Optimal Sequential Tests for Detection of Changes under Finite measure space for Finite Sequences of Networks
Statistics Theory
2021-01-19 v2 Statistics Theory
Abstract
This paper considers the change-point problem for finite sequences of networks. To avoid the difficulty of computing the normalization coefficient, such as in Exponential random graphical models (ERGMs) and Markov networks, we construct a finite measure space with measure ratio statistics. A new performance measure of detection delay is proposed to detect the changes in distribution of the network. And an optimal sequential test is proposed under the performance measure. The good performance of the optimal sequential test is illustrated numerically on ERGMs and Erdos-R\'{e}nyi network sequences.
Keywords
Cite
@article{arxiv.1911.06545,
title = {Optimal Sequential Tests for Detection of Changes under Finite measure space for Finite Sequences of Networks},
author = {Lei Qiao and Dong Han},
journal= {arXiv preprint arXiv:1911.06545},
year = {2021}
}