multivariate martingale CLT using a combination of Stein's method and Lindeberg's argument, which is then used in conjunction with a non-asymptotic analysis of averaged SGD proposed in [PJ92]. Our results have potentially interesting consequences for computing confidence intervals for parameter estimation with SGD and constructing hypothesis tests with SGD that are valid in a non-asymptotic sense.

math.ST↗

arXiv2018

Multivariate normal approximation of the maximum likelihood estimator via the delta method

We use the delta method and Stein's method to derive, under regularity conditions, explicit upper bounds for the distributional distance between the distribution of the maximum likelihood estimator (MLE) of a $d$-dimensional parameter and its asymptotic multivariate normal distribution. Our bounds apply in situations in which the MLE can be written as a function of a sum of i.i.d. $t$-dimensional random vectors. We apply our general bound to establish a bound for the multivariate normal approximation of the MLE of the normal distribution with unknown mean and variance.

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