State-space analysis of Granger-Geweke causality measures with application to fMRI

DOI10.1162/NECO_A_00828zbMATH Open1414.92188arXiv1501.04663OpenAlexW2303332553WikidataQ41529942 ScholiaQ41529942MaRDI QIDQ5380428FDOQ5380428

Authors: V. Solo 

Publication date: 4 June 2019

Published in: Neural Computation (Search for Journal in Brave)

Abstract: At least two recent developments have put the spotlight on some significant gaps in the theory of multivariate time series. The recent interest in the dynamics of networks; and the advent, across a range of applications, of measuring modalities that operate on different temporal scales. Fundamental to the description of network dynamics is the direction of interaction between nodes, accompanied by a measure of the strength of such interactions. Granger causality (GC) and its associated frequency domain strength measures (GEMs) (due to Geweke) provide a framework for the formulation and analysis of these issues. In pursuing this setup, three significant unresolved issues emerge. Firstly computing GEMs involves computing submodels of vector time series mod- els, for which reliable methods do not exist; Secondly the impact of filtering on GEMs has never been definitively established. Thirdly the impact of downsampling on GEMs has never been established. In this work, using state space methods, we resolve all these issues and illustrate the results with some simulations. Our discussion is motivated by some problems in (fMRI) brain imaging but is of general applicability.

Full work available at URL: https://arxiv.org/abs/1501.04663

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zbMATH Keywords

fMRIstate-space analysisGranger-Geweke causality

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Biomedical imaging and signal processing (92C55)

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Cited In (7)

• Granger causality from quantized measurements
• Akaike causality in state space. Instantaneous causality between visual cortex in fMRI time series
• A group analysis using the multiregression dynamic models for fMRI networked time series
• On the sensitivity of Granger causality to errors-in-variables, linear transformations and subsampling
• Granger mediation analysis of multiple time series with an application to functional magnetic resonance imaging
• Efficient computation of multiscale entropy over short biomedical time series based on linear state-space models
• Multiscale Bayesian state-space model for Granger causality analysis of brain signal

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