Changepoint inference for Erdős–Rényi random graphs

Elena Yudovina; Moulinath Banerjee; George Michailidis

doi:10.1007/978-3-319-13881-7_22

Changepoint inference for Erdős–Rényi random graphs

Elena Yudovina, Moulinath Banerjee, George Michailidis

Mathematics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

1 Scopus citations

Abstract

We formulate a model for the off-line estimation of a changepoint in a network setting. The framework naturally allows the parameter space (network size) to grow with the number of observations. We compute the signal-to-noise ratio detectability threshold, and establish the dependence of the rate of convergence and asymptotic distribution on the network size and parameters. In addition, we show that inference can be adaptive, i.e. asymptotically correct confidence intervals can be computed based on the data. We apply the method to the question of whether US Congress has abruptly become more polarized at some point in recent history.

Original language	English (US)
Title of host publication	Stochastic Models, Statistics and Their Applications, 2015
Editors	Ewaryst Rafajłowicz, Krzysztof Szajowski, Ansgar Steland
Publisher	Springer New York LLC
Pages	197-205
Number of pages	9
ISBN (Electronic)	9783319138800
DOIs	https://doi.org/10.1007/978-3-319-13881-7_22
State	Published - 2015
Event	12th Workshop on Stochastic Models, Statistics and their Applications, 2015 - Wrocław, Poland Duration: Feb 16 2015 → Feb 20 2015

Publication series

Name	Springer Proceedings in Mathematics and Statistics
Volume	122
ISSN (Print)	2194-1009
ISSN (Electronic)	2194-1017

Other

Other	12th Workshop on Stochastic Models, Statistics and their Applications, 2015
Country/Territory	Poland
City	Wrocław
Period	2/16/15 → 2/20/15

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Publisher Copyright:
© Springer International Publishing Switzerland 2015.

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Yudovina, E., Banerjee, M., & Michailidis, G. (2015). Changepoint inference for Erdős–Rényi random graphs. In E. Rafajłowicz, K. Szajowski, & A. Steland (Eds.), Stochastic Models, Statistics and Their Applications, 2015 (pp. 197-205). (Springer Proceedings in Mathematics and Statistics; Vol. 122). Springer New York LLC. https://doi.org/10.1007/978-3-319-13881-7_22

Changepoint inference for Erdős–Rényi random graphs. / Yudovina, Elena; Banerjee, Moulinath; Michailidis, George.
Stochastic Models, Statistics and Their Applications, 2015. ed. / Ewaryst Rafajłowicz; Krzysztof Szajowski; Ansgar Steland. Springer New York LLC, 2015. p. 197-205 (Springer Proceedings in Mathematics and Statistics; Vol. 122).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Yudovina, E, Banerjee, M & Michailidis, G 2015, Changepoint inference for Erdős–Rényi random graphs. in E Rafajłowicz, K Szajowski & A Steland (eds), Stochastic Models, Statistics and Their Applications, 2015. Springer Proceedings in Mathematics and Statistics, vol. 122, Springer New York LLC, pp. 197-205, 12th Workshop on Stochastic Models, Statistics and their Applications, 2015, Wrocław, Poland, 2/16/15. https://doi.org/10.1007/978-3-319-13881-7_22

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Changepoint inference for Erdős–Rényi random graphs

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