Abstract
Learning the network structure of a large graph is computationally demanding, and dynamically monitoring the network over time for any changes in structure threatens to be more challenging still.
This paper presents a two-stage method for anomaly detection in dynamic graphs: the first stage uses simple, conjugate Bayesian models for discrete time counting processes to track the pairwise links of all nodes in the graph to assess normality of behavior; the second stage applies standard network inference tools on a greatly reduced subset of potentially anomalous nodes. The utility of the method is demonstrated on simulated and real data sets.
Citation
Nicholas A. Heard. David J. Weston. Kiriaki Platanioti. David J. Hand. "Bayesian anomaly detection methods for social networks." Ann. Appl. Stat. 4 (2) 645 - 662, June 2010. https://doi.org/10.1214/10-AOAS329
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