Online Change Point Detection for Weighted and Directed Random Dot Product Graphs. (arXiv:2201.11222v1 [cs.LG])

Web: http://arxiv.org/abs/2201.11222

Given a sequence of random (directed and weighted) graphs, we address the
problem of online monitoring and detection of changes in the underlying data
distribution. Our idea is to endow sequential change-point detection (CPD)
techniques with a graph representation learning substrate based on the
versatile Random Dot Product Graph (RDPG) model. We consider efficient, online
updates of a judicious monitoring function, which quantifies the discrepancy
between the streaming graph observations and the nominal RDPG. This reference
distribution is inferred via …

arxiv change detection graphs online product random