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Dynamic functional connectivity (DFC) analysis involves measuring correlated neural activity over time across multiple brain regions. Significant regional correlations among neural signals, such as those obtained from resting-state…

Effective connectivity analysis in functional magnetic resonance imaging (fMRI) studies directional interactions among brain regions and experimental stimuli. Dynamic causal modeling (DCM) is a widely used method to estimate effective…

Methodology · Statistics 2026-05-15 Kaitlyn R. Fales , Hyebin Song , Nicole A. Lazar

Most generally, dynamic functional connectivity (FC) refers to the non-instantaneous couplings across timeseries from a set of brain areas, here as measured by fMRI. This is in contrast to static FC, which is defined as purely instantaneous…

Neurons and Cognition · Quantitative Biology 2023-01-10 Christine Ahrends , Diego Vidaurre

Modeling and forecasting of dynamically varying covariances have received much attention in the literature. The two most widely used conditional covariances and correlations models are BEKK and DCC. In this paper, we advance a new method to…

Portfolio Management · Quantitative Finance 2022-02-07 Carlo Drago , Andrea Scozzari

We introduce the Dynamic Conditional SKEPTIC (DCS), a semiparametric approach for efficiently and robustly estimating time-varying correlations in multivariate models. We exploit nonparametric rank-based statistics, namely Spearman's rho…

Applications · Statistics 2026-02-09 Gabriele Di Luzio , Giacomo Morelli

Distance correlation coefficient (DCC) can be used to identify new associations and correlations between multiple variables. The distance correlation coefficient applies to variables of any dimension, can be used to determine smaller sets…

Statistical Finance · Quantitative Finance 2023-01-13 J. E. Salgado-Hernández , Manan Vyas

In high-throughput data, dynamic correlation between genes, i.e. changing correlation patterns under different biological conditions, can reveal important regulatory mechanisms. Given the complex nature of dynamic correlation, and the…

Applications · Statistics 2017-05-09 Tianwei Yu

This paper introduces a novel approach for modelling time-varying connectivity in neuroimaging data, focusing on the slow fluctuations in synaptic efficacy that mediate neuronal dynamics. Building on the framework of Dynamic Causal…

Neurons and Cognition · Quantitative Biology 2024-12-05 Johan Medrano , Karl J. Friston , Peter Zeidman

Change-point detection (CPD) aims to detect abrupt changes over time series data. Intuitively, effective CPD over multivariate time series should require explicit modeling of the dependencies across input variables. However, existing CPD…

Machine Learning · Computer Science 2020-09-15 Ruohong Zhang , Yu Hao , Donghan Yu , Wei-Cheng Chang , Guokun Lai , Yiming Yang

Given data obtained under two sampling conditions, it is often of interest to identify variables that behave differently in one condition than in the other. We introduce a method for differential analysis of second-order behavior called…

Methodology · Statistics 2016-02-26 Kelly Bodwin , Kai Zhang , Andrew Nobel

We present a didactic introduction to spectral Dynamic Causal Modelling (DCM), a Bayesian state-space modelling approach used to infer effective connectivity from non-invasive neuroimaging data. Spectral DCM is currently the most widely…

Neurons and Cognition · Quantitative Biology 2023-09-07 Leonardo Novelli , Karl Friston , Adeel Razi

Time-varying dependence is often modeled with dynamic correlations or Gaussian graphical models, but multivariate systems can change through tail behavior, asymmetry, or conditional structure even when correlations are nearly stable. We…

Machine Learning · Statistics 2026-05-08 Houman Safaai , Alessandro Marin Vargas

Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation.…

Machine Learning · Computer Science 2026-04-29 Muhammad Hasan Ferdous , Md Osman Gani

Modeling heterogeneous correlated time series requires the ability to learn hidden dynamic relationships between component time series with possibly varying periodicities and generative processes. To address this challenge, we formulate and…

Methodology · Statistics 2025-12-02 Jeshwanth Mohan , Bharath Ramsundar , Sandya Subramanian

The representation of the flow of information between neurons in the brain based on their activity is termed the causal functional connectome. Such representation incorporates the dynamic nature of neuronal activity and causal interactions…

Neurons and Cognition · Quantitative Biology 2022-11-16 Rahul Biswas , Eli Shlizerman

The field of hypothesis generation promises to reduce costs in neuroscience by narrowing the range of interventional studies needed to study various phenomena. Existing machine learning methods can generate scientific hypotheses from…

Machine Learning · Computer Science 2025-07-04 Zachary C. Brown , David Carlson

Dynamic functional connectivity (DFC) analysis has been widely applied to functional magnetic resonance imaging (fMRI) data to reveal time-varying dynamic changes of brain states. The sliding window method is by far the most popular DFC…

Machine Learning · Computer Science 2024-11-07 Yongjie Duan , Vince D. Calhoun , Zhiying Long

The Clock Drawing Test (CDT) is a rapid, inexpensive, and popular neuropsychological screening tool for cognitive conditions. The Digital Clock Drawing Test (dCDT) uses novel software to analyze data from a digitizing ballpoint pen that…

Machine Learning · Statistics 2016-06-24 William Souillard-Mandar , Randall Davis , Cynthia Rudin , Rhoda Au , Dana Penney

Canonical Correlation Analysis (CCA) is a method for feature extraction of two views by finding maximally correlated linear projections of them. Several variants of CCA have been introduced in the literature, in particular, variants based…

Machine Learning · Computer Science 2022-03-25 Tomer Friedlander , Lior Wolf

Objective motor skill assessment plays a critical role in fields such as surgery, where proficiency is vital for certification and patient safety. Existing assessment methods, however, rely heavily on subjective human judgment, which…

Neurons and Cognition · Quantitative Biology 2025-02-20 Anil Kamat , Rahul Rahul , Anirban Dutta , Lora Cavuoto , Uwe Kruger , Harry Burke , Matthew Hackett , Jack Norfleet , Steven Schwaitzberg , Suvranu De
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