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Related papers: Stationary Graph Processes and Spectral Estimation

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This article develops a statistical test for the null hypothesis of strict stationarity of a discrete time stochastic process in the frequency domain. When the null hypothesis is true, the second order cumulant spectrum is zero at all the…

Statistical Finance · Quantitative Finance 2020-03-31 Denisa Roberts , Douglas Patterson

In this paper, we present a novel convolution theorem which encompasses the well known convolution theorem in (graph) signal processing as well as the one related to time-varying filters. Specifically, we show how a node-wise convolution…

Signal Processing · Electrical Eng. & Systems 2023-12-29 Alberto Natali , Geert Leus

Graph signal processing analyzes signals supported on the nodes of a graph by defining the shift operator in terms of a matrix, such as the graph adjacency matrix or Laplacian matrix, related to the structure of the graph. With respect to…

Signal Processing · Electrical Eng. & Systems 2018-03-01 Stephen Kruzick , José M. F. Moura

An emerging way of tackling the dimensionality issues arising in the modeling of a multivariate process is to assume that the inherent data structure can be captured by a graph. Nevertheless, though state-of-the-art graph-based methods have…

Machine Learning · Statistics 2016-07-13 Andreas Loukas , Nathanael Perraudin

For stationary signals in time the weak law of large numbers (WLLN) states that ensemble and realization averages are within e of each other with a probability of order O(1/Ne^2) when considering N signal components. The graph WLLN…

Signal Processing · Electrical Eng. & Systems 2019-05-22 Fernando Gama , Alejandro Ribeiro

Sampling methods for graph signals in the graph spectral domain are presented. Though conventional sampling of graph signals can be regarded as sampling in the graph vertex domain, it does not have the desired characteristics in regard to…

Information Theory · Computer Science 2018-06-13 Yuichi Tanaka

In this paper the focus is on subsampling as well as reconstructing the second-order statistics of signals residing on nodes of arbitrary undirected graphs. Second-order stationary graph signals may be obtained by graph filtering zero-mean…

Information Theory · Computer Science 2018-05-08 Sundeep Prabhakar Chepuri , Geert Leus

Graph filters play a key role in processing the graph spectra of signals supported on the vertices of a graph. However, despite their widespread use, graph filters have been analyzed only in the deterministic setting, ignoring the impact of…

Systems and Control · Computer Science 2017-09-18 Elvin Isufi , Andreas Loukas , Andrea Simonetto , Geert Leus

The focus of Part I of this monograph has been on both the fundamental properties, graph topologies, and spectral representations of graphs. Part II embarks on these concepts to address the algorithmic and practical issues centered round…

Information Theory · Computer Science 2019-09-24 Ljubisa Stankovic , Danilo Mandic , Milos Dakovic , Milos Brajovic , Bruno Scalzo , Anthony G. Constantinides

The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…

Statistics Theory · Mathematics 2023-02-07 Rafail Kartsioukas , Stilian Stoev , Tailen Hsing

This paper presents methods to analyze functional brain networks and signals from graph spectral perspectives. The notion of frequency and filters traditionally defined for signals supported on regular domains such as discrete time and…

Neurons and Cognition · Quantitative Biology 2016-11-03 Weiyu Huang , Leah Goldsberry , Nicholas F. Wymbs , Scott T. Grafton , Danielle S. Bassett , Alejandro Ribeiro

In applications such as social, energy, transportation, sensor, and neuronal networks, high-dimensional data naturally reside on the vertices of weighted graphs. The emerging field of signal processing on graphs merges algebraic and…

Discrete Mathematics · Computer Science 2015-06-12 David I Shuman , Sunil K. Narang , Pascal Frossard , Antonio Ortega , Pierre Vandergheynst

Basic operations in graph signal processing consist in processing signals indexed on graphs either by filtering them, to extract specific part out of them, or by changing their domain of representation, using some transformation or…

Signal Processing · Electrical Eng. & Systems 2017-11-07 Nicolas Tremblay , Paulo Gonçalves , Pierre Borgnat

Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task.…

Signal Processing · Electrical Eng. & Systems 2019-10-02 Elvin Isufi , Andreas Loukas , Nathanael Perraudin , Geert Leus

In social settings, individuals interact through webs of relationships. Each individual is a node in a complex network (or graph) of interdependencies and generates data, lots of data. We label the data by its source, or formally stated, we…

Social and Information Networks · Computer Science 2013-03-25 Aliaksei Sandryhaila , Jose M. F. Moura

How can the `affinity' or `strength' of ties of a random graph be characterized and compactly represented? How can concepts like Fourier and inverse-Fourier like transform be developed for graph data? To do so, we introduce a new…

Statistics Theory · Mathematics 2015-12-11 Subhadeep Mukhopadhyay

Inferring graph structure from observations on the nodes is an important and popular network science task. Departing from the more common inference of a single graph and motivated by social and biological networks, we study the problem of…

Machine Learning · Statistics 2020-10-19 Madeline Navarro , Yuhao Wang , Antonio G. Marques , Caroline Uhler , Santiago Segarra

This paper addresses the problem of segmenting a stream of graph signals: we aim to detect changes in the mean of a multivariate signal defined over the nodes of a known graph. We propose an offline method that relies on the concept of…

Machine Learning · Computer Science 2024-03-01 Alejandro de la Concha , Nicolas Vayatis , Argyris Kalogeratos

This paper investigates the problem of dynamical sampling for graph signals influenced by a constant source term. We consider signals evolving over time according to a linear dynamical system on a graph, where both the initial state and the…

Numerical Analysis · Mathematics 2025-09-23 Le Gong , Longxiu Huang

A novel approach towards the spectral analysis of stationary random bivariate signals is proposed. Using the Quaternion Fourier Transform, we introduce a quaternion-valued spectral representation of random bivariate signals seen as…

Methodology · Statistics 2017-11-22 Julien Flamant , Nicolas Le Bihan , Pierre Chainais