Statistics Theory
Graph-based machine learning for detection tasks on complex systems
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Recent technological advances have increased our capacity to monitor many aspects of daily life or natural phenomena by collecting and analyzing data in real-time coming from multiple data sources. For example, public transportation systems monitor passenger affluence and delays at the level of each station to improve commuting; modern geological hazard monitoring systems raise early alarms for events such as earthquakes.This thesis focuses on the detection of changes in the data-generating distributions associated with a set of agents belonging to a complex system. In many applications, the underlying structure, frequently modeled as a graph between agents, holds essential information about how the system reacts to changes.Building on this intuition, the thesis mainly explores two research questions: how can a graph detection task effectively leverage the information encoded in the graph topology? And how can classical detection methods be extended to non-parametric settings where the available data is indexed by graph nodes or accessed online?The main tool used throughout this thesis is non-parametric likelihood-ratio estimation, which allows a machine learning perspective on classical detection techniques and enriches their domain of applicability. The thesis contributes with new techniques enabling more flexible detection algorithms in both offline and online settings.