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

Type II and heterotic one loop string effective actions in four dimensions

We analyze the reduction to four dimensions of the R^4 terms which are part of the ten-dimensional string effective actions, both at tree level and one loop. We show that there are two independent combinations of R^4 present, at one loop, in the type IIA four dimensional effective action, which means they both have their origin in M-theory. The d=4 heterotic effective action also has such terms. This contradicts the common belief thathere is only one R^4 term in four-dimensional supergravity theories, given by the square of the Bel-Robinson tensor. In pure N=1 supergravity this new R^4 combination cannot be directly supersymmetrized, but we show that, when coupled to a scalar chiral multiplet (violating the U(1) $R$-symmetry), it emerges in the action after elimination of the auxiliary fields.Comment: v2: 22 pages. Discussion on the new R^4 term and extended supergravity has been abridged and improved. Published versio

Convergence Rate Analysis of Distributed Gossip (Linear Parameter) Estimation: Fundamental Limits and Tradeoffs

The paper considers gossip distributed estimation of a (static) distributed random field (a.k.a., large scale unknown parameter vector) observed by sparsely interconnected sensors, each of which only observes a small fraction of the field. We consider linear distributed estimators whose structure combines the information \emph{flow} among sensors (the \emph{consensus} term resulting from the local gossiping exchange among sensors when they are able to communicate) and the information \emph{gathering} measured by the sensors (the \emph{sensing} or \emph{innovations} term.) This leads to mixed time scale algorithms--one time scale associated with the consensus and the other with the innovations. The paper establishes a distributed observability condition (global observability plus mean connectedness) under which the distributed estimates are consistent and asymptotically normal. We introduce the distributed notion equivalent to the (centralized) Fisher information rate, which is a bound on the mean square error reduction rate of any distributed estimator; we show that under the appropriate modeling and structural network communication conditions (gossip protocol) the distributed gossip estimator attains this distributed Fisher information rate, asymptotically achieving the performance of the optimal centralized estimator. Finally, we study the behavior of the distributed gossip estimator when the measurements fade (noise variance grows) with time; in particular, we consider the maximum rate at which the noise variance can grow and still the distributed estimator being consistent, by showing that, as long as the centralized estimator is consistent, the distributed estimator remains consistent.Comment: Submitted for publication, 30 page

Consensus State Gram Matrix Estimation for Stochastic Switching Networks from Spectral Distribution Moments

Reaching distributed average consensus quickly and accurately over a network through iterative dynamics represents an important task in numerous distributed applications. Suitably designed filters applied to the state values can significantly improve the convergence rate. For constant networks, these filters can be viewed in terms of graph signal processing as polynomials in a single matrix, the consensus iteration matrix, with filter response evaluated at its eigenvalues. For random, time-varying networks, filter design becomes more complicated, involving eigendecompositions of sums and products of random, time-varying iteration matrices. This paper focuses on deriving an estimate for the Gram matrix of error in the state vectors over a filtering window for large-scale, stationary, switching random networks. The result depends on the moments of the empirical spectral distribution, which can be estimated through Monte-Carlo simulation. This work then defines a quadratic objective function to minimize the expected consensus estimate error norm. Simulation results provide support for the approximation.Comment: 52nd Asilomar Conference on Signals, Systems, and Computers (Asilomar 2017

Telescoping Recursive Representations and Estimation of Gauss-Markov Random Fields

We present \emph{telescoping} recursive representations for both continuous and discrete indexed noncausal Gauss-Markov random fields. Our recursions start at the boundary (a hypersurface in $\R^d$, $d \ge 1$) and telescope inwards. For example, for images, the telescoping representation reduce recursions from $d = 2$ to $d = 1$, i.e., to recursions on a single dimension. Under appropriate conditions, the recursions for the random field are linear stochastic differential/difference equations driven by white noise, for which we derive recursive estimation algorithms, that extend standard algorithms, like the Kalman-Bucy filter and the Rauch-Tung-Striebel smoother, to noncausal Markov random fields.Comment: To appear in the Transactions on Information Theor

Algebraic Signal Processing Theory: Cooley-Tukey Type Algorithms for DCTs and DSTs

This paper presents a systematic methodology based on the algebraic theory of signal processing to classify and derive fast algorithms for linear transforms. Instead of manipulating the entries of transform matrices, our approach derives the algorithms by stepwise decomposition of the associated signal models, or polynomial algebras. This decomposition is based on two generic methods or algebraic principles that generalize the well-known Cooley-Tukey FFT and make the algorithms' derivations concise and transparent. Application to the 16 discrete cosine and sine transforms yields a large class of fast algorithms, many of which have not been found before.Comment: 31 pages, more information at http://www.ece.cmu.edu/~smar