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Efficient anomaly detection in dynamic, attributed graphs: emerging phenomena and big data

Published in:
ISI 2013: IEEE Int. Conf. on Intelligence and Security Informatics, 4-7 June 2013.

Summary

When working with large-scale network data, the interconnected entities often have additional descriptive information. This additional metadata may provide insight that can be exploited for detection of anomalous events. In this paper, we use a generalized linear model for random attributed graphs to model connection probabilities using vertex metadata. For a class of such models, we show that an approximation to the exact model yields an exploitable structure in the edge probabilities, allowing for efficient scaling of a spectral framework for anomaly detection through analysis of graph residuals, and a fast and simple procedure for estimating the model parameters. In simulation, we demonstrate that taking into account both attributes and dynamics in this analysis has a much more significant impact on the detection of an emerging anomaly than accounting for either dynamics or attributes alone. We also present an analysis of a large, dynamic citation graph, demonstrating that taking additional document metadata into account emphasizes parts of the graph that would not be considered significant otherwise.
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Summary

When working with large-scale network data, the interconnected entities often have additional descriptive information. This additional metadata may provide insight that can be exploited for detection of anomalous events. In this paper, we use a generalized linear model for random attributed graphs to model connection probabilities using vertex metadata. For...

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Sparse volterra systems: theory and practice

Published in:
Proc. IEEE Int. Conf. on Acoustics, Speech and Signal Processing, ICASSP, 25-31 May 2013.

Summary

Nonlinear effects limit analog circuit performance, causing both in-band and out-of-band distortion. The classical Volterra series provides an accurate model of many nonlinear systems, but the number of parameters grows extremely quickly as the memory depth and polynomial order are increased. Recently, concepts from compressed sensing have been applied to nonlinear system modeling in order to address this issue. This work investigates the theory and practice of applying compressed sensing techniques to nonlinear system identification under the constraints of typical radio frequency (RF) laboratories. The main theoretical result shows that these techniques are capable of identifying sparse Memory Polynomials using only single-tone training signals rather than pseudorandom noise. Empirical results using laboratory measurements of an RF receiver show that sparse Generalized Memory Polynomials can also be recovered from two-tone signals.
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Summary

Nonlinear effects limit analog circuit performance, causing both in-band and out-of-band distortion. The classical Volterra series provides an accurate model of many nonlinear systems, but the number of parameters grows extremely quickly as the memory depth and polynomial order are increased. Recently, concepts from compressed sensing have been applied to...

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Detection theory for graphs

Summary

Graphs are fast emerging as a common data structure used in many scientific and engineering fields. While a wide variety of techniques exist to analyze graph datasets, practitioners currently lack a signal processing theory akin to that of detection and estimation in the classical setting of vector spaces with Gaussian noise. Using practical detection examples involving large, random "background" graphs and noisy real-world datasets, the authors present a novel graph analytics framework that allows for uncued analysis of very large datasets. This framework combines traditional computer science techniques with signal processing in the context of graph data, creating a new research area at the intersection of the two fields.
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Summary

Graphs are fast emerging as a common data structure used in many scientific and engineering fields. While a wide variety of techniques exist to analyze graph datasets, practitioners currently lack a signal processing theory akin to that of detection and estimation in the classical setting of vector spaces with Gaussian...

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Low power sparse polynomial equalizer (SPEQ) for nonlinear digital compensation of an active anti-alias filter

Published in:
Proc. 2012 IEEE Workshop on Signal Processing Systems, 17-19 October 2012, pp. 249-253.

Summary

We present an efficient architecture to perform on-chip nonlinear equalization of an anti-alias RF filter. The sparse polynomial equalizer (SPEq) achieves substantial power savings through co-design of the equalizer and the filter, which allows including the right number of processing elements, filter taps, and bits to maximize performance and minimize power consumption. The architecture was implemented in VHDL and fabricated in CMOS 65 nm technology. Testing results show that undesired spurs are suppressed to near the noise floor, improving the system's spur-free dynamic range by 25 dB in the median case, and consuming less than 12 mW of core power when operating at 200 MHz.
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Summary

We present an efficient architecture to perform on-chip nonlinear equalization of an anti-alias RF filter. The sparse polynomial equalizer (SPEq) achieves substantial power savings through co-design of the equalizer and the filter, which allows including the right number of processing elements, filter taps, and bits to maximize performance and minimize...

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Cluster-based 3D reconstruction of aerial video

Author:
Published in:
HPEC 2012: IEEE Conf. on High Performance Extreme Computing, 10-12 September 2012.

Summary

Large-scale 3D scene reconstruction using Structure from Motion (SfM) continues to be very computationally challenging despite much active research in the area. We propose an efficient, scalable processing chain designed for cluster computing and suitable for use on aerial video. The sparse bundle adjustment step, which is iterative and difficult to parallelize, is accomplished by partitioning the input image set, generating independent point clouds in parallel, and then fusing the clouds and combining duplicate points. We compare this processing chain to a leading parallel SfM implementation, which exploits fine-grained parallelism in various matrix operations and is not designed to scale beyond a multi-core workstation with GPU. We show our cluster-based approach offers significant improvement in scalability and runtime while producing comparable point cloud density and more accurate point location estimates.
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Summary

Large-scale 3D scene reconstruction using Structure from Motion (SfM) continues to be very computationally challenging despite much active research in the area. We propose an efficient, scalable processing chain designed for cluster computing and suitable for use on aerial video. The sparse bundle adjustment step, which is iterative and difficult...

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Benchmarking parallel eigen decomposition for residuals analysis of very large graphs

Published in:
HPEC 2012: IEEE Conf. on High Performance Extreme Computing, 10-12 September 2012.

Summary

Graph analysis is used in many domains, from the social sciences to physics and engineering. The computational driver for one important class of graph analysis algorithms is the computation of leading eigenvectors of matrix representations of a graph. This paper explores the computational implications of performing an eigen decomposition of a directed graph's symmetrized modularity matrix using commodity cluster hardware and freely available eigensolver software, for graphs with 1 million to 1 billion vertices, and 8 million to 8 billion edges. Working with graphs of these sizes, parallel eigensolvers are of particular interest. Our results suggest that graph analysis approaches based on eigen space analysis of graph residuals are feasible even for graphs of these sizes.
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Summary

Graph analysis is used in many domains, from the social sciences to physics and engineering. The computational driver for one important class of graph analysis algorithms is the computation of leading eigenvectors of matrix representations of a graph. This paper explores the computational implications of performing an eigen decomposition of...

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Toward matched filter optimization for subgraph detection in dynamic networks

Published in:
2012 SSP: 2012 IEEE Statistical Signal Processing Workshop, 5-8 August 2012, pp. 113-116.

Summary

This paper outlines techniques for optimization of filter coefficients in a spectral framework for anomalous subgraph detection. Restricting the scope to the detection of a known signal in i.i.d. noise, the optimal coefficients for maximizing the signal's power are shown to be found via a rank-1 tensor approximation of the subgraph's dynamic topology. While this technique optimizes our power metric, a filter based on average degree is shown in simulation to work nearly as well in terms of power maximization and detection performance, and better separates the signal from the noise in the eigenspace.
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Summary

This paper outlines techniques for optimization of filter coefficients in a spectral framework for anomalous subgraph detection. Restricting the scope to the detection of a known signal in i.i.d. noise, the optimal coefficients for maximizing the signal's power are shown to be found via a rank-1 tensor approximation of the...

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A stochastic system for large network growth

Published in:
IEEE Signal Process. Lett., Vol. 19, No. 6, June 2012, pp. 356-359.

Summary

This letter proposes a new model for preferential attachment in dynamic directed networks. This model consists of a linear time-invariant system that uses past observations to predict future attachment rates, and an innovation noise process that induces growth on vertices that previously had no attachments. Analyzing a large citation network in this context, we show that the proposed model fits the data better than existing preferential attachment models. An analysis of the noise in the dataset reveals power-law degree distributions often seen in large networks, and polynomial decay with respect to age in the probability of citing yet-uncited documents.
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Summary

This letter proposes a new model for preferential attachment in dynamic directed networks. This model consists of a linear time-invariant system that uses past observations to predict future attachment rates, and an innovation noise process that induces growth on vertices that previously had no attachments. Analyzing a large citation network...

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Goodness-of-fit statistics for anomaly detection in Chung-Lu random graphs

Published in:
ICASSP 2012, Proc. IEEE Int. Conf. on Acoustics, Speech and Signal Processing, 25-30 March 2012, pp. 3265-8.

Summary

Anomaly detection in graphs is a relevant problem in numerous applications. When determining whether an observation is anomalous with respect to the model of typical behavior, the notion of "goodness of fit" is important. This notion, however, is not well understood in the context of graph data. In this paper, we propose three goodness-of-fit statistics for Chung-Lu random graphs, and analyze their efficacy in discriminating graphs generated by the Chung-Lu model from those with anomalous topologies. In the results of a Monte Carlo simulation, we see that the most powerful statistic for anomaly detection depends on the type of anomaly, suggesting that a hybrid statistic would be the most powerful.
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Summary

Anomaly detection in graphs is a relevant problem in numerous applications. When determining whether an observation is anomalous with respect to the model of typical behavior, the notion of "goodness of fit" is important. This notion, however, is not well understood in the context of graph data. In this paper...

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Moments of parameter estimates for Chung-Lu random graph models

Published in:
ICASSP 2012, Proc. IEEE Int. Conf. on Acoustics, Speech, and Signal Processing, 25-30 March 2012, pp. 3961-4.

Summary

As abstract representations of relational data, graphs and networks find wide use in a variety of fields, particularly when working in non- Euclidean spaces. Yet for graphs to be truly useful in in the context of signal processing, one ultimately must have access to flexible and tractable statistical models. One model currently in use is the Chung- Lu random graph model, in which edge probabilities are expressed in terms of a given expected degree sequence. An advantage of this model is that its parameters can be obtained via a simple, standard estimator. Although this estimator is used frequently, its statistical properties have not been fully studied. In this paper, we develop a central limit theory for a simplified version of the Chung-Lu parameter estimator. We then derive approximations for moments of the general estimator using the delta method, and confirm the effectiveness of these approximations through empirical examples.
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Summary

As abstract representations of relational data, graphs and networks find wide use in a variety of fields, particularly when working in non- Euclidean spaces. Yet for graphs to be truly useful in in the context of signal processing, one ultimately must have access to flexible and tractable statistical models. One...

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