Proposes a model to detect changes in multivariate time series data.
problem Detect abrupt changes in multivariate time series data considering dependencies and correlations.
method Integrates graph neural networks into an encoder-decoder framework to model correlation structures and dynamics.
result Advantageous performance on CPD tasks over strong baselines, classifying changes as correlation or independent.
Detects graph topology changes from noisy signals using prior spectral information.
problem Detecting changes in graph topology from graph signals.
method Leverages graph filtering and subspace detection to distill problem into a CUSUM-based algorithm.
result Demonstrates the effectiveness of incorporating prior spectral signatures for change-point detection.
Graph change-point detection method learns graph similarity from data.
problem Detect abrupt changes in dynamic networks.
method Siamese graph neural network for graph similarity learning.
result Method detects changes in diverse types of networks with minimal data history.
This work benchmarks neural embeddings for link prediction in evolving knowledge graphs.
problem Evaluating the robustness of neural embeddings in changing knowledge graphs.
method Proposes an open-source evaluation pipeline using relation-centric connectivity measures.
result Demonstrates the importance of simulating embedding accuracy for frequently updated knowledge graphs.
Estimates change-points and graph structures in a time-varying Ising model.
problem Detecting and understanding changes in a time-varying Ising model.
method Maximizing a penalized conditional log-likelihood to estimate neighborhood of each node, enforcing sparsity and piece-wise constant graph structures.
result First change-points consistency theorems for unknown number of change-points in time-varying Ising model.
Balancing graph summarization and change detection in streaming data.
problem Balancing compression rate in graph summarization and accuracy in change detection.
method Introducing a probabilistic hierarchical latent variable model and optimizing parameters based on the minimum description length principle to balance the trade-off.
result Guaranteed suppression of Type I error probability (false alarms) in change detection.
New algorithm detects changes in high-dimensional data with mean and variance.
problem Challenges in detecting changes in high-dimensional data with mean and variance.
method Complete graph-based approach to detect changes of mean and variance from low to high-dimensional online data.
result The proposed method outperforms existing methods in terms of detection power.
Novel graph-spanning algorithm detects changes in high-dimensional data.
problem Detecting changes in high-dimensional data across various distributions.
method Graph-spanning algorithm designed for offline and online data.
result Achieves high detection power with minimal separation rate.
An important part of many machine learning workflows on graphs is vertex representation learning, i.e., learning a low-dimensional vector representation for each vertex in the graph. Recently, several powerful techniques for unsupervised representation learning have been demonstrated to give the state-of-the-art perfor…
New method predicts graph structure changes over time.
problem Existing graph prediction methods assume static vertices, limiting their applicability.
method Combines time series prediction with adapted FBA for growing graphs.
result Efficacy demonstrated on synthetic and real datasets.
We consider the problem of change-point detection in multivariate time-series. The multivariate distribution of the observations is supposed to follow a graphical model, whose graph and parameters are affected by abrupt changes throughout time. We demonstrate that it is possible to perform exact Bayesian inference when…
We present a notion of super Ricci flow for time-dependent finite weighted graphs. A challenging feature is that these flows typically encounter singularities where the underlying graph structure changes. Our notion is robust enough to allow the flow to continue past these singularities. As a crucial tool for this purp…
Mapping complex input data into suitable lower dimensional manifolds is a common procedure in machine learning. This step is beneficial mainly for two reasons: (1) it reduces the data dimensionality and (2) it provides a new data representation possibly characterised by convenient geometric properties. Euclidean spaces…
e-GGPs learn graph vertex transitions over time.
problem Static graph Gaussian Processes cannot handle dynamic graph structures.
method Proposes e-GGPs with a transition function and neighbourhood kernel.
result e-GGPs outperform static GGPs on time-series regression.
Spatial graphs can be unknotted with region crossing changes.
problem Unknotted spatial graphs composed of theta-curves.
method Region crossing changes on regions of theta-curves.
result Spatial graphs of theta-curves can be unknotted.
Study examines how changing regions affects planar graphs.
problem Effect of region crossing change on planar trivalent graphs.
method Investigation of region crossing changes on planar trivalent graphs.
result Effect of region crossing change on planar trivalent graphs.
Spatial graphs of non-Eulerian or proper Eulerian planar graphs are unknottable by region crossing changes.
problem Unknottability of spatial graphs by region crossing changes.
method Region crossing changes to switch over/under relations within regions of spatial graph diagrams.
result Spatial graphs of non-Eulerian or proper Eulerian planar graphs are unknottable by region crossing changes.
Graph auto-encoders predict stock market instability by measuring graph structure changes.
problem Forecasting stock market instability and volatility.
method Use graph auto-encoders to reconstruct graph structure and measure changes.
result Higher GAE reconstruction error correlates with higher volatility.
Novel method detects changes in noisy dynamic networks.
problem Change detection in noisy dynamic networks with sparsity and degree heterogeneity.
method Adapted Procrustes analysis to embedded points for vertices in spectral embedding.
result CDP successfully detects various types of vertex-based changes.
CFRecs uses counterfactual reasoning to improve graph-based recommendations in real estate.
problem Improving model interpretability and actionable insights in graph-based recommender systems.
method A two-stage architecture combining GNN and Graph-VAE to propose minimal yet impactful changes in graph structure and node attributes.
result Demonstrates effectiveness in delivering actionable recommendations for home buyers and sellers.
Many different classification tasks need to manage structured data, which are usually modeled as graphs. Moreover, these graphs can be dynamic, meaning that the vertices/edges of each graph may change during time. Our goal is to jointly exploit structured data and temporal information through the use of a neural networ…
Graph-based ML improves defect prediction in software development.
problem Challenges in predicting defect-prone changes in complex software development.
method Building contribution graphs from developers and source files, using graph-based ML for defect prediction.
result Graph-based ML leads to significantly better defect prediction (F1 score up to 77.55%, MCC up to 53.16%).
SPARTAN learns sparse interaction graphs between objects in scenes.
problem Capturing structured interactions between entities in complex settings remains challenging.
method SPARTAN is a Transformer-based world model that learns sparse, context-dependent interaction graphs through sparsity regularization on attention patterns.
result SPARTAN achieves significantly improved few-shot adaptation to dynamics changes and robustness against distractors.
Framework learns dynamic graph attributes and links co-evolution.
problem Forecasting change of node attributes and link formation in dynamic graphs.
method CoEvoGNN framework with temporal self-attention and joint optimization.
result Framework outperforms baselines on predicting unseen graph snapshots.
Bayesian model detects sudden changes in stock market correlations during pandemic.
problem Capturing sudden structural changes in financial dependence during global events.
method Develops a Bayesian multivariate stochastic volatility model based on time-varying graphs.
result Captures abrupt changes in dependence structure across US stock portfolios.
The accurate and interpretable prediction of future events in time-series data often requires the capturing of representative patterns (or referred to as states) underpinning the observed data. To this end, most existing studies focus on the representation and recognition of states, but ignore the changing transitional…
Let Gg,b be the set of all uni/trivalent graphs representing the combinatorial structures of pant decompositions of the oriented surface of genus g with b boundary components. We describe the set Ag,b of all automorphisms of graphs in Gg,b showing that, up to suitable moves changing the graph within …
LAD detects anomalies in dynamic graphs using Laplacian matrix.
problem Anomaly detection in temporal graphs for real-world applications.
method LAD uses the spectrum of the Laplacian matrix to model graph snapshots and temporal dependencies.
result LAD outperforms state-of-the-art methods in synthetic and real-world datasets.
Graph neural networks leverage graph filters to learn from network data.
problem Learning from network data with graph structure.
method Characterize graph neural networks using graph signal processing and graph convolutional filters.
result Graph neural networks have permutation equivariance and stability to topology changes.
Paper detects changes in graph-based data streams using likelihood-ratios.
problem Detecting changes in synchronized graph-based data streams.
method Kernel-based likelihood-ratio estimation over graph nodes.
result Effective detection and localization of change-points.
A method detects changes in heterogeneous data streams over graph nodes.
problem Detecting changes in data streams from nodes of a graph.
method Online non-parametric method using likelihood-ratio estimation.
result The method accurately identifies change-points in real-world applications.
Scattering transforms are non-trainable deep convolutional architectures that exploit the multi-scale resolution of a wavelet filter bank to obtain an appropriate representation of data. More importantly, they are proven invariant to translations, and stable to perturbations that are close to translations. This stabili…
Spectral analysis detects structural changes in financial networks.
problem Detecting structural transitions in financial networks to assess systemic risk.
method Ensemble properties of spectral radius of random graph models calibrated on real-world evolving networks.
result The spectral deviation captures ongoing topological changes in financial networks.
The paper detects changes in graph signal means offline.
problem Segmenting and detecting changes in multivariate signals over graph nodes.
method Model selection approach exploiting sparsity in spectral domain.
result Proof of non-asymptotic oracle inequality for change-point detection.
We address the problem of predicting the labeling of a graph in an online setting when the labeling is changing over time. We present an algorithm based on a specialist approach; we develop the machinery of cluster specialists which probabilistically exploits the cluster structure in the graph. Our algorithm has two va…
To each ribbon graph we assign a so-called L-space, which is a Lagrangian subspace in an even-dimensional vector space with the standard symplectic form. This invariant generalizes the notion of the intersection matrix of a chord diagram. Moreover, the actions of Morse perestroikas (or taking a partial dual) and Vassil…
In a previous paper, we showed how certain orientations of the edges of a graph G embedded in a closed oriented surface S can be understood as discrete spin structures on S. We then used this correspondence to give a geometric proof of the Pfaffian formula for the partition function of the dimer model on G. In the pres…
GNNs maintain stability under minor graph topology changes.
problem Stability of GNNs to small graph topology changes.
method Proved stability of GNNs with integral Lipschitz filters.
result GNNs output change is bounded by relative graph topology change.
Given a finite sequence of graphs, e.g., coming from technological, biological, and social networks, the paper proposes a methodology to identify possible changes in stationarity in the stochastic process generating the graphs. In order to cover a large class of applications, we consider the general family of attribute…
Graph neural networks improve with edge similarity constraints in RNA structure analysis.
problem Lack of edge similarity constraints in graph neural networks.
method Introduced a graph neural network layer that leverages prior information about edge similarities.
result Edge similarity constraints do not enhance performance in graph neural networks.
We present a novel framework based on optimal transport for the challenging problem of comparing graphs. Specifically, we exploit the probabilistic distribution of smooth graph signals defined with respect to the graph topology. This allows us to derive an explicit expression of the Wasserstein distance between graph s…
StrGNN detects anomalies in dynamic graphs by analyzing subgraphs and temporal features.
problem Detecting anomalies in dynamic graphs with structural changes.
method StrGNN is an end-to-end model that uses structural subgraphs and temporal features for anomaly detection.
result StrGNN effectively detects anomalies in dynamic graphs, as shown by extensive experiments.
The space of graphs is often characterised by a non-trivial geometry, which complicates learning and inference in practical applications. A common approach is to use embedding techniques to represent graphs as points in a conventional Euclidean space, but non-Euclidean spaces have often been shown to be better suited f…
Online change-point detection (OCPD) is important for application in various areas such as finance, biology, and the Internet of Things (IoT). However, OCPD faces major challenges due to high-dimensionality, and it is still rarely studied in literature. In this paper, we propose a novel, online, graph-based, change-poi…
In a recent work of Ayaka Shimizu[5], she defined an operation named region crossing change on link diagrams, and showed that region crossing change is an unknotting operation for knot diagrams. In this paper, we prove that region crossing change on a 2-component link diagram is an unknotting operation if and only…
The importance of nodes in a network constantly fluctuates based on changes in the network structure as well as changes in external interest. We propose an evolving teleportation adaptation of the PageRank method to capture how changes in external interest influence the importance of a node. This framework seamlessly g…
Stable topological summary captures evolving dependency structure in dynamic Bayesian networks.
problem Missing larger-scale patterns in evolving dependency structures in dynamic Bayesian networks.
method Topological approach using Dynamic Bayesian Graphs and persistent homology.
result Stable topological summary (barcodes) captures evolving dependency structure in DBNs.
Counterexamples to a conjecture on ribbon graph genus changes were found and proven.
problem A conjecture on genus changes in ribbon graphs was formulated and disproven.
method A family of counterexamples was found and proven.
result Essentially, the counterexamples found by Qi Yan and Xian'an Jin are the only ones.