A Probabilistic Interpretation of Sampling Theory of Graph Signals

We give a probabilistic interpretation of sampling theory of graph signals. To do this, we first define a generative model for the data using a pairwise Gaussian random field (GRF) which depends on the graph. We show that, under certain conditions, reconstructing a graph signal from a subset of its samples by least squares is equivalent to performing MAP inference on an approximation of this GRF which has a low rank covariance matrix. We then show that a sampling set of given size with the largest associated cut-off frequency, which is optimal from a sampling theoretic point of view, minimizes the worst case predictive covariance of the MAP estimate on the GRF. This interpretation also gives an intuitive explanation for the superior performance of the sampling theoretic approach to active semi-supervised classification.Comment: 5 pages, 2 figures, To appear in International Conference on Acoustics, Speech, and Signal Processing (ICASSP) 201

Random sampling of bandlimited signals on graphs

We study the problem of sampling k-bandlimited signals on graphs. We propose two sampling strategies that consist in selecting a small subset of nodes at random. The first strategy is non-adaptive, i.e., independent of the graph structure, and its performance depends on a parameter called the graph coherence. On the contrary, the second strategy is adaptive but yields optimal results. Indeed, no more than O(k log(k)) measurements are sufficient to ensure an accurate and stable recovery of all k-bandlimited signals. This second strategy is based on a careful choice of the sampling distribution, which can be estimated quickly. Then, we propose a computationally efficient decoder to reconstruct k-bandlimited signals from their samples. We prove that it yields accurate reconstructions and that it is also stable to noise. Finally, we conduct several experiments to test these techniques

Structured sampling and fast reconstruction of smooth graph signals

This work concerns sampling of smooth signals on arbitrary graphs. We first study a structured sampling strategy for such smooth graph signals that consists of a random selection of few pre-defined groups of nodes. The number of groups to sample to stably embed the set of $k$-bandlimited signals is driven by a quantity called the \emph{group} graph cumulative coherence. For some optimised sampling distributions, we show that sampling $O(k\log(k))$ groups is always sufficient to stably embed the set of $k$-bandlimited signals but that this number can be smaller -- down to $O(\log(k))$ -- depending on the structure of the groups of nodes. Fast methods to approximate these sampling distributions are detailed. Second, we consider $k$-bandlimited signals that are nearly piecewise constant over pre-defined groups of nodes. We show that it is possible to speed up the reconstruction of such signals by reducing drastically the dimension of the vectors to reconstruct. When combined with the proposed structured sampling procedure, we prove that the method provides stable and accurate reconstruction of the original signal. Finally, we present numerical experiments that illustrate our theoretical results and, as an example, show how to combine these methods for interactive object segmentation in an image using superpixels

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