Related papers: Estimating Time-Varying Effective Connectivity in …
Modern power systems with high penetration of inverter-based resources exhibit complex dynamic behaviors that challenge the scalability and generalizability of traditional stability assessment methods. This paper presents a dynamic…
Non-invasive measurements of the human brain using magnetic resonance imaging (MRI) have significantly improved our understanding the brain's network organization by enabling measurement of anatomical connections between brain regions…
This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…
Although there is a rapidly growing literature on dynamic connectivity methods, the primary focus has been on separate network estimation for each individual, which fails to leverage common patterns of information. We propose novel…
With the advances in high resolution neuroimaging, there has been a growing interest in the detection of functional brain connectivity. Complex network theory has been proposed as an attractive mathematical representation of functional…
Understanding the dynamics of functional brain connectivity patterns using noninvasive neuroimaging techniques is an important focus in human neuroscience. Vector autoregressive (VAR) processes and Granger causality analysis (GCA) have been…
We discuss the issue of estimating large-scale vector autoregressive (VAR) models with stochastic volatility in real-time situations where data are sampled at different frequencies. In the case of a large VAR with stochastic volatility, the…
In neuroscience, functional brain connectivity describes the connectivity between brain regions that share functional properties. Neuroscientists often characterize it by a time series of covariance matrices between functional measurements…
Maximum likelihood estimation of large Markov-switching vector autoregressions (MS-VARs) can be challenging or infeasible due to parameter proliferation. To accommodate situations where dimensionality may be of comparable order to or…
The identification and modeling of time-varying systems is a fundamental challenge in signal processing and system identification. To address this challenge, we propose a class of time-varying state-space model (SSM) based neural networks…
Vector autoregressive (VAR) models are popularly adopted for modelling high-dimensional time series, and their piecewise extensions allow for structural changes in the data. In VAR modelling, the number of parameters grow quadratically with…
High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…
Understanding the evolution of brain functional networks over time is of great significance for the analysis of cognitive mechanisms and the diagnosis of neurological diseases. Existing methods often have difficulty in capturing the…
Functional magnetic resonance imaging (fMRI) techniques have contributed significantly to our understanding of brain function. Current methods are based on the analysis of \emph{gradual and continuous} changes in the brain blood oxygenated…
Vector autoregressive (VAR) models are widely used in multivariate time series analysis for describing the short-time dynamics of the data. The reduced-rank VAR models are of particular interest when dealing with high-dimensional and highly…
To explain individual differences in development, behavior, and cognition, most previous studies focused on projecting resting-state functional MRI (fMRI) based functional connectivity (FC) data into a low-dimensional space via linear…
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…
A central challenge in the computational modeling of neural dynamics is the trade-off between accuracy and simplicity. At the level of individual neurons, nonlinear dynamics are both experimentally established and essential for neuronal…
Functional magnetic resonance imaging (fMRI) is a non-invasive and in-vivo imaging technique essential for measuring brain activity. Functional connectivity is used to study associations between brain regions, either while study subjects…
Resting-state brain networks represent the intrinsic state of the brain during the majority of cognitive and sensorimotor tasks. However, no study has yet presented concise predictors of task-induced vigilance variability from…