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Friday, May 31
Computational Statistics
Advances in Analysis and Computing in Complex Data
Fri, May 31, 10:30 AM - 12:05 PM
Grand Ballroom K

Graph-Based Change-Point Detection (305096)

Hao Chen, UC Davis 
*Lynna Chu, UC Davis 

As we observe the dynamics of social networks over time, how can we tell if a significant change happens? We propose a new framework for the detection of change-points as data are generated. The approach utilizes similarity information among observations and can be applied to sequences of multivariate data or non-Euclidean data. Both offline and online detection will be discussed and analytical ways to determine the threshold of claiming a change are also provided, making the methods easy off-the-shelf tools for real applications.