Percolation under noise: Detecting explosive percolation using the second-largest component.

We consider the problem of distinguishing between different rates of percolation under noise. A statistical model of percolation is constructed allowing for the birth and death of edges as well as the presence of noise in the observations. This graph-valued stochastic process is composed of a latent and an observed nonstationary process, where the observed graph process is corrupted by type-I and type-II errors. This produces a hidden Markov graph model. We show that for certain choices of parameters controlling the noise, the classical (Erdős-Rényi) percolation is visually indistinguishable from a more rapid form of percolation. In this setting, we compare two different criteria for discriminating between these two percolation models, based on the interquartile range (IQR) of the first component's size, and on the maximal size of the second-largest component. We show through data simulations that this second criterion outperforms the IQR of the first component's size, in terms of discriminatory power. The maximal size of the second component therefore provides a useful statistic for distinguishing between different rates of percolation, under physically motivated conditions for the birth and death of edges, and under noise. The potential application of the proposed criteria for the detection of clinically relevant percolation in the context of applied neuroscience is also discussed.