Bayesian anomaly detection methods for social networks
Authors:
- Nicholas A. HeardNHNicholas A. Heard
- David J. WestonDWDavid J. Weston
- Kiriaki PlataniotiKPKiriaki Platanioti
- David J. HandDHDavid J. Hand
Open Access
- 1 June 2010
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Applied Statistics
- Vol. 4 (2) , 645-662
Abstract
Learning the network structure of a large graph is computationally demanding, and dynamically monitoring the network over time for any changes in structure threatens to be more challenging still. This paper presents a two-stage method for anomaly detection in dynamic graphs: the first stage uses simple, conjugate Bayesian models for discrete time counting processes to track the pairwise links of all nodes in the graph to assess normality of behavior; the second stage applies standard network inference tools on a greatly reduced subset of potentially anomalous nodes. The utility of the method is demonstrated on simulated and real data sets.Keywords
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