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We consider the offline change point detection and localization problem in the context of piecewise stationary networks, where the observable is a finite sequence of networks. We develop algorithms involving some suitably modified CUSUM…

In theory, Bayesian nonparametric (BNP) models are well suited to streaming data scenarios due to their ability to adapt model complexity with the observed data. Unfortunately, such benefits have not been fully realized in practice;…

Machine Learning · Statistics 2015-04-22 Alex Tank , Nicholas J. Foti , Emily B. Fox

Twitter bot detection has become an important and challenging task to combat misinformation and protect the integrity of the online discourse. State-of-the-art approaches generally leverage the topological structure of the Twittersphere,…

Social and Information Networks · Computer Science 2021-12-14 Shangbin Feng , Zhaoxuan Tan , Rui Li , Minnan Luo

Heterophilic Graph Neural Networks (HGNNs) have shown promising results for semi-supervised learning tasks on graphs. Notably, most real-world heterophilic graphs are composed of a mixture of nodes with different neighbor patterns,…

Machine Learning · Computer Science 2025-02-26 Jinluan Yang , Zhengyu Chen , Teng Xiao , Wenqiao Zhang , Yong Lin , Kun Kuang

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

In this paper we consider a dynamic version of the Chung-Lu random graph in which the edges alternate between being present and absent. The main contribution concerns a technique by which one can estimate the underlying dynamics from…

Probability · Mathematics 2025-07-29 Rajat Subhra Hazra , Michel Mandjes , Jiesen Wang

Robust change-point detection for large-scale data streams has many real-world applications in industrial quality control, signal detection, biosurveillance. Unfortunately, it is highly non-trivial to develop efficient schemes due to three…

Methodology · Statistics 2021-10-18 Ruizhi Zhang , Yajun Mei , Jianjun Shi

We present a novel algorithm for anomaly detection on very large datasets and data streams. The method, named EXPected Similarity Estimation (EXPoSE), is kernel-based and able to efficiently compute the similarity between new data points…

Machine Learning · Computer Science 2016-06-07 Markus Schneider , Wolfgang Ertel , Fabio Ramos

This article introduces a novel Bayesian method for asynchronous change-point detection in multivariate time series. This method allows for change-points to occur earlier in some (leading) series followed, after a short delay, by…

Methodology · Statistics 2025-08-28 Carson McKee , Maria Kalli

We bring the theory of rough paths to the study of non-parametric statistics on streamed data. We discuss the problem of regression where the input variable is a stream of information, and the dependent response is also (potentially) a…

Statistical Finance · Quantitative Finance 2016-03-23 Daniel Levin , Terry Lyons , Hao Ni

We consider the problem of estimating the topology of multiple networks from nodal observations, where these networks are assumed to be drawn from the same (unknown) random graph model. We adopt a graphon as our random graph model, which is…

Machine Learning · Statistics 2022-02-14 Madeline Navarro , Santiago Segarra

We study online change point detection for multivariate inhomogeneous Poisson point process time series. This setting arises commonly in applications such as earthquake seismology, climate monitoring, and epidemic surveillance, yet remains…

From a sequence of similarity networks, with edges representing certain similarity measures between nodes, we are interested in detecting a change-point which changes the statistical property of the networks. After the change, a subset of…

Statistics Theory · Mathematics 2016-12-06 Shanshan Cao , Yao Xie

The space of graphs is often characterised by a non-trivial geometry, which complicates learning and inference in practical applications. A common approach is to use embedding techniques to represent graphs as points in a conventional…

Machine Learning · Statistics 2024-03-26 Daniele Grattarola , Daniele Zambon , Cesare Alippi , Lorenzo Livi

Graph representations offer powerful and intuitive ways to describe data in a multitude of application domains. Here, we consider stochastic processes generating graphs and propose a methodology for detecting changes in stationarity of such…

Machine Learning · Computer Science 2021-02-11 Daniele Zambon , Cesare Alippi , Lorenzo Livi

This paper proposes a data-driven approach to detect the switching actions and topology transitions in distribution networks. It is based on the real time analysis of time-series voltages measurements. The analysis approach draws on data…

Systems and Control · Computer Science 2016-11-17 Guido Cavraro , Reza Arghandeh , Alexandra von Meier , Kameshwar Poolla

The problem of change-point estimation is considered under a general framework where the data are generated by unknown stationary ergodic process distributions. In this context, the consistent estimation of the number of change-points is…

Machine Learning · Statistics 2013-02-15 Azaden Khaleghi , Daniil Ryabko

We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution with some loose constraints. We…

Information Theory · Computer Science 2013-11-15 Shouvik Ganguly , K Sahasranand , Vinod Sharma

In this paper, we introduce two robust, nonparametric methods for multiple change-point detection in the variability of a multivariate sequence of observations. We demonstrate that changes in ranks generated from data depth functions can be…

Methodology · Statistics 2021-11-30 Kelly Ramsay , Shoja'eddin Chenouri

We propose a quickest change detection problem over sensor networks where both the subset of sensors undergoing a change and the local post-change distributions are unknown. Each sensor in the network observes a local discrete time random…

Signal Processing · Electrical Eng. & Systems 2021-02-11 Deniz Sargun , C. Emre Koksal