Title: Detecting change points in dynamic networks
Authors: Olga Klopp - Essec Business School (France) [presenting]
Farida Enikeeva - University of Poitiers, Laboratoire de Mathematiques et Applications (France)
Abstract: Changes occur in dynamic networks quite frequently and its detection is an important question in many situations such as fraud detection or cybersecurity. Real-life networks are often incompletely observed due to individual non-response or networks size. We consider the problem of change-point detection at a time sequence of partially observed networks. The goal is to test whether there is a change in the parameters of the network. Our approach is based on the CUSUM test statistic and allows growing size of networks. We show that the proposed test is minimax optimal and robust to missing links.