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We discuss Bayesian analysis of multivariate time series with dynamic factor models that exploit time-adaptive sparsity in model parametrizations via the latent threshold approach. One central focus is on the transfer responses of multiple…

Hyperspectral unmixing is a blind source separation problem which consists in estimating the reference spectral signatures contained in a hyperspectral image, as well as their relative contribution to each pixel according to a given mixture…

Hierarchical model fitting has become commonplace for case-control studies of cognition and behaviour in mental health. However, these techniques require us to formalise assumptions about the data-generating process at the group level,…

Despite progress in deep learning for Alzheimer's disease (AD) diagnostics, models trained on structural magnetic resonance imaging (sMRI) often do not perform well when applied to new cohorts due to domain shifts from varying scanners,…

Brain responses related to working memory originate from distinct brain areas and oscillate at different frequencies. EEG signals with high temporal correlation can effectively capture these responses. Therefore, estimating the functional…

Many data-driven approaches exist to extract neural representations of functional magnetic resonance imaging (fMRI) data, but most of them lack a proper probabilistic formulation. We propose a group level scalable probabilistic sparse…

Electroencephalography (EEG) serves as an effective diagnostic tool for mental disorders and neurological abnormalities. Enhanced analysis and classification of EEG signals can help improve detection performance. A new approach is examined…

We consider inference for misaligned multivariate functional data that represents the same underlying curve, but where the functional samples have systematic differences in shape. In this paper we introduce a new class of generally…

Machine learning is a rapidly evolving field with a wide range of applications, including biological signal analysis, where novel algorithms often improve the state-of-the-art. However, robustness to algorithmic variability - measured by…

Electroencephalography (EEG) provides a way to understand, and evaluate neurotransmission. In this context, time-locked EEG activity or event-related potentials (ERPs) are often used to capture neural activity related to specific mental…

Electroencephalography (EEG) is a vital tool to measure and record brain activity in neuroscience and clinical applications, yet its potential is constrained by signal heterogeneity, low signal-to-noise ratios, and limited labeled datasets.…

Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…

Data fusion refers to the joint analysis of multiple datasets which provide complementary views of the same task. In this preprint, the problem of jointly analyzing electroencephalography (EEG) and functional Magnetic Resonance Imaging…

Electroencephalography (EEG) signals provide critical insights for applications in disease diagnosis and healthcare. However, the scarcity of labeled EEG data poses a significant challenge. Foundation models offer a promising solution by…

A reduced-rank mixed effects model is developed for robust modeling of sparsely observed paired functional data. In this model, the curves for each functional variable are summarized using a few functional principal components, and the…

Classification of motor imagery (MI) using non-invasive electroencephalographic (EEG) signals is a critical objective as it is used to predict the intention of limb movements of a subject. In recent research, convolutional neural network…

Studies of Alzheimer's disease (AD) often collect multiple longitudinal clinical outcomes, which are correlated and predictive of AD progression. It is of great scientific interest to investigate the association between the outcomes and…

Functional data analysis, which models data as realizations of random functions over a continuum, has emerged as a useful tool for time series data. Often, the goal is to infer the dynamic connections (or time-varying conditional…

In this paper we consider functional data with heterogeneity in time and in population. We propose a mixture model with segmentation of time to represent this heterogeneity while keeping the functional structure. Maximum likelihood…

Clinical decision support systems (CDSSs) have been widely utilized to support the decisions made by cardiologists when detecting and classifying arrhythmia from electrocardiograms (ECGs). However, forming a CDSS for the arrhythmia…