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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
On the impossibility of detecting a late change-point in ...
Ibrahim Kaddouri, Zacharie Naulet, Élisabeth Gassiat · 2024-07-26 · via math.ST updates on arXiv.org

We consider the problem of late change-point detection under the preferential attachment random graph model with time dependent attachment function. This can be formulated as a hypothesis testing problem where the null hypothesis corresponds to a preferential attachment model with a constant affine attachment parameter $δ_0$ and the alternative corresponds to a preferential attachment model where the affine attachment parameter changes from $δ_0$ to $δ_1$ at a time $τ_n = n - Δ_n$ where $0\leq Δ_n \leq n$ and $n$ is the size of the graph. It was conjectured in Bet et al. that when observing only the unlabeled graph, detection of the change is not possible for $Δ_n = o(n^{1/2})$. In this work, we make a step towards proving the conjecture by proving the impossibility of detecting the change when $Δ_n = o(n^{1/3})$. We also study change-point detection in the case where the labeled graph is observed and show that change-point detection is possible if and only if $Δ_n \to \infty$, thereby exhibiting a strong difference between the two settings.