Akademik Veri Yönetim Sistemi
32nd European Signal Processing Conference, EUSIPCO 2024, Lyon, Fransa, 26 - 30 Ağustos 2024, ss.2312-2316
The modeling of graph signals as stochastic processes has led to quite accurate inference algorithms in the recent years. While most methods assume a globally stationary process model that is valid on the whole graph, in many practical settings the statistics of the process may vary locally, providing motivation for locally stationary graph process (LSGP) models. In this work, we address the problem of learning locally stationary graph process models in a computationally efficient way. We build on a recent work that represents local stationarity in terms of a collection of membership functions and spectral kernels, each of which defines a local component of the LSGP. In order to alleviate the complexity of model computation, in this work we adopt a low-dimensional model for the membership functions. We propose an algorithm for learning the model parameters from realizations of the process based on several convex relaxations. The proposed LSGP model is much lighter than that in the previous reference work, regarding the number of model parameters. We show that the proposed method achieves a significant improvement in the computational complexity, while experiments on real data sets demonstrate its competitiveness in terms of signal estimation performance.