Related papers: Online Centralized Non-parametric Change-point Det…

This paper proposes a fully Bayesian framework for node-level outlier detection in graph signals, where measurements are observed on the nodes of an underlying graph. Unlike traditional outlier detection methods, our approach accounts for…

This study addresses the issue of balancing graph summarization and graph change detection. Graph summarization compresses large-scale graphs into a smaller scale. However, the question remains: To what extent should the original graph be…

We present a distribution-free CUSUM procedure designed for online change detection in a time series of low-rank images, particularly when the change causes a mean shift. We represent images as matrix data and allow for temporal dependence,…

We consider offline detection of a single changepoint in binary and count time-series. We compare exact tests based on the cumulative sum (CUSUM) and the likelihood ratio (LR) statistics, and a new proposal that combines exact two-sample…

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…

Standard Control Chart techniques to detect level shift in data streams assume independence between observations. As data today is collected with high frequency, this assumption is seldom valid. To overcome this, we propose to adapt the…

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

We consider the problem of change-point detection in multivariate time-series. The multivariate distribution of the observations is supposed to follow a graphical model, whose graph and parameters are affected by abrupt changes throughout…

Modern information systems generate large volumes of data with anomalies that occur at unknown points in time and have to be detected quickly and reliably with low false alarm rates. The paper develops a general theory of quickest…

Graphs are a powerful way to model interactions and relationships in data from a wide variety of application domains. In this setting, entities represented by vertices at the "center" of the graph are often more important than those…

Motivated by the problem of detecting a change in the evolution of a network, we consider the preferential attachment random graph model with a time-dependent attachment function. Our goal is to detect whether the attachment mechanism…

Random walk can be used as a centrality measure of a directed graph. However, if the graph is reducible the random walk will be absorbed in some subset of nodes and will never visit the rest of the graph. In Google PageRank the problem was…

Identifying communities in networks is a fundamental and challenging problem of practical importance in many fields of science. Current methods either ignore the heterogeneous distribution of nodal degrees or assume prior knowledge of the…

In order to detect patterns in real networks, randomized graph ensembles that preserve only part of the topology of an observed network are systematically used as fundamental null models. However, their generation is still problematic. The…

In panel data we observe a usually high number N of individuals over a time period T. Even if T is large one often assumes stability of the model over time. We propose a nonparametric and robust test for a change in location and derive its…

The aim of online change-point detection is for a accurate, timely discovery of structural breaks. As data dimension outgrows the number of data in observation, online detection becomes challenging. Existing methods typically test only the…

Random walk centrality is a fundamental metric in graph mining for quantifying node importance and influence, defined as the weighted average of hitting times to a node from all other nodes. Despite its ability to capture rich graph…

Network reliability is a well-studied problem that requires to measure the probability that a target node is reachable from a source node in a probabilistic (or uncertain) graph, i.e., a graph where every edge is assigned a probability of…

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…

Distributed change-point detection has been a fundamental problem when performing real-time monitoring using sensor-networks. We propose a distributed detection algorithm, where each sensor only exchanges CUSUM statistic with their…