Abstract:We consider the problem of inferring the graph structure from a given set of smooth graph signals. The number of perceived graph signals is always finite and possibly noisy, thus the statistical properties of the data distribution is ambiguous. Traditional graph learning models do not take this distributional uncertainty into account, thus performance may be sensitive to different sets of data. In this paper, we propose a distributionally robust approach to graph learning, which incorporates the first and seco… Show more
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