This work considers blind methods for centrality estimation from graph signals. We model graph signals as the outcome of an unknown
low-pass graph filter excited with influences governed by a sparse sub-graph. This model is compatible with a number of data
generation process on graphs, including stock data and opinion dynamics. Based on the said graph signal model, we first prove that the
folklore heuristics based on PCA of data covariance matrix may fail when the graph filter is not sufficiently low-pass. To remedy, we propose a robust blind centrality estimation method which substantially improves the centrality estimation performance. Numerical results
on synthetic and real data support our findings.