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In this paper we propose an identification procedure of a sparse graphical model associated to a Gaussian stationary stochastic process. The identification paradigm exploits the approximation of autoregressive processes through reciprocal…

Optimization and Control · Mathematics 2018-06-13 Daniele Alpago , Mattia Zorzi , Augusto Ferrante

For a connected graph $\mathcal{G}=(V,E)$ with $n$ nodes, $m$ edges, and Laplacian matrix $\boldsymbol{{\mathit{L}}}$, a grounded Laplacian matrix $\boldsymbol{{\mathit{L}}}(S)$ of $\mathcal{G}$ is a $(n-k) \times (n-k)$ principal submatrix…

Information Theory · Computer Science 2023-03-16 Run Wang , Xiaotian Zhou , Wei Li , Zhongzhi Zhang

We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…

Numerical Analysis · Mathematics 2024-10-14 Davide Pradovera , Alessandro Borghi

We aim to learn a sparse and connected graph from sparse data, where the number of observations K can be substantially smaller than the signal dimension N for signals x in R^N, and the underlying distribution is unknown. In this severely…

Signal Processing · Electrical Eng. & Systems 2026-04-30 Bahar Oveisgharan , Gene Cheung , Andrew Eckford

Graph signal processing (GSP) is a prominent framework for analyzing signals on non-Euclidean domains. The graph Fourier transform (GFT) uses the combinatorial graph Laplacian matrix to reveal the spectral decomposition of signals in the…

Machine Learning · Computer Science 2024-06-13 Changhao Shi , Gal Mishne

The inverse eigenvalue problem studies the possible spectra among matrices whose off-diagonal entries have their zero-nonzero patterns described by the adjacency of a graph $G$. In this paper, we refer to the $i$-nullity pair of a matrix…

Combinatorics · Mathematics 2023-10-24 Aida Abiad , Bryan A. Curtis , Mary Flagg , H. Tracy Hall , Jephian C. -H. Lin , Bryan Shader

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

The Laplacian-constrained Gaussian Markov Random Field (LGMRF) is a common multivariate statistical model for learning a weighted sparse dependency graph from given data. This graph learning problem can be formulated as a maximum likelihood…

Machine Learning · Computer Science 2024-04-15 Yakov Medvedovsky , Eran Treister , Tirza Routtenberg

We introduce the sparsified Cholesky and sparsified multigrid algorithms for solving systems of linear equations. These algorithms accelerate Gaussian elimination by sparsifying the nonzero matrix entries created by the elimination process.…

Data Structures and Algorithms · Computer Science 2015-12-08 Rasmus Kyng , Yin Tat Lee , Richard Peng , Sushant Sachdeva , Daniel A. Spielman

Graph inference plays an essential role in machine learning, pattern recognition, and classification. Signal processing based approaches in literature generally assume some variational property of the observed data on the graph. We make a…

Information Theory · Computer Science 2020-08-24 B. Subbareddy , Aditya Siripuram , Jingxin Zhang

In time series analysis, when fitting an autoregressive model, one must solve a Toeplitz ordinary least squares problem numerous times to find an appropriate model, which can severely affect computational times with large data sets. Two…

Machine Learning · Statistics 2021-12-28 Ali Eshragh , Oliver Di Pietro , Michael A. Saunders

We investigate the automatic differentiation of dominant eigensolver where only a small proportion of eigenvalues and corresponding eigenvectors are obtained. Backpropagation through the dominant eigensolver involves solving certain…

Strongly Correlated Electrons · Physics 2020-06-15 Hao Xie , Jin-Guo Liu , Lei Wang

Spectral techniques have proved amongst the most effective approaches to graph clustering. However, in general they require explicit computation of the main eigenvectors of a suitable matrix (usually the Laplacian matrix of the graph).…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-05-11 Luca Becchetti , Emilio Cruciani , Francesco Pasquale , Sara Rizzo

We consider the problem of inferring the unobserved edges of a graph from data supported on its nodes. In line with existing approaches, we propose a convex program for recovering a graph Laplacian that is approximately diagonalizable by a…

Signal Processing · Electrical Eng. & Systems 2020-10-16 T. Mitchell Roddenberry , Madeline Navarro , Santiago Segarra

In this paper we generalise the results on eigenvalues and eigenvectors of unnormalized (combinatorial) Laplacian of two-dimensional grid presented by Edwards:2013 first to a grid graph of any dimension, and second also to other types of…

Classical Analysis and ODEs · Mathematics 2019-09-02 Mieczysław A. Kłopotek

Based on matrix perturbation theory, closed-form analytic expansions are studied for a Laplacian eigenvalue of an undirected, possibly weighted graph, which is close to a unique degree in that graph. An approximation is presented to provide…

Spectral Theory · Mathematics 2025-04-29 Piet Van Mieghem , Yingyue Ke

The notion of network connectivity is used to characterize the robustness and failure tolerance of networks, with high connectivity being a desirable feature. In this paper, we develop a novel approach to the problem of identifying critical…

Optimization and Control · Mathematics 2019-10-29 Vishaal Krishnan , Sonia Martínez

As a nonlinear extension of the graph Laplacian, the graph $p$-Laplacian has various applications in many fields. Due to the nonlinearity, it is very difficult to compute the eigenvalues and eigenfunctions of graph $p$-Laplacian. In this…

Numerical Analysis · Mathematics 2025-01-15 Chuanyuan Ge , Ouyuan Qin

The graph Laplacian is a standard tool in data science, machine learning, and image processing. The corresponding matrix inherits the complex structure of the underlying network and is in certain applications densely populated. This makes…

Machine Learning · Computer Science 2018-12-13 Dominik Alfke , Daniel Potts , Martin Stoll , Toni Volkmer

Graph Transformers (GTs) have shown advantages in numerous graph structure tasks but their self-attention mechanism ignores the generalization bias of graphs, with existing methods mainly compensating for this bias from aspects like…

Machine Learning · Computer Science 2025-04-29 Yonghui Zhai , Yang Zhang , Minghao Shang , Lihua Pang , Yaxin Ren