WISDoM: characterizing neurological timeseries with the Wishart distribution

WISDoM (Wishart Distributed Matrices) is a new framework for the quantification of deviation of symmetric positive-definite matrices associated to experimental samples, like covariance or correlation matrices, from expected ones governed by the Wishart distribution WISDoM can be applied to tasks of supervised learning, like classification, in particular when such matrices are generated by data of different dimensionality (e.g. time series with same number of variables but different time sampling). We show the application of the method in two different scenarios. The first is the ranking of features associated to electro encephalogram (EEG) data with a time series design, providing a theoretically sound approach for this type of studies. The second is the classification of autistic subjects of the ABIDE study, using brain connectivity measurements.