A Distributed Tracking Algorithm for Reconstruction of Graph Signals

The rapid development of signal processing on graphs provides a new perspective for processing large-scale data associated with irregular domains. In many practical applications, it is necessary to handle massive data sets through complex networks, in which most nodes have limited computing power. Designing efficient distributed algorithms is critical for this task. This paper focuses on the distributed reconstruction of a time-varying bandlimited graph signal based on observations sampled at a subset of selected nodes. A distributed least square reconstruction (DLSR) algorithm is proposed to recover the unknown signal iteratively, by allowing neighboring nodes to communicate with one another and make fast updates. DLSR uses a decay scheme to annihilate the out-of-band energy occurring in the reconstruction process, which is inevitably caused by the transmission delay in distributed systems. Proof of convergence and error bounds for DLSR are provided in this paper, suggesting that the algorithm is able to track time-varying graph signals and perfectly reconstruct time-invariant signals. The DLSR algorithm is numerically experimented with synthetic data and real-world sensor network data, which verifies its ability in tracking slowly time-varying graph signals.Comment: 30 pages, 9 figures, 2 tables, journal pape

Flow Smoothing and Denoising: Graph Signal Processing in the Edge-Space

This paper focuses on devising graph signal processing tools for the treatment of data defined on the edges of a graph. We first show that conventional tools from graph signal processing may not be suitable for the analysis of such signals. More specifically, we discuss how the underlying notion of a `smooth signal' inherited from (the typically considered variants of) the graph Laplacian are not suitable when dealing with edge signals that encode a notion of flow. To overcome this limitation we introduce a class of filters based on the Edge-Laplacian, a special case of the Hodge-Laplacian for simplicial complexes of order one. We demonstrate how this Edge-Laplacian leads to low-pass filters that enforce (approximate) flow-conservation in the processed signals. Moreover, we show how these new filters can be combined with more classical Laplacian-based processing methods on the line-graph. Finally, we illustrate the developed tools by denoising synthetic traffic flows on the London street network.Comment: 5 pages, 2 figur

Local Measurement and Reconstruction for Noisy Graph Signals

The emerging field of signal processing on graph plays a more and more important role in processing signals and information related to networks. Existing works have shown that under certain conditions a smooth graph signal can be uniquely reconstructed from its decimation, i.e., data associated with a subset of vertices. However, in some potential applications (e.g., sensor networks with clustering structure), the obtained data may be a combination of signals associated with several vertices, rather than the decimation. In this paper, we propose a new concept of local measurement, which is a generalization of decimation. Using the local measurements, a local-set-based method named iterative local measurement reconstruction (ILMR) is proposed to reconstruct bandlimited graph signals. It is proved that ILMR can reconstruct the original signal perfectly under certain conditions. The performance of ILMR against noise is theoretically analyzed. The optimal choice of local weights and a greedy algorithm of local set partition are given in the sense of minimizing the expected reconstruction error. Compared with decimation, the proposed local measurement sampling and reconstruction scheme is more robust in noise existing scenarios.Comment: 24 pages, 6 figures, 2 tables, journal manuscrip

Adaptive Graph Signal Processing: Algorithms and Optimal Sampling Strategies

The goal of this paper is to propose novel strategies for adaptive learning of signals defined over graphs, which are observed over a (randomly time-varying) subset of vertices. We recast two classical adaptive algorithms in the graph signal processing framework, namely, the least mean squares (LMS) and the recursive least squares (RLS) adaptive estimation strategies. For both methods, a detailed mean-square analysis illustrates the effect of random sampling on the adaptive reconstruction capability and the steady-state performance. Then, several probabilistic sampling strategies are proposed to design the sampling probability at each node in the graph, with the aim of optimizing the tradeoff between steady-state performance, graph sampling rate, and convergence rate of the adaptive algorithms. Finally, a distributed RLS strategy is derived and is shown to be convergent to its centralized counterpart. Numerical simulations carried out over both synthetic and real data illustrate the good performance of the proposed sampling and reconstruction strategies for (possibly distributed) adaptive learning of signals defined over graphs.Comment: Submitted to IEEE Transactions on Signal Processing, September 201

Kernel-based Inference of Functions over Graphs

The study of networks has witnessed an explosive growth over the past decades with several ground-breaking methods introduced. A particularly interesting -- and prevalent in several fields of study -- problem is that of inferring a function defined over the nodes of a network. This work presents a versatile kernel-based framework for tackling this inference problem that naturally subsumes and generalizes the reconstruction approaches put forth recently by the signal processing on graphs community. Both the static and the dynamic settings are considered along with effective modeling approaches for addressing real-world problems. The herein analytical discussion is complemented by a set of numerical examples, which showcase the effectiveness of the presented techniques, as well as their merits related to state-of-the-art methods.Comment: To be published as a chapter in `Adaptive Learning Methods for Nonlinear System Modeling', Elsevier Publishing, Eds. D. Comminiello and J.C. Principe (2018). This chapter surveys recent work on kernel-based inference of functions over graphs including arXiv:1612.03615 and arXiv:1605.07174 and arXiv:1711.0930

Distributed Adaptive Learning of Graph Signals

The aim of this paper is to propose distributed strategies for adaptive learning of signals defined over graphs. Assuming the graph signal to be bandlimited, the method enables distributed reconstruction, with guaranteed performance in terms of mean-square error, and tracking from a limited number of sampled observations taken from a subset of vertices. A detailed mean square analysis is carried out and illustrates the role played by the sampling strategy on the performance of the proposed method. Finally, some useful strategies for distributed selection of the sampling set are provided. Several numerical results validate our theoretical findings, and illustrate the performance of the proposed method for distributed adaptive learning of signals defined over graphs.Comment: To appear in IEEE Transactions on Signal Processing, 201