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We propose a method to infer the presence and location of change-points in the distribution of a sequence of independent data taking values in a general metric space, where change-points are viewed as locations at which the distribution of…

Methodology · Statistics 2020-01-15 Paromita Dubey , Hans-Georg Müller

This paper proposes a new approach for change point detection in multivariate Hawkes processes using Fr\'echet statistic of a network. The method splits the point process into overlapping windows, estimates kernel matrices in each window,…

Machine Learning · Statistics 2025-01-23 Rui Luo , Vikram Krishnamurthy

Dynamic and temporal graphs are rich data structures that are used to model complex relationships between entities over time. In particular, anomaly detection in temporal graphs is crucial for many real world applications such as intrusion…

Machine Learning · Computer Science 2020-07-03 Shenyang Huang , Yasmeen Hitti , Guillaume Rabusseau , Reihaneh Rabbany

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

Interactions among people or objects are often dynamic in nature and can be represented as a sequence of networks, each providing a snapshot of the interactions over a brief period of time. An important task in analyzing such evolving…

Social and Information Networks · Computer Science 2016-06-17 Leto Peel , Aaron Clauset

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

Dynamic networks are ubiquitous for modelling sequential graph-structured data, e.g., brain connectome, population flows and messages exchanges. In this work, we consider dynamic networks that are temporal sequences of graph snapshots, and…

Machine Learning · Statistics 2022-03-30 Deborah Sulem , Henry Kenlay , Mihai Cucuringu , Xiaowen Dong

Graph-based change point detection (CPD) play an irreplaceable role in discovering anomalous graphs in the time-varying network. While several techniques have been proposed to detect change points by identifying whether there is a…

Social and Information Networks · Computer Science 2022-12-20 Yongshun Gong , Xue Dong , Jian Zhang , Meng 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

Fr\'echet mean and variance provide a way of obtaining mean and variance for general metric space valued random variables and can be used for statistical analysis of data objects that lie in abstract spaces devoid of algebraic structure and…

Statistics Theory · Mathematics 2019-10-22 Paromita Dubey , Hans-Georg Müller

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

A change point problem occurs in many statistical applications. If there exist change points in a model, it is harmful to make a statistical analysis without any consideration of the existence of the change points and the results derived…

Methodology · Statistics 2011-01-24 Xiaoping Shi , Yuehua Wu , Baisuo Jin

We propose a probabilistic formulation that enables sequential detection of multiple change points in a network setting. We present a class of sequential detection rules for certain functionals of change points (minimum among a subset), and…

Statistics Theory · Mathematics 2012-07-09 Arash Ali Amini , XuanLong Nguyen

With its origin in sociology, Social Network Analysis (SNA), quickly emerged and spread to other areas of research, including anthropology, biology, information science, organizational studies, political science, and computer science. Being…

Social and Information Networks · Computer Science 2018-08-10 Mário Cordeiro , Rui Portocarrero Sarmento , Pavel Brazdil , João Gama

The study of time-varying (dynamic) networks (graphs) is of fundamental importance for computer network analytics. Several methods have been proposed to detect the effect of significant structural changes in a time series of graphs. The…

Social and Information Networks · Computer Science 2017-07-25 Peter Wills , Francois G. Meyer

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 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

This manuscript studies the unsupervised change point detection problem in time series of graphs using a decoder-only latent space model. The proposed framework consists of learnable prior distributions for low-dimensional graph…

Methodology · Statistics 2025-04-18 Yik Lun Kei , Jialiang Li , Hangjian Li , Yanzhen Chen , Oscar Hernan Madrid Padilla

Dynamic graphs are rich data structures that are used to model complex relationships between entities over time. In particular, anomaly detection in temporal graphs is crucial for many real world applications such as intrusion…

Machine Learning · Computer Science 2023-02-03 Shenyang Huang , Samy Coulombe , Yasmeen Hitti , Reihaneh Rabbany , Guillaume Rabusseau

Network data are increasingly available in various research fields, motivating statistical analysis for populations of networks where a network as a whole is viewed as a data point. Due to the non-Euclidean nature of networks, basic…

Methodology · Statistics 2022-11-29 Yidong Zhou , Hans-Georg Müller
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