We generalize the spatial and subset scan statistics from the single to the multiple subset case. The two main approaches to defining the log-likelihood ratio statistic in the single subset case—the population-based and expectation-based scan statistics—are considered, leading to risk partitioning and multiple cluster detection scan statistics, respectively. We show that, for distributions in a separable exponential family, the risk partitioning scan statistic can be expressed as a scaled f-divergence of the normalized count and baseline vectors, and the multiple cluster detection scan statistic as a sum of scaled Bregman divergences. In either case, however, maximization of the scan statistic by exhaustive search over all partitionings of the data requires exponential time. To make this optimization computationally feasible, we prove sufficient conditions under which the optimal partitioning is guaranteed to be consecutive. This Consecutive Partitions Property generalizes the linear-time subset scanning property from two partitions (the detected subset and the remaining data elements) to the multiple partition case. While the number of consecutive partitionings of n elements into t partitions scales as O(n^(t−1)), making it computationally expensive for large t, we present a dynamic programming approach which identifies the optimal consecutive partitioning in O(n^2 t) time, thus allowing for themore »
Fast Subset Scan for Spatial Pattern Detection
We propose a new ‘fast subset scan’ approach for accurate and computationally efficient event detection in massive data sets. We treat event detection as a search over subsets of data records, finding the subset which maximizes some score function. We prove that many commonly used functions (e.g. Kulldorff’s spatial scan statistic and extensions) satisfy the ‘linear time subset scanning’ property, enabling exact and efficient optimization over subsets. In the spatial setting, we demonstrate that proximity-constrained subset scans substantially improve the timeliness and accuracy of event detection, detecting emerging outbreaks of disease 2 days faster than existing methods.
- Publication Date:
- NSF-PAR ID:
- 10401321
- Journal Name:
- Journal of the Royal Statistical Society Series B: Statistical Methodology
- Volume:
- 74
- Issue:
- 2
- Page Range or eLocation-ID:
- p. 337-360
- ISSN:
- 1369-7412
- Publisher:
- Oxford University Press
- Sponsoring Org:
- National Science Foundation
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