论文标题

一致的检测和最佳定位,对分段固定的任意稀疏网络序列中所有可检测的更改点的最佳定位

Consistent detection and optimal localization of all detectable change points in piecewise stationary arbitrarily sparse network-sequences

论文作者

Bhattacharyya, Sharmodeep, Chatterjee, Shirshendu, Mukherjee, Soumendu Sundar

论文摘要

我们考虑在分段固定网络中的离线变更点检测和本地化问题,其中可观察到的是有限的网络序列。我们开发算法,这些算法涉及一些适当修改的CUSUM统计数据,基于观察到的网络的自适应修剪术矩阵,用于检测和输入数据中存在的单个或多个变更点的定位。我们提供严格的理论分析和有限的样本估计值,以评估拟议方法的性能(网络的有限序列)是从不均匀的随机图模型生成的,其中变化点的特征是平均值邻接矩阵的变化。 We show that the proposed algorithms can detect (resp. localize) all change points, where the change in the expected adjacency matrix is above the minimax detectability (resp. localizability) threshold, consistently without any a priori assumption about (a) a lower bound for the sparsity of the underlying networks, (b) an upper bound for the number of change points, and (c) a lower bound for the separation between successive change points, provided either the连续的变更点或基础网络的平均程度之间的最小分离速度是任意缓慢地到达无穷大的。我们还证明上述条件是具有一致性的必要条件。

We consider the offline change point detection and localization problem in the context of piecewise stationary networks, where the observable is a finite sequence of networks. We develop algorithms involving some suitably modified CUSUM statistics based on adaptively trimmed adjacency matrices of the observed networks for both detection and localization of single or multiple change points present in the input data. We provide rigorous theoretical analysis and finite sample estimates evaluating the performance of the proposed methods when the input (finite sequence of networks) is generated from an inhomogeneous random graph model, where the change points are characterized by the change in the mean adjacency matrix. We show that the proposed algorithms can detect (resp. localize) all change points, where the change in the expected adjacency matrix is above the minimax detectability (resp. localizability) threshold, consistently without any a priori assumption about (a) a lower bound for the sparsity of the underlying networks, (b) an upper bound for the number of change points, and (c) a lower bound for the separation between successive change points, provided either the minimum separation between successive pairs of change points or the average degree of the underlying networks goes to infinity arbitrarily slowly. We also prove that the above condition is necessary to have consistency.

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