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We consider the problem of deciding, based on a single noisy measurement at each vertex of a given graph, whether the underlying unknown signal is constant over the graph or there exists a cluster of vertices with anomalous activation. This…

Statistics Theory · Mathematics 2014-09-23 James Sharpnack , Alessandro Rinaldo , Aarti Singh

Sequential change-point detection for graphs is a fundamental problem for streaming network data types and has wide applications in social networks and power systems. Given fixed vertices and a sequence of random graphs, the objective is to…

Statistics Theory · Mathematics 2021-02-12 Liyan Xie , Yao Xie

This paper addresses the problem of segmenting a stream of graph signals: we aim to detect changes in the mean of a multivariate signal defined over the nodes of a known graph. We propose an offline method that relies on the concept of…

Machine Learning · Computer Science 2024-03-01 Alejandro de la Concha , Nicolas Vayatis , Argyris Kalogeratos

We consider the testing and estimation of change-points -- locations where the distribution abruptly changes -- in a data sequence. A new approach, based on scan statistics utilizing graphs representing the similarity between observations,…

Methodology · Statistics 2015-02-18 Hao Chen , Nancy Zhang

The ability to detect change-points in a dynamic network or a time series of graphs is an increasingly important task in many applications of the emerging discipline of graph signal processing. This paper formulates change-point detection…

Applications · Statistics 2023-07-19 Heng Wang , Minh Tang , Youngser Park , Carey E. Priebe

We consider here the identification of change-points on large-scale data streams. The objective is to find the most efficient way of combining information across data stream so that detection is possible under the smallest detectable change…

Statistics Theory · Mathematics 2022-03-29 Shouri Hu , Jingyan Huang , Hao Chen , Hock Peng Chan

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

We study sequential change-point detection procedures based on linear sketches of high-dimensional signal vectors using generalized likelihood ratio (GLR) statistics. The GLR statistics allow for an unknown post-change mean that represents…

Machine Learning · Computer Science 2018-05-01 Yang Cao , Andrew Thompson , Meng Wang , Yao Xie

We consider the problem of sequential graph topology change-point detection from graph signals. We assume that signals on the nodes of the graph are regularized by the underlying graph structure via a graph filtering model, which we then…

Machine Learning · Statistics 2020-10-23 Chiraag Kaushik , T. Mitchell Roddenberry , Santiago Segarra

In this work we propose a random graph model that can produce graphs at different levels of sparsity. We analyze how sparsity affects the graph spectra, and thus the performance of graph neural networks (GNNs) in node classification on…

Social and Information Networks · Computer Science 2023-09-14 Luana Ruiz , Ningyuan Huang , Soledad Villar

The detection of anomalous activity in graphs is a statistical problem that arises in many applications, such as network surveillance, disease outbreak detection, and activity monitoring in social networks. Beyond its wide applicability,…

Machine Learning · Statistics 2013-12-12 James Sharpnack , Akshay Krishnamurthy , Aarti Singh

This paper develops change-point methods for the spectrum of a locally stationary time series. We focus on series with a bounded spectral density that change smoothly under the null hypothesis but exhibits change-points or becomes less…

Statistics Theory · Mathematics 2024-08-08 Alessandro Casini , Pierre Perron

The problem of identifying change points in high-dimensional Gaussian graphical models (GGMs) in an online fashion is of interest, due to new applications in biology, economics and social sciences. The offline version of the problem, where…

Statistics Theory · Mathematics 2020-03-18 Hossein Keshavarz , George Michailidis

Graph signal processing (GSP) is a prominent framework for analyzing signals on non-Euclidean domains. The graph Fourier transform (GFT) uses the combinatorial graph Laplacian matrix to reveal the spectral decomposition of signals in the…

Machine Learning · Computer Science 2024-06-13 Changhao Shi , Gal Mishne

This paper proposes a blind detection problem for low pass graph signals. Without assuming knowledge of the exact graph topology, we aim to detect if a set of graph signal observations are generated from a low pass graph filter. Our problem…

Signal Processing · Electrical Eng. & Systems 2024-06-24 Chenyue Zhang , Yiran He , Hoi-To Wai

We investigate the performance of the scan (maximum likelihood ratio statistic) and of the average likelihood ratio statistic in the problem of detecting a deterministic signal with unknown spatial extent in the prototypical univariate…

Methodology · Statistics 2014-02-26 Hock Peng Chan , Guenther Walther

We consider the problem of learning a graph from a finite set of noisy graph signal observations, the goal of which is to find a smooth representation of the graph signal. Such a problem is motivated by the desire to infer relational…

Machine Learning · Computer Science 2023-02-08 Xiaolu Wang , Yuen-Man Pun , Anthony Man-Cho So

We propose a new approach, the calibrated nonparametric scan statistic (CNSS), for more accurate detection of anomalous patterns in large-scale, real-world graphs. Scan statistics identify connected subgraphs that are interesting or…

Methodology · Statistics 2022-06-28 Chunpai Wang , Daniel B. Neill , Feng Chen

We propose an algorithm for simultaneously detecting and locating changepoints in a time series, and a framework for predicting the distribution of the next point in the series. The kernel of the algorithm is a system of equations that…

Applications · Statistics 2008-12-09 Allen B. Downey

Spectral graph convolutional networks are generalizations of standard convolutional networks for graph-structured data using the Laplacian operator. A common misconception is the instability of spectral filters, i.e. the impossibility to…

Machine Learning · Computer Science 2020-12-21 Axel Nilsson , Xavier Bresson
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