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Structural changes occur in dynamic networks quite frequently and itsdetection is an important question in many situations such as fraud detectionor cybersecurity. Real-life networks are often incompletely observed due toindividual non-response or network size. In the present paper we consider theproblem of change-point detection at a temporal sequence of partially observednetworks. The goal is to test whether there is a change in the networkparameters. Our approach is based on the Matrix CUSUM test statistic and allowsgrowing size of networks. We show that the proposed test is minimax optimal androbust to missing links. We also demonstrate the good behavior of our approachin practice through simulation study and a real-data application.

Change-Point Detection in Dynamic Networks with Missing Links