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We address the problem of inferring an undirected graph from nodal observations, which are modeled as non-stationary graph signals generated by local diffusion dynamics that depend on the structure of the unknown network. Using the…
We consider the estimation of the transition matrix in the high-dimensional time-varying vector autoregression (TV-VAR) models. Our model builds on a general class of locally stationary VAR processes that evolve smoothly in time. We propose…
We analyze an Iteratively Re-weighted Least Squares (IRLS) algorithm for promoting l1-minimization in sparse and compressible vector recovery. We prove its convergence and we estimate its local rate. We show how the algorithm can be…
Transformation Synchronization is the problem of recovering absolute transformations from a given set of pairwise relative motions. Despite its usefulness, the problem remains challenging due to the influences from noisy and outlier…
The recovery of time-varying graph signals is a fundamental problem with numerous applications in sensor networks and forecasting in time series. Effectively capturing the spatio-temporal information in these signals is essential for the…
Outstanding achievements of graph neural networks for spatiotemporal time series analysis show that relational constraints introduce an effective inductive bias into neural forecasting architectures. Often, however, the relational…
In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…
In this work, we explore the state-space formulation of a network process to recover, from partial observations, the underlying network topology that drives its dynamics. To do so, we employ subspace techniques borrowed from system…
An accelerated class of adaptive scheme of iterative thresholding algorithms is studied analytically and empirically. They are based on the feedback mechanism of the null space tuning techniques (NST+HT+FB). The main contribution of this…
The goal of this paper is to propose novel strategies for adaptive learning of signals defined over graphs, which are observed over a (randomly time-varying) subset of vertices. We recast two classical adaptive algorithms in the graph…
The concept of a random process has been recently extended to graph signals, whereby random graph processes are a class of multivariate stochastic processes whose coefficients are matrices with a \textit{graph-topological} structure. The…
Level-sensitive latches are widely used in high- performance designs. For such circuits efficient statistical timing analysis algorithms are needed to take increasing process vari- ations into account. But existing methods solving this…
We study the problem of inferring a sparse vector from random linear combinations of its components. We propose the Accelerated Orthogonal Least-Squares (AOLS) algorithm that improves performance of the well-known Orthogonal Least-Squares…
We address the problem of sparse recovery in an online setting, where random linear measurements of a sparse signal are revealed sequentially and the objective is to recover the underlying signal. We propose a reweighted least squares (RLS)…
In this work, we investigate the sampling and reconstruction of spectrally $s$-sparse bandlimited graph signals governed by heat diffusion processes. We propose a random space-time sampling regime, referred to as {randomized} dynamical…
Network topology inference is a cornerstone problem in statistical analyses of complex systems. In this context, the fresh look advocated here permeates benefits from convex optimization and graph signal processing, to identify the…
We present the Trust Region Adversarial Functional Subdifferential (TRAFS) algorithm for constrained optimization of nonsmooth convex Lipschitz functions. Unlike previous methods that assume a subgradient oracle model, we work with the…
We consider the problem of spatiotemporal sampling in a discrete infinite dimensional spatially invariant evolutionary process $x^{(n)}=A^nx$ to recover an unknown convolution operator $A$ given by a filter $a \in \ell^1(\mathbb{Z})$ and an…
Robust subspace estimation is fundamental to many machine learning and data analysis tasks. Iteratively Reweighted Least Squares (IRLS) is an elegant and empirically effective approach to this problem, yet its theoretical properties remain…
State-space models (SSMs) are a common tool for modeling multi-variate discrete-time signals. The linear-Gaussian (LG) SSM is widely applied as it allows for a closed-form solution at inference, if the model parameters are known. However,…