SPECTRAL STATISTICS OF DIRECTED NETWORKS WITH RANDOM LINK MODEL TRANSPOSE-ASYMMETRY

Stochastic network influences complicate graph filter design by producing uncertainty in network iteration matrix eigenvalues, the points at which the graph filter response is defined. While joint statistics for the eigenvalues typically elude analysis, predictable spectral asymptotics can emerge for large scale networks. Previously published works successfully analyze large-scale networks described by undirected graphs and directed graphs with transpose-symmetric distributions, focusing on consensus acceleration filter design for time-invariant networks as an application. This work expands upon these results by enabling analysis of certain large-scale directed networks described by transpose-asymmetric distributions. Specifically, efficiently computable spectral density approximations are possible for transpose-asymmetric percolation network models with node-transitive symmetry group and normal mean matrix. Numerical simulations support the derived approximations and application to consensus filters.

[1]  Soummya Kar,et al.  Consensus + innovations distributed inference over networks: cooperation and sensing in networked systems , 2013, IEEE Signal Processing Magazine.

[2]  José M. F. Moura,et al.  Big Data Analysis with Signal Processing on Graphs: Representation and processing of massive data sets with irregular structure , 2014, IEEE Signal Processing Magazine.

[3]  Geert Leus,et al.  Distributed Autoregressive Moving Average Graph Filters , 2015, IEEE Signal Processing Letters.

[4]  José M. F. Moura,et al.  Discrete Signal Processing on Graphs: Frequency Analysis , 2013, IEEE Transactions on Signal Processing.

[5]  José M. F. Moura,et al.  Spectral statistics of lattice graph structured, non-uniform percolations , 2017, 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[6]  José M. F. Moura,et al.  Optimal Filter Design for Signal Processing on Random Graphs: Accelerated Consensus , 2018, IEEE Transactions on Signal Processing.

[7]  Reza Olfati-Saber,et al.  Consensus and Cooperation in Networked Multi-Agent Systems , 2007, Proceedings of the IEEE.

[8]  George Cybenko,et al.  Dynamic Load Balancing for Distributed Memory Multiprocessors , 1989, J. Parallel Distributed Comput..

[9]  E. Wigner On the Distribution of the Roots of Certain Symmetric Matrices , 1958 .

[10]  V. Girko,et al.  Theory of stochastic canonical equations , 2001 .

[11]  José M. F. Moura,et al.  Spectral Statistics of Lattice Graph Percolation Models , 2016, ArXiv.

[12]  V. Marčenko,et al.  DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES , 1967 .

[13]  Carlos Sagüés,et al.  Chebyshev Polynomials in Distributed Consensus Applications , 2011, IEEE Transactions on Signal Processing.

[14]  José M. F. Moura,et al.  Optimal Filter Design for Consensus on Random Directed Graphs , 2018, 2018 IEEE Statistical Signal Processing Workshop (SSP).

[15]  Grégoire Allaire,et al.  Numerical Linear Algebra , 2007 .

[16]  Alain Sarlette,et al.  Accelerating Consensus by Spectral Clustering and Polynomial Filters , 2017, IEEE Transactions on Control of Network Systems.

[17]  José M. F. Moura,et al.  Consensus state gram matrix estimation for stochastic switching networks from spectral distribution moments , 2017, 2017 51st Asilomar Conference on Signals, Systems, and Computers.

[18]  José M. F. Moura,et al.  Graph signal processing: Filter design and spectral statistics , 2017, 2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP).

[19]  Soummya Kar,et al.  Finite-time distributed consensus through graph filters , 2014, 2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[20]  Reza Olfati-Saber,et al.  Flocking for multi-agent dynamic systems: algorithms and theory , 2006, IEEE Transactions on Automatic Control.

[21]  Alejandro Ribeiro,et al.  Weak law of large numbers for stationary graph processes , 2017, 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[22]  Pascal Frossard,et al.  Polynomial Filtering for Fast Convergence in Distributed Consensus , 2008, IEEE Transactions on Signal Processing.

[23]  José M. F. Moura,et al.  Discrete Signal Processing on Graphs , 2012, IEEE Transactions on Signal Processing.

[24]  Stephen P. Boyd,et al.  A scheme for robust distributed sensor fusion based on average consensus , 2005, IPSN 2005. Fourth International Symposium on Information Processing in Sensor Networks, 2005..

[25]  R. Couillet,et al.  Random Matrix Methods for Wireless Communications: Estimation , 2011 .

[26]  Pascal Frossard,et al.  The emerging field of signal processing on graphs: Extending high-dimensional data analysis to networks and other irregular domains , 2012, IEEE Signal Processing Magazine.