Optimal Sequential Tests for Detection of Changes under Finite measure space for Finite Sequences of Networks

11/15/2019
by   Lei Qiao, et al.
0

This paper considers the change-point problem for finite sequences of networks. To avoid the difficulty of computing the normalization coefficient, such as in Exponential random graphical models (ERGMs) and Markov networks, we construct a finite measure space with measure ratio statistics. A new performance measure of detection delay is proposed to detect the changes in distribution of the network. And an optimal sequential test is proposed under the performance measure. The good performance of the optimal sequential test is illustrated numerically on ERGMs and Erdos-Rényi network sequences.

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