TY - GEN

T1 - Changepoint inference for Erdős–Rényi random graphs

AU - Yudovina, Elena

AU - Banerjee, Moulinath

AU - Michailidis, George

PY - 2015/1/1

Y1 - 2015/1/1

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=84922358872&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84922358872&partnerID=8YFLogxK

U2 - 10.1007/978-3-319-13881-7_22

DO - 10.1007/978-3-319-13881-7_22

M3 - Conference contribution

AN - SCOPUS:84922358872

T3 - Springer Proceedings in Mathematics and Statistics

SP - 197

EP - 205

BT - Stochastic Models, Statistics and Their Applications, 2015

A2 - Rafajłowicz, Ewaryst

A2 - Szajowski, Krzysztof

A2 - Steland, Ansgar

PB - Springer New York LLC

T2 - 12th Workshop on Stochastic Models, Statistics and their Applications, 2015

Y2 - 16 February 2015 through 20 February 2015

ER -