从稀疏测量中联合估计图上平滑信号,理论保证稳定有效。
Joint estimation of smooth graph signals from partial linear measurements
- 基于图平滑性假设,用正则化最小二乘法联合恢复信号。
- 即使仅测量极少数顶点的单个坐标,仍能实现弱一致性。
- 适用于多层排名任务,对稀疏连接图也有效,适合高维数据建模。
给定一个包含 T 个顶点的无向连通图 G,每个顶点 t 有一个潜在信号 x_t ∈ ℝⁿ。在仅对部分顶点的信号进行线性测量的情况下,目标是估计所有 x_t。假设信号在图上具有平滑性(即图上的二次变差较小),我们为平滑性惩罚的最小二乘估计器获得了非渐近的均方误差界。特别地,对于某些图结构,当 T → ∞ 时,该估计器在极稀疏采样下仍具弱一致性:仅需对极少顶点中的每个顶点测量一个坐标。结果进一步扩展至多层排序问题,其中 x_t 表示一组 n 个项目的潜在强度,每层 t 通过测量图 G_t 获得噪声性的成对差异测量。对于某些选择的 G_t,即使各层图非常稀疏且不连通,也能建立弱一致性。
原文摘要 · Abstract (English)
Given an undirected and connected graph $G$ on $T$ vertices, suppose each vertex $t$ has a latent signal $x_t \in \mathbb{R}^n$ associated to it. Given partial linear measurements of the signals, for a potentially small subset of the vertices, our goal is to estimate $x_t$'s. Assuming that the signals are smooth w.r.t $G$, in the sense that the quadratic variation of the signals over the graph is small, we obtain non-asymptotic bounds on the mean squared error for jointly recovering $x_t$'s, for the smoothness penalized least squares estimator. In particular, this implies for certain choices of $G$ that this estimator is weakly consistent (as $T \rightarrow \infty$) under potentially very stringent sampling, where only one coordinate is measured per vertex for a vanishingly small fraction of the vertices. The results are extended to a ``multi-layer'' ranking problem where $x_t$ corresponds to the latent strengths of a collection of $n$ items, and noisy pairwise difference measurements are obtained at each ``layer'' $t$ via a measurement graph $G_t$. Weak consistency is established for certain choices of $G$ even when the individual $G_t$'s are very sparse and disconnected.
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