Estimation of Granger causality through Artificial Neural Networks: applications to physiological systems and chaotic electronic oscillators
One of the most challenging problems in the study of complex dynamical systems is to find the statistical interdependencies among the system components. Granger causality (GC) represents one of the most employed approaches, based on modeling the system dynamics with a linear vector autoregressive (VAR) model and on evaluating the information flow between two processes in terms of prediction error variances. In its most advanced setting, GC analysis is performed through a state-space (SS) representation of the VAR model that allows to compute both conditional and unconditional forms of GC by solving only one regression problem. While this problem is typically solved through Ordinary Least Sq…
Estimation of brain connectivity through Artificial Neural Networks
Among different methods available for estimating brain connectivity from electroencephalographic signals (EEG), those based on MVAR models have proved to be flexible and accurate. They rely on the solution of linear equations that can be pursued through artificial neural networks (ANNs) used as MVAR model. However, when few data samples are available, there is a lack of accuracy in estimating MVAR parameters due to the collinearity between regressors. Moreover, the assessment procedure is also affected by the lack of data points. The mathematical solution to these problems is represented by penalized regression methods based on l 1 norm, that can reduce collinearity by means of variable sel…
Single-trial Connectivity Estimation through the Least Absolute Shrinkage and Selection Operator.
Methods based on the use of multivariate autoregressive models (MVAR) have proved to be an accurate tool for the estimation of functional links between the activity originated in different brain regions. A well-established method for the parameters estimation is the Ordinary Least Square (OLS) approach, followed by an assessment procedure that can be performed by means of Asymptotic Statistic (AS). However, the performances of both procedures are strongly influenced by the number of data samples available, thus limiting the conditions in which brain connectivity can be estimated. The aim of this paper is to introduce and test a regression method based on Least Absolute Shrinkage and Selecti…