论文标题

使用顶点时间自回归模型在图表上自适应信号处理的方法

Methods of Adaptive Signal Processing on Graphs Using Vertex-Time Autoregressive Models

论文作者

Variddhisai, Thiernithi, Mandic, Danilo

论文摘要

随机过程的概念最近已扩展到图形信号,从而随机图过程是一类多元随机过程,其系数是具有\ textIt {图形 - 论}结构的矩阵。因此,随机图过程的系统识别问题围绕确定其潜在拓扑或数学上的图形移位算子(GSOS),即邻接矩阵或laplacian矩阵。在引入随机图过程的同一工作中,还为基于\ textit {Causal}顶点自动回归模型的随机图进程提出了\ textit {batch}优化方法来解决GSO。为此,通过自适应过滤的框架提出了此优化问题的在线版本。修改后的随机梯度投影方法用于正规化最小二乘物镜上以创建过滤器。递归分为3个正规子问题,以解决诸如多范围,稀疏性,通勤性和偏见等问题。还包括有关收敛分析的讨论。最后,进行实验以说明所提出的算法的性能,从传统的MSE度量到成功的恢复速率,无论其值如何,所有这些都阐明了这项工作的潜力,极限和可能的研究尝试。

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 system identification problem of a random graph process therefore revolves around determining its underlying topology, or mathematically, the graph shift operators (GSOs) i.e. an adjacency matrix or a Laplacian matrix. In the same work that introduced random graph processes, a \textit{batch} optimization method to solve for the GSO was also proposed for the random graph process based on a \textit{causal} vertex-time autoregressive model. To this end, the online version of this optimization problem was proposed via the framework of adaptive filtering. The modified stochastic gradient projection method was employed on the regularized least squares objective to create the filter. The recursion is divided into 3 regularized sub-problems to address issues like multi-convexity, sparsity, commutativity and bias. A discussion on convergence analysis is also included. Finally, experiments are conducted to illustrate the performance of the proposed algorithm, from traditional MSE measure to successful recovery rate regardless correct values, all of which to shed light on the potential, the limit and the possible research attempt of this work.

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