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stat.ML updates on arXiv.org

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Network topology change-point detection from graph signal...
Chiraag Kaushik, T. Mitchell Roddenberry, Santiago Segarra · 2020-10-22 · via stat.ML updates on arXiv.org

We consider the problem of sequential graph topology change-point detection from graph signals. We assume that signals on the nodes of the graph are regularized by the underlying graph structure via a graph filtering model, which we then leverage to distill the graph topology change-point detection problem to a subspace detection problem. We demonstrate how prior information on the spectral signature of the post-change graph can be incorporated to implicitly denoise the observed sequential data, thus leading to a natural CUSUM-based algorithm for change-point detection. Numerical experiments illustrate the performance of our proposed approach, particularly underscoring the benefits of (potentially noisy) prior information.