Luiz Antonio Baccala

Here we dispel the lingering myth that Partial Directed Coherence is a Vector Autoregressive (VAR) Modelling dependent concept. In fact, our examples show that it is spectral factorization that lies at its heart, for which VAR modelling is a mere, albeit very efficient and convenient, device. This applies to Granger Causality estimation procedures in general and also includes instantaneous Granger effects. Care, however, must be exercised for connectivity between multivariate data generated through nonminimum phase mechanisms as it may possibly be incorrectly captured.

Using directed transfer function (DTF) and partial directed coherence (PDC) in the information version, this paper extends the theoretical framework to incorporate the instantaneous Granger causality (iGC) frequency domain description into a single unified perspective. We show that standard vector autoregressive models allow portraying iGC’s repercussions associated with Granger connectivity, where interactions mediated without delay between time series can be easily detected.

Using Directed Transfer Function (DTF) and Partial Directed Coherence (PDC) in their information version, this paper extends their theoretical framework to incorporate instantaneous Granger Causality (iGC)’s frequency domain description into a single unified perspective. We show that standard vector autoregressive models allow portraying iGC’s repercussions associated with Granger Connectivity where interactions mediated without delay between time series can be easily detected.

Here while we reminisce about how partial directed coherence was proposed, its motivation and evolution, we take the opportunity to relate it to some of its kin quantities and some of its offspring. Emphasis is placed on our development of asymptotic criteria to place it as a reliable investigation tool, where the connectivity detection problem is completely solved as opposed to what we call the characterization problem. We end by musing over some points now on our wishlist.

Proper neural connectivity inference has become essential for understanding cognitive processes associated with human brain function. Its efficacy is often hampered by the curse of dimensionality. In the electroencephalogram case, which is a noninvasive electrophysiological monitoring technique to record electrical activity of the brain, a possible way around this is to replace multichannel electrode information with dipole reconstructed data. We use a method based on maximum entropy and the renormalization group to infer the position of the sources, whose success hinges on transmitting information from low- to high-resolution representations of the cortex. The performance of this method compares favorably to other available source inference algorithms, which are ranked here in terms of their performance with respect to directed connectivity inference by using artificially generated dynamic data. We examine some representative scenarios comprising different numbers of dynamically connected dipoles over distinct cortical surface positions and under different sensor noise impairment levels. The overall conclusion is that inverse problem solutions do not affect the correct inference of the direction of the flow of information as long as the equivalent dipole sources are correctly found.

Objective: To present a unified mathematical derivation of the frequency-dependent asymptotic behavior of the three main forms of directed transfer function (DTF). Methods: A synthesis of the results (proved in an extended Appendix) is followed by a series of Monte Carlo simulations of representative examples. Results: DTF estimators are asymptotically normal when the true values are different from zero. Under the null hypothesis H ₀ : DTF=0, the estimator is distributed as a linear combination of independent X ₁ ² variables. Conclusions: Null DTF rejection is shown to be achievable with identical performance irrespective of which DTF form is adopted. Significance: Together with recent allied partial directed coherence results, this paper rounds up connectivity inference tools for a class of frequency-domain connectivity estimators.

Partial directed coherence (PDC) and directed coherence (DC) which describe complementary aspects of the directed information flow between pairs of univariate components that belong to a vector of simultaneously observed time series have recently been generalized as bPDC/bDC respectively to portray the relationship between subsets of component vectors (Takahashi, 2009; Faes and Nollo, 2013). This generalization is specially important for neuroscience applications as one often wishes to address the link between the set of time series from an observed ROI (region of interest) with respect to series from some other physiologically relevant ROI. bPDC/bDC are limited, however, in that several time series within a given subset may be irrelevant or may even interact opposingly with respect to one another leading to interpretation difficulties. To address this, we propose an alternative measure, termed cPDC/cDC, employing canonical decomposition to reveal the main frequency domain modes of interaction between the vector subsets. We also show bPDC/bDC and cPDC/cDC are related and possess mutual information rate interpretations. Numerical examples and a real data set illustrate the concepts. The present contribution provides what is seemingly the first canonical decomposition of information flow in the frequency domain.

This paper presents a unified mathematical derivation of the asymptotic behaviour of the three main forms of partial directed coherence (PDC). Numerical examples are used to contrast PDC, gPDC (generalized PDC) and iPDC (information PDC) as to meaning and applicability and, more importantly, to show their essential statistical equivalence insofar as connectivity inference is concerned.

Infering causal relationships from observed time series has attracted much recent attention. In cases of nonlinear coupling, adequate inference is often hindered by the need to specify coupling details that call for many parameters and global minimization of nonconvex functions. In this paper we use an example to investigate a new concept, termed here running entropy mapping, whereby time series are mapped onto other entropy related time sequences whose analysis via a linear parametric time series methods, such as partial directed coherence, is able to expose the presence of formerly linearly undetectable causal relationships.