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Time-series forecasting and causal discovery are central in neuroscience, as predicting brain activity and identifying causal relationships between neural populations and circuits can shed light on the mechanisms underlying cognition and…
As neuroscientists we want to understand how causal interactions or mechanisms within the brain give rise to perception, cognition, and behavior. It is typical to estimate interaction effects from measured activity using statistical…
This paper indicates causality as the tool that unifies the analysis of both activations and connectivity of brain areas, obtained with fMRI data. Causality analysis is commonly applied to study connectivity, so this work focuses on…
The Granger framework is useful for discovering causal relations in time-varying signals. However, most Granger causality (GC) methods are developed for densely sampled timeseries data. A substantially different setting, particularly common…
Functional magnetic resonance imaging or functional MRI (fMRI) is a very popular tool used for differing brain regions by measuring brain activity. It is affected by physiological noise, such as head and brain movement in the scanner from…
Functional magnetic resonance imaging (fMRI) provides an indirect measurement of neuronal activity via hemodynamic responses that vary across brain regions and individuals. Ignoring this hemodynamic variability can bias downstream…
Multi-electrode neurophysiological recordings produce massive quantities of data. Multivariate time series analysis provides the basic framework for analyzing the patterns of neural interactions in these data. It has long been recognized…
In the post-crisis era, financial regulators and policymakers are increasingly interested in data-driven tools to measure systemic risk and to identify systemically important firms. Granger Causality (GC) based techniques to build networks…
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…
Granger causality has been employed to investigate causality relations between components of stationary multiple time series. We generalize this concept by developing statistical inference for local Granger causality for multivariate…
Fractals are self-similar and scale-invariant patterns found ubiquitously in nature. A lot of evidences implying fractal properties such as 1/f power spectrums have been also observed in resting state fMRI time series. To explain the…
Granger causality (GC) is often considered not an actual form of causality. Still, it is arguably the most widely used method to assess the predictability of a time series from another one. Granger causality has been widely used in many…
It is a challenging research endeavor to infer causal relationships in multivariate observational time-series. Such data may be represented by graphs, where nodes represent time-series, and edges directed causal influence scores between…
The literature manifests that schizophrenia is associated with alterations in brain network connectivity. We investigate whether large-scale Extended Granger Causality (lsXGC) can capture such alterations using resting-state fMRI data. Our…
Granger causality is a commonly used method for uncovering information flow and dependencies in a time series. Here we introduce JGC (Jacobian Granger Causality), a neural network-based approach to Granger causality using the Jacobian as a…
That physiological oscillations of various frequencies are present in fMRI signals is the rule, not the exception. Herein, we propose a novel theoretical framework, spatio-temporal Granger causality, which allows us to more reliably and…
An approach is proposed for inferring Granger causality between jointly stationary, Gaussian signals from quantized data. First, a necessary and sufficient rank criterion for the equality of two conditional Gaussian distributions is proved.…
Granger Causality (GC) offers an elegant statistical framework to study the association between multivariate time series data. Vector autoregressive models (VAR) are simple and easy to fit, but have limited application because of their…
Functional magnetic resonance imaging (fMRI) is one of the most popular methods for studying the human brain. Task-related fMRI data processing aims to determine which brain areas are activated when a specific task is performed and is…
The specific connectivity of a neuronal network is reflected in the dynamics of the signals recorded on its nodes. The analysis of how the activity in one node predicts the behaviour of another gives the directionality in their…