Sampling Large Data on Graphs

We consider the problem of sampling from data defined on the nodes of a weighted graph, where the edge weights capture the data correlation structure. As shown recently, using spectral graph theory one can define a cut-off frequency for the bandlimited graph signals that can be reconstructed from a given set of samples (i.e., graph nodes). In this work, we show how this cut-off frequency can be computed exactly. Using this characterization, we provide efficient algorithms for finding the subset of nodes of a given size with the largest cut-off frequency and for finding the smallest subset of nodes with a given cut-off frequency. In addition, we study the performance of random uniform sampling when compared to the centralized optimal sampling provided by the proposed algorithms.Comment: To be presented at GlobalSIP 201

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

Graph Signal Processing: Overview, Challenges and Applications

Research in Graph Signal Processing (GSP) aims to develop tools for processing data defined on irregular graph domains. In this paper we first provide an overview of core ideas in GSP and their connection to conventional digital signal processing. We then summarize recent developments in developing basic GSP tools, including methods for sampling, filtering or graph learning. Next, we review progress in several application areas using GSP, including processing and analysis of sensor network data, biological data, and applications to image processing and machine learning. We finish by providing a brief historical perspective to highlight how concepts recently developed in GSP build on top of prior research in other areas.Comment: To appear, Proceedings of the IEE

Graph Vertex Sampling with Arbitrary Graph Signal Hilbert Spaces

Graph vertex sampling set selection aims at selecting a set of ver-tices of a graph such that the space of graph signals that can be reconstructed exactly from those samples alone is maximal. In this context, we propose to extend sampling set selection based on spectral proxies to arbitrary Hilbert spaces of graph signals. Enabling arbitrary inner product of graph signals allows then to better account for vertex importance on the graph for a sampling adapted to the application. We first state how the change of inner product impacts sampling set selection and reconstruction, and then apply it in the context of geometric graphs to highlight how choosing an alternative inner product matrix can help sampling set selection and reconstruction.Comment: Accepted at ICASSP 202