---

Carey E. Priebe has been named a 2013 Erskine Fellow by the University of Canterbury, Christchurch, New Zealand.

Professor Priebe will teach & lecture in New Zealand during summer 2013.

John (Jack) Angus Erskine Benefactor 1872-1960

Carey E. Priebe 2013 Erskine Fellow 2009 Erskine Fellow 1962-

---

July 25, 2013

University of Canterbury, Christchurch, New Zealand

Title: Statistical Inference on Time Series of Graphs

Abstract: The ability to detect change-points in a dynamic network or a time series of graphs is an increasingly important task in many applications of the emerging discipline of graph signal processing. We formulate change-point detection as a hypothesis testing problem in terms of a generative latent position model, focusing on the special case of the Stochastic Block Model time series. We analyze two classes of scan statistics, based on distinct underlying locality statistics presented in the literature. Our main contribution is the derivation of the limiting distributions and power characteristics of the competing scan statistics. Performance is compared theoretically, on synthetic data, and on the Enron email corpus. We demonstrate that both statistics are admissible in one simple setting, while one of the statistics is inadmissible in a second setting.

H. Wang, M. Tang, Y. Park, and C.E. Priebe, "Locality statistics for anomaly detection in time series of graphs," submitted for publication, 2013.