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 χ2 testing
