arXiv research

Paper tackles dynamic graph topology identification in time-varying graphs.

A new method learns dynamic graph representations from time-varying data.

One of the cornerstones of the field of signal processing on graphs are graph filters, direct analogues of classical filters, but intended for signals defined on graphs. This work brings forth new insights on the distributed graph filtering problem. We design a family of autoregressive moving average (ARMA) recursions,…

From social networks to Internet applications, a wide variety of electronic communication tools are producing streams of graph data; where the nodes represent users and the edges represent the contacts between them over time. This has led to an increased interest in mechanisms to model the dynamic structure of time-var…

DynDepNet learns dynamic brain graphs from fMRI data for better prediction performance.

New algorithm reduces high-probability regret for time-varying feedback graphs.

Algorithm estimates parameters over time-varying graphs without special assumptions.

Unified framework infers time-varying graphs from incomplete signals.

Novel algorithm for decentralized optimization in time-varying networks with delays.

Study local exploration on dynamic graphs with time-varying edges.

BASS efficiently learns time-varying graphs with low complexity and automatic tuning.

Method learns software resource usage from snapshots.

We present a distributed (non-Bayesian) learning algorithm for the problem of parameter estimation with Gaussian noise. The algorithm is expressed as explicit updates on the parameters of the Gaussian beliefs (i.e. means and precision). We show a convergence rate of $O(1/k)$ with the constant term depending on the numb…

Estimates time-varying network connections using multi-stage smoothing.

Attention-based GNNs can't prevent oversmoothing, leading to homogeneous node representations.

This research introduces dynamic portfolio cuts using a spectral approach for graph-theoretic diversification.

Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using $\ell_1$ penalization methods. However, current methods assume that the data are independent and identically distributed. If the distribution, and hence the graph, evolves over time t…

We discuss a variant of `blind' community detection, in which we aim to partition an unobserved network from the observation of a (dynamical) graph signal defined on the network. We consider a scenario where our observed graph signals are obtained by filtering white noise input, and the underlying network is different …

AdaCGP learns dynamic graph topology from time series data, improving over existing methods.

This work focuses on the estimation of multiple change-points in a time-varying Ising model that evolves piece-wise constantly. The aim is to identify both the moments at which significant changes occur in the Ising model, as well as the underlying graph structures. For this purpose, we propose to estimate the neighbor…

Graph convolutional networks adapt the architecture of convolutional neural networks to learn rich representations of data supported on arbitrary graphs by replacing the convolution operations of convolutional neural networks with graph-dependent linear operations. However, these graph-dependent linear operations are d…

New framework for dynamic causal graph modeling and effect estimation.

In this work, we develop a novel framework to measure the similarity between dynamic financial networks, i.e., time-varying financial networks. Particularly, we explore whether the proposed similarity measure can be employed to understand the structural evolution of the financial networks with time. For a set of time-v…

This paper introduces a novel technique to track structures in time varying graphs. The method uses a maximum a posteriori approach for adjusting a three-dimensional co-clustering of the source vertices, the destination vertices and the time, to the data under study, in a way that does not require any hyper-parameter t…

Many applications donot have the benefit of the laws of physics to derive succinct descriptive models for observed data. In alternative, interdependencies among $N$ time series $\{ x_{nk}, k>0 \}_{n=1}^{N}$ are nowadays often captured by a graph or network $G$ that in practice may be very large. The network itself may …

Proposes a model to estimate treatment effects in complex multiagent systems over time.

Causality graphs are routinely estimated in social sciences, natural sciences, and engineering due to their capacity to efficiently represent the spatiotemporal structure of multivariate data sets in a format amenable for human interpretation, forecasting, and anomaly detection. A popular approach to mathematically for…

New method clusters evolving networks using spatio-temporal graph Laplacian.

Graph neural networks improve financial modeling of complex data.

A new method uses GATs to optimise portfolios of mid-cap firms, outperforming traditional methods.

In this paper, we study time-varying graphical models based on data measured over a temporal grid. Such models are motivated by the needs to describe and understand evolving interacting relationships among a set of random variables in many real applications, for instance the study of how stocks interact with each other…

In this paper we propose a Bayesian nonparametric approach to modelling sparse time-varying networks. A positive parameter is associated to each node of a network, which models the sociability of that node. Sociabilities are assumed to evolve over time, and are modelled via a dynamic point process model. The model is a…

Time series of graphs are increasingly prevalent in modern data and pose unique challenges to visual exploration and pattern extraction. This paper describes the development and application of matrix factorizations for exploration and time-varying community detection in time-evolving graph sequences. The matrix factori…

Algorithm learns graph ARMA processes for missing signal estimation.

Graph-based methods for signal processing have shown promise for the analysis of data exhibiting irregular structure, such as those found in social, transportation, and sensor networks. Yet, though these systems are often dynamic, state-of-the-art methods for signal processing on graphs ignore the dimension of time, tr…

Scattering transforms are non-trainable deep convolutional architectures that exploit the multi-scale resolution of a wavelet filter bank to obtain an appropriate representation of data. More importantly, they are proven invariant to translations, and stable to perturbations that are close to translations. This stabili…

Traffic forecasting is a particularly challenging application of spatiotemporal forecasting, due to the time-varying traffic patterns and the complicated spatial dependencies on road networks. To address this challenge, we learn the traffic network as a graph and propose a novel deep learning framework, Traffic Graph C…

Automates model comparison in probabilistic programming.

Extends tracking guarantees for time-varying variational inequalities.

New method tracks time-varying parameters in data.

We introduce a new framework for comparing parametric network families.

This paper considers the problem of adaptively searching for an unknown target using multiple agents connected through a time-varying network topology. Agents are equipped with sensors capable of fast information processing, and we propose a decentralized collaborative algorithm for controlling their search given noisy…

Study tackles causal effects of close contact on MRSA infections from entangled treatment data.

A main challenge in mining network-based data is finding effective ways to represent or encode graph structures so that it can be efficiently exploited by machine learning algorithms. Several methods have focused in network representation at node/edge or substructure level. However, many real life challenges such as ti…

Graph learning method improves brain state classification.

Paper proposes efficient methods for forecasting with large datasets.

Develops a method to predict stock returns with time-varying risk premia.

Analyzing the temporal behavior of nodes in time-varying graphs is useful for many applications such as targeted advertising, community evolution and outlier detection. In this paper, we present a novel approach, STWalk, for learning trajectory representations of nodes in temporal graphs. The proposed framework makes u…