论文标题
部分可观测时空混沌系统的无模型预测
Calibrated Nonparametric Scan Statistics for Anomalous Pattern Detection in Graphs
论文作者
论文摘要
我们提出了一种新方法,即校准的非参数扫描统计量(CNSS),以更准确地检测大型现实世界图中的异常模式。扫描统计数据可以通过最大化似然比统计量来确定有趣或意外的连接子图;特别是,非参数扫描统计(NPSSS)识别具有比预期的单个重要节点比例高的子图。但是,我们表明最近提出的NPSS方法被错误地校准,无法说明统计量对子图的多样性的最大化。这既可以降低微妙信号的检测能力,又导致检测到的子图的精度降低,即使对于更强的信号也是如此。因此,我们开发了一种新的统计方法来重新校准NPSS,正确调整了多个假设测试并考虑了基础图结构。虽然基于随机测试的重新校准在计算上是昂贵的,但我们提出了一种有效的(近似)算法和新的,封闭形式的下限(在没有异态模式的零假设下,在给定大小的子尺寸的显着节点的预期最大比例上)。这些进步,加上最近的核心树分解方法的整合,使CNSS能够扩展到大型现实世界图,并在检测到的子学的准确性方面有了很大的提高。与最先进的对应物相比,证明了对半合成和现实数据集的广泛实验,以验证我们提出的方法的有效性。
We propose a new approach, the calibrated nonparametric scan statistic (CNSS), for more accurate detection of anomalous patterns in large-scale, real-world graphs. Scan statistics identify connected subgraphs that are interesting or unexpected through maximization of a likelihood ratio statistic; in particular, nonparametric scan statistics (NPSSs) identify subgraphs with a higher than expected proportion of individually significant nodes. However, we show that recently proposed NPSS methods are miscalibrated, failing to account for the maximization of the statistic over the multiplicity of subgraphs. This results in both reduced detection power for subtle signals, and low precision of the detected subgraph even for stronger signals. Thus we develop a new statistical approach to recalibrate NPSSs, correctly adjusting for multiple hypothesis testing and taking the underlying graph structure into account. While the recalibration, based on randomization testing, is computationally expensive, we propose both an efficient (approximate) algorithm and new, closed-form lower bounds (on the expected maximum proportion of significant nodes for subgraphs of a given size, under the null hypothesis of no anomalous patterns). These advances, along with the integration of recent core-tree decomposition methods, enable CNSS to scale to large real-world graphs, with substantial improvement in the accuracy of detected subgraphs. Extensive experiments on both semi-synthetic and real-world datasets are demonstrated to validate the effectiveness of our proposed methods, in comparison with state-of-the-art counterparts.