Low-rank Updates in Slowly Time-varying Graphs for Spatial-Temporal Signal Interpolation
Abstract
A crucial assumption in graph signal processing (GSP) is the existence of an underlying graph that captures the pairwise similarities between nodes, allowing filters to be designed based on this graph for tasks such as denoising. For spatial-temporal data in which node-to-node similarities evolve over time, a static spatial graph is insufficient. In this paper, to represent slowly time-varying pairwise relationships, we model the graph changes in two consecutive adjacency matrices across time as a low-rank matrix. % Specifically, given an initial adjacency matrix at time , we jointly interpolate a signal and estimate at using both a graph signal smoothness prior for and a low-rank prior on . We alternate optimization steps. With fixed, is interpolated by solving a linear system. Alternatively, holding fixed, is updated via proximal gradient descent (PGD). The proximal mapping of the rank term is approximated in linear time using a fast orthogonal matching pursuit (OMP) algorithm that selects a sparse combination of atoms from a dictionary formed by the outer products of 's eigenvectors. We unroll iterations of our algorithm into layers to build a lightweight neural network for limited data-driven parameter tuning. Experiments show that our joint optimization achieves better signal interpolation compared to existing time-varying graph models.