Abstract
Topology identification is an important problem across many disciplines, since it reveals pairwise interactions among entities and can be used to interpret graph data. In many scenarios, however, this (unknown) topology is time-varying, rendering the problem even harder. In this paper, we focus on a time-varying version of the structural equation modeling (SEM) framework, which is an umbrella of multivariate techniques widely adopted in econometrics, epidemiology and psychology. In particular, we view the linear SEM as a first-order diffusion of a signal over a graph whose topology changes over time. Our goal is to learn such time-varying topology from streaming data. To attain this goal, we propose a real-time algorithm, further accelerated by building on recent advances in time-varying optimization, which updates the time-varying solution as a new sample comes into the system. We augment the implementation steps with theoretical guarantees, and we show performances on synthetic and real datasets.
Original language | English |
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Title of host publication | 55th Asilomar Conference on Signals, Systems and Computers, ACSSC 2021 |
Subtitle of host publication | Proceedings |
Editors | Michael B. Matthews |
Publisher | IEEE |
Pages | 1579-1585 |
Number of pages | 7 |
ISBN (Electronic) | 978-1-6654-5828-3 |
ISBN (Print) | 978-1-6654-5829-0 |
DOIs | |
Publication status | Published - 2021 |
Event | 2021 55th Asilomar Conference on Signals, Systems, and Computers - Pacific Grove, United States Duration: 31 Oct 2021 → 3 Nov 2021 Conference number: 55th |
Publication series
Name | Conference Record - Asilomar Conference on Signals, Systems and Computers |
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Volume | 2021-October |
ISSN (Print) | 1058-6393 |
Conference
Conference | 2021 55th Asilomar Conference on Signals, Systems, and Computers |
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Country/Territory | United States |
City | Pacific Grove |
Period | 31/10/21 → 3/11/21 |
Bibliographical note
Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-careOtherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.
Keywords
- Dynamic topology identification
- graph signal processing
- graph learning
- time-varying optimization