Discrete Signal Processing on Graphs: Frequency Analysis

Signals and datasets that arise in physical and engineering applications, as well as social, genetics, biomolecular, and many other domains, are becoming increasingly larger and more complex. In contrast to traditional time and image signals, data in these domains are supported by arbitrary graphs. Signal processing on graphs extends concepts and techniques from traditional signal processing to data indexed by generic graphs. This paper studies the concepts of low and high frequencies on graphs, and low-, high-, and band-pass graph filters. In traditional signal processing, there concepts are easily defined because of a natural frequency ordering that has a physical interpretation. For signals residing on graphs, in general, there is no obvious frequency ordering. We propose a definition of total variation for graph signals that naturally leads to a frequency ordering on graphs and defines low-, high-, and band-pass graph signals and filters. We study the design of graph filters with specified frequency response, and illustrate our approach with applications to sensor malfunction detection and data classification

Signal Recovery on Graphs: Random versus Experimentally Designed Sampling

We study signal recovery on graphs based on two sampling strategies: random sampling and experimentally designed sampling. We propose a new class of smooth graph signals, called approximately bandlimited, which generalizes the bandlimited class and is similar to the globally smooth class. We then propose two recovery strategies based on random sampling and experimentally designed sampling. The proposed recovery strategy based on experimentally designed sampling is similar to the leverage scores used in the matrix approximation. We show that while both strategies are unbiased estimators for the low-frequency components, the convergence rate of experimentally designed sampling is much faster than that of random sampling when a graph is irregular. We validate the proposed recovery strategies on three specific graphs: a ring graph, an Erd\H{o}s-R\'enyi graph, and a star graph. The simulation results support the theoretical analysis.Comment: Correct some typo

Sampling and Reconstruction of Graph Signals via Weak Submodularity and Semidefinite Relaxation

We study the problem of sampling a bandlimited graph signal in the presence of noise, where the objective is to select a node subset of prescribed cardinality that minimizes the signal reconstruction mean squared error (MSE). To that end, we formulate the task at hand as the minimization of MSE subject to binary constraints, and approximate the resulting NP-hard problem via semidefinite programming (SDP) relaxation. Moreover, we provide an alternative formulation based on maximizing a monotone weak submodular function and propose a randomized-greedy algorithm to find a sub-optimal subset. We then derive a worst-case performance guarantee on the MSE returned by the randomized greedy algorithm for general non-stationary graph signals. The efficacy of the proposed methods is illustrated through numerical simulations on synthetic and real-world graphs. Notably, the randomized greedy algorithm yields an order-of-magnitude speedup over state-of-the-art greedy sampling schemes, while incurring only a marginal MSE performance loss

A Connectedness Constraint for Learning Sparse Graphs

Graphs are naturally sparse objects that are used to study many problems involving networks, for example, distributed learning and graph signal processing. In some cases, the graph is not given, but must be learned from the problem and available data. Often it is desirable to learn sparse graphs. However, making a graph highly sparse can split the graph into several disconnected components, leading to several separate networks. The main difficulty is that connectedness is often treated as a combinatorial property, making it hard to enforce in e.g. convex optimization problems. In this article, we show how connectedness of undirected graphs can be formulated as an analytical property and can be enforced as a convex constraint. We especially show how the constraint relates to the distributed consensus problem and graph Laplacian learning. Using simulated and real data, we perform experiments to learn sparse and connected graphs from data.Comment: 5 pages, presented at the European Signal Processing Conference (EUSIPCO) 201