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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

Learning the network structure of a large graph is computationally demanding, and dynamically monitoring the network over time for any changes in structure threatens to be more challenging still. This paper presents a two-stage method for…

Applications · Statistics 2010-11-09 Nicholas A. Heard , David J. Weston , Kiriaki Platanioti , David J. Hand

We consider a popular online change-point problem of detecting a transient change in distributions of i.i.d. random variables. For this change-point problem, several change-point procedures are formulated and some advanced results for a…

Statistics Theory · Mathematics 2021-04-08 Jack Noonan

Classifier predictions often rely on the assumption that new observations come from the same distribution as training data. When the underlying distribution changes, so does the optimal classification rule, and performance may degrade. We…

Methodology · Statistics 2021-09-01 Ciaran Evans , Max G'Sell

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

A number of real world problems in many domains (e.g. sociology, biology, political science and communication networks) can be modeled as dynamic networks with nodes representing entities of interest and edges representing interactions…

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

How can we detect traffic disturbances from international flight transportation logs or changes to collaboration dynamics in academic networks? These problems can be formulated as detecting anomalous change points in a dynamic graph.…

Machine Learning · Computer Science 2023-05-16 Shenyang Huang , Jacob Danovitch , Guillaume Rabusseau , Reihaneh Rabbany

The goal of anomaly detection is to identify observations that are generated by a distribution that differs from the reference distribution that qualifies normal behavior. When examining a time series, the reference distribution may evolve…

Methodology · Statistics 2024-07-23 Etienne Krönert , Dalila Hattab , Alain Celisse

The automatic detection of changes or anomalies between multispectral and hyperspectral images collected at different time instants is an active and challenging research topic. To effectively perform change-point detection in multitemporal…

Signal Processing · Electrical Eng. & Systems 2022-11-28 Ricardo Augusto Borsoi , Cédric Richard , André Ferrari , Jie Chen , José Carlos Moreira Bermudez

The objective of change-point detection is to discover abrupt property changes lying behind time-series data. In this paper, we present a novel statistical change-point detection algorithm based on non-parametric divergence estimation…

Machine Learning · Statistics 2015-03-20 Song Liu , Makoto Yamada , Nigel Collier , Masashi Sugiyama

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

A common approach to detect multiple changepoints is to minimise a measure of data fit plus a penalty that is linear in the number of changepoints. This paper shows that the general finite sample behaviour of such a method can be related to…

Statistics Theory · Mathematics 2022-08-15 Chao Zheng , Idris A. Eckley , Paul Fearnhead

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…

Statistics Theory · Mathematics 2021-01-19 Lei Qiao , Dong Han

This paper studies the unsupervised change point detection problem in time series of networks using the Separable Temporal Exponential-family Random Graph Model (STERGM). Inherently, dynamic network patterns are complex due to dyadic and…

Methodology · Statistics 2025-09-01 Yik Lun Kei , Hangjian Li , Yanzhen Chen , Oscar Hernan Madrid Padilla

We consider the problem of detecting whether or not, in a given sensor network, there is a cluster of sensors which exhibit an "unusual behavior." Formally, suppose we are given a set of nodes and attach a random variable to each node. We…

Statistics Theory · Mathematics 2011-03-10 Ery Arias-Castro , Emmanuel J. Candès , Arnaud Durand

$Anomaly$ $detection$ 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

Most real-world networks exhibit community structure, a phenomenon characterized by existence of node clusters whose intra-edge connectivity is stronger than edge connectivities between nodes belonging to different clusters. In addition to…

Machine Learning · Statistics 2016-04-20 Brian Baingana , Georgios B. Giannakis

Detecting anomalous behavior in dynamic networks remains a constant challenge. This problem is further exacerbated when the underlying topology of these networks is affected by individual highly-dimensional node attributes. We address this…

Social and Information Networks · Computer Science 2024-07-10 Emiliano Penaloza , Nathaniel Stevens

Detection of change-points in a sequence of high-dimensional observations is a very challenging problem, and this becomes even more challenging when the sample size (i.e., the sequence length) is small. In this article, we propose some…

Methodology · Statistics 2021-11-30 Trisha Dawn , Angshuman Roy , Alokesh Manna , Anil K. Ghosh

Large volume of networked streaming event data are becoming increasingly available in a wide variety of applications, such as social network analysis, Internet traffic monitoring and healthcare analytics. Streaming event data are discrete…

Machine Learning · Computer Science 2016-09-20 Shuang Li , Yao Xie , Mehrdad Farajtabar , Apurv Verma , Le Song