Locality Statistics for Anomaly Detection in Time Series of Graphs

DOI10.1109/TSP.2013.2294594MaRDI QIDQ4578984zbMATH OpenFDO

Authors Heng Wang, Minh Tang, Youngser Park, Carey E. Priebe

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1306.0267

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13)

Abstract: 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 as a hypothesis testing problem in terms of a generative latent position model, focusing on the special case of the Stochastic Block Model time series. We analyze two classes of scan statistics, based on distinct underlying locality statistics presented in the literature. Our main contribution is the derivation of the limiting distributions and power characteristics of the competing scan statistics. Performance is compared theoretically, on synthetic data, and on the Enron email corpus. We demonstrate that both statistics are admissible in one simple setting, while one of the statistics is inadmissible a second setting.

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Cited in

(11)

• Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
• Are there needles in a moving haystack? Adaptive sensing for detection of dynamically evolving signals
• Exact variable-length anomaly detection algorithm for univariate and multivariate time series
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• Latent Space Model for Higher-Order Networks and Generalized Tensor Decomposition
• Non-parametric regression for networks
• Spectral analysis of networks with latent space dynamics and signs
• Multiple network embedding for anomaly detection in time series of graphs
• Detecting a late changepoint in the preferential attachment model
• A kernel multiple change-point algorithm via model selection
• Optimal change point detection and localization in sparse dynamic networks

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