Detecting Anomalous Activity on Networks With the Graph Fourier Scan Statistic

摘要

We consider the problem of deciding, based on a single noisy measurement at each vertex of a given graph, whether the underlying unknown signal is constant over the graph or there exists a cluster of vertices with anomalous activation. This problem is relevant to several applications such as surveillance, disease outbreak detection, biomedical imaging, environmental monitoring, etc. Since the activations in these problems often tend to be localized to small groups of vertices in the graphs, we model such activity by a class of signals that are elevated over a (possibly disconnected) cluster with low cut size relative to its size. We analyze the corresponding generalized likelihood ratio (GLR) statistics and relate it to the problem of finding a sparsest cut in the graph. We develop a convex relaxation of the GLR statistic based on spectral graph theory, which we call the graph Fourier scan statistic (GFSS). In our main theoretical result, we show that the performance of the GFSS depends explicitly on the spectral properties of the graph. To assess the optimality of the GFSS, we prove an information theoretic lower bound for the detection of anomalous activity on graphs. Because the GFSS requires the specification of a tuning parameter, we develop an adaptive version of the GFSS. Using these results, we are able to characterize in a very explicit form the performance of the GFSS on a few notable graph topologies. We demonstrate that the GFSS can efficiently detect a simulated Arsenic contamination in groundwater.