Bandwidth Detection of Graph Signals with a Small Sample Size.

Bandwidth is the crucial knowledge to sampling, reconstruction or estimation of the graph signal (GS). However, it is typically unknown in practice. In this paper, we focus on detecting the bandwidth of bandlimited GS with a small sample size, where the number of spectral components of GS to be tested may greatly exceed the sample size. To control the significance of the result, the detection procedure is implemented by multi-stage testing. In each stage, a Bayesian score test, which introduces a prior to the spectral components, is adopted to face the high dimensional challenge. By setting different priors in each stage, we make the test more powerful against alternatives that have similar bandwidth to the null hypothesis. We prove that the Bayesian score test is locally most powerful in expectation against the alternatives following the given prior. Finally, numerical analysis shows that our method has a good performance in bandwidth detection and is robust to the noise.