A Spectral Graph Uncertainty Principle

The spectral theory of graphs provides a bridge between classical signal processing and the nascent field of graph signal processing. In this paper, a spectral graph analogy to Heisenberg's celebrated uncertainty principle is developed. Just as the classical result provides a tradeoff between signal localization in time and frequency, this result provides a fundamental tradeoff between a signal's localization on a graph and in its spectral domain. Using the eigenvectors of the graph Laplacian as a surrogate Fourier basis, quantitative definitions of graph and spectral "spreads" are given, and a complete characterization of the feasibility region of these two quantities is developed. In particular, the lower boundary of the region, referred to as the uncertainty curve, is shown to be achieved by eigenvectors associated with the smallest eigenvalues of an affine family of matrices. The convexity of the uncertainty curve allows it to be found to within $\varepsilon$ by a fast approximation algorithm requiring $O(\varepsilon^{-1/2})$ typically sparse eigenvalue evaluations. Closed-form expressions for the uncertainty curves for some special classes of graphs are derived, and an accurate analytical approximation for the expected uncertainty curve of Erd\H{o}s-R\'enyi random graphs is developed. These theoretical results are validated by numerical experiments, which also reveal an intriguing connection between diffusion processes on graphs and the uncertainty bounds.Comment: 40 pages, 8 figure

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

Signals on Graphs: Uncertainty Principle and Sampling

In many applications, the observations can be represented as a signal defined over the vertices of a graph. The analysis of such signals requires the extension of standard signal processing tools. In this work, first, we provide a class of graph signals that are maximally concentrated on the graph domain and on its dual. Then, building on this framework, we derive an uncertainty principle for graph signals and illustrate the conditions for the recovery of band-limited signals from a subset of samples. We show an interesting link between uncertainty principle and sampling and propose alternative signal recovery algorithms, including a generalization to frame-based reconstruction methods. After showing that the performance of signal recovery algorithms is significantly affected by the location of samples, we suggest and compare a few alternative sampling strategies. Finally, we provide the conditions for perfect recovery of a useful signal corrupted by sparse noise, showing that this problem is also intrinsically related to vertex-frequency localization properties.Comment: This article is the revised version submitted to the IEEE Transactions on Signal Processing on May, 2016; first revision was submitted on January, 2016; original manuscript was submitted on July, 2015. The work includes 16 pages, 8 figure

Enhanced Lasso Recovery on Graph

This work aims at recovering signals that are sparse on graphs. Compressed sensing offers techniques for signal recovery from a few linear measurements and graph Fourier analysis provides a signal representation on graph. In this paper, we leverage these two frameworks to introduce a new Lasso recovery algorithm on graphs. More precisely, we present a non-convex, non-smooth algorithm that outperforms the standard convex Lasso technique. We carry out numerical experiments on three benchmark graph datasets

Sparse eigenvectors of graphs

In order to analyze signals defined over graphs, many concepts from the classical signal processing theory have been extended to the graph case. One of these concepts is the uncertainty principle, which studies the concentration of a signal on a graph and its graph Fourier basis (GFB). An eigenvector of a graph is the most localized signal in the GFB by definition, whereas it may not be localized in the vertex domain. However, if the eigenvector itself is sparse, then it is concentrated in both domains simultaneously. In this regard, this paper studies the necessary and sufficient conditions for the existence of 1, 2, and 3-sparse eigenvectors of the graph Laplacian. The provided conditions are purely algebraic and only use the adjacency information of the graph. Examples of both classical and real-world graphs with sparse eigenvectors are also presented