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

Combinatorial methods in analysis

AbstractA combinatorial approach developed by the author in 1959 is used to explain the connection between limit process and combinatorial properties of families of finite sets

Variational principles of micromagnetics revisited

We revisit the basic variational formulation of the minimization problem associated with the micromagnetic energy, with an emphasis on the treatment of the stray field contribution to the energy, which is intrinsically non-local. Under minimal assumptions, we establish three distinct variational principles for the stray field energy: a minimax principle involving magnetic scalar potential and two minimization principles involving magnetic vector potential. We then apply our formulations to the dimension reduction problem for thin ferromagnetic shells of arbitrary shapes

Bayesian adaptation

In the need for low assumption inferential methods in infinite-dimensional settings, Bayesian adaptive estimation via a prior distribution that does not depend on the regularity of the function to be estimated nor on the sample size is valuable. We elucidate relationships among the main approaches followed to design priors for minimax-optimal rate-adaptive estimation meanwhile shedding light on the underlying ideas.Comment: 20 pages, Propositions 3 and 5 adde