arXiv subjects

Chuansen Peng

Publications and source records attributed to Chuansen Peng.

5 recordsLinked to original sources

arXiv2026

Multi-Source Complex Network Reconstruction via Wasserstein Distributionally Robust Optimization and Algorithm Unrolling

Reconstructing complex network topologies from data is a fundamental challenge in cybernetics and graph signal processing, with applications in neuroscience, sensor, and social networks. In practice, target-domain samples are scarce while heterogeneous source-domain data are abundant. Fusing these sources is challenging: Euclidean averaging works for homogeneous sources but degrades sharply as inter-source divergence grows, collapsing distinct geometries into an inflated, biased consensus. We exploit the Wasserstein metric's distribution-preserving properties to counter heterogeneity while preserving each source's intrinsic geometry. We propose MS-WDRO, a multi-source Wasserstein distributionally robust graph learning framework that fuses heterogeneous sources via their weighted Wasserstein barycenter, a geometrically principled nominal distribution, then builds an ambiguity ball around it to hedge residual uncertainty. Minimizing worst-case risk yields a tractable regularized Laplacian estimator solved efficiently via a provably convergent ADMM scheme. We establish non-asymptotic guarantees: a finite-sample concentration bound for the empirical barycenter, a pooling bias lower bound proving naive aggregation is suboptimal, and an out-of-sample excess risk bound decaying at a parametric rate with only logarithmic dependence on source count. To calibrate hyperparameters governing robustness, sparsity, and source fusion, we unroll the solver into a differentiable architecture trained end-to-end, achieving data-adaptive calibration beyond cross-validation while retaining interpretability. Experiments on synthetic benchmarks and the multi-site ABIDE~I neuroimaging dataset show MS-WDRO consistently outperforms seven baselines in graph recovery, sample efficiency, and downstream diagnostic utility, with the largest gains in the sample-scarce regime.

cs.LG↗

arXiv2026

Koopman Lifting with Certified Error Bounds for Joint Inference in Nonlinear Networks

Jointly inferring latent node states and unknown network topology in nonlinear graphical dynamical systems is a fundamental yet largely unsolved problem, where the mutual entanglement of continuous states and discrete structure renders accurate recovery of either quantity critically dependent on the other. We propose \textbf{Koopman-GKFA} (Koopman Group-sparse Kalman Filter--ADMM), a unified framework that lifts nonlinear network dynamics into an approximately linear system via Koopman operator embedding with a separable node-wise dictionary, enabling optimal linear filtering for state estimation and provably convergent convex optimization for topology inference. Three theoretical contributions underpin the framework: (i)~a \emph{structural homomorphism lemma} proving that, under a separable-dictionary condition, block sparsity of the lifted coupling operator is isomorphic to the graph topology, providing the rigorous foundation for group-sparse regularization; (ii)~a block-structured group-sparse ADMM topology subproblem with certified linear convergence, extended by an exponential forgetting factor to track time-varying topologies; and (iii)~a \emph{three-term certified mean-squared error bound} that decomposes total estimation error into Koopman truncation, observation noise, and topology residual components, with monotone consistency established as the dictionary dimension grows. Extensive experiments on synthetic benchmarks (Kuramoto oscillators, Hill-kinetics gene-regulatory networks) and real-world datasets (NGSIM US-101, DREAM4) demonstrate that Koopman-GKFA consistently outperforms EKF-, UKF-, and particle-filter-based joint estimators in both state estimation and topology recovery, while exhibiting polynomial computational scaling and strong robustness in high-dimensional nonlinear settings.

math.OC↗

arXiv2026

Dynamic Elliptical Graph Factor Models via Riemannian Optimization with Geodesic Temporal Regularization

Inferring time-varying graph structures from high-dimensional nodal observations is a fundamental problem arising in neuroscience, finance, climatology, and beyond. Two intrinsic challenges govern this problem: maintaining the \emph{temporal coherence} of the latent graph across successive observation windows, and respecting the \emph{intrinsic Riemannian geometry} of the symmetric positive definite manifold on which precision matrices naturally reside, a curved space whose geodesic structure departs fundamentally from that of the ambient Euclidean space. In this paper we propose dynamic estimation on the Grassmann manifold with a factor model (\textsc{Degfm}), a novel algorithm that jointly addresses both challenges. We model the time-varying precision matrix sequence as a low-rank-plus-diagonal structure governed by a latent elliptical graph factor model, which drastically reduces the effective parameter count and enables reliable estimation in the challenging small-sample regime. Temporal coherence is enforced through a Riemannian geodesic penalty defined on the Grassmann manifold, ensuring that the estimated graph trajectory is smooth with respect to the intrinsic geometry rather than the ambient Euclidean space. To solve the resulting non-convex optimization problem over Grassmann-manifold-valued sequences subject to the LRaD constraint, we derive an efficient Riemannian gradient descent algorithm that respects the manifold structure at every iterate and rigorously establish its convergence to a stationary point. Extensive experiments on both synthetic benchmarks and real-world datasets demonstrate that \textsc{Degfm} consistently outperforms state-of-the-art baselines across all evaluation metrics, confirming the practical effectiveness of the proposed framework.

cs.LG↗

arXiv2025

Learning Time-Varying Graphs from Incomplete Graph Signals

This paper tackles the challenging problem of jointly inferring time-varying network topologies and imputing missing data from partially observed graph signals. We propose a unified non-convex optimization framework to simultaneously recover a sequence of graph Laplacian matrices while reconstructing the unobserved signal entries. Unlike conventional decoupled methods, our integrated approach facilitates a bidirectional flow of information between the graph and signal domains, yielding superior robustness, particularly in high missing-data regimes. To capture realistic network dynamics, we introduce a fused-lasso type regularizer on the sequence of Laplacians. This penalty promotes temporal smoothness by penalizing large successive changes, thereby preventing spurious variations induced by noise while still permitting gradual topological evolution. For solving the joint optimization problem, we develop an efficient Proximal Alternating Direction Method of Multipliers (PADMM) algorithm, which leverages the problem's structure to yield closed-form solutions for both the graph and signal subproblems. This design ensures scalability to large-scale networks and long time horizons. On the theoretical front, despite the inherent non-convexity, we establish a convergence guarantee, proving that the proposed PADMM scheme converges to a stationary point. Furthermore, we derive non-asymptotic statistical guarantees, providing high-probability error bounds for the graph estimator as a function of sample size, signal smoothness, and the intrinsic temporal variability of the graph. Extensive numerical experiments validate the approach, demonstrating that it significantly outperforms state-of-the-art baselines in both convergence speed and the joint accuracy of graph learning and signal recovery.

stat.ML↗

arXiv2024

Network Topology Inference from Smooth Signals Under Partial Observability

Inferring network topology from smooth signals is a significant problem in data science and engineering. A common challenge in real-world scenarios is the availability of only partially observed nodes. While some studies have considered hidden nodes and proposed various optimization frameworks, existing methods often lack the practical efficiency needed for large-scale networks or fail to provide theoretical convergence guarantees. In this paper, we address the problem of inferring network topologies from smooth signals with partially observed nodes. We propose a first-order algorithmic framework that includes two variants: one based on column sparsity regularization and the other on a low-rank constraint. We establish theoretical convergence guarantees and demonstrate the linear convergence rate of our algorithms. Extensive experiments on both synthetic and real-world data show that our results align with theoretical predictions, exhibiting not only linear convergence but also superior speed compared to existing methods. To the best of our knowledge, this is the first work to propose a first-order algorithmic framework for inferring network structures from smooth signals under partial observability, offering both guaranteed linear convergence and practical effectiveness for large-scale networks.

cs.LG↗