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We consider the problem of inferring the hidden structure of high-dimensional time-varying data. In particular, we aim at capturing the dynamic relationships by representing data as valued nodes in a sequence of graphs. Our approach is motivated by the observation that imposing a meaningful graph topology can help solving the generally ill-posed and challenging problem of structure inference. To capture...
Graph signals offer a very generic and natural representation for data that lives on networks or irregular structures. The actual data structure is however often unknown a priori but can sometimes be estimated from the knowledge of the application domain. If this is not possible, the data structure has to be inferred from the mere signal observations. This is exactly the problem that we address in...
The construction of a meaningful graph plays a crucial role in the emerging field of signal processing on graphs. In this paper, we address the problem of learning graph Laplacians, which is similar to learning graph topologies, such that the input data form graph signals with smooth variations on the resulting topology. We adopt a factor analysis model for the graph signals and impose a Gaussian...
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