Search results for "signal processing"
showing 10 items of 2451 documents
Single-trial Connectivity Estimation through the Least Absolute Shrinkage and Selection Operator.
2019
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…
Testing Equality of Multiple Power Spectral Density Matrices
2018
This paper studies the existence of optimal invariant detectors for determining whether P multivariate processes have the same power spectral density. This problem finds application in multiple fields, including physical layer security and cognitive radio. For Gaussian observations, we prove that the optimal invariant detector, i.e., the uniformly most powerful invariant test, does not exist. Additionally, we consider the challenging case of close hypotheses, where we study the existence of the locally most powerful invariant test (LMPIT). The LMPIT is obtained in the closed form only for univariate signals. In the multivariate case, it is shown that the LMPIT does not exist. However, the c…
Measuring Connectivity in Linear Multivariate Processes: Definitions, Interpretation, and Practical Analysis
2011
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 an…
Directed coherence analysis in patients with severe autonomic dysfunction
2014
Many different approaches have been applied to analyse the coupling between cardiovascular signals. This study evaluated the use of directed coherence, based on multivariate autoregressive modelling, for analysis of cardiovascular signals in patients with transthyretin amyloidosis, a rare disease where severe autonomic dysfunction is common. © 2014 IEEE.
Algorithms for the inference of causality in dynamic processes: Application to cardiovascular and cerebrovascular variability
2015
This study faces the problem of causal inference in multivariate dynamic processes, with specific regard to the detection of instantaneous and time-lagged directed interactions. We point out the limitations of the traditional Granger causality analysis, showing that it leads to false detection of causality when instantaneous and time-lagged effects coexist in the process structure. Then, we propose an improved algorithm for causal inference that combines the Granger framework with the approach proposed by Pearl for the study of causality among multiple random variables. This new approach is compared with the traditional one in theoretical and simulated examples of interacting processes, sho…
Non-uniform multivariate embedding to assess the information transfer in cardiovascular and cardiorespiratory variability series
2012
The complexity of the short-term cardiovascular control prompts for the introduction of multivariate (MV) nonlinear time series analysis methods to assess directional interactions reflecting the underlying regulatory mechanisms. This study introduces a new approach for the detection of nonlinear Granger causality in MV time series, based on embedding the series by a sequential, non-uniform procedure, and on estimating the information flow from one series to another by means of the corrected conditional entropy. The approach is validated on short realizations of linear stochastic and nonlinear deterministic processes, and then evaluated on heart period, systolic arterial pressure and respira…
Multivariate correlation measures reveal structure and strength of brain–body physiological networks at rest and during mental stress
2021
In this work, we extend to the multivariate case the classical correlation analysis used in the field of network physiology to probe dynamic interactions between organ systems in the human body. To this end, we define different correlation-based measures of the multivariate interaction (MI) within and between the brain and body subnetworks of the human physiological network, represented, respectively, by the time series of delta, theta, alpha, and beta electroencephalographic (EEG) wave amplitudes, and of heart rate, respiration amplitude, and pulse arrival time (PAT) variability. MI is computed: (i) considering all variables in the two subnetworks to evaluate overall brain–body interaction…
Detecting nonlinear causal interactions between dynamical systems by non-uniform embedding of multiple time series.
2010
This study introduces a new approach for the detection of nonlinear Granger causality between dynamical systems. The approach is based on embedding the multivariate (MV) time series measured from the systems X and Y by means of a sequential, non-uniform procedure, and on using the corrected conditional entropy (CCE) as unpredictability measure. The causal coupling from X to Y is quantified as the relative decrease of CCE measured after allowing the series of X to enter the embedding procedure for the description of Y. The ability of the approach to quantify nonlinear causality is assessed on MV time series measured from simulated dynamical systems with unidirectional coupling (the Rössler-…
Extended causal modeling to assess Partial Directed Coherence in multiple time series with significant instantaneous interactions.
2010
The Partial Directed Coherence (PDC) and its generalized formulation (gPDC) are popular tools for investigating, in the frequency domain, the concept of Granger causality among multivariate (MV) time series. PDC and gPDC are formalized in terms of the coefficients of an MV autoregressive (MVAR) model which describes only the lagged effects among the time series and forsakes instantaneous effects. However, instantaneous effects are known to affect linear parametric modeling, and are likely to occur in experimental time series. In this study, we investigate the impact on the assessment of frequency domain causality of excluding instantaneous effects from the model underlying PDC evaluation. M…
Estimating brain connectivity when few data points are available: Perspectives and limitations
2017
Methods based on the use of multivariate autoregressive modeling (MVAR) have proved to be an accurate and flexible tool for the estimation of brain functional connectivity. The multivariate approach, however, implies the use of a model whose complexity (in terms of number of parameters) increases quadratically with the number of signals included in the problem. This can often lead to an underdetermined problem and to the condition of multicollinearity. The aim of this paper is to introduce and test an approach based on Ridge Regression combined with a modified version of the statistics usually adopted for these methods, to broaden the estimation of brain connectivity to those conditions in …