Global and local uncertainty principles for signals on graphs

Uncertainty principles such as Heisenberg's provide limits on the time-frequency concentration of a signal, and constitute an important theoretical tool for designing linear signal transforms. Generalizations of such principles to the graph setting can inform dictionary design, lead to algorithms for reconstructing missing information via sparse representations, and yield new graph analysis tools. While previous work has focused on generalizing notions of spreads of graph signals in the vertex and graph spectral domains, our approach generalizes the methods of Lieb in order to develop uncertainty principles that provide limits on the concentration of the analysis coefficients of any graph signal under a dictionary transform. One challenge we highlight is that the local structure in a small region of an inhomogeneous graph can drastically affect the uncertainty bounds, limiting the information provided by global uncertainty principles. Accordingly, we suggest new notions of locality, and develop local uncertainty principles that bound the concentration of the analysis coefficients of each atom of a localized graph spectral filter frame in terms of quantities that depend on the local structure of the graph around the atom's center vertex. Finally, we demonstrate how our proposed local uncertainty measures can improve the random sampling of graph signals.