Changepoint Detection over Graphs with the Spectral Scan Statistic

@inproceedings{Sharpnack2013ChangepointDO,
  title={Changepoint Detection over Graphs with the Spectral Scan Statistic},
  author={James Sharpnack and Aarti Singh and Alessandro Rinaldo},
  booktitle={AISTATS},
  year={2013}
}
We consider the change-point detection problem of deciding , based on noisy measurements, whether an unknown signal over a given graph is constant or is instead piecewise constant over two connected induced subgraphs of relatively low cut size. We analyze the corresponding gener alized likelihood ratio (GLR) statistics and relate it to the problem of finding a sparsest cut in a graph. We develop a tractable relaxation of the GLR statistic based on the combinatorial Laplacian of the graph, which… CONTINUE READING
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