Signal and Graph Perturbations via Total Least-Squares

Graphs are pervasive in various applications capturing the complex behavior observed in biological, financial, and social networks, to name a few. Two major learning tasks over graphs are topology identification and inference of signals evolving over graphs. Existing approaches typically aim at identifying the topology when signals on all nodes are observed, or, recovering graph signals over networks with known topologies. In practice however, signal or graph perturbations can be present in both tasks, due to model mismatch, outliers, outages or adversaries. To cope with these perturbations, this work introduces regularized total least-squares (TLS) based approaches and corresponding alternating minimization algorithms with convergence guarantees. Tests on simulated data corroborate the effectiveness of the novel TLS-based approaches.

[1]  Georgios B. Giannakis,et al.  Inference of Gene Regulatory Networks with Sparse Structural Equation Models Exploiting Genetic Perturbations , 2013, PLoS Comput. Biol..

[2]  P. Sprent Models in regression and related topics , 1971 .

[3]  Sergio Barbarossa,et al.  Small Perturbation Analysis of Network Topologies , 2018, 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[4]  D. Kaplan Structural Equation Modeling: Foundations and Extensions , 2000 .

[5]  Georgios B. Giannakis,et al.  Tensor Decompositions for Identifying Directed Graph Topologies and Tracking Dynamic Networks , 2016, IEEE Transactions on Signal Processing.

[6]  Eric D. Kolaczyk,et al.  On the Propagation of Low-Rate Measurement Error to Subgraph Counts in Large Networks , 2014, J. Mach. Learn. Res..

[7]  Georgios B. Giannakis,et al.  Topology Identification and Learning over Graphs: Accounting for Nonlinearities and Dynamics , 2018, Proceedings of the IEEE.

[8]  J. H. Wilkinson The algebraic eigenvalue problem , 1966 .

[9]  Sabine Van Huffel,et al.  Total least squares problem - computational aspects and analysis , 1991, Frontiers in applied mathematics.

[10]  P. Tseng Convergence of a Block Coordinate Descent Method for Nondifferentiable Minimization , 2001 .

[11]  M. Aoki,et al.  On a priori error estimates of some identification methods , 1970 .

[12]  Gonzalo Mateos,et al.  Proximal-Gradient Algorithms for Tracking Cascades Over Social Networks , 2014, IEEE Journal of Selected Topics in Signal Processing.

[13]  B. Moor Structured total least squares and L2 approximation problems , 1993 .

[14]  Georgios B. Giannakis,et al.  Sparsity-Cognizant Total Least-Squares for Perturbed Compressive Sampling , 2010, IEEE Transactions on Signal Processing.

[15]  Georgios B. Giannakis,et al.  Semi-Blind Inference of Topologies and Dynamical Processes over Graphs , 2018, ArXiv.

[16]  Sergio Barbarossa,et al.  Robust Graph Signal Processing in the Presence of Uncertainties on Graph Topology , 2018, 2018 IEEE 19th International Workshop on Signal Processing Advances in Wireless Communications (SPAWC).

[17]  Christos Faloutsos,et al.  Kronecker Graphs: An Approach to Modeling Networks , 2008, J. Mach. Learn. Res..

[18]  Georgios B. Giannakis,et al.  Distributed consensus-based demodulation: algorithms and error analysis , 2010, IEEE Transactions on Wireless Communications.

[19]  Geert Leus,et al.  Filtering Random Graph Processes Over Random Time-Varying Graphs , 2017, IEEE Transactions on Signal Processing.

[20]  Paolo Di Lorenzo,et al.  Online Recovery of Time- varying Signals Defined over Dynamic Graphs , 2018, 2018 26th European Signal Processing Conference (EUSIPCO).

[21]  Eric D. Kolaczyk,et al.  Estimation of edge density in noisy networks , 2018 .

[22]  Xu Peiliang,et al.  Overview of Total Least Squares Methods , 2013 .

[23]  Georgios B. Giannakis,et al.  Identifiability of sparse structural equation models for directed and cyclic networks , 2013, 2013 IEEE Global Conference on Signal and Information Processing.

[24]  Georgios B. Giannakis,et al.  Semi-Blind Inference of Topologies and Dynamical Processes Over Dynamic Graphs , 2018, IEEE Transactions on Signal Processing.

[25]  George Kollios,et al.  Clustering Large Probabilistic Graphs , 2013, IEEE Transactions on Knowledge and Data Engineering.