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Home | Seminars and Symposia | Past seminars/symposia: Thursday, February 9, 2017

DTC Seminar Series

Graph Sampling for Covariance Estimation


Geert Leus
Delft University of Technology

Thursday, February 9, 2017
5:00 p.m. reception
5:30 p.m. seminar

401/402 Walter Library

Geert Leus

In this talk, we focus on subsampling as well as reconstructing the second-order statistics of signals residing on nodes of arbitrary undirected graphs. Second-order stationary graph signals may be obtained by graph filtering zero-mean white noise and they admit a well-defined power spectrum whose shape is determined by the frequency response of the graph filter. Estimating the graph power spectrum forms an important component of stationary graph signal processing and related inference tasks such as Wiener prediction or inpainting on graphs. The central result of this paper is that by sampling a significantly smaller subset of vertices and using simple least squares, we can reconstruct the second-order statistics of the graph signal from the subsampled observations, and more importantly, without any spectral priors. To this end, both a nonparametric approach as well as parametric approaches including moving average and autoregressive models for the graph power spectrum are considered. A near optimal greedy algorithm is developed to design the subsampling scheme for the non-parametric and parametric models. Numerical experiments on synthetic as well as real datasets are provided to demonstrate the developed theory.


Geert Leus received the MSc and PhD degree in applied sciences from the Katholieke Universiteit Leuven, Belgium, in 1996 and 2000, respectively. Currently, Geert Leus is an "Antoni van Leeuwenhoek" Full Professor at the Faculty of Electrical Engineering, Mathematics and Computer Science of the Delft University of Technology, The Netherlands. His research interests are in the area of signal processing for communications. Geert Leus received a 2002 IEEE Signal Processing Society Young Author Best Paper Award and a 2005 IEEE Signal Processing Society Best Paper Award. He is a Fellow of the IEEE. Geert Leus was the Chair of the IEEE Signal Processing for Communications and Networking Technical Committee, and an Associate Editor for the IEEE Transactions on Signal Processing, the IEEE Transactions on Wireless Communications, the IEEE Signal Processing Letters, and the EURASIP Journal on Advances in Signal Processing. Currently, he is a Member-at-Large to the Board of Governors of the IEEE Signal Processing Society and a member of the IEEE Sensor Array and Multichannel Technical Committee. He finally serves as the Editor in Chief of the EURASIP Journal on Advances in Signal Processing.