Estimation of Time-Varying Graph Topologies from Graph Signals

In science and engineering, we often deal with signals that are acquired from time-varying systems represented by dynamic graphs. We observe these signals, and the interest is in finding the time-varying topology of the graphs. We propose two Bayesian methods for estimating these topologies without assuming any specific functional relationships among the signals on the graphs. The two methods exploit Gaussian processes, where the first method uses the length scale of the kernel and relies on variational inference for optimization, and the second method is based on derivatives of the functions and Monte Carlo sampling. Both methods estimate the time-varying topologies of the graphs sequentially. We provide numerical tests that show the performance of the methods in two settings.