Abstract-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, which (i) are able to approximate any desired graph frequency response, and (ii) give exact solutions for specific graph signal denoising and interpolation problems. The philosophy, to design the ARMA coefficients independently from the underlying graph, renders the ARMA graph filters suitable in static and, particularly, time-varying settings. The latter occur when the graph signal and/or graph topology are changing over time. We show that in case of a time-varying graph signal our approach extends naturally to a two-dimensional filter, operating concurrently in the graph and regular time domain. We also derive the graph filter behavior, as well as sufficient conditions for filter stability when the graph and signal are time-varying. The analytical and numerical results presented in this paper illustrate that ARMA graph filters are practically appealing for static and time-varying settings, as predicted by theoretical derivations.

The goal of this paper is to propose novel strategies for adaptive learning of signals defined over graphs, which are observed over a (randomly time-varying) subset of vertices. We recast two classical adaptive algorithms in the graph signal processing framework, namely, the least mean squares (LMS) and the recursive least squares (RLS) adaptive estimation strategies. For both methods, a detailed mean-square analysis illustrates the effect of random sampling on the adaptive reconstruction capability and the steady-state performance. Then, several probabilistic sampling strategies are proposed to design the sampling probability at each node in the graph, with the aim of optimizing the tradeoff between steady-state performance, graph sampling rate, and convergence rate of the adaptive algorithms. Finally, a distributed RLS strategy is derived and is shown to be convergent to its centralized counterpart. Numerical simulations carried out over both synthetic and real data illustrate the good performance of the proposed sampling and reconstruction strategies for (possibly distributed) adaptive learning of signals defined over graphs.

Graph filters are one of the core tools in graph signal processing. A central aspect of them is their direct distributed implementation. However, the filtering performance is often traded with distributed communication and computational savings. To improve this tradeoff, this work generalizes state-of-theart distributed graph filters to filters where every node weights the signal of its neighbors with different values while keeping the aggregation operation linear. This new implementation, labeled as edge-variant graph filter, yields a significant reduction in terms of communication rounds while preserving the approximation accuracy. In addition, we characterize the subset of shift-invariant graph filters that can be described with edge-variant recursions. By using a low-dimensional parametrization the proposed graph filters provide insights in approximating linear operators through the succession and composition of local operators, i.e., fixed support matrices, which span applications beyond the field of graph signal processing. A set of numerical results shows the benefits of the edge-variant filters over current methods and illustrates their potential to a wider range of applications than graph filtering.

etwork data can be conveniently modeled as a graph signal, where data values are assigned to nodes of a graph that describes the underlying network topology. Successful learning from network data is built upon methods that effectively exploit this graph structure. In this article, we leverage graph signal processing (GSP) to characterize the representation space of graph neural networks (GNNs). We discuss the role of graph convolutional filters in GNNs and show that any architecture built with such filters has the fundamental properties of permutation equivariance and stability to changes in the topology. These two properties offer insight about the workings of GNNs and help explain their scalability and transferability properties, which, coupled with their local and distributed nature, make GNNs powerful tools for learning in physical networks. We also introduce GNN extensions using edge-varying and autoregressive moving average (ARMA) graph filters and discuss their properties. Finally, we study the use of GNNs in recommender systems and learning decentralized controllers for robot swarms.

Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task. This work provides contributions in this direction by considering the forecasting of a process evolving over a graph. We make use of the (approximate) time-vertex stationarity assumption, i.e., timevarying graph signals whose first and second order statistical moments are invariant over time and correlated to a known graph topology. The latter is combined with VAR and VARMA models to tackle the dimensionality issues present in predicting the temporal evolution of multivariate time series.We find out that by projecting the data to the graph spectral domain: (i) the multivariate model estimation reduces to that of fitting a number of uncorrelated univariate ARMA models and (ii) an optimal low-rank data representation can be exploited so as to further reduce the estimation costs. In the case that the multivariate process can be observed at a subset of nodes, the proposed models extend naturally to Kalman filtering on graphs allowing for optimal tracking. Numerical experiments with both synthetic and real data validate the proposed approach and highlight its benefits over state-of-the-art alternatives.