activity
20142024
most citedDetecting multiple generalized change-points by isolating single ones

46 citations · 84 across the 11 of their papers we have counts for

collaborators

15 papers

cs.RO2024★ 8 cited

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

Andreas Anastasiou, Savvas Papaioannou, Panayiotis Kolios +1

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 impa…

math.ST2023

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

Andreas Anastasiou, Tobias Kley

The autocovariance and cross-covariance functions naturally appear in many time series procedures (e.g., autoregression or prediction). Under assumptions, empirical versions of the…

stat.ME2022

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

Andreas Anastasiou, Angelos Papanastasiou

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, po…

stat.AP2022★ 1 cited

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

Yiming Ma, Andreas Anastasiou, Fabien Montiel

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 inter…

stat.ME2021★ 1 cited

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

Andreas Anastasiou, Alessandro Barp, François-Xavier Briol +11

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…

stat.AP2020★ 1 cited

Modeling of Covid-19 Pandemic in Cyprus

Sergios Agapiou, Andreas Anastasiou, Anastassia Baxevani +6

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 ca…

math.ST2020

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

Andreas Anastasiou, Robert E. Gaunt

We obtain explicit -Wasserstein distance error bounds between the distribution of the multi-parameter MLE and the multivariate normal distribution. Our general bounds are given…

math.ST2019★ 5 cited

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

Andreas Anastasiou, Krishnakumar Balasubramanian, Murat A. Erdogdu

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 func…

stat.ME2019★ 46 cited

Detecting multiple generalized change-points by isolating single ones

Andreas Anastasiou, Piotr Fryzlewicz

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. Exa…

math.ST2018

Bounds for the asymptotic distribution of the likelihood ratio

Andreas Anastasiou, Gesine Reinert

In this paper we give an explicit bound on the distance to chisquare for the likelihood ratio statistic when the data are realisations of independent and identically distributed ra…

math.ST2016

Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables

Andreas Anastasiou

The asymptotic normality of the Maximum Likelihood Estimator (MLE) is a long established result. Explicit bounds for the distributional distance between the distribution of the MLE…

math.ST2016

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

Andreas Anastasiou, Robert E. Gaunt

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 lik…

math.ST2015

Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data

Andreas Anastasiou

The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a cornerstone of statistical theory. In this paper, we give explicit upper bounds…

math.ST2015

Bounds for the asymptotic normality of the maximum likelihood estimator using the Delta method

Andreas Anastasiou, Christophe Ley

The asymptotic normality of the Maximum Likelihood Estimator (MLE) is a cornerstone of statistical theory. In the present paper, we provide sharp explicit upper bounds on Zolotarev…

math.ST2014★ 22 cited

Bounds for the normal approximation of the maximum likelihood estimator

Andreas Anastasiou, Gesine Reinert

While the asymptotic normality of the maximum likelihood estimator under regularity conditions is long established, this paper derives explicit bounds for the bounded Wasserstein d…