Changepoint Detection over Graphs with the Spectral Scan Statistic

We consider the change-point detection problem of deciding, based on noisy measurements, whether an unknown signal over a given graph is constant or is instead piecewise constant over two connected induced subgraphs of relatively low cut size. We analyze the corresponding generalized likelihood ratio (GLR) statistics and relate it to the problem of finding a sparsest cut in a graph. We develop a tractable relaxation of the GLR statistic based on the combinatorial Laplacian of the graph, which we call the spectral scan statistic, and analyze its properties. We show how its performance as a testing procedure depends directly on the spectrum of the graph, and use this result to explicitly derive its asymptotic properties on few significant graph topologies. Finally, we demonstrate both theoretically and by simulations that the spectral scan statistic can outperform naive testing procedures based on edge thresholding and $\chi^2$ testing

Connected subgraph detection with mirror descent on SDPs

We propose a novel, computationally efficient mirror-descent based optimization framework for subgraph detection in graph-structured data. Our aim is to discover anomalous patterns present in a connected subgraph of a given graph. This problem arises in many applications such as detection of network intrusions, community detection, detection of anomalous events in surveillance videos or disease outbreaks. Since optimization over connected subgraphs is a combinatorial and computationally difficult problem, we propose a convex relaxation that offers a principled approach to incorporating connectivity and conductance constraints on candidate subgraphs. We develop a novel efficient algorithm to solve the relaxed problem, establish convergence guarantees and demonstrate its feasibility and performance with experiments on real and very large simulated networks.http://proceedings.mlr.press/v70/aksoylar17a.htmlhttp://proceedings.mlr.press/v70/aksoylar17a/aksoylar17a.pdfhttp://proceedings.mlr.press/v70/aksoylar17a/aksoylar17a.pdfPublished versio

Graph Laplacian for Image Anomaly Detection

Reed-Xiaoli detector (RXD) is recognized as the benchmark algorithm for image anomaly detection; however, it presents known limitations, namely the dependence over the image following a multivariate Gaussian model, the estimation and inversion of a high-dimensional covariance matrix, and the inability to effectively include spatial awareness in its evaluation. In this work, a novel graph-based solution to the image anomaly detection problem is proposed; leveraging the graph Fourier transform, we are able to overcome some of RXD's limitations while reducing computational cost at the same time. Tests over both hyperspectral and medical images, using both synthetic and real anomalies, prove the proposed technique is able to obtain significant gains over performance by other algorithms in the state of the art.Comment: Published in Machine Vision and Applications (Springer

Online Graph-Based Change Point Detection in Multiband Image Sequences

The automatic detection of changes or anomalies between multispectral and hyperspectral images collected at different time instants is an active and challenging research topic. To effectively perform change-point detection in multitemporal images, it is important to devise techniques that are computationally efficient for processing large datasets, and that do not require knowledge about the nature of the changes. In this paper, we introduce a novel online framework for detecting changes in multitemporal remote sensing images. Acting on neighboring spectra as adjacent vertices in a graph, this algorithm focuses on anomalies concurrently activating groups of vertices corresponding to compact, well-connected and spectrally homogeneous image regions. It fully benefits from recent advances in graph signal processing to exploit the characteristics of the data that lie on irregular supports. Moreover, the graph is estimated directly from the images using superpixel decomposition algorithms. The learning algorithm is scalable in the sense that it is efficient and spatially distributed. Experiments illustrate the detection and localization performance of the method