3,698 research outputs found
Modeling sparse connectivity between underlying brain sources for EEG/MEG
We propose a novel technique to assess functional brain connectivity in
EEG/MEG signals. Our method, called Sparsely-Connected Sources Analysis (SCSA),
can overcome the problem of volume conduction by modeling neural data
innovatively with the following ingredients: (a) the EEG is assumed to be a
linear mixture of correlated sources following a multivariate autoregressive
(MVAR) model, (b) the demixing is estimated jointly with the source MVAR
parameters, (c) overfitting is avoided by using the Group Lasso penalty. This
approach allows to extract the appropriate level cross-talk between the
extracted sources and in this manner we obtain a sparse data-driven model of
functional connectivity. We demonstrate the usefulness of SCSA with simulated
data, and compare to a number of existing algorithms with excellent results.Comment: 9 pages, 6 figure
Regularized adaptive long autoregressive spectral analysis
This paper is devoted to adaptive long autoregressive spectral analysis when
(i) very few data are available, (ii) information does exist beforehand
concerning the spectral smoothness and time continuity of the analyzed signals.
The contribution is founded on two papers by Kitagawa and Gersch. The first one
deals with spectral smoothness, in the regularization framework, while the
second one is devoted to time continuity, in the Kalman formalism. The present
paper proposes an original synthesis of the two contributions: a new
regularized criterion is introduced that takes both information into account.
The criterion is efficiently optimized by a Kalman smoother. One of the major
features of the method is that it is entirely unsupervised: the problem of
automatically adjusting the hyperparameters that balance data-based versus
prior-based information is solved by maximum likelihood. The improvement is
quantified in the field of meteorological radar
Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks
Multivariate time series forecasting is an important machine learning problem
across many domains, including predictions of solar plant energy output,
electricity consumption, and traffic jam situation. Temporal data arise in
these real-world applications often involves a mixture of long-term and
short-term patterns, for which traditional approaches such as Autoregressive
models and Gaussian Process may fail. In this paper, we proposed a novel deep
learning framework, namely Long- and Short-term Time-series network (LSTNet),
to address this open challenge. LSTNet uses the Convolution Neural Network
(CNN) and the Recurrent Neural Network (RNN) to extract short-term local
dependency patterns among variables and to discover long-term patterns for time
series trends. Furthermore, we leverage traditional autoregressive model to
tackle the scale insensitive problem of the neural network model. In our
evaluation on real-world data with complex mixtures of repetitive patterns,
LSTNet achieved significant performance improvements over that of several
state-of-the-art baseline methods. All the data and experiment codes are
available online.Comment: Accepted by SIGIR 201
A statistical approach to the inverse problem in magnetoencephalography
Magnetoencephalography (MEG) is an imaging technique used to measure the
magnetic field outside the human head produced by the electrical activity
inside the brain. The MEG inverse problem, identifying the location of the
electrical sources from the magnetic signal measurements, is ill-posed, that
is, there are an infinite number of mathematically correct solutions. Common
source localization methods assume the source does not vary with time and do
not provide estimates of the variability of the fitted model. Here, we
reformulate the MEG inverse problem by considering time-varying locations for
the sources and their electrical moments and we model their time evolution
using a state space model. Based on our predictive model, we investigate the
inverse problem by finding the posterior source distribution given the multiple
channels of observations at each time rather than fitting fixed source
parameters. Our new model is more realistic than common models and allows us to
estimate the variation of the strength, orientation and position. We propose
two new Monte Carlo methods based on sequential importance sampling. Unlike the
usual MCMC sampling scheme, our new methods work in this situation without
needing to tune a high-dimensional transition kernel which has a very high
cost. The dimensionality of the unknown parameters is extremely large and the
size of the data is even larger. We use Parallel Virtual Machine (PVM) to speed
up the computation.Comment: Published in at http://dx.doi.org/10.1214/14-AOAS716 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
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