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RESEARCH PRODUCT
Measuring Connectivity in Linear Multivariate Processes: Definitions, Interpretation, and Practical Analysis
Luca FaesGiandomenico NolloSilvia Erlasubject
Multivariate statisticsInformation transferTime FactorsArticle SubjectImmunology and Microbiology (all)Computer scienceBiostatisticslcsh:Computer applications to medicine. Medical informaticsGeneral Biochemistry Genetics and Molecular BiologyCausality (physics)HumansRepresentation (mathematics)Parametric statisticsBiochemistry Genetics and Molecular Biology (all)General Immunology and MicrobiologyMedicine (all)Applied MathematicsMedicine (all); Modeling and Simulation; Immunology and Microbiology (all); Biochemistry Genetics and Molecular Biology (all); Applied MathematicsElectroencephalographySignal Processing Computer-AssistedGeneral MedicineCoherence (statistics)Nonlinear DynamicsAutoregressive modelModeling and SimulationFrequency domainSettore ING-INF/06 - Bioingegneria Elettronica E InformaticaMultivariate AnalysisLinear Modelslcsh:R858-859.7AlgorithmResearch Articledescription
This tutorial paper introduces a common framework for the evaluation of widely used frequency-domain measures of coupling (coherence, partial coherence) and causality (directed coherence, partial directed coherence) from the parametric representation of linear multivariate (MV) processes. After providing a comprehensive time-domain definition of the various forms of connectivity observed in MV processes, we particularize them to MV autoregressive (MVAR) processes and derive the corresponding frequency-domain measures. Then, we discuss the theoretical interpretation of these MVAR-based connectivity measures, showing that each of them reflects a specific time-domain connectivity definition and how this results in the description of peculiar aspects of the information transfer in MV processes. Furthermore, issues related to the practical utilization of these measures on real-time series are pointed out, including MVAR model estimation and significance assessment. Finally, limitations and pitfalls arising from model mis-specification are discussed, indicating possible solutions and providing practical recommendations for a safe computation of the connectivity measures. An example of estimation of the presented measures from multiple EEG signals recorded during a combined visuomotor task is also reported, showing how evaluation of coupling and causality in the frequency domain may help describing specific neurophysiological mechanisms. Copyright © 2012 Luca Faes et al.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2011-10-28 | Computational and Mathematical Methods in Medicine |