Nonparametric Detection of Geometric Structures over Networks

Nonparametric detection of existence of an anomalous structure over a network is investigated. Nodes corresponding to the anomalous structure (if one exists) receive samples generated by a distribution q, which is different from a distribution p generating samples for other nodes. If an anomalous structure does not exist, all nodes receive samples generated by p. It is assumed that the distributions p and q are arbitrary and unknown. The goal is to design statistically consistent tests with probability of errors converging to zero as the network size becomes asymptotically large. Kernel-based tests are proposed based on maximum mean discrepancy that measures the distance between mean embeddings of distributions into a reproducing kernel Hilbert space. Detection of an anomalous interval over a line network is first studied. Sufficient conditions on minimum and maximum sizes of candidate anomalous intervals are characterized in order to guarantee the proposed test to be consistent. It is also shown that certain necessary conditions must hold to guarantee any test to be universally consistent. Comparison of sufficient and necessary conditions yields that the proposed test is order-level optimal and nearly optimal respectively in terms of minimum and maximum sizes of candidate anomalous intervals. Generalization of the results to other networks is further developed. Numerical results are provided to demonstrate the performance of the proposed tests.Comment: Submitted for journal publication in November 2015. arXiv admin note: text overlap with arXiv:1404.029

Detection of an anomalous cluster in a network

We consider the problem of detecting whether or not, in a given sensor network, there is a cluster of sensors which exhibit an "unusual behavior." Formally, suppose we are given a set of nodes and attach a random variable to each node. We observe a realization of this process and want to decide between the following two hypotheses: under the null, the variables are i.i.d. standard normal; under the alternative, there is a cluster of variables that are i.i.d. normal with positive mean and unit variance, while the rest are i.i.d. standard normal. We also address surveillance settings where each sensor in the network collects information over time. The resulting model is similar, now with a time series attached to each node. We again observe the process over time and want to decide between the null, where all the variables are i.i.d. standard normal, and the alternative, where there is an emerging cluster of i.i.d. normal variables with positive mean and unit variance. The growth models used to represent the emerging cluster are quite general and, in particular, include cellular automata used in modeling epidemics. In both settings, we consider classes of clusters that are quite general, for which we obtain a lower bound on their respective minimax detection rate and show that some form of scan statistic, by far the most popular method in practice, achieves that same rate to within a logarithmic factor. Our results are not limited to the normal location model, but generalize to any one-parameter exponential family when the anomalous clusters are large enough.Comment: Published in at http://dx.doi.org/10.1214/10-AOS839 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

A network approach to topic models

One of the main computational and scientific challenges in the modern age is to extract useful information from unstructured texts. Topic models are one popular machine-learning approach which infers the latent topical structure of a collection of documents. Despite their success --- in particular of its most widely used variant called Latent Dirichlet Allocation (LDA) --- and numerous applications in sociology, history, and linguistics, topic models are known to suffer from severe conceptual and practical problems, e.g. a lack of justification for the Bayesian priors, discrepancies with statistical properties of real texts, and the inability to properly choose the number of topics. Here we obtain a fresh view on the problem of identifying topical structures by relating it to the problem of finding communities in complex networks. This is achieved by representing text corpora as bipartite networks of documents and words. By adapting existing community-detection methods -- using a stochastic block model (SBM) with non-parametric priors -- we obtain a more versatile and principled framework for topic modeling (e.g., it automatically detects the number of topics and hierarchically clusters both the words and documents). The analysis of artificial and real corpora demonstrates that our SBM approach leads to better topic models than LDA in terms of statistical model selection. More importantly, our work shows how to formally relate methods from community detection and topic modeling, opening the possibility of cross-fertilization between these two fields.Comment: 22 pages, 10 figures, code available at https://topsbm.github.io

Automatic Bayesian Density Analysis

Making sense of a dataset in an automatic and unsupervised fashion is a challenging problem in statistics and AI. Classical approaches for {exploratory data analysis} are usually not flexible enough to deal with the uncertainty inherent to real-world data: they are often restricted to fixed latent interaction models and homogeneous likelihoods; they are sensitive to missing, corrupt and anomalous data; moreover, their expressiveness generally comes at the price of intractable inference. As a result, supervision from statisticians is usually needed to find the right model for the data. However, since domain experts are not necessarily also experts in statistics, we propose Automatic Bayesian Density Analysis (ABDA) to make exploratory data analysis accessible at large. Specifically, ABDA allows for automatic and efficient missing value estimation, statistical data type and likelihood discovery, anomaly detection and dependency structure mining, on top of providing accurate density estimation. Extensive empirical evidence shows that ABDA is a suitable tool for automatic exploratory analysis of mixed continuous and discrete tabular data.Comment: In proceedings of the Thirty-Third AAAI Conference on Artificial Intelligence (AAAI-19

Resolving Structure in Human Brain Organization: Identifying Mesoscale Organization in Weighted Network Representations

Human brain anatomy and function display a combination of modular and hierarchical organization, suggesting the importance of both cohesive structures and variable resolutions in the facilitation of healthy cognitive processes. However, tools to simultaneously probe these features of brain architecture require further development. We propose and apply a set of methods to extract cohesive structures in network representations of brain connectivity using multi-resolution techniques. We employ a combination of soft thresholding, windowed thresholding, and resolution in community detection, that enable us to identify and isolate structures associated with different weights. One such mesoscale structure is bipartivity, which quantifies the extent to which the brain is divided into two partitions with high connectivity between partitions and low connectivity within partitions. A second, complementary mesoscale structure is modularity, which quantifies the extent to which the brain is divided into multiple communities with strong connectivity within each community and weak connectivity between communities. Our methods lead to multi-resolution curves of these network diagnostics over a range of spatial, geometric, and structural scales. For statistical comparison, we contrast our results with those obtained for several benchmark null models. Our work demonstrates that multi-resolution diagnostic curves capture complex organizational profiles in weighted graphs. We apply these methods to the identification of resolution-specific characteristics of healthy weighted graph architecture and altered connectivity profiles in psychiatric disease.Comment: Comments welcom