Simultaneous Low-rank Component and Graph Estimation for High-dimensional Graph Signals: Application to Brain Imaging

Abstract: We propose an algorithm to uncover the intrinsic low-rank component of a high-dimensional, graph-smooth and grossly-corrupted dataset, under the situations that the underlying graph is unknown. Based on a model with a low-rank component plus a sparse perturbation, and an initial graph estimation, our proposed algorithm simultaneously learns the low-rank component and refines the graph. Our evaluations using synthetic and real brain imaging data in unsupervised and supervised classification tasks demonstrate encouraging performance.