The generalized shrinkage estimator for the analysis of functional connectivity of brain signals
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Publication:641159
DOI10.1214/10-AOAS396zbMATH Open1232.62147arXiv1108.3187OpenAlexW2064603653MaRDI QIDQ641159FDOQ641159
Mark Fiecas, Hernando C. Ombao
Publication date: 21 October 2011
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Abstract: We develop a new statistical method for estimating functional connectivity between neurophysiological signals represented by a multivariate time series. We use partial coherence as the measure of functional connectivity. Partial coherence identifies the frequency bands that drive the direct linear association between any pair of channels. To estimate partial coherence, one would first need an estimate of the spectral density matrix of the multivariate time series. Parametric estimators of the spectral density matrix provide good frequency resolution but could be sensitive when the parametric model is misspecified. Smoothing-based nonparametric estimators are robust to model misspecification and are consistent but may have poor frequency resolution. In this work, we develop the generalized shrinkage estimator, which is a weighted average of a parametric estimator and a nonparametric estimator. The optimal weights are frequency-specific and derived under the quadratic risk criterion so that the estimator, either the parametric estimator or the nonparametric estimator, that performs better at a particular frequency receives heavier weight. We validate the proposed estimator in a simulation study and apply it on electroencephalogram recordings from a visual-motor experiment.
Full work available at URL: https://arxiv.org/abs/1108.3187
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and spectral analysis (62M15) Neural biology (92C20)
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