Bayesian Estimation of Graph Signals

TL;DR

This paper introduces a graph signal processing framework for recovering random signals on graphs from nonlinear measurements, proposing low-complexity estimators that outperform traditional methods especially with limited data and changing network structures.

Contribution

It develops a GSP-based linear MMSE estimator with reduced complexity and robustness, along with parametric versions using shift-invariant graph filters for improved performance.

Findings

GSP-LMMSE estimator reduces computational complexity.

Sample-GSP estimators outperform sample-LMMSE with limited data.

Parametric GSP-LMMSE is more robust to network topology changes.

Abstract

We consider the problem of recovering random graph signals from nonlinear measurements. For this case, closed-form Bayesian estimators are usually intractable and even numerical evaluation of these estimators may be hard to compute for large networks. In this paper, we propose a graph signal processing (GSP) framework for random graph signal recovery that utilizes the information of the structure behind the data. First, we develop the GSP-linear minimum mean-squared-error (GSP-LMMSE) estimator, which minimizes the mean-squared error (MSE) among estimators that are represented as an output of a graph filter. The GSP-LMMSE estimator is based on diagonal covariance matrices in the graph frequency domain, and thus, has reduced complexity compared with the LMMSE estimator. This property is especially important when using the sample-mean versions of these estimators that are based on a training dataset. We then state conditions under which the low-complexity GSP-LMMSE estimator coincides with the optimal LMMSE estimator. Next, we develop the approximated parametrization of the GSP-LMMSE estimator by shift-invariant graph filters by solving a weighted least squared (WLS) problem. We present three implementations of the parametric GSP-LMMSE estimator for typical graph filters. Parametric graph filters are more robust to outliers and to network topology changes. In our simulations, we evaluate the performance of the proposed GSP-LMMSE estimators for the problem of state estimation in power systems, which can be interpreted as a graph signal recovery task. We show that the proposed sample-GSP estimators outperform the sample-LMMSE estimator for a limited training dataset and that the parametric GSP-LMMSE estimators are more robust to topology changes in the form of adding/removing vertices/edges.