Orateur
Prof.
Olga Klopp
(CREST/ESSEC business school)
Description
Structural changes occur in dynamic networks quite frequently and its detection is an important question in many applications. In this talk we consider the problem of change point detection at a temporal sequence of partially observed networks. The goal is to test whether there is a change in the network parameters. Our approach is based on the Matrix CUSUM test statistic and allows growing size of networks. We propose a new test and show that it is minimax optimal and robust to missing links.
