Network Inference From Consensus Dynamics With Unknown Parameters

We explore the problem of inferring the graph Laplacian of a weighted, undirected network from snapshots of a single or multiple discrete-time consensus dynamics, subject to parameter uncertainty, taking place on the network. Specifically, we consider three problems in which we assume different levels of knowledge about the diffusion rates, observation times, and the input signal power of the dynamics. To solve these underdetermined problems, we propose a set of algorithms that leverage the spectral properties of the observed data and tools from convex optimization. Furthermore, we provide theoretical performance guarantees associated with these algorithms. We complement our theoretical work with numerical experiments, that demonstrate how our proposed methods outperform current state-of-the-art algorithms and showcase their effectiveness in recovering both synthetic and real-world networks.

[1]  Aric Hagberg,et al.  Exploring Network Structure, Dynamics, and Function using NetworkX , 2008, Proceedings of the Python in Science Conference.

[2]  M. Timme,et al.  Revealing networks from dynamics: an introduction , 2014, 1408.2963.

[3]  Santiago Segarra,et al.  Joint inference of networks from stationary graph signals , 2017, 2017 51st Asilomar Conference on Signals, Systems, and Computers.

[4]  Stephen P. Boyd,et al.  Enhancing Sparsity by Reweighted ℓ1 Minimization , 2007, 0711.1612.

[5]  Santiago Segarra,et al.  Connecting the Dots: Identifying Network Structure via Graph Signal Processing , 2018, IEEE Signal Processing Magazine.

[6]  Randal W. Beard,et al.  Consensus seeking in multiagent systems under dynamically changing interaction topologies , 2005, IEEE Transactions on Automatic Control.

[7]  Jure Leskovec,et al.  Inferring networks of diffusion and influence , 2010, KDD.

[8]  Pascal Frossard,et al.  Learning Heat Diffusion Graphs , 2016, IEEE Transactions on Signal and Information Processing over Networks.

[9]  Nir Friedman,et al.  Probabilistic Graphical Models - Principles and Techniques , 2009 .

[10]  Albert-László Barabási,et al.  Statistical mechanics of complex networks , 2001, ArXiv.

[11]  Clare Gray,et al.  FORUM: Ecological networks: the missing links in biomonitoring science , 2014, The Journal of applied ecology.

[12]  Stephen P. Boyd,et al.  An Interior-Point Method for Large-Scale $\ell_1$-Regularized Least Squares , 2007, IEEE Journal of Selected Topics in Signal Processing.

[13]  Santiago Segarra,et al.  Estimation of Network Processes via Blind Graph Multi-filter Identification , 2019, ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[14]  Shahin Shahrampour,et al.  Topology Identification of Directed Dynamical Networks via Power Spectral Analysis , 2013, IEEE Transactions on Automatic Control.

[15]  Alexander J. Smola,et al.  Kernels and Regularization on Graphs , 2003, COLT.

[16]  Pierre Vandergheynst,et al.  Stationary Signal Processing on Graphs , 2016, IEEE Transactions on Signal Processing.

[17]  José M. F. Moura,et al.  Signal Processing on Graphs: Causal Modeling of Unstructured Data , 2015, IEEE Transactions on Signal Processing.

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

[19]  Santiago Segarra,et al.  Identifying the Topology of Undirected Networks From Diffused Non-Stationary Graph Signals , 2018, IEEE Open Journal of Signal Processing.

[20]  Amber C Sumner,et al.  Explorations in Numerical Analysis , 2018 .

[21]  Vassilis Kalofolias,et al.  How to Learn a Graph from Smooth Signals , 2016, AISTATS.

[22]  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.

[23]  R. Reynolds,et al.  The NCEP/NCAR 40-Year Reanalysis Project , 1996, Renewable Energy.

[24]  Santiago Segarra,et al.  Network inference from consensus dynamics , 2017, 2017 IEEE 56th Annual Conference on Decision and Control (CDC).

[25]  Pascal Frossard,et al.  Learning Laplacian Matrix in Smooth Graph Signal Representations , 2014, IEEE Transactions on Signal Processing.

[26]  Min Xu,et al.  High-dimensional Covariance Estimation Based On Gaussian Graphical Models , 2010, J. Mach. Learn. Res..

[27]  Benjamin Girault Stationary graph signals using an isometric graph translation , 2015, 2015 23rd European Signal Processing Conference (EUSIPCO).

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

[29]  S. Strogatz Exploring complex networks , 2001, Nature.

[30]  Pierre Vandergheynst,et al.  Graph Signal Processing: Overview, Challenges, and Applications , 2017, Proceedings of the IEEE.

[31]  Lada A. Adamic,et al.  The political blogosphere and the 2004 U.S. election: divided they blog , 2005, LinkKDD '05.

[32]  A. Saliba,et al.  Single-cell RNA-seq: advances and future challenges , 2014, Nucleic acids research.

[33]  Inderjit S. Dhillon,et al.  Matrix Nearness Problems with Bregman Divergences , 2007, SIAM J. Matrix Anal. Appl..

[34]  R. Tibshirani,et al.  Sparse inverse covariance estimation with the graphical lasso. , 2008, Biostatistics.

[35]  Santiago Segarra,et al.  Stationary Graph Processes and Spectral Estimation , 2016, IEEE Transactions on Signal Processing.

[36]  Michael G. Rabbat,et al.  Characterization and Inference of Graph Diffusion Processes From Observations of Stationary Signals , 2016, IEEE Transactions on Signal and Information Processing over Networks.

[37]  Santiago Segarra,et al.  Network Topology Inference from Spectral Templates , 2016, IEEE Transactions on Signal and Information Processing over Networks.

[38]  Jie Lin,et al.  Coordination of groups of mobile autonomous agents using nearest neighbor rules , 2003, IEEE Trans. Autom. Control..

[39]  Santiago Segarra,et al.  Network topology inference from non-stationary graph signals , 2017, 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[40]  Martin J. Wainwright,et al.  High-Dimensional Statistics , 2019 .

[41]  Pascal Frossard,et al.  Learning Graphs From Data: A Signal Representation Perspective , 2018, IEEE Signal Processing Magazine.

[42]  Tengyao Wang,et al.  A useful variant of the Davis--Kahan theorem for statisticians , 2014, 1405.0680.

[43]  Eduardo Pavez,et al.  Graph Learning From Filtered Signals: Graph System and Diffusion Kernel Identification , 2018, IEEE Transactions on Signal and Information Processing over Networks.

[44]  Antonio Ortega,et al.  Graph Learning From Data Under Laplacian and Structural Constraints , 2016, IEEE Journal of Selected Topics in Signal Processing.

[45]  Alan M. Frieze,et al.  Random graphs , 2006, SODA '06.

[46]  Bernhard Schölkopf,et al.  Uncovering the structure and temporal dynamics of information propagation , 2014, Network Science.

[47]  R. Vershynin How Close is the Sample Covariance Matrix to the Actual Covariance Matrix? , 2010, 1004.3484.

[48]  Santiago Segarra,et al.  Optimal Graph-Filter Design and Applications to Distributed Linear Network Operators , 2017, IEEE Transactions on Signal Processing.