Graph Laplacian Learning with Exponential Family Noise.

Graph signal processing (GSP) is a prominent framework for analyzing signals on non-Euclidean domains. The graph Fourier transform (GFT) uses the combinatorial graph Laplacian matrix to reveal the spectral decomposition of signals in the graph frequency domain. However, a common challenge in applying GSP methods is that in many scenarios the underlying graph of a system is unknown. A solution in such cases is to construct the unobserved graph from available data, which is commonly referred to as graph or network inference. Although different graph inference methods exist, they are restricted to learning from either smooth graph signals or simple additive Gaussian noise. Other types of noisy data, such as discrete counts or binary digits, are rather common in real-world applications, yet are underexplored in graph inference. In this paper, we propose a versatile graph inference framework for learning from graph signals corrupted by exponential family noise. Our framework generalizes previous methods from continuous smooth graph signals to various data types. We propose an alternating algorithm that jointly estimates the graph Laplacian and the unobserved smooth representation from the noisy signals. We also extend our approach to include an offset variable which models different levels of variation of the nodes. Since real-world graph signals are frequently non-independent and temporally correlated, we further adapt our original setting to a timevertex formulation. We demonstrate on synthetic and real-world data that our new algorithms outperform competing Laplacian estimation methods that suffer from noise model mismatch.