Offline detection of change-points in the mean for stationary graph signals.

Alejandro de la Concha Duarte, Nicolas Vayatis, Argyris Kalogeratos
Proceedings of The 24th International Conference on Artificial Intelligence and Statistics, PMLR 130:3430-3438, 2021.

Abstract

This paper addresses the problem of segmenting a stream of graph signals: we aim to detect changes in the mean of the multivariate signal defined over the nodes of a known graph. We propose an offline algorithm that relies on the concept of graph signal stationarity and allows the convenient translation of the problem from the original vertex domain to the spectral domain (Graph Fourier Transform), where it is much easier to solve. Although the obtained spectral representation is sparse in real applications, to the best of our knowledge this property has not been much exploited in the existing related literature. Our main contribution is a change-point detection algorithm that adopts a model selection perspective, which takes into account the sparsity of the spectral representation and determines automatically the number of change-points. Our detector comes with a proof of a non-asymptotic oracle inequality, numerical experiments demonstrate the validity of our method.

Cite this Paper

BibTeX
@InProceedings{pmlr-v130-concha-duarte21a, title = { Offline detection of change-points in the mean for stationary graph signals. }, author = {de la Concha Duarte, Alejandro and Vayatis, Nicolas and Kalogeratos, Argyris}, booktitle = {Proceedings of The 24th International Conference on Artificial Intelligence and Statistics}, pages = {3430--3438}, year = {2021}, editor = {Banerjee, Arindam and Fukumizu, Kenji}, volume = {130}, series = {Proceedings of Machine Learning Research}, month = {13--15 Apr}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v130/concha-duarte21a/concha-duarte21a.pdf}, url = {https://proceedings.mlr.press/v130/concha-duarte21a.html}, abstract = { This paper addresses the problem of segmenting a stream of graph signals: we aim to detect changes in the mean of the multivariate signal defined over the nodes of a known graph. We propose an offline algorithm that relies on the concept of graph signal stationarity and allows the convenient translation of the problem from the original vertex domain to the spectral domain (Graph Fourier Transform), where it is much easier to solve. Although the obtained spectral representation is sparse in real applications, to the best of our knowledge this property has not been much exploited in the existing related literature. Our main contribution is a change-point detection algorithm that adopts a model selection perspective, which takes into account the sparsity of the spectral representation and determines automatically the number of change-points. Our detector comes with a proof of a non-asymptotic oracle inequality, numerical experiments demonstrate the validity of our method. } }
Endnote
%0 Conference Paper %T Offline detection of change-points in the mean for stationary graph signals. %A Alejandro de la Concha Duarte %A Nicolas Vayatis %A Argyris Kalogeratos %B Proceedings of The 24th International Conference on Artificial Intelligence and Statistics %C Proceedings of Machine Learning Research %D 2021 %E Arindam Banerjee %E Kenji Fukumizu %F pmlr-v130-concha-duarte21a %I PMLR %P 3430--3438 %U https://proceedings.mlr.press/v130/concha-duarte21a.html %V 130 %X This paper addresses the problem of segmenting a stream of graph signals: we aim to detect changes in the mean of the multivariate signal defined over the nodes of a known graph. We propose an offline algorithm that relies on the concept of graph signal stationarity and allows the convenient translation of the problem from the original vertex domain to the spectral domain (Graph Fourier Transform), where it is much easier to solve. Although the obtained spectral representation is sparse in real applications, to the best of our knowledge this property has not been much exploited in the existing related literature. Our main contribution is a change-point detection algorithm that adopts a model selection perspective, which takes into account the sparsity of the spectral representation and determines automatically the number of change-points. Our detector comes with a proof of a non-asymptotic oracle inequality, numerical experiments demonstrate the validity of our method.
APA
de la Concha Duarte, A., Vayatis, N. & Kalogeratos, A.. (2021). Offline detection of change-points in the mean for stationary graph signals. . Proceedings of The 24th International Conference on Artificial Intelligence and Statistics, in Proceedings of Machine Learning Research 130:3430-3438 Available from https://proceedings.mlr.press/v130/concha-duarte21a.html.

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