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This paper investigates the role of high-dimensional information sets in the context of Markov switching models with time varying transition probabilities. Markov switching models are commonly employed in empirical macroeconomic research…

Econometrics · Economics 2019-05-07 Gregor Zens , Maximilian Böck

Finding an appropriate representation of dynamic activities in the brain is crucial for many downstream applications. Due to its highly dynamic nature, temporally averaged fMRI (functional magnetic resonance imaging) can only provide a…

Machine Learning · Computer Science 2022-08-18 Sikun Lin , Shuyun Tang , Scott Grafton , Ambuj Singh

We develop a dynamic factor stochastic volatility-in-mean (SVM) specification for vector autoregressions (VARs) that embeds an SVM component within a dynamic factor stochastic volatility structure. A small number of latent volatility…

Methodology · Statistics 2026-04-07 Daichi Hiraki , Siddhartha Chib , Yasuhiro Omori

Scaling temporal dynamics in functional MRI (fMRI) signals have been evidenced for a decade as intrinsic characteristics of ongoing brain activity (Zarahn et al., 1997). Recently, scaling properties were shown to fluctuate across brain…

Statistics Theory · Mathematics 2013-08-21 P. Ciuciu , G. Varoquaux , P. Abry , S. Sadaghiani , A. Kleinschmidt

Experimental fMRI studies have shown that spontaneous brain activity i.e. in the absence of any external input, exhibit complex spatial and temporal patterns of co-activity between segregated brain regions. These so-called large-scale…

Adaptation and Self-Organizing Systems · Physics 2015-06-23 Vesna Vuksanović , Philipp Hövel

Resting-state brain functional connectivity quantifies the synchrony between activity patterns of different brain regions. In functional magnetic resonance imaging (fMRI), each region comprises a set of spatially contiguous voxels at which…

Methodology · Statistics 2025-11-07 Ruobin Liu , Chao Zhang , Chau Tran , Sophie Achard , Wendy Meiring , Alexander Petersen

Functional Magnetic Resonance Imaging (fMRI) is an imaging technique widely used to study human brain activity. fMRI signals in areas across the brain transiently synchronise and desynchronise their activity in a highly structured manner,…

Machine Learning · Computer Science 2025-08-12 Yiran Huang , Amirhossein Nouranizadeh , Christine Ahrends , Mengjia Xu

The human brain dynamically integrated and configured information to adapt to the environment. To capture these changes over time, dynamic second-order functional connectivity was typically used to capture transient brain patterns. However,…

Neurons and Cognition · Quantitative Biology 2025-07-01 Qiang Li , Vince D. Calhoun , Armin Iraji

State-space models (SSM) with Markov switching offer a powerful framework for detecting multiple regimes in time series, analyzing mutual dependence and dynamics within regimes, and asserting transitions between regimes. These models…

Methodology · Statistics 2021-06-14 David Degras , Chee-Ming Ting , Hernando Ombao

Large-scale neuroimaging studies often collect data from multiple scanners across different sites, where variations in scanners, scanning procedures, and other conditions across sites can introduce artificial site effects. These effects may…

Methodology · Statistics 2026-05-26 Rongqian Zhang , Elena Tuzhilina , Jun Young Park

Building comprehensive brain connectomes has proved of fundamental importance in resting-state fMRI (rs-fMRI) analysis. Based on the foundation of brain network, spatial-temporal-based graph convolutional networks have dramatically improved…

Machine Learning · Computer Science 2023-12-19 Rui Yang , Wenrui Dai , Huajun She , Yiping P. Du , Dapeng Wu , Hongkai Xiong

Brain networks from functional MRI have advanced our understanding of cortical activity and its disruption in neurodegenerative disorders. Recent work has increasingly focused on dynamic (time-varying) brain networks that capture both…

Neurons and Cognition · Quantitative Biology 2026-04-14 Nicolas Rubido , Venia Batziou , Marwan Fuad , Vesna Vuksanovic

Functional connectivity refers to the temporal statistical relationship between spatially distinct brain regions and is usually inferred from the time series coherence/correlation in brain activity between regions of interest. In human…

Machine Learning · Statistics 2015-03-02 Shaurabh Nandy , Richard M. Golden

Visual AutoRegressive modeling (VAR) based on next-scale prediction has revitalized autoregressive visual generation. Although its full-context dependency, i.e., modeling all previous scales for next-scale prediction, facilitates more…

Computer Vision and Pattern Recognition · Computer Science 2026-03-04 Yu Zhang , Jingyi Liu , Yiwei Shi , Qi Zhang , Duoqian Miao , Changwei Wang , Longbing Cao

Traditional causal connectivity methods in task-based and resting-state functional magnetic resonance imaging (fMRI) face challenges in accurately capturing directed information flow due to their sensitivity to noise and inability to model…

Neurons and Cognition · Quantitative Biology 2025-04-03 Boseong Kim , Debashis Das Chakladar , Haejun Chung , Ikbeom Jang

Single-subject mapping of resting-state brain functional activity to non-imaging phenotypes is a major goal of neuroimaging. The large majority of learning approaches applied today rely either on static representations or on short-term…

Machine Learning · Computer Science 2022-08-09 Ahmed El-Gazzar , Rajat Mani Thomas , Guido Van Wingen

We consider a threshold factor model for high-dimensional time series in which the dynamics of the time series is assumed to switch between different regimes according to the value of a threshold variable. This is an extension of threshold…

Methodology · Statistics 2019-06-06 Xialu Liu , Rong Chen

Human brains exhibit highly organized multiscale neurophysiological dynamics. Understanding those dynamic changes and the neuronal networks involved is critical for understanding how the brain functions in health and disease. Functional…

Neurons and Cognition · Quantitative Biology 2024-09-09 Manuel Morante , Kristian Frølich , Naveed ur Rehman

In this study, we propose a novel model called the Markov-switching dynamic matrix factor (Ms-DMF) model, which serves the dual purpose of structural interpretation and prediction for high-dimensional matrix time series. When estimating the…

Methodology · Statistics 2025-12-24 Chaofeng Yuan , Sainan Xu , Xingbing Kong , Jianhua Guo

Functional connectivity (FC) refers to the investigation of interactions between brain regions to understand integration of neural activity in several regions. FC is often estimated using functional magnetic resonance images (fMRI). There…

Applications · Statistics 2023-01-24 Nathan Tung , Jerome Sanes , Eli Upfal , Ani Eloyan