Search results for "mutual information"
showing 10 items of 66 documents
Evolution of Worldwide Stock Markets, Correlation Structure and Correlation Based Graphs
2011
We investigate the daily correlation present among market indices of stock exchanges located all over the world in the time period Jan 1996 - Jul 2009. We discover that the correlation among market indices presents both a fast and a slow dynamics. The slow dynamics reflects the development and consolidation of globalization. The fast dynamics is associated with critical events that originate in a specific country or region of the world and rapidly affect the global system. We provide evidence that the short term timescale of correlation among market indices is less than 3 trading months (about 60 trading days). The average values of the non diagonal elements of the correlation matrix, corre…
Gaussianizing the Earth: Multidimensional Information Measures for Earth Data Analysis
2021
Information theory is an excellent framework for analyzing Earth system data because it allows us to characterize uncertainty and redundancy, and is universally interpretable. However, accurately estimating information content is challenging because spatio-temporal data is high-dimensional, heterogeneous and has non-linear characteristics. In this paper, we apply multivariate Gaussianization for probability density estimation which is robust to dimensionality, comes with statistical guarantees, and is easy to apply. In addition, this methodology allows us to estimate information-theoretic measures to characterize multivariate densities: information, entropy, total correlation, and mutual in…
Robust Conditional Independence maps of single-voxel Magnetic Resonance Spectra to elucidate associations between brain tumours and metabolites.
2020
The aim of the paper is two-fold. First, we show that structure finding with the PC algorithm can be inherently unstable and requires further operational constraints in order to consistently obtain models that are faithful to the data. We propose a methodology to stabilise the structure finding process, minimising both false positive and false negative error rates. This is demonstrated with synthetic data. Second, to apply the proposed structure finding methodology to a data set comprising single-voxel Magnetic Resonance Spectra of normal brain and three classes of brain tumours, to elucidate the associations between brain tumour types and a range of observed metabolites that are known to b…
High-speed exhaustive 3-locus interaction epistasis analysis on FPGAs
2015
Abstract Epistasis, the interaction between genes, has become a major topic in molecular and quantitative genetics. It is believed that these interactions play a significant role in genetic variations causing complex diseases. Several algorithms have been employed to detect pairwise interactions in genome-wide association studies (GWAS) but revealing higher order interactions remains a computationally challenging task. State of the art tools are not able to perform exhaustive search for all three-locus interactions in reasonable time even for relatively small input datasets. In this paper we present how a hardware-assisted design can solve this problem and provide fast, efficient and exhaus…
Pathological voice analysis via digital signal processing
2015
The interest in pathological voice analysis for specific neurological diseases is growing up aiming to offer more Health-care tele monitoring services since new high performing electronic devices are available for the end-user. In this article we show some parameters that can be digitally extracted and analyzed from pathological voices, in order to find a distinctive sign of the Parkinson disease. As a result, we will show a parameter that gives some information about the Parkinson disease characterization, particularly for male patients. We will also discuss about the needed computational cost related to parameters extraction and elaboration, aiming to target a possible tough yet portable …
Characterization of oscillatory changes in hippocampus and amygdala after deep brain stimulation of the infralimbic prefrontal cortex
2016
Deep brain stimulation (DBS) is a new investigational therapy that has generated positive results in refractory depression. Although the neurochemical and behavioral effects of DBS have been examined, less attention has been paid to the influence of DBS on the network dynamics between different brain areas, which could contribute to its therapeutic effects. Herein, we set out to identify the effects of 1 h DBS in the infralimbic cortex (IL) on the oscillatory network dynamics between hippocampus and basolateral amygdala (BLA), two regions implicated in depression and its treatment. Urethane-anesthetized rats with bilaterally implanted electrodes in the IL were exposed to 1 h constant stimul…
Information decomposition of multichannel EMG to map functional interactions in the distributed motor system
2019
AbstractThe central nervous system needs to coordinate multiple muscles during postural control. Functional coordination is established through the neural circuitry that interconnects different muscles. Here we used multivariate information decomposition of multichannel EMG acquired from 14 healthy participants during postural tasks to investigate the neural interactions between muscles. A set of information measures were estimated from an instantaneous linear regression model and a time-lagged VAR model fitted to the EMG envelopes of 36 muscles. We used network analysis to quantify the structure of functional interactions between muscles and compared them across experimental conditions. Co…
Joint Probability of Shape and Image Similarities to Retrieve 2D TRUS-MR Slice Correspondence for Prostate Biopsy
2012
International audience; This paper presents a novel method to identify the 2D axial Magnetic Resonance (MR) slice from a pre-acquired MR prostate volume that closely corresponds to the 2D axial Transrectal Ultrasound (TRUS) slice obtained during prostate biopsy. The method combines both shape and image intensity information. The segmented prostate contours in both the imaging modalities are described by shape-context representations and matched using the Chi-square distance. Normalized mutual information and correlation coefficient between the TRUS and MR slices are computed to find image similarities. Finally, the joint probability values comprising shape and image similarities are used in…
Accelerating Causal Inference and Feature Selection Methods through G-Test Computation Reuse
2021
This article presents a novel and remarkably efficient method of computing the statistical G-test made possible by exploiting a connection with the fundamental elements of information theory: by writing the G statistic as a sum of joint entropy terms, its computation is decomposed into easily reusable partial results with no change in the resulting value. This method greatly improves the efficiency of applications that perform a series of G-tests on permutations of the same features, such as feature selection and causal inference applications because this decomposition allows for an intensive reuse of these partial results. The efficiency of this method is demonstrated by implementing it as…
Estimating biophysical variable dependences with kernels
2010
This paper introduces a nonlinear measure of dependence between random variables in the context of remote sensing data analysis. The Hilbert-Schmidt Independence Criterion (HSIC) is a kernel method for evaluating statistical dependence. HSIC is based on computing the Hilbert-Schmidt norm of the cross-covariance operator of mapped samples in the corresponding Hilbert spaces. The HSIC empirical estimator is very easy to compute and has good theoretical and practical properties. We exploit the capabilities of HSIC to explain nonlinear dependences in two remote sensing problems: temperature estimation and chlorophyll concentration prediction from spectra. Results show that, when the relationshi…