Graph signal processing deals with algorithms and signal representations that leverage graph structures for multivariate data analysis. Often said graph topology is not readily available and may be time-varying, hence (dynamic) graph structure learning from nodal (e.g., sensor) observations becomes a critical first step. In this paper, we develop a novel algorithm for online graph learning using observation streams, assumed to be smooth on the latent graph. Unlike batch algorithms for topology identification from smooth signals, our modus operandi is to process graph signals sequentially and thus keep memory and computational costs in check. To solve the resulting smoothness-regularized, time-varying inverse problem, we develop online and lightweight iterations built upon the proximal variant of the alternating direction method of multipliers (ADMM), well known for its fast convergence in batch settings. The proximal term in the topology updates seamlessly implements a temporal-variation regularization, and we argue the online procedure exhibits sublinear static regret under some simplifying assumptions. Reproducible experiments with synthetic and real graphs demonstrate the effectiveness of our method in adapting to streaming signals and tracking slowly-varying network connectivity. The proposed approach also exhibits better tracking performance (in terms of suboptimality), when compared to state-of-the-art online graph learning baselines.

We address the problem of learning the topology of directed acyclic graphs (DAGs) from nodal observations, which adhere to a linear structural equation model. Recent advances framed the combinatorial DAG structure learning task as a continuous optimization problem, yet existing methods must contend with the complexities of non-convex optimization. To overcome this limitation, we assume that the latent DAG contains only non-negative edge weights. Leveraging this additional structure, we argue that cycles can be effectively characterized (and prevented) using a convex acyclicity function based on the log-determinant of the adjacency matrix. This convexity allows us to relax the task of learning the non-negative weighted DAG as an abstract convex optimization problem. We propose a DAG recovery algorithm based on the method of multipliers, that is guaranteed to return a global minimizer. Furthermore, we prove that in the infinite sample size regime, the convexity of our approach ensures the recovery of the true DAG structure. We empirically validate the performance of our algorithm in several reproducible synthetic-data test cases, showing that it outperforms state-of-the-art alternatives.

We study blind deconvolution of signals defined on the nodes of an undirected graph. Although observations are bilinear functions of both unknowns, namely the forward convolutional filter coefficients and the graph signal input, a filter invertibility requirement along with input sparsity allow for an efficient linear programming reformulation. Unlike prior art that relied on perfect knowledge of the graph eigenbasis, here we derive stable recovery conditions in the presence of small graph perturbations. We also contribute a provably convergent robust algorithm, which alternates between blind deconvolution of graph signals and eigenbasis denoising in the Stiefel manifold. Reproducible numerical tests showcase the algorithm's robustness under several graph eigenbasis perturbation models.

We deal with the combinatorial problem of learning directed acyclic graph (DAG) structure from observational data adhering to a linear structural equation model (SEM). Leveraging advances in differentiable, nonconvex characterizations of acyclicity, recent efforts have advocated a continuous constrained optimization paradigm to efficiently explore the space of DAGs. Most existing methods employ lasso-type score functions to guide this search, which (i) require expensive penalty parameter retuning when the $\textit{unknown}$ SEM noise variances change across problem instances; and (ii) implicitly rely on limiting homoscedasticity assumptions. In this work, we propose a new convex score function for sparsity-aware learning of linear DAGs, which incorporates concomitant estimation of scale and thus effectively decouples the sparsity parameter from noise levels. Regularization via a smooth, nonconvex acyclicity penalty term yields CoLiDE ($\textbf{Co}$ncomitant $\textbf{Li}$near $\textbf{D}$AG $\textbf{E}$stimation), a regression-based criterion amenable to efficient gradient computation and closed-form estimation of exogenous noise levels in heteroscedastic scenarios. Our algorithm outperforms state-of-the-art methods without incurring added complexity, especially when the DAGs are larger and the noise level profile is heterogeneous. We also find CoLiDE exhibits enhanced stability manifested via reduced standard deviations in several domain-specific metrics, underscoring the robustness of our novel linear DAG estimator.

We investigate online network topology identification from smooth nodal observations acquired in a streaming fashion. Different from non-adaptive batch solutions, our distinctive goal is to track the (possibly) dynamic adjacency matrix with affordable memory and computational costs by processing signal snapshots online. To this end, we leverage and truncate dual-based proximal gradient (DPG) iterations to solve a composite smoothness-regularized, time-varying inverse problem. Numerical tests with synthetic and real electrocor-ticography data showcase the effectiveness of the novel lightweight iterations when it comes to tracking slowly-varying network connectivity. We also show that the online DPG algorithm converges faster than a primal-based baseline of comparable complexity. Aligned with reproducible research practices, we share the code developed to produce all figures included in this paper.

The deviation between chronological age and biological age is a well-recognized biomarker associated with cognitive decline and neurodegeneration. Age-related and pathology-driven changes to brain structure are captured by various neuroimaging modalities. These datasets are characterized by high dimensionality as well as collinearity, hence applications of graph neural networks in neuroimaging research routinely use sample covariance matrices as graphs. We have recently studied covariance neural networks (VNNs) that operate on sample covariance matrices using the architecture derived from graph convolutional networks, and we showed VNNs enjoy significant advantages over traditional data analysis approaches. In this paper, we demonstrate the utility of VNNs in inferring brain age using cortical thickness data. Furthermore, our results show that VNNs exhibit multi-scale and multi-site transferability for inferring brain age. In the context of brain age in Alzheimer’s disease (AD), our experiments show that i) VNN outputs are interpretable as brain age predicted using VNNs is significantly elevated as compared to the chronological age for AD with respect to healthy subjects for different datasets; and ii) VNNs can be transferable, i.e., VNNs trained on one dataset can be transferred to another dataset with different dimensionality without retraining for brain age prediction.

In computational neuroscience, there has been an increased interest in developing machine learning algorithms that leverage brain imaging data to provide estimates of "brain age" for an individual. Importantly, the discordance between brain age and chronological age (referred to as "brain age gap") can capture accelerated aging due to adverse health conditions and therefore, can reflect increased vulnerability towards neurological disease or cognitive impairments. However, widespread adoption of brain age for clinical decision support has been hindered due to lack of transparency and methodological justifications in most existing brain age prediction algorithms. In this paper, we leverage coVariance neural networks (VNN) to propose an explanation-driven and anatomically interpretable framework for brain age prediction using cortical thickness features. Specifically, our brain age prediction framework extends beyond the coarse metric of brain age gap in Alzheimer’s disease (AD) and we make two important observations: (i) VNNs can assign anatomical interpretability to elevated brain age gap in AD by identifying contributing brain regions, (ii) the interpretability offered by VNNs is contingent on their ability to exploit specific eigenvectors of the anatomical covariance matrix. Together, these observations facilitate an explainable and anatomically interpretable perspective to the task of brain age prediction.

Graph neural networks (GNN) are an effective framework that exploit inter-relationships within graph-structured data for learning. Principal component analysis (PCA) involves the projection of data on the eigenspace of the covariance matrix and draws similarities with the graph convolutional filters in GNNs. Motivated by this observation, we study a GNN architecture, called coVariance neural network (VNN), that operates on sample covariance matrices as graphs. We theoretically establish the stability of VNNs to perturbations in the covariance matrix, thus, implying an advantage over standard PCA-based data analysis approaches that are prone to instability due to principal components associated with close eigenvalues. Our experiments on real-world datasets validate our theoretical results and show that VNN performance is indeed more stable than PCA-based statistical approaches. Moreover, our experiments on multi-resolution datasets also demonstrate that VNNs are amenable to transferability of performance over covariance matrices of different dimensions; a feature that is infeasible for PCA-based approaches.

The COVID-19 pandemic severely changed the way of life in the United States (US). From early scattered regional outbreaks to current country-wide spread, and from rural areas to highly populated cities, the contagion exhibits diverse patterns at various timescales and locations. We thus conduct a graph frequency analysis to inves- tigate the spread patterns of COVID-19 in different US counties. The commute flows between all 3142 US counties were used to construct a graph capturing the population mobility. The numbers of daily confirmed COVID-19 cases per county were collected and represented as graph signals, which were then mapped into the frequency domain via the graph Fourier transform. The concept of graph frequency in Graph Signal Processing (GSP) enables the decomposition of graph signals (i.e., daily confirmed cases) into modes with smooth or rapid variations with respect to the underlying mobility graph. These different modes of variability are shown to relate to COVID-19 spread patterns within and across counties. Changes in the nature of spread within geographical regions are also revealed by graph frequency analysis at finer temporal scales. Overall, our GSP-based approach leverages case count and mobility data to unveil spatio-temporal contagion patterns of COVID-19 incidence for each US county. Results here support the promising prospect of using GSP tools for epidemiology knowledge discovery on graphs.

The key role of emotions in human life is undeniable. The question of whether there exists a brain pattern associated with a specific emotion is the theme of many affective neuroscience studies. In this work, we bring to bear graph signal processing (GSP) techniques to tackle the problem of automatic emotion recognition using brain signals. GSP is an extension of classical signal processing methods to complex networks where there exists an inherent relation graph. With the help of GSP, we propose a new framework for learning class-specific discriminative graphs. To that end, firstly we assume for each class of observations there exists a latent underlying graph representation. Secondly, we consider the observations are smooth on their corresponding class-specific sough graph while they are non-smooth on other classes’ graphs. The learned class-specific graph-based representations can act as sub-dictionaries and be utilized for the task of emotion classification. Applying the proposed method on an electroencephalogram (EEG) emotion recognition dataset indicates the superiority of our framework over other state-of-the-art methods.

In this paper, we propose a supervised graph representation learning method to model the relationship between brain functional connectivity (FC) and structural connectivity (SC) through a graph encoder-decoder system. The graph convolutional network (GCN) model is leveraged in the encoder to learn lower-dimensional node representations (i.e. node embeddings) integrating information from both node attributes and network topology. In doing so, the encoder manages to capture both direct and indirect interactions between brain regions in the node embeddings which later help reconstruct empirical FC networks. From node embeddings, graph representations are learnt to embed the entire graphs into a vector space. Our end-to-end model utilizes a multi-objective loss function to simultaneously learn node representations for FC network reconstruction and graph representations for subject classification. The experiment on a large population of non-drinkers and heavy drinkers shows that our model can provide a characterization of the population pattern in the SC-FC relationship, while also learning features that capture individual uniqueness for subject classification. The identified key brain subnetworks show significant between-group difference and support the promising prospect of GCN-based graph representation learning on brain networks to model human brain activity and function.

We address the problem of identifying structural brain networks from signals measured by resting-state functional magnetic resonance imaging (fMRI). To this end, we model functional brain activity as graph signals generated through a linear diffusion process on the unknown structural network. While this is admittedly an oversimplification of the complex mechanisms at work in the brain, recent studies have shown it is an accurate generative model for the second-order statistics of functional signals. We show the diffusion model implies that the signal covariance matrix (a.k.a. functional connectivity) is an unknown polynomial function of the structural network's adjacency matrix. Accordingly, we advocate a network deconvolution approach whereby we: (i) use the fMRI signals to estimate the eigenvectors of the structural network from those of the empirical covariance; and (ii) solve a convex, sparsity-regularized inverse problem to recover the eigenvalues that were obscured by diffusion. The inferred structural networks capture some key patterns that match known pathology in attention deficit/hyper activity disorder. We also offer preliminary evidence supporting their role as potential biomarkers for subject diagnosis and classification.

We propose a methodology to carry out vertex-frequency analyses of graph signals, with the goal of unveiling the signal's frequency occupancy over a localized region in the network. To this end, we first introduce localized graph signals in the vertex domain, by defining windows that are localized around each node by construction. Recent directed graph Fourier transform (DGFT) advances facilitate the frequency analysis of said localized signals, to reveal the signal's energy distribution in a way akin to a spectrogram in the vertex-frequency plane. We then learn a set of windows by applying gradient descent method to an optimization problem governed by penalty parameters in the spectral domain. We also argue about the tradeoff between the resolution in the vertex and frequency domains based on the said parameters. We evaluate the performance of the proposed windowed GFT approach through numerical experiments on synthetic and real-world graphs.

We study the problem of sampling a bandlimited graph signal in the presence of noise, where the objective is to select a node subset of prescribed cardinality that minimizes the signal reconstruction mean squared error (MSE). To that end, we formulate the task at hand as the minimization of MSE subject to binary constraints, and approximate the resulting NP-hard problem via semidefinite programming (SDP) relaxation. Moreover, we provide an alternative formulation based on maximizing a monotone weak submodular function and propose a randomized-greedy algorithm to find a sub-optimal subset. We then derive a worst-case performance guarantee on the MSE returned by the randomized greedy algorithm for general non-stationary graph signals. The efficacy of the proposed methods is illustrated through numerical simulations on synthetic and realworld graphs. Notably, the randomized greedy algorithm yields an order-of-magnitude speedup over state-of-the-art greedy sampling schemes, while incurring only a marginal MSE performance loss.

We address the problem of constructing a graph Fourier transform (GFT) for both undirected and directed graphs (digraphs), which decomposes graph signals into different modes of variation with respect to the underlying network. Accordingly, we seek orthonormal bases that yield maximally-spread frequency components in the graph spectral domain to better capture low, medium and high frequencies. To that end, we advocate a two-step design whereby we: (i) find the maximum directed variation (i.e., frequency on a digraph) a candidate basis vector can attain; and (ii) minimize a smooth spectral dispersion function over the achievable frequency range to obtain the desired spread GFT basis. Both steps involve non-convex, orthonormality-constrained optimization problems, which are efficiently tackled via a provably convergent, feasible optimization method on the Stiefel manifold. We illustrate the effectiveness of the novel GFT construction algorithm through numerical tests on synthetic and real-world graphs.

We address the problem of inferring an undirected graph from nodal observations, which are modeled as non-stationary graph signals generated by local diffusion dynamics on the unknown network. We propose a two-step approach where we first estimate the unknown diffusion (graph) filter, from which we recover the eigenvectors of the so-called graph-shift operator (a matrix representation of the graph). We then estimate the eigenvalues by imposing desirable properties on the graph to be recovered. To carry out the initial system identification step, we assume that second-order statistics of the inputs are available. While such quadratic filter identification problem boils down to a non-convex fourth order polynomial minimization, we propose a semidefinite relaxation with provable performance guarantees. Finally, numerical tests illustrate the use of the proposed algorithm to unveil urban mobility patterns.

We address the problem of identifying a graph structure from the observation of signals defined on its nodes. Fundamentally, the unknown graph encodes direct relationships between signal elements, which we aim to recover from observable indirect relationships generated by a diffusion process on the graph. We put forth a novel network topology inference approach whereby we: i) identify the eigenvectors of a matrix representation of the graph from realizations of the diffused signal; and ii) rely on these (possibly imperfect) spectral templates to estimate the eigenvalues by imposing desirable properties on the graph to be recovered. Robust algorithms with quantifiable performance are developed for the pragmatic settings where the eigenvectors are estimated with errors, or, when the eigenbasis is only partially known. Numerical tests showcase the effectiveness of the proposed algorithm in recovering amino-acid networks.

We address the problem of inferring a graph from nodal observations, which are modeled as non-stationary graph signals generated by local diffusion dynamics that depend on the structure of the sought network. Using the so-called graph-shift operator (GSO) as a matrix representation of the graph, we first identify the eigenvectors of the shift matrix from realizations of the diffused signals, and then we rely on these spectral templates to estimate the eigenvalues by imposing desirable properties on the graph to be recovered. Different from the stationary setting where the GSO and the covariance matrix of the observed signals are simultaneously diagonalizable, here they are not. Hence, estimating the eigenvectors requires first estimating the unknown diffusion (graph) filter - a polynomial in the GSO which does preserve the sought eigenbasis. To carry out this initial system identification step, we leverage different sources of information on the input signal driving the diffusion process on the graph. Numerical tests showcase the effectiveness of the proposed algorithms in recovering social and structural brain graphs.

Network processes are often represented as signals defined on the vertices of a graph. To untangle the latent structure of such signals, one can view them as outputs of linear graph filters modeling underlying network dynamics. This paper deals with the problem of joint identification of a graph filter and its input signal, thus broadening the scope of classical blind deconvolution of temporal and spatial signals to the less-structured graph domain. Given a graph signal y modeled as the output of a graph filter, the goal is to recover the vector of filter coefficients h, and the input signal x which is assumed to be sparse. While y is a bilinear function of x and h, the filtered graph signal is also a linear combination of the entries of the "lifted" rank-one, row-sparse matrix xhT. The blind graph filter identification problem can be thus tackled via rank and sparsity minimization subject to linear constraints, an approach amenable to convex relaxation. An algorithm for jointly processing multiple output signals corresponding to different sparse inputs is also developed. Numerical tests with synthetic and real-world networks illustrate the merits of the proposed algorithm, as well as the benefits of leveraging multiple signals to aid the blind identification task.

The problem of target localization with ideal, binary detectors is considered in one-dimensional space for both the censored and noncensored scenarios. In the censored setting, the problem is equivalent to estimating the center of a uniform distribution, and does not admit a minimum-variance unbiasedestimator (MVUE). However, it is proven that if the detection range is known and the sensor deployment region is large, both censored and noncensored cases will have an MVUE within the class of functions that are invariant to Euclidean motion. In addition, it is shown that when the detection range is unknown, for the censored case one can still form an MVUE whereas in the noncensored case, an MVUE does not exist. Numerical tests support the theoretical findings of this letter.

This letter deals with noncooperative localization of a single target using censored binary observations acquired by spatially distributed sensors. An ideal, noise-free setting is considered whereby each sensor can perfectly detect if the target is in its close proximity or not. Only those detecting sensors communicate their decisions and locations to a fusion center (FC), which subsequently forms the desired location estimator based on censored observations. Because a maximum-likelihood estimator (MLE) does not exist in this setting, current approaches have relied on heuristic, centrality-based geometric estimators such as the center of a minimum enclosing circle (CMEC). A smooth surrogate to the likelihood function is proposed here, whose maximizer is shown to approach the CMEC asymptotically as the likelihood approximation error vanishes. This provides rigorous analytical justification as to why the CMEC estimator outperforms other heuristics for this problem, as empirically observed in prior studies. Since the Cramér-Rao Bound does not exist either, an upshot of the results in this letter is that the CMEC performance can be adopted as a benchmark in this ideal setting and also for comparison with other more pragmatic binary localization methods in the presence of uncertainty.

Many real-world processes evolve in cascades over networks, whose topologies are often unobservable and change over time. However, the so-termed adoption times when for instance blogs mention popular news items are typically known, and are implicitly dependent on the underlying network. To infer the network topology, a dynamic structural equation model is adopted to capture the relationship between observed adoption times and the unknown edge weights, while accounting also for external (non-topological) perturbations. Assuming a slowly time-varying topology and leveraging the sparse connectivity inherent to social networks, edge weights are estimated by minimizing a sparsity-regularized exponentially-weighted least-squares criterion. To this end, a solver is developed by leveraging (pseudo) real-time sparsity-promoting proximal gradient iterations. Numerical tests with real cascades of online media demonstrate the effectiveness of the novel algorithm in unveiling sparse dynamically-evolving topologies.

A novel regularizer capturing the tensor rank is introduced in this paper as the key enabler for completion of three-way data arrays with missing entries. The novel regularized imputation approach induces sparsity in the factors of the tensor's PARAFAC decomposition, thus reducing its rank. The focus is on count processes which emerge in diverse applications ranging from genomics to computer and social networking. Based on Poisson count data, a maximum aposteriori (MAP) estimator is developed using the Kullback-Leibler divergence criterion. This probabilistic approach also facilitates incorporation of correlated priors regularizing the rank, while endowing the tensor imputation method with extra smoothing and prediction capabilities. Tests on simulated and real datasets corroborate the sparsifying regularization effect, and demonstrate recovery of 15% missing RNA-sequencing data with an inference error of -12dB.

Extracting latent low-dimensional structure from high-dimensional data is of paramount importance in timely inference tasks encountered with `Big Data' analytics. However, increasingly noisy, heterogeneous, and incomplete datasets as well as the need for real-time processing pose major challenges towards achieving this goal. In this context, the fresh look advocated here permeates benefits from rank minimization to track low-dimensional subspaces from incomplete data. Leveraging the low-dimensionality of the subspace sought, a novel estimator is proposed based on an exponentially-weighted least-squares criterion regularized with the nuclear norm. After recasting the non-separable nuclear norm into a form amenable to online optimization, a real-time algorithm is developed and its convergence established under simplifying technical assumptions. The novel subspace tracker can asymptotically offer the well-documented performance guarantees of the batch nuclear-norm regularized estimator. Simulated tests with real Internet data confirm the efficacy of the proposed algorithm in tracking the traffic subspace, and its superior performance relative to state-of-the-art alternatives.

Given the noiseless superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, the goal of this paper is to establish deterministic conditions under which exact recovery of the low-rank and sparse components becomes possible. This fundamental identifiability issue arises with traffic anomaly detection in backbone networks, and subsumes compressed sensing as well as the timely low-rank plus sparse matrix recovery tasks encountered in matrix decomposition problems. Leveraging the ability of l1and nuclear norms to recover sparse and low-rank matrices, a convex program is formulated to estimate the unknowns. Analysis and simulations confirm that the said convex program can recover the unknowns for sufficiently low-rank and sparse enough components, along with a compression matrix possessing an isometry property when restricted to operate on sparse vectors. When the low-rank, sparse, and compression matrices are drawn from certain random ensembles, it is established that exact recovery is possible with high probability. First-order algorithms are developed to solve the nonsmooth convex optimization problem with provable iteration complexity guarantees. Insightful tests with synthetic and real network data corroborate the effectiveness of the novel approach in unveiling traffic anomalies across flows and time, and its ability to outperform existing alternatives.

A nonparametric version of the basis pursuit method is developed for field estimation. The underlying model entails known bases, weighted by generic functions to be estimated from the field's noisy samples. A novel field estimator is developed based on a regularized variational least-squares (LS) criterion that yields estimates spanned by thin-plate splines. Robustness considerations motivate well the adoption of an overcomplete set of basis functions, together with a sparsity-promoting regularization term, which endows the estimator with the ability to select a few of these bases that "better" explain the data. This parsimonious field representation becomes possible because the sparsity-aware spline-based method of this paper induces a group-Lasso estimator of the thin-plate spline basis expansion coefficients. The novel spline-based approach to basis pursuit is motivated by a spectrum cartography application, in which a set of sensing cognitive radios collaborate to estimate the distribution of RF power in space and frequency. Simulated tests corroborate that the estimated power spectrum density atlas yields the desired RF state awareness, since the maps reveal spatial locations where idle frequency bands can be reused for transmission, even when fading and shadowing effects are pronounced.

The recent upsurge of research toward compressive sampling and parsimonious signal representations hinges on signals being sparse, either naturally, or, after projecting them on a proper basis. The present paper introduces a neat link between sparsity and a fundamental aspect of statistical inference, namely that of robustness against outliers, even when the signals involved are not sparse. It is argued that controlling sparsity of model residuals leads to statistical learning algorithms that are computationally affordable and universally robust to outlier models. Analysis, comparisons, and corroborating simulations focus on robustifying linear regression, but succinct overview of other areas is provided to highlight universality of the novel framework.

Nonparametric methods are widely applicable to statistical learning problems, since they rely on a few modeling assumptions. In this context, the fresh look advocated here permeates benefits from variable selection and compressive sampling, to robustify nonparametric regression against outliers. A variational counterpart to least-trimmed squares regression is shown closely related to an ℓ0-(pseudo)norm-regularized estimator, that encourages sparsity in a vector explicitly modeling the outliers. This connection suggests efficient (approximate) solvers based on convex relaxation, which lead naturally to a variational M-type estimator equivalent to Lasso. Outliers are identified by judiciously tuning regularization parameters, which amounts to controlling the sparsity of the outlier vector along the whole robustification path of Lasso solutions. An improved estimator with reduced bias is obtained after replacing the ℓ0-(pseudo)norm with a nonconvex surrogate, as corroborated via simulated tests on robust thin-plate smoothing splines.

The least-absolute shrinkage and selection operator (Lasso) is a popular tool for joint estimation and continuous variable selection, especially well-suited for the under-determined but sparse linear regression problems. This paper develops an algorithm to estimate the regression coefficients via Lasso when the training data is distributed across different agents, and their communication to a central processing unit is prohibited for e.g., communication cost or privacy reasons. The novel distributed algorithm is obtained after reformulating the Lasso into a separable form, which is iteratively minimized using the alternating-direction method of multipliers so as to gain the desired degree of parallelization. The per agent estimate updates are given by simple soft-thresholding operations, and inter-agent communication overhead remains at affordable level. Without exchanging elements from the different training sets, the local estimates provably consent to the global Lasso solution, i.e., the fit that would be obtained if the entire data set were centrally available. Numerical experiments corroborate the convergence and global optimality of the proposed distributed scheme.

Co-clustering can be viewed as a two-way (bilinear) factorization of a large data matrix into dense/uniform and possibly overlapping sub-matrix factors (co-clusters). This combinatorially complex problem emerges in several applications, including behavior inference tasks encountered with social networks. Existing co-clustering schemes do not exploit the fact that overlapping factors are often sparse, meaning that their dimension is considerably smaller than that of the data matrix. Based on plaid models which allow for overlapping submatrices, the present paper develops a sparsity-cognizant overlapping co-clustering (SOC) approach. Numerical tests demonstrate the ability of the novel SOC scheme to globally detect multiple overlapping co-clusters, outperforming the original plaid model algorithms which rely on greedy search and ignore sparsity.

We deal with consensus-based online estimation and tracking of (non-) stationary signals using ad hoc wireless sensor networks (WSNs). A distributed (D-) least-mean square (LMS) like algorithm is developed, which offers simplicity and flexibility, while it solely relies on single-hop communications among sensors. Starting from a pertinent squared-error cost, we apply the alternating-direction method of multipliers to minimize it in a distributed fashion; and utilize stochastic approximation tools to eliminate the need for a complete statistical characterization of the processes of interest. By resorting to stochastic averaging and perturbed Lyapunov techniques, we further establish that local estimates are exponentially convergent to the true parameter of interest when observations are noise free and linearly related to it. This convergence result is necessary for bounding the estimation error in the presence of noise, and holds not only when regressors are white across time but even when they exhibit temporal correlations. Numerical tests confirm the merits of the novel D-LMS algorithm and its stability analysis.