  Learning the network structure of a large graph is computationally demanding,
and dynamically monitoring the network over time for any changes in structure
threatens to be more challenging still. This paper presents a two-stage method
for anomaly detection in dynamic graphs: the first stage uses simple, conjugate
Bayesian models for discrete time counting processes to track the pairwise
links of all nodes in the graph to assess normality of behavior; the second
stage applies standard network inference tools on a greatly reduced subset of
potentially anomalous nodes. The utility of the method is demonstrated on
simulated and real data sets.

Applications