Siheng Chen

Discrete Signal Processing on Graphs: Sampling Theory

We propose a sampling theory for signals that are supported on either directed or undirected graphs. The theory follows the same paradigm as classical sampling theory. We show that perfect recovery is possible for graph signals bandlimited under the graph Fourier transform. The sampled signal coefficients form a new graph signal, whose corresponding graph structure preserves the first-order difference of the original graph signal. For general graphs, an optimal sampling operator based on experimentally designed sampling is proposed to guarantee perfect recovery and robustness to noise; for graphs whose graph Fourier transforms are frames with maximal robustness to erasures as well as for Erdös-Rényi graphs, random sampling leads to perfect recovery with high probability. We further establish the connection to the sampling theory of finite discrete-time signal processing and previous work on signal recovery on graphs. To handle full-band graph signals, we propose a graph filter bank based on sampling theory on graphs. Finally, we apply the proposed sampling theory to semi-supervised classification of online blogs and digit images, where we achieve similar or better performance with fewer labeled samples compared to previous work.

Signal Recovery on Graphs: Variation Minimization

We consider the problem of signal recovery on graphs. Graphs model data with complex structure as signals on a graph. Graph signal recovery recovers one or multiple smooth graph signals from noisy, corrupted, or incomplete measurements. We formulate graph signal recovery as an optimization problem, for which we provide a general solution through the alternating direction methods of multipliers. We show how signal inpainting, matrix completion, robust principal component analysis, and anomaly detection all relate to graph signal recovery and provide corresponding specific solutions and theoretical analysis. We validate the proposed methods on real-world recovery problems, including online blog classification, bridge condition identification, temperature estimation, recommender system for jokes, and expert opinion combination of online blog classification.

Signal denoising on graphs via graph filtering

Signal recovery from noisy measurements is an important task that arises in many areas of signal processing. In this paper, we consider this problem for signals represented with graphs using a recently developed framework of discrete signal processing on graphs. We formulate graph signal denoising as an optimization problem and derive an exact closed-form solution expressed by an inverse graph filter, as well as an approximate iterative solution expressed by a standard graph filter. We evaluate the obtained algorithms by applying them to measurement denoising for temperature sensors and opinion combination for multiple experts.

Semi-Supervised Multiresolution Classification Using Adaptive Graph Filtering With Application to Indirect Bridge Structural Health Monitoring

We present a multiresolution classification framework with semi-supervised learning on graphs with application to the indirect bridge structural health monitoring. Classification in real-world applications faces two main challenges: reliable features can be hard to extract and few labeled signals are available for training. We propose a novel classification framework to address these problems: we use a multiresolution framework to deal with nonstationarities in the signals and extract features in each localized time-frequency region and semi-supervised learning to train on both labeled and unlabeled signals. We further propose an adaptive graph filter for semi-supervised classification that allows for classifying unlabeled as well as unseen signals and for correcting mislabeled signals. We validate the proposed framework on indirect bridge structural health monitoring and show that it performs significantly better than previous approaches.

Signal Recovery on Graphs: Fundamental Limits of Sampling Strategies

This paper builds theoretical foundations for the recovery of a newly proposed class of smooth graph signals, approximately bandlimited graph signals, under three sampling strategies: uniform sampling, experimentally designed sampling, and active sampling. We then state minimax lower bounds on the maximum risk for the approximately bandlimited class under these three sampling strategies and show that active sampling cannot fundamentally outperform experimentally designed sampling. We propose a recovery strategy to compare uniform sampling with experimentally designed sampling. As the proposed recovery strategy lends itself well to statistical analysis, we derive the exact mean square error for each sampling strategy. To study convergence rates, we introduce two types of graphs and find that 1) the proposed recovery strategy achieves the optimal rates; and 2) the experimentally designed sampling fundamentally outperforms uniform sampling for Type-2 class of graphs. To validate our proposed recovery strategy, we test it on five specific graphs: a ring graph with k nearest neighbors, an Erdos-Rényi graph, a random geometric graph, a small-world graph, and a power-law graph and find that experimental results match the proposed theory well. This paper also presents a comprehensive explanation for when and why sampling for semi-supervised learning with graphs works.

Signal inpainting on graphs via total variation minimization

We propose a novel recovery algorithm for signals with complex, irregular structure that is commonly represented by graphs. Our approach is a generalization of the signal inpainting technique from classical signal processing. We formulate corresponding minimization problems and demonstrate that in many cases they have closed-form solutions. We discuss a relation of the proposed approach to regression, provide an upper bound on the error for our algorithm and compare the proposed technique with other existing algorithms on real-world datasets.

Signal recovery on graphs: Random versus experimentally designed sampling

We study signal recovery on graphs based on two sampling strategies: random sampling and experimentally designed sampling. We propose a new class of smooth graph signals, called approximately bandlimited. We then propose two recovery strategies based on random sampling and experimentally designed sampling. The proposed recovery strategy based on experimentally designed sampling uses sampling scores, which is similar to the leverage scores used in the matrix approximation. We show that while both strategies are unbiased estimators for the low-frequency components, the convergence rate of experimentally designed sampling is much faster than that of random sampling when a graph is irregular1. We validate the proposed recovery strategies on three specific graphs: a ring graph, an Erdös-Rényi graph, and a star graph. The simulation results support the theoretical analysis.

Adaptive graph filtering: Multiresolution classification on graphs

We present an adaptive graph filtering approach to semi-supervised classification. Adaptive graph filters combine decisions from multiple graph filters using a weighting function that is optimized in a semi-supervised manner. We also demonstrate the multiresolution property of adaptive graph filters by connecting them to the diffusion wavelets. In our experiments, we apply the adaptive graph filters to the classification of online blogs and damage identification in indirect bridge structural health monitoring.

Sampling theory for graph signals

We propose a sampling theory for finite-dimensional vectors with a generalized bandwidth restriction, which follows the same paradigm of the classical sampling theory. We use this general result to derive a sampling theorem for bandlimited graph signals in the framework of discrete signal processing on graphs. By imposing a specific structure on the graph, graph signals reduce to finite discrete-time or discrete-space signals, effectively ensuring that the proposed sampling theory works for such signals. The proposed sampling theory is applicable to both directed and undirected graphs, the assumption of perfect recovery is easy both to check and to satisfy, and, under that assumption, perfect recovery is guaranteed without any probability constraints or any approximation.

Distributed algorithm for graph signal inpainting

We present a distributed and decentralized algorithm for graph signal inpainting. The previous work obtained a closed-form solution with matrix inversion. In this paper, we ease the computation by using a distributed algorithm, which solves graph signal inpainting by restricting each node to communicate only with its local nodes. We show that the solution of the distributed algorithm converges to the closed-form solution with the corresponding convergence speed. Experiments on online blog classification and temperature prediction suggest that the convergence speed of the proposed distributed algorithm is competitive with that of the centralized algorithm, especially when a graph tends to be regular. Since a distributed algorithm does not require to collect data to a center, it is more practical and efficient.