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A novel approach is developed for discovering directed connectivity between specified pairs of nodes in a high-dimensional network (HDN) of brain signals. To accurately identify causal connectivity for such specified objectives, it is…

Applications · Statistics 2025-05-06 Sipan Aslan , Hernando Ombao

Several brain disorders can be detected by observing alterations in the brain's structural and functional connectivities. Neurological findings suggest that early diagnosis of brain disorders, such as mild cognitive impairment (MCI), can…

Neurons and Cognition · Quantitative Biology 2021-10-22 Alpay Tekin , Ahmed Nebli , Islem Rekik

Granger causality is well established within the neurosciences for inference of directed functional connectivity from neurophysiological data. These data usually consist of time series which subsample a continuous-time biophysiological…

Applications · Statistics 2016-09-08 Lionel Barnett , Anil K. Seth

Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Machine Learning · Computer Science 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao

Causal discovery from time-series data has been a central task in machine learning. Recently, Granger causality inference is gaining momentum due to its good explainability and high compatibility with emerging deep neural networks. However,…

Machine Learning · Computer Science 2023-02-16 Yuxiao Cheng , Runzhao Yang , Tingxiong Xiao , Zongren Li , Jinli Suo , Kunlun He , Qionghai Dai

This paper is motivated by studies in neuroscience experiments to understand interactions between nodes in a brain network using different types of data modalities that capture different distinct facets of brain activity. To assess…

This article proposes a systematic methodological review and objective criticism of existing methods enabling the derivation of time-varying Granger-causality statistics in neuroscience. The increasing interest and the huge number of…

Applications · Statistics 2017-04-12 Sezen Cekic , Didier Grandjean , Olivier Renaud

The paper studies the problem of detecting and locating change points in multivariate time-evolving data. The problem has a long history in statistics and signal processing and various algorithms have been developed primarily for simple…

Machine Learning · Statistics 2025-03-13 Jialiang Geng , George Michailidis

A challenging problem when studying a dynamical system is to find the interdependencies among its individual components. Several algorithms have been proposed to detect directed dynamical influences between time series. Two of the most used…

Data Analysis, Statistics and Probability · Physics 2015-09-09 Alessandro Montalto , Sebastiano Stramaglia , Luca Faes , Giovanni Tessitore , Roberto Prevete , Daniele Marinazzo

Dynamic functional connectivity analysis provides valuable information for understanding brain functional activity underlying different cognitive processes. Besides sliding window based approaches, a variety of methods have been developed…

Computer Vision and Pattern Recognition · Computer Science 2018-09-18 Hongming Li , Yong Fan

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…

Applications · Statistics 2022-09-16 Jingjing Fan , Kevin Sitek , Bharath Chandrasekaran , Abhra Sarkar

It is quite common that the structure of a time series changes abruptly. Identifying these change points and describing the model structure in the segments between these change points is of interest. In this paper, time series data is…

Computation · Statistics 2019-12-18 Lijing Ma , Andrew Grant , Georgy Sofronov

Identifying causal relationships among distinct brain areas, known as effective connectivity, holds key insights into the brain's information processing and cognitive functions. Electroencephalogram (EEG) signals exhibit intricate dynamics…

Signal Processing · Electrical Eng. & Systems 2023-07-20 Peizhen Yang , Xinke Shen , Zongsheng Li , Zixiang Luo , Kexin Lou , Quanying Liu

Neural processes in the brain operate at a range of temporal scales. Granger causality, the most widely-used neuroscientific tool for inference of directed functional connectivity from neurophsyiological data, is traditionally deployed in…

Applications · Statistics 2019-07-17 Lionel Barnett , Anil K. Seth

Important information on the structure of complex systems, consisting of more than one component, can be obtained by measuring to which extent the individual components exchange information among each other. Such knowledge is needed to…

Disordered Systems and Neural Networks · Physics 2009-11-13 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

We propose a general approach for change-point detection in dynamic networks. The proposed method is model-free and covers a wide range of dynamic networks. The key idea behind our approach is to effectively utilize the network structure in…

Methodology · Statistics 2019-08-07 Zifeng Zhao , Li Chen , Lizhen Lin

Granger causality, commonly used for inferring causal structures from time series data, has been adopted in widespread applications across various fields due to its intuitive explainability and high compatibility with emerging deep neural…

Machine Learning · Computer Science 2024-06-18 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Granger causality (GC), a popular statistical method for the inference of directional influences between time series measured from a complex network, is sensitive to high-order (non-pairwise) interactions which fundamentally shape the…

This paper studies the unsupervised change point detection problem in time series of networks using the Separable Temporal Exponential-family Random Graph Model (STERGM). Inherently, dynamic network patterns are complex due to dyadic and…

Methodology · Statistics 2025-09-01 Yik Lun Kei , Hangjian Li , Yanzhen Chen , Oscar Hernan Madrid Padilla

Current high-throughput data acquisition technologies probe dynamical systems with different imaging modalities, generating massive data sets at different spatial and temporal resolutions posing challenging problems in multimodal data…

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