arXiv subjects

W. Ellens

Publications and source records attributed to W. Ellens.

2 recordsLinked to original sources

arXiv2016

Changepoint detection for dependent Gaussian sequences

In this paper easily applicable techniques are devised for detecting changepoints in autocorrelated Gaussian sequences. Our method proceeds by sequential evaluation of a CUSUM-type test statistic, which is compared to a predefined threshold. We assume that data is tested in sliding windows of fixed size. The distinguishing feature of this work is that, based on large deviations theory, we derive rather explicit equations that determine the threshold in such a way that the false alarm probability per window is approximately kept at the desired level. This criterion -- as opposed to the usual average run length -- allows to restrict not only the average number of false alarms but also their variability. Illustrative examples are provided, including the detection of a shift in mean in ARMA processes. The procedures are validated by means of a broad set of simulation experiments, and overall perform well.

math.PR↗

arXiv2013

Graph measures and network robustness

Network robustness research aims at finding a measure to quantify network robustness. Once such a measure has been established, we will be able to compare networks, to improve existing networks and to design new networks that are able to continue to perform well when it is subject to failures or attacks. In this paper we survey a large amount of robustness measures on simple, undirected and unweighted graphs, in order to offer a tool for network administrators to evaluate and improve the robustness of their network. The measures discussed in this paper are based on the concepts of connectivity (including reliability polynomials), distance, betweenness and clustering. Some other measures are notions from spectral graph theory, more precisely, they are functions of the Laplacian eigenvalues. In addition to surveying these graph measures, the paper also contains a discussion of their functionality as a measure for topological network robustness.

cs.DM↗