| Paper ID | SPTM-16.3 |
| Paper Title |
ONLINE TIME-VARYING TOPOLOGY IDENTIFICATION VIA PREDICTION-CORRECTION ALGORITHMS |
| Authors |
Alberto Natali, Mario Coutino, Elvin Isufi, Geert Leus, Delft University of Technology, Netherlands |
| Session | SPTM-16: Graph Topology Inference |
| Location | Gather.Town |
| Session Time: | Thursday, 10 June, 14:00 - 14:45 |
| Presentation Time: | Thursday, 10 June, 14:00 - 14:45 |
| Presentation |
Poster
|
| Topic |
Signal Processing Theory and Methods: [SIPG] Signal and Information Processing over Graphs |
| IEEE Xplore Open Preview |
Click here to view in IEEE Xplore |
| Virtual Presentation |
Click here to watch in the Virtual Conference |
| Abstract |
Signal processing and machine learning algorithms for data supported over graphs, require the knowledge of the graph topology. Unless this information is given by the physics of the problem (e.g., water supply networks, power grids), the topology has to be learned from data. Topology identification is a challenging task, as the problem is often ill-posed, and becomes even harder when the graph structure is time-varying. In this paper, we address the problem of dynamic topology identification by building on recent results from time-varying optimization, devising a general-purpose online algorithm operating in non-stationary environments. Because of its iteration-constrained nature, the proposed approach exhibits an intrinsic temporal-regularization of the graph topology without explicitly enforcing it. As a case-study, we specialize our method to the Gaussian graphical model (GGM) problem and corroborate its performance. |
