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Analyzing time series in the frequency domain enables the development of powerful tools for investigating the second-order characteristics of multivariate processes. Parameters like the spectral density matrix and its inverse, the coherence…

Methodology · Statistics 2024-01-19 Jonas Krampe , Efstathios Paparoditis

We propose a flexible yet interpretable model for high-dimensional data with time-varying second order statistics, motivated and applied to functional neuroimaging data. Motivated by the neuroscience literature, we factorize the covariances…

Machine Learning · Statistics 2021-07-20 Katherine Tsai , Mladen Kolar , Oluwasanmi Koyejo

A full parametric and linear specification may be insufficient to capture complicated patterns in studies exploring complex features, such as those investigating age-related changes in brain functional abilities. Alternatively, a partially…

Methodology · Statistics 2024-02-07 Jia Liang , Shuo Chen , Peter Kochunov , L Elliot Hong , Chixiang Chen

We develop a new statistical method for estimating functional connectivity between neurophysiological signals represented by a multivariate time series. We use partial coherence as the measure of functional connectivity. Partial coherence…

Applications · Statistics 2011-08-17 Mark Fiecas , Hernando Ombao

With the rapid growth of neuroimaging technologies, a great effort has been dedicated recently to investigate the dynamic changes in brain activity. Examples include time course calcium imaging and dynamic brain functional connectivity. In…

Methodology · Statistics 2020-08-31 Wei Hu , Tianyu Pan , Dehan Kong , Weining Shen

In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approaches such as principal component analysis and factor…

Statistics Theory · Mathematics 2019-10-15 Mark Koudstaal , Dengdeng Yu , Dehan Kong , Fang Yao

In mixed longitudinal studies, a group of subjects enter the study at different ages (cross-sectional) and are followed for successive years (longitudinal). In the context of such studies, we consider nonparametric covariance estimation…

Methodology · Statistics 2020-12-02 Anru R. Zhang , Kehui Chen

Here we dispel the lingering myth that Partial Directed Coherence is a Vector Autoregressive (VAR) Modelling dependent concept. In fact, our examples show that it is spectral factorization that lies at its heart, for which VAR modelling is…

Methodology · Statistics 2022-02-02 Luiz Antonio Baccalá , Koichi Sameshima

This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-domain factor model that provides a flexible yet parsimonious…

Methodology · Statistics 2019-10-29 Zeda Li , Ori Rosen , Fabio Ferrarelli , Robert T. Krafty

This paper proposes a regularized pairwise difference approach for estimating the linear component coefficient in a partially linear model, with consistency and exact rates of convergence obtained in high dimensions under mild scaling…

Statistics Theory · Mathematics 2018-01-15 Fang Han , Zhao Ren , Yuxin Zhu

In studying structural inter-connections in the human brain, it is common to first estimate fiber bundles connecting different regions of the brain relying on diffusion MRI. These fiber bundles act as highways for neural activity and…

Applications · Statistics 2016-12-06 Zhengwu Zhang , Maxime Descoteaux , David B. Dunson

Functional magnetic resonance imaging (fMRI) aims to locate activated regions in human brains when specific tasks are performed. The conventional tool for analyzing fMRI data applies some variant of the linear model, which is restrictive in…

Statistics Theory · Mathematics 2008-08-08 Chunming Zhang , Tao Yu

The Fourier phase information play a key role for the quantified description of nonlinear data. We present a novel tool for time series analysis that identifies nonlinearities by sensitively detecting correlations among the Fourier phases.…

Data Analysis, Statistics and Probability · Physics 2018-08-01 Korbinian Schreiber , Heike I. Modest , Christoph Räth

Dynamic neuroimaging data, such as emission tomography measurements of radiotracer transport in blood or cerebrospinal fluid, often exhibit diffusion-like properties. These introduce distance-dependent temporal delays, scale-differences,…

Machine Learning · Computer Science 2026-04-10 Anders S. Olsen , Miriam L. Navarro , Claus Svarer , Jesper L. Hinrich , Morten Mørup , Gitte M. Knudsen

To provide adequate multivariate measures of information flow between neural structures, modified expressions of Partial Directed Coherence (PDC) and Directed Transfer Function (DTF), two popular multivariate connectivity measures employed…

Statistics Theory · Mathematics 2010-12-03 Daniel Yasumasa Takahashi , Luiz Antonio Baccalá , Koichi Sameshima

Functional magnetic resonance imaging (fMRI) data provides information concerning activity in the brain and in particular the interactions between brain regions. Resting state fMRI data is widely used for inferring connectivities in the…

Applications · Statistics 2019-03-04 Christina Stoehr , John A D Aston , Claudia Kirch

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

Methodology · Statistics 2024-08-20 Xiaowu Dai

In this work, we investigate direction finding in the presence of sensor gain uncertainties and directional perturbations for sensor array processing in a multi-frequency scenario. Specifically, we adopt a distributed optimization scheme in…

Signal Processing · Electrical Eng. & Systems 2020-02-27 Martin Brossard , Virginie Ollier , Mohammed Nabil El Korso , Rémy Boyer , Pascal Larzabal

In recent years, a plethora of methods combining deep neural networks and partial differential equations have been developed. A widely known and popular example are physics-informed neural networks. They solve forward and inverse problems…

Optimization and Control · Mathematics 2022-07-04 Bastian Zapf , Johannes Haubner , Miroslav Kuchta , Geir Ringstad , Per Kristian Eide , Kent-Andre Mardal

Modern recording techniques enable neuroscientists to simultaneously study neural activity across large populations of neurons, with capturing predictor-dependent correlations being a fundamental challenge in neuroscience. Moreover, the…

Applications · Statistics 2025-02-04 Ganchao Wei
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