Estimating Time-Varying Effective Connectivity in High-Dimensional fMRI Data Using Regime-Switching Factor Models

Recent studies on analyzing dynamic brain connectivity rely on sliding-window analysis or time-varying coefficient models which are unable to capture both smooth and abrupt changes simultaneously. Emerging evidence suggests state-related changes in brain connectivity where dependence structure alternates between a finite number of latent states or regimes. Another challenge is inference of full-brain networks with large number of nodes. We employ a Markov-switching dynamic factor model in which the state-driven time-varying connectivity regimes of high-dimensional fMRI data are characterized by lower-dimensional common latent factors, following a regime-switching process. It enables a reliable, data-adaptive estimation of change-points of connectivity regimes and the massive dependencies associated with each regime. We consider the switching VAR to quantity the dynamic effective connectivity. We propose a three-step estimation procedure: (1) extracting the factors using principal component analysis (PCA) and (2) identifying dynamic connectivity states using the factor-based switching vector autoregressive (VAR) models in a state-space formulation using Kalman filter and expectation-maximization (EM) algorithm, and (3) constructing the high-dimensional connectivity metrics for each state based on subspace estimates. Simulation results show that our proposed estimator outperforms the K-means clustering of time-windowed coefficients, providing more accurate estimation of regime dynamics and connectivity metrics in high-dimensional settings. Applications to analyzing resting-state fMRI data identify dynamic changes in brain states during rest, and reveal distinct directed connectivity patterns and modular organization in resting-state networks across different states.Comment: 21 page

A fast Bayesian approach to discrete object detection in astronomical datasets - PowellSnakes I

A new fast Bayesian approach is introduced for the detection of discrete objects immersed in a diffuse background. This new method, called PowellSnakes, speeds up traditional Bayesian techniques by: i) replacing the standard form of the likelihood for the parameters characterizing the discrete objects by an alternative exact form that is much quicker to evaluate; ii) using a simultaneous multiple minimization code based on Powell's direction set algorithm to locate rapidly the local maxima in the posterior; and iii) deciding whether each located posterior peak corresponds to a real object by performing a Bayesian model selection using an approximate evidence value based on a local Gaussian approximation to the peak. The construction of this Gaussian approximation also provides the covariance matrix of the uncertainties in the derived parameter values for the object in question. This new approach provides a speed up in performance by a factor of `hundreds' as compared to existing Bayesian source extraction methods that use MCMC to explore the parameter space, such as that presented by Hobson & McLachlan. We illustrate the capabilities of the method by applying to some simplified toy models. Furthermore PowellSnakes has the advantage of consistently defining the threshold for acceptance/rejection based on priors which cannot be said of the frequentist methods. We present here the first implementation of this technique (Version-I). Further improvements to this implementation are currently under investigation and will be published shortly. The application of the method to realistic simulated Planck observations will be presented in a forthcoming publication.Comment: 30 pages, 15 figures, revised version with minor changes, accepted for publication in MNRA