Learning Graph Processes with Multiple Dynamical Models

Qin Lu, Vassilis N. Ioannidis, Georgios B. Giannakis, Mario Coutino

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

Abstract

Network-science related applications frequently deal with inference of spatio-temporal processes. Such inference tasks can be aided by a graph whose topology contributes to the underlying spatio-temporal dependencies. Contemporary approaches extrapolate dynamic processes relying on a fixed dynamical model, that is not adaptive to changes in the dynamics. Alleviating this limitation, the present work adopts a candidate set of graph-adaptive dynamical models with one active at any given time. Given partially observed nodal samples, a scalable Bayesian tracker is leveraged to infer the graph processes and learn the active dynamical model simultaneously in a data-driven fashion. The resulting algorithm is termed graph-adaptive interacting multiple dynamical models (Grad-IMDM). Numerical tests with synthetic and real data corroborate that the proposed Grad-IMDM is capable of tracking the graph processes and adapting to the dynamical model that best fits the data.

Original languageEnglish (US)
Title of host publicationConference Record - 53rd Asilomar Conference on Circuits, Systems and Computers, ACSSC 2019
EditorsMichael B. Matthews
PublisherIEEE Computer Society
Pages1783-1787
Number of pages5
ISBN (Electronic)9781728143002
DOIs
StatePublished - Nov 2019
Externally publishedYes
Event53rd Asilomar Conference on Circuits, Systems and Computers, ACSSC 2019 - Pacific Grove, United States
Duration: Nov 3 2019Nov 6 2019

Publication series

NameConference Record - Asilomar Conference on Signals, Systems and Computers
Volume2019-November
ISSN (Print)1058-6393

Conference

Conference53rd Asilomar Conference on Circuits, Systems and Computers, ACSSC 2019
CountryUnited States
CityPacific Grove
Period11/3/1911/6/19

Bibliographical note

Funding Information:
This work was supported in part by NSF grants 1508993, 1711471, and 1901134.

Keywords

  • Bayesian tracker
  • Spatiotemporal process
  • multiple dynamical models

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