Sorry, you need to enable JavaScript to visit this website.

Weak Law of Large Numbers for Stationary Graph Processes

Citation Author(s):
Fernando Gama, Alejandro Ribeiro
Submitted by:
Fernando Gama
Last updated:
2 March 2017 - 9:47am
Document Type:
Poster
Document Year:
2017
Event:
Presenters:
Fernando Gama
Paper Code:
3084
 

The ability to obtain accurate estimators from a set of measurements is a key factor in science and engineering. Typically, there is an inherent assumption that the measurements were taken in a sequential order, be it in space or time. However, data is increasingly irregular so this assumption of sequentially obtained measurements no longer holds. By leveraging notions of graph signal processing to account for these irregular domains, we propose an unbiased estimator for the mean of a wide sense stationary graph process based on the diffusion of a single realization. We also provide a bound on the estimation error and determine the conditions for a specific rate of convergence of the estimator to the mean, in a weak law of large numbers fashion.

up
0 users have voted: