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Detecting a late changepoint in the preferential attachment model

Abstract

Motivated by the problem of detecting a change in the evolution of a network, we consider the preferential attachment random graph model with a time-dependent attachment function. Our goal is to detect whether the attachment mechanism changed over time, based on a single snapshot of the network and without directly observable information about the dynamics. We cast this question as a hypothesis testing problem, where the null hypothesis is a preferential attachment model with a constant affine attachment parameter δ0\delta_0, and the alternative hypothesis is a preferential attachment model where the affine attachment parameter changes from δ0\delta_0 to δ1\delta_1 at an unknown changepoint time τn\tau_n. For our analysis we focus on the regime where δ0\delta_0 and δ1\delta_1 are fixed, and the changepoint occurs close to the observation time of the network (i.e., τn=ncnγ\tau_n = n - c n^\gamma with c>0c>0 and γ(0,1)\gamma \in (0, 1)). This corresponds to the relevant scenario where we aim to detect the changepoint shortly after it has happened. We present two tests based on the number of vertices with minimal degree, and show that these are asymptotically powerful when 12<γ<1\tfrac{1}{2}<\gamma<1. We conjecture that there is no powerful test based on the final network snapshot when γ<12\gamma < \tfrac{1}{2}. The first test we propose requires knowledge of δ0\delta_0. The second test is significantly more involved, and does not require the knowledge of δ0\delta_0 while still achieving the same performance guarantees. Furthermore, we prove that the test statistics for both tests are asymptotically normal, allowing for accurate calibration of the tests. This is demonstrated by numerical experiments, that also illustrate the finite sample test properties.

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