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

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

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

Adaptive Sensing for Estimation of Structured Sparse Signals

In many practical settings one can sequentially and adaptively guide the collection of future data, based on information extracted from data collected previously. These sequential data collection procedures are known by different names, such as sequential experimental design, active learning or adaptive sensing/sampling. The intricate relation between data analysis and acquisition in adaptive sensing paradigms can be extremely powerful, and often allows for reliable signal estimation and detection in situations where non-adaptive sensing would fail dramatically. In this work we investigate the problem of estimating the support of a structured sparse signal from coordinate-wise observations under the adaptive sensing paradigm. We present a general procedure for support set estimation that is optimal in a variety of cases and shows that through the use of adaptive sensing one can: (i) mitigate the effect of observation noise when compared to non-adaptive sensing and, (ii) capitalize on structural information to a much larger extent than possible with non-adaptive sensing. In addition to a general procedure to perform adaptive sensing in structured settings we present both performance upper bounds, and corresponding lower bounds for both sensing paradigms

Sampling of graph signals via randomized local aggregations

Sampling of signals defined over the nodes of a graph is one of the crucial problems in graph signal processing. While in classical signal processing sampling is a well defined operation, when we consider a graph signal many new challenges arise and defining an efficient sampling strategy is not straightforward. Recently, several works have addressed this problem. The most common techniques select a subset of nodes to reconstruct the entire signal. However, such methods often require the knowledge of the signal support and the computation of the sparsity basis before sampling. Instead, in this paper we propose a new approach to this issue. We introduce a novel technique that combines localized sampling with compressed sensing. We first choose a subset of nodes and then, for each node of the subset, we compute random linear combinations of signal coefficients localized at the node itself and its neighborhood. The proposed method provides theoretical guarantees in terms of reconstruction and stability to noise for any graph and any orthonormal basis, even when the support is not known.Comment: IEEE Transactions on Signal and Information Processing over Networks, 201