Baltasar Beferull-Lozano
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Topological signal processing and learning
Recent advances and future challenges
Developing methods to process irregularly structured data is crucial in applications like gene-regulatory, brain, power, and socioeconomic networks. Graphs have been the go-to algebraic tool for modeling the structure via nodes and edges capturing their interactions, leading to the establishment of the fields of graph signal processing (GSP) and graph machine learning (GML). Key graph-aware methods include Fourier transform, filtering, sampling, as well as topology identification and spatiotemporal processing. Although versatile, graphs can model only pairwise dependencies in the data. To this end, topological structures such as simplicial and cell complexes have emerged as algebraic representations for more intricate structure modeling in data-driven systems, fueling the rapid development of novel topological-based processing and learning methods. This paper first presents the core principles of topological signal processing through the Hodge theory, a framework instrumental in propelling the field forward thanks to principled connections with GSP-GML. It then outlines advances in topological signal representation, filtering, and sampling, as well as inferring topological structures from data, processing spatiotemporal topological signals, and connections with topological machine learning. The impact of topological signal processing and learning is finally highlighted in applications dealing with flow data over networks, geometric processing, statistical ranking, biology, and semantic communication.
The vector autoregressive (VAR) model is extensively employed for modelling dynamic processes, yet its scalability is challenged by an overwhelming growth in parameters when dealing with several hundred time series. To overcome this issue, data relations can be leveraged as inductive priors to tackle the curse of dimensionality while still effectively modelling the time series. In this paper, we study the role of simplicial complexes as inductive biases when modelling time series defined on higher-order network structures such as edges and triangles. First, we propose two simplicial VAR models: one that models time series defined on a single simplicial level, such as edge flows, and another that jointly models multiple time series defined across different simplicial levels, ultimately capturing their spatiotemporal interdependencies. The proposed models use simplicial convolutional filters to facilitate parameter sharing and capture structure-aware spatio-temporal dependencies in a multiresolution manner. Second, we develop a joint simplicial-temporal Fourier transform to study the spectral characteristics of the models, depicting them as simplicial-temporal filters. Third, targeting streaming signals, we develop an online algorithm for learning simplicial VAR models. We prove this online learner attains a sublinear dynamic regret bound, ensuring convergence under reasonable assumptions. Finally, we corroborate the proposed approach through experiments on synthetic networks, water distribution networks, and collaborating agents. Our findings show that the proposed models attain competitive signal modelling accuracy with orders of magnitude fewer parameters than the state-of-the-art alternatives.
This paper proposes a novel algorithm to retroactively compute the evolution of edge signals from a given sequence of partial observations from topological structures, a concept referred to as evolution backcasting. Our backcasting algorithm exploits the spatio-temporal dependencies present in the real-world edge signals using the simplicial vector autoregressive (S-VAR) model. The proposed algorithm jointly estimates the S-VAR filter coefficients and recovers missing data from the partial observations. Subsequently, the algorithm capitalizes on the learned S-VAR model and the reconstructed signals to execute the backcasting of edge signal evolution. Using traffic and water distribution networks as case studies, we showcase the superior capabilities of our algorithm compared with baseline alternatives.
In this paper, we propose a topology-aware Kalman filter for hidden dynamics over simplicial complex. Specifically, we consider that the hidden dynamics of a system can be expressed as a simplicial process that respects the structure of the underlying network. And these dynamics are observed through an observation matrix, which can be represented using simplicial convolution filters. This combination allows us to model effectively a broader spectrum of network dynamics than graph-based alternatives, such as edge flow evolution. Additionally, we propose a parametric, structure-aware noise covariance model for the system dynamics. We alternate between estimating the process state using the Kalman filter and updating the parameters through maximum likelihood estimation. The efficacy of the proposed approach is demonstrated through experiments on both real-world and synthetic datasets.
Distributed graph filters have recently found applications in wireless sensor networks (WSNs) to solve distributed tasks such as reaching consensus, signal denoising, and reconstruction. However, when implemented over WSNs, the graph filters should deal with network limited energy constraints as well as processing and communication capabilities. Quantization plays a fundamental role to improve the latter but its effects on distributed graph filtering are little understood. WSNs are also prone to random link losses due to noise and interference. In this instance, the filter output is affected by both the quantization error and the topological randomness error, which, if it is not properly accounted in the filter design phase, may lead to an accumulated error through the filtering iterations and significantly degrade the performance. In this paper, we analyze how quantization affects distributed graph filtering over both time-invariant and time-varying graphs. We bring insights on the quantization effects for the two most common graph filters: the finite impulse response (FIR) and autoregressive moving average (ARMA) graph filter. Besides providing a comprehensive analysis, we devise theoretical performance guarantees on the filter performance when the quantization stepsize is fixed or changes dynamically over the filtering iterations. For FIR filters, we show that a dynamic quantization stepsize leads to more reduction of the quantization noise than in the fixed-stepsize quantization. For ARMA graph filters, we show that decreasing the quantization stepsize over the iterations reduces the quantization noise to zero at the steady-state. In addition, we propose robust filter design strategies that minimize the quantization noise for both time-invariant and time-varying networks. Numerical experiments on synthetic and two real data sets corroborate our findings and show the different trade-offs between quantization bits, filter order, and robustness to topological randomness.
An online algorithm for missing data imputation for networks with signals defined on the edges is presented. Leveraging the prior knowledge intrinsic to real-world networks, we propose a bi-level optimization scheme that exploits the causal dependencies and the flow conservation, respectively via <italic>(i)</italic> a sparse line graph identification strategy based on a group-Lasso and <italic>(ii)</italic> a Kalman filtering-based signal reconstruction strategy developed using simplicial complex (SC) formulation. The advantages of this first SC-based attempt for time-varying signal imputation have been demonstrated through numerical experiments using EPANET models of both synthetic and real water distribution networks.
Distributed graph filters can be implemented over wireless sensor networks by means of cooperation and exchanges among nodes. However, in practice, the performance of such graph filters is deeply affected by the quantization errors that are accumulated when the messages are transmitted. The latter is paramount to overcome the limitations in terms of bandwidth and computation capabilities in sensor nodes. In addition to quantization errors, distributed graph filters are also affected by random packet losses due to interferences and background noise, leading to the degradation of the performance in terms of the filtering accuracy. In this work, we consider the problem of designing graph filters that are robust to quantized data and time-varying topologies. We propose an optimized method that minimizes the quantization error, while ensuring an accurate filtering over time-varying graph topologies. The efficiency of the proposed theoretical findings is validated by numerical results in random wireless sensor networks.