Publications
Goodness-of-fit statistics for anomaly detection in Chung-Lu random graphs
March 25, 2012
Conference Paper
Published in:
ICASSP 2012, Proc. IEEE Int. Conf. on Acoustics, Speech and Signal Processing, 25-30 March 2012, pp. 3265-8.
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Summary
Anomaly detection in graphs is a relevant problem in numerous applications. When determining whether an observation is anomalous with respect to the model of typical behavior, the notion of "goodness of fit" is important. This notion, however, is not well understood in the context of graph data. In this paper, we propose three goodness-of-fit statistics for Chung-Lu random graphs, and analyze their efficacy in discriminating graphs generated by the Chung-Lu model from those with anomalous topologies. In the results of a Monte Carlo simulation, we see that the most powerful statistic for anomaly detection depends on the type of anomaly, suggesting that a hybrid statistic would be the most powerful.
Summary
Anomaly detection in graphs is a relevant problem in numerous applications. When determining whether an observation is anomalous with respect to the model of typical behavior, the notion of "goodness of fit" is important. This notion, however, is not well understood in the context of graph data. In this paper...
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