Robust Identification of Graph Structure

Georgios V. Karanikolas; Georgios B. Giannakis

doi:10.1109/CAMSAP58249.2023.10403439

Robust Identification of Graph Structure

Georgios V. Karanikolas, Georgios B. Giannakis

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

Partial correlations (PCs) and the related inverse covariance matrix adopted by graphical lasso, are widely applicable tools for learning graph connectivity given nodal observations. The resultant estimators however, can be sensitive to outliers. Robust approaches developed so far to cope with outliers do not (explicitly) account for nonlinear interactions possibly present among nodal processes. This can hurt the identification of graph connectivity, merely due to model mismatch. To overcome this limitation, a novel formulation of robust PC is introduced based on nonlinear kernel functions. The proposed scheme leverages robust ridge regression techniques, spectral Fourier feature based kernel approximants, and robust association measures. Numerical tests on synthetic and real data illustrate the potential of the novel approach.

Original language	English (US)
Title of host publication	2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	486-490
Number of pages	5
ISBN (Electronic)	9798350344523
DOIs	https://doi.org/10.1109/CAMSAP58249.2023.10403439
State	Published - 2023
Externally published	Yes
Event	9th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023 - Herradura, Costa Rica Duration: Dec 10 2023 → Dec 13 2023

Publication series

Name	2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023

Conference

Conference	9th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023
Country/Territory	Costa Rica
City	Herradura
Period	12/10/23 → 12/13/23

Bibliographical note

Publisher Copyright:
© 2023 IEEE.

Keywords

kernel-based methods
network topology inference
Robust statistics

Access

10.1109/CAMSAP58249.2023.10403439

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Karanikolas, G. V., & Giannakis, G. B. (2023). Robust Identification of Graph Structure. In 2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023 (pp. 486-490). (2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CAMSAP58249.2023.10403439

Robust Identification of Graph Structure. / Karanikolas, Georgios V.; Giannakis, Georgios B.
2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023. Institute of Electrical and Electronics Engineers Inc., 2023. p. 486-490 (2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Karanikolas, GV & Giannakis, GB 2023, Robust Identification of Graph Structure. in 2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023. 2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023, Institute of Electrical and Electronics Engineers Inc., pp. 486-490, 9th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023, Herradura, Costa Rica, 12/10/23. https://doi.org/10.1109/CAMSAP58249.2023.10403439

Karanikolas GV, Giannakis GB. Robust Identification of Graph Structure. In 2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023. Institute of Electrical and Electronics Engineers Inc. 2023. p. 486-490. (2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023). doi: 10.1109/CAMSAP58249.2023.10403439

Karanikolas, Georgios V. ; Giannakis, Georgios B. / Robust Identification of Graph Structure. 2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023. Institute of Electrical and Electronics Engineers Inc., 2023. pp. 486-490 (2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023).

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Robust Identification of Graph Structure

Abstract

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Keywords

Access

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