Graph Signal Surrogate Generation for Statistical Testing of Covariance Structure on Directed Graphs
TL;DR
The definition of directed graph wide-sense stationarity is revisited, and the surrogate signals preserve covariance under the stationary assumption to demonstrate the feasibility of the scheme to detect irregular node covariance and benchmark the method against conventional schemes using the symmetrized graph.
Abstract
Non-parametric statistical testing is based on surrogate data generation that randomizes chosen features in the empirical data. In the graph setting, graph signal processing (GSP) brings forward versatile schemes; e.g., to preserve smoothness of graph signals as measured by the Dirichlet energy. However, how to deal with directed graphs remains an active area of research. We begin by revisiting the definition of directed graph wide-sense stationarity. The surrogate signals preserve covariance under the stationary assumption. We demonstrate the feasibility of the scheme to detect irregular node covariance and benchmark our method against conventional schemes using the symmetrized graph. We also investigate how the level of asymmetry affects the detection performance, thus assessing the advantages of the presented approach. Finally, we show results for a real-world graph extracted from the Freeman EIES social network dataset.