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The analysis of nonstationary time series is of great importance in many scientific fields such as physics and neuroscience. In recent years, Gaussian process regression has attracted substantial attention as a robust and powerful method…

Machine Learning · Statistics 2016-11-01 Luca Ambrogioni , Eric Maris

We develop a hierarchical Gaussian process model for forecasting and inference of functional time series data. Unlike existing methods, our approach is especially suited for sparsely or irregularly sampled curves and for curves sampled with…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert

Multivariate dynamical processes can often be intuitively described by a weighted connectivity graph between components representing each individual time-series. Even a simple representation of this graph as a Pearson correlation matrix may…

Machine Learning · Computer Science 2022-02-15 Usman Mahmood , Zening Fu , Vince Calhoun , Sergey Plis

Multi-subject fMRI studies are challenging due to the high variability of both brain anatomy and functional brain topographies across participants. An effective way of aggregating multi-subject fMRI data is to extract a shared…

Neurons and Cognition · Quantitative Biology 2020-09-08 MohammadReza Ebrahimi , Navona Calarco , Kieran Campbell , Colin Hawco , Aristotle Voineskos , Ashish Khisti

Rank-deficient stationary stochastic vector processes are present in many problems in network theory and dynamic factor analysis. In this paper we study hidden dynamical relations between the components of a discrete-time stochastic vector…

Systems and Control · Electrical Eng. & Systems 2023-04-14 Wenqi Cao , Anders Lindquist , Giorgio Picci

We introduce Gaussian orthogonal latent factor processes for modeling and predicting large correlated data. To handle the computational challenge, we first decompose the likelihood function of the Gaussian random field with a…

Methodology · Statistics 2021-11-30 Mengyang Gu , Hanmo Li

Temporal-network models have provided key insights into how time-varying connectivity shapes dynamical processes such as spreading. Among them, the activity-driven model is a widely used, analytically tractable benchmark. Yet many temporal…

Physics and Society · Physics 2025-11-20 Zsófia Simon , Jari Saramäki

We consider functional data which are measured on a discrete set of observation points. Often such data are measured with additional noise. We explore in this paper the factor structure underlying this type of data. We show that the latent…

Methodology · Statistics 2021-11-23 Siegfried Hörmann , Fatima Jammoul

The relationship between brain structure and function has been probed using a variety of approaches, but how the underlying structural connectivity of the human brain drives behavior is far from understood. To investigate the effect of…

Neurons and Cognition · Quantitative Biology 2018-11-15 Kanika Bansal , John D. Medaglia , Danielle S. Bassett , Jean M. Vettel , Sarah F. Muldoon

Global brain activity self-organizes into discrete patterns characterized by distinct behavioral observables and modes of information processing. The human thalamocortical system is a densely connected network where local neural activation…

Multivariate functional data arise in a wide range of applications. One fundamental task is to understand the causal relationships among these functional objects of interest, which has not yet been fully explored. In this article, we…

Methodology · Statistics 2022-10-25 Fangting Zhou , Kejun He , Kunbo Wang , Yanxun Xu , Yang Ni

Interactions in nature can be described by their coupling strength, direction of coupling and coupling function. The coupling strength and directionality are relatively well understood and studied, at least for two interacting systems,…

Adaptation and Self-Organizing Systems · Physics 2017-02-09 Tomislav Stankovski

In this note, we develop semi-analytical techniques to obtain the full correlational structure of a stochastic network of nonlinear neurons described by rate variables. Under the assumption that pairs of membrane potentials are jointly…

Neurons and Cognition · Quantitative Biology 2016-10-12 Guillaume Hennequin , Máté Lengyel

Correlations between anomalous activity patterns can yield pertinent information about complex social processes: a significant deviation from normal behavior, exhibited simultaneously by multiple pairs of actors, provides evidence for some…

Artificial Intelligence · Computer Science 2013-11-19 Aaron Schein , Juston Moore , Hanna Wallach

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

In many applications, the variables that characterize a stochastic system are measured along a second dimension, such as time. This results in multivariate functional data and the interest is in describing the statistical dependences among…

Methodology · Statistics 2025-11-11 Marco Borriero , Luigi Augugliaro , Gianluca Sottile , Veronica Vinciotti

A pervasive challenge in neuroscience is testing whether neuronal connectivity changes over time due to specific causes, such as stimuli, events, or clinical interventions. Recent hardware innovations and falling data storage costs enable…

Neurons and Cognition · Quantitative Biology 2024-01-05 Johan Medrano , Karl J. Friston , Peter Zeidman

We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert

Functional Gaussian graphical models (GGM) used for analyzing multivariate functional data customarily estimate an unknown graphical model representing the conditional relationships between the functional variables. However, in many…

Methodology · Statistics 2024-10-03 Debangan Dey , Sudipto Banerjee , Martin Lindquist , Abhirup Datta

Our goal is to model and measure functional and effective (directional) connectivity in multichannel brain physiological signals (e.g., electroencephalograms, local field potentials). The difficulties from analyzing these data mainly come…

Applications · Statistics 2017-12-04 Lechuan Hu , Norbert Fortin , Hernando Ombao