Graph Topology Identification Based on Covariance Matching
Y. Han (TU Delft - Signal Processing Systems)
Alberto Natali (TU Delft - Signal Processing Systems)
G.J.T. Leus (TU Delft - Signal Processing Systems)
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Abstract
This paper addresses graph topology identification for applications where the underlying structure of systems like brain and social networks is not directly observable. Traditional approaches based on signal matching and spectral templates have limitations, particularly in handling scale issues and sparsity assumptions. We introduce a novel covariance matching methodology that efficiently reconstructs the graph topology using observable data. For the structural equation model (SEM) using an undirected graph, we demonstrate that our method can converge to the correct result under relatively soft conditions. Furthermore, we extend our methodology to polynomial models and any known distribution of latent variables, broadening its applicability and utility in diverse graph-based systems.
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File under embargo until 15-09-2025