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research article

Stationary time-vertex signal processing

Loukas, Andreas
•
Perraudin, Nathanaël
August 20, 2019
EURASIP Journal on Advances in Signal Processing

This paper considers regression tasks involving high-dimensional multivariate processes whose structure is dependent on some known graph topology. We put forth a new definition of time-vertex wide-sense stationarity, or joint stationarity for short, that goes beyond product graphs. Joint stationarity helps by reducing the estimation variance and recovery complexity. In particular, for any jointly stationary process (a) one reliably learns the covariance structure from as little as a single realization of the process and (b) solves MMSE recovery problems, such as interpolation and denoising, in computational time nearly linear on the number of edges and timesteps. Experiments with three datasets suggest that joint stationarity can yield accuracy improvements in the recovery of high-dimensional processes evolving over a graph, even when the latter is only approximately known, or the process is not strictly stationary.

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Type
research article
DOI
10.1186/s13634-019-0631-7
Author(s)
Loukas, Andreas
Perraudin, Nathanaël
Date Issued

2019-08-20

Published in
EURASIP Journal on Advances in Signal Processing
Volume

2019

Issue

1

Start page

36

Subjects

stationarity

•

ultivariate time-vertex processes

•

harmonic analysis

•

graph signal processing

•

PSD estimation

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LTS2  
FunderGrant Number

Swiss federal funding

PZ00P2 179981

Swiss federal funding

2000_21/154350/1

Available on Infoscience
November 1, 2016
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/130884
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