Spectral CUSUM for Online Network Structure Change Detection. (arXiv:1910.09083v4 [math.ST] UPDATED)

Web: http://arxiv.org/abs/1910.09083

Detecting abrupt changes in the community structure of a network from noisy
observations is a fundamental problem in statistics and machine learning. This
paper presents an online change detection algorithm called Spectral-CUSUM to
detect unknown network structure changes through a generalized likelihood ratio
statistic. We characterize the average run length (ARL) and the expected
detection delay (EDD) of the Spectral-CUSUM procedure and prove its asymptotic
optimality. Finally, we demonstrate the good performance of the Spectral-CUSUM
procedure and compare it with …

arxiv change detection math network online