Online Change Point Detection for Weighted and Directed Random Dot Product Graphs

  title={Online Change Point Detection for Weighted and Directed Random Dot Product Graphs},
  author={Bernardo Marenco and Paola Bermolen and Marcelo Fiori and Federico Larroca and Gonzalo Mateos},
  journal={IEEE Transactions on Signal and Information Processing over Networks},
Given a sequence of random (directed and weighted) graphs, we address the problem of online monitoring and detection of changes in the underlying data distribution. Our idea is to endow sequential change-point detection (CPD) techniques with a graph representation learning substrate based on the versatile Random Dot Product Graph (RDPG) model. We consider efficient, online updates of a judicious monitoring function, which quantifies the discrepancy between the streaming graph observations and… 

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