Characterization and Inference of Graph Diffusion Processes from Observations of Stationary Signals
Many tools from the field of graph signal processing exploit knowledge of the underlying graph’s structure (e.g., as encoded in the Laplacian matrix) to process signals on the graph. Therefore, in the case when no graph is available, graph signal processing tools cannot be used anymore. Researchers have proposed approaches to infer a graph topology from observations of signals on its vertices. Since the problem is illposed, these approaches make assumptions, such as smoothness of the signals on the graph, or sparsity priors. In this paper, we propose a characterization of the space of valid graphs, in the sense that they can explain stationary signals. To simplify the exposition in this paper, we focus here on the case where signals were i.i.d. at some point back in time and were observed after diffusion on a graph. We show that the set of graphs verifying this assumption has a strong connection with the eigenvectors of the covariance matrix, and forms a convex set. Along with a theoretical study in which these eigenvectors are assumed to be known, we consider the practical case when the observations are noisy, and experimentally observe how fast the set of valid graphs converges to the set obtained when the exact eigenvectors are known, as the number of observations grows. To illustrate how this characterization can be used for graph recovery, we present two methods for selecting a particular point in this set under chosen criteria, namely graph simplicity and sparsity. Additionally, we introduce a measure to evaluate how much a graph is adapted to signals under a stationarity assumption. Finally, we evaluate how stateoftheart methods relate to this framework through experiments on a dataset of temperatures.
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Bibtex@article{PasGriMerPasRab201809,
author = {Bastien Pasdeloup and Vincent Gripon and
Grégoire Mercier and Dominique Pastor and Michael
Rabbat},
title = {Characterization and Inference of Graph
Diffusion Processes from Observations of Stationary
Signals},
journal = {IEEE Transactions on Signal and
Information Processing over Networks},
year = {2018},
volume = {4},
number = {3},
pages = {481496},
month = {September},
}


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