6 papers
Multiple change-point detection on the circle via isolation using permutation testing
Sophia Loizidou, Andreas Anastasiou, Christophe Ley
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…
On the singularity of the Fisher Information matrix in the sine-skewed family on the d-dimensional torus
Emily Schutte, Sophia Loizidou, Vincent Laheurte
Skewed distributions are fundamental in modelling asymmetric data on the d-dimensional torus. In this context, asymmetry is introduced through the sine-skewing mechanism, which is…
Modelling toroidal and cylindrical data via the trivariate wrapped Cauchy copula with non-uniform marginals
Sophia Loizidou, Christophe Ley, Shogo Kato +1
In this paper, we propose a new flexible family of distributions for data that consist of three angles, two angles and one linear component, or one angle and two linear components.…
The trivariate wrapped Cauchy copula
Shogo Kato, Christophe Ley, Sophia Loizidou +1
In this paper, we propose a new flexible distribution for data on the three-dimensional torus which we call a trivariate wrapped Cauchy copula. Our trivariate copula has several at…
Construction of optimal tests for symmetry on the torus and their quantitative error bounds
Andreas Anastasiou, Christophe Ley, Sophia Loizidou
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 know…
Data-adaptive structural change-point detection via isolation
Andreas Anastasiou, Sophia Loizidou
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 s…