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This paper studies change point detection on networks with community structures. It proposes a framework that can detect both local and global changes in networks efficiently. Importantly, it can clearly distinguish the two types of…

Social and Information Networks · Computer Science 2017-06-20 Yu Wang , Aniket Chakrabarti , David Sivakoff , Srinivasan Parthasarathy

Monitoring traffic in computer networks is one of the core approaches for defending critical infrastructure against cyber attacks. Machine Learning (ML) and Deep Neural Networks (DNNs) have been proposed in the past as a tool to identify…

Machine Learning · Computer Science 2022-03-01 Daniel L. Marino , Chathurika S. Wickramasinghe , Craig Rieger , Milos Manic

Inspired by graph-based methodologies, we introduce a novel graph-spanning algorithm designed to identify changes in both offline and online data across low to high dimensions. This versatile approach is applicable to Euclidean and…

Machine Learning · Statistics 2026-01-09 Yang-Wen Sun , Katerina Papagiannouli , Vladimir Spokoiny

Online change-point detection (OCPD) is important for application in various areas such as finance, biology, and the Internet of Things (IoT). However, OCPD faces major challenges due to high-dimensionality, and it is still rarely studied…

Machine Learning · Statistics 2019-06-10 Yang-Wen Sun , Katerina Papagiannouli , Vladmir Spokoiny

Dynamic networks consist of a sequence of time-varying networks, and it is of great importance to detect the network change points. Most existing methods focus on detecting abrupt change points, necessitating the assumption that the…

Methodology · Statistics 2023-10-13 Yuzhao Zhang , Jingnan Zhang , Yifan Sun , Junhui Wang

Changepoints are abrupt variations in the underlying distribution of data. Detecting changes in a data stream is an important problem with many applications. In this paper, we are interested in changepoint detection algorithms which operate…

Machine Learning · Computer Science 2022-01-12 Zhaohui Wang , Xiao Lin , Abhinav Mishra , Ram Sriharsha

In this work, we propose a new, fast and scalable method for anomaly detection in large time-evolving graphs. It may be a static graph with dynamic node attributes (e.g. time-series), or a graph evolving in time, such as a temporal network.…

Social and Information Networks · Computer Science 2019-01-29 Volodymyr Miz , Benjamin Ricaud , Kirell Benzi , Pierre Vandergheynst

We study the problem of online network change point detection. In this setting, a collection of independent Bernoulli networks is collected sequentially, and the underlying distributions change when a change point occurs. The goal is to…

Statistics Theory · Mathematics 2021-01-15 Yi Yu , Oscar Hernan Madrid Padilla , Daren Wang , Alessandro Rinaldo

Complex systems which can be represented in the form of static and dynamic graphs arise in different fields, e.g. communication, engineering and industry. One of the interesting problems in analysing dynamic network structures is to monitor…

Machine Learning · Computer Science 2020-11-13 Anna Malinovskaya , Philipp Otto , Torben Peters

Moments when a time series changes its behavior are called change points. Occurrence of change point implies that the state of the system is altered and its timely detection might help to prevent unwanted consequences. In this paper, we…

Machine Learning · Computer Science 2026-03-10 Mikhail Hushchyn , Kenenbek Arzymatov , Denis Derkach

We propose a new framework for the detection of change-points in online, sequential data analysis. The approach utilizes nearest neighbor information and can be applied to sequences of multivariate observations or non-Euclidean data…

Methodology · Statistics 2018-05-01 Hao Chen

We propose a general approach for change-point detection in dynamic networks. The proposed method is model-free and covers a wide range of dynamic networks. The key idea behind our approach is to effectively utilize the network structure in…

Methodology · Statistics 2019-08-07 Zifeng Zhao , Li Chen , Lizhen Lin

In the regime of change-point detection, a nonparametric framework based on scan statistics utilizing graphs representing similarities among observations is gaining attention due to its flexibility and good performances for high-dimensional…

Methodology · Statistics 2021-09-16 Hoseung Song , Hao Chen

Anomaly detection is referred to as a process in which the aim is to detect data points that follow a different pattern from the majority of data points. Anomaly detection methods suffer from several well-known challenges that hinder their…

Machine Learning · Computer Science 2021-08-31 Kasra Babaei , Zhi Yuan Chen , Tomas Maul

We propose a novel change-point detection method based on online Dynamic Mode Decomposition with control (ODMDwC). Leveraging ODMDwC's ability to find and track linear approximation of a non-linear system while incorporating control…

Artificial Intelligence · Computer Science 2024-08-20 Marek Wadinger , Michal Kvasnica , Yoshinobu Kawahara

Detecting changes in data streams is a vital task in many applications. There is increasing interest in changepoint detection in the online setting, to enable real-time monitoring and support prompt responses and informed decision-making.…

Methodology · Statistics 2024-05-27 Victor K. Khamesi , Niall M. Adams , Dean A. Bodenham , Edward A. K. Cohen

In many applications, it is often of practical and scientific interest to detect anomaly events in a streaming sequence of high-dimensional or non-Euclidean observations. We study a non-parametric framework that utilizes nearest neighbor…

Methodology · Statistics 2022-10-25 Lynna Chu , Hao Chen

$Anomaly$ $detection$ problems (also called $change$-$point$ $detection$ problems) have been studied in data mining, statistics and computer science over the last several decades in applications such as medical condition monitoring and…

Data Structures and Algorithms · Computer Science 2019-12-23 Bhaskar DasGupta , Mano Vikash Janardhanan , Farzane Yahyanejad

High-dimensional streaming data are becoming increasingly ubiquitous in many fields. They often lie in multiple low-dimensional subspaces, and the manifold structures may change abruptly on the time scale due to pattern shift or occurrence…

Machine Learning · Statistics 2022-04-13 Ruiyu Xu , Jianguo Wu , Xiaowei Yue , Yongxiang Li

Change-point detection has been a classical problem in statistics and econometrics. This work focuses on the problem of detecting abrupt distributional changes in the data-generating distribution of a sequence of high-dimensional…

Methodology · Statistics 2021-05-20 Shubhadeep Chakraborty , Xianyang Zhang