Sparse network estimation for dynamical spatio-temporal array models

DOI10.1016/J.JMVA.2019.104532zbMATH Open1428.62398arXiv1802.08982OpenAlexW2963690850WikidataQ127471182 ScholiaQ127471182MaRDI QIDQ2008222FDOQ2008222

Authors: Adam Lund, Niels Richard Hansen 

Publication date: 22 November 2019

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Abstract: Neural field models represent neuronal communication on a population level via synaptic weight functions. Using voltage sensitive dye (VSD) imaging it is possible to obtain measurements of neural fields with a relatively high spatial and temporal resolution. The synaptic weight functions represent functional connectivity in the brain and give rise to a spatio-temporal dependence structure. We present a stochastic functional differential equation for modeling neural fields, which leads to a vector autoregressive model of the data via basis expansions of the synaptic weight functions and time and space discretization. Fitting the model to data is a pratical challenge as this represents a large scale regression problem. By using a 1-norm penalty in combination with localized basis functions it is possible to learn a sparse network representation of the functional connectivity of the brain, but still, the explicit construction of a design matrix can be computationally prohibitive. We demonstrate that by using tensor product basis expansions, the computation of the penalized estimator via a proximal gradient algorithm becomes feasible. It is crucial for the computations that the data is organized in an array as is the case for the three dimensional VSD imaging data. This allows for the use of array arithmetic that is both memory and time efficient.The proposed method is implemented and showcased in the R package dynamo available from CRAN.

Full work available at URL: https://arxiv.org/abs/1802.08982

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zbMATH Keywords

stochastic functional differential equationGLAMnon-differentiable regularizationVSD imaging data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40)

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Cited In (7)

• Estimating time-varying directed neural networks
• Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
• Sparse estimation in linear dynamic networks using the stable spline horseshoe prior
• The role of sparsity in inverse problems for networks with nonlinear dynamics
• Estimation of Sparse Directional Connectivity With Expectation Maximization
• Identification of sparse neural functional connectivity using penalized likelihood estimation and basis functions
• Estimation of Time-Varying Sparse Signals in Sensor Networks

Uses Software

• CRAN
• glasso
• glamlasso
• dynamo

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