Locality Statistics for Anomaly Detection in Time Series of Graphs

The ability to detect change-points in a dynamic network or a time series of graphs is an increasingly important task in many applications of the emerging discipline of graph signal processing. This paper formulates change-point detection as a hypothesis testing problem in terms of a generative latent position model, focusing on the special case of the Stochastic Block Model time series. We analyze two classes of scan statistics, based on distinct underlying locality statistics presented in the literature. Our main contribution is the derivation of the limiting properties and power characteristics of the competing scan statistics. Performance is compared theoretically, on synthetic data, and empirically, on the Enron email corpus.