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

Extraction of the underlying structure of systematic risk from non-Gaussian multivariate financial time series using independent component analysis: Evidence from the Mexican stock exchange

Regarding the problems related to multivariate non-Gaussianity of financial time series, i.e., unreliable results in extraction of underlying risk factors -via Principal Component Analysis or Factor Analysis-, we use Independent Component Analysis (ICA) to estimate the pervasive risk factors that explain the returns on stocks in the Mexican Stock Exchange. The extracted systematic risk factors are considered within a statistical definition of the Arbitrage Pricing Theory (APT), which is tested by means of a two-stage econometric methodology. Using the extracted factors, we find evidence of a suitable estimation via ICA and some results in favor of the APT.Peer ReviewedPostprint (published version

Extraction of the underlying structure of systematic risk from Non-Gaussian multivariate financial time series using Independent Component Analysis. Evidence from the Mexican Stock Exchange

Regarding the problems related to multivariate non-Gaussianity of financial time series, i.e.,unreliable results in extraction of underlying risk factors - via Principal Component Analysis or Factor Analysis-, we use Independent Component Analysis (ICA) to estimate the pervasive risk factors that explain the returns on stocks in the Mexican Stock Exchange. The extracted systematic risk factors are considered within a statistical definition of the Arbitrage Pricing Theory (APT), which is tested by means of a two-stage econometric methodology. Using the extracted factors, we find evidence of a suitable estimation via ICA and some results in favor of the APT

Breast cancer detection using infrared thermal imaging and a deep learning model

Women’s breasts are susceptible to developing cancer; this is supported by a recent study from 2016 showing that 2.8 million women worldwide had already been diagnosed with breast cancer that year. The medical care of a patient with breast cancer is costly and, given the cost and value of the preservation of the health of the citizen, the prevention of breast cancer has become a priority in public health. Over the past 20 years several techniques have been proposed for this purpose, such as mammography, which is frequently used for breast cancer diagnosis. However, false positives of mammography can occur in which the patient is diagnosed positive by another technique. Additionally, the potential side effects of using mammography may encourage patients and physicians to look for other diagnostic techniques. Our review of the literature first explored infrared digital imaging, which assumes that a basic thermal comparison between a healthy breast and a breast with cancer always shows an increase in thermal activity in the precancerous tissues and the areas surrounding developing breast cancer. Furthermore, through our research, we realized that a Computer-Aided Diagnostic (CAD) undertaken through infrared image processing could not be achieved without a model such as the well-known hemispheric model. The novel contribution of this paper is the production of a comparative study of several breast cancer detection techniques using powerful computer vision techniques and deep learning models

Comparison of Statistical Underlying Systematic Risk Factors and Betas Driving Returns on Equities

The objective of this paper is to compare four dimension reduction techniques used for extracting the underlying systematic risk factors driving returns on equities of the Mexican Market. The methodology used compares the results of estimation produced by Principal Component Analysis (PCA), Factor Analysis (FA), Independent Component Analysis (ICA), and Neural Networks Principal Component Analysis (NNPCA) under three different perspectives. The results showed that in general: PCA, FA, and ICA produced similar systematic risk factors and betas; NNPCA and ICA produced the greatest number of fully accepted models in the econometric contrast; and, the interpretation of systematic risk factors across the four techniques was not constant. Additional research testing alternative extraction techniques, econometric contrast, and interpretation methodologies are recommended, considering the limitations derived from the scope of this work. The originality and main contribution of this paper lie in the comparison of these four techniques in both the financial and Mexican contexts. The main conclusion is that depending on the purpose of the analysis, one technique will be more suitable than another

Temporally Disentangled Representation Learning under Unknown Nonstationarity

In unsupervised causal representation learning for sequential data with time-delayed latent causal influences, strong identifiability results for the disentanglement of causally-related latent variables have been established in stationary settings by leveraging temporal structure. However, in nonstationary setting, existing work only partially addressed the problem by either utilizing observed auxiliary variables (e.g., class labels and/or domain indexes) as side information or assuming simplified latent causal dynamics. Both constrain the method to a limited range of scenarios. In this study, we further explored the Markov Assumption under time-delayed causally related process in nonstationary setting and showed that under mild conditions, the independent latent components can be recovered from their nonlinear mixture up to a permutation and a component-wise transformation, without the observation of auxiliary variables. We then introduce NCTRL, a principled estimation framework, to reconstruct time-delayed latent causal variables and identify their relations from measured sequential data only. Empirical evaluations demonstrated the reliable identification of time-delayed latent causal influences, with our methodology substantially outperforming existing baselines that fail to exploit the nonstationarity adequately and then, consequently, cannot distinguish distribution shifts.Comment: NeurIPS 202

On-line anomaly detection with advanced independent component analysis of multi-variate residual signals from causal relation networks.

Anomaly detection in todays industrial environments is an ambitious challenge to detect possible faults/problems which may turn into severe waste during production, defects, or systems components damage, at an early stage. Data-driven anomaly detection in multi-sensor networks rely on models which are extracted from multi-sensor measurements and which characterize the anomaly-free reference situation. Therefore, significant deviations to these models indicate potential anomalies. In this paper, we propose a new approach which is based on causal relation networks (CRNs) that represent the inner causes and effects between sensor channels (or sensor nodes) in form of partial sub-relations, and evaluate its functionality and performance on two distinct production phases within a micro-fluidic chip manufacturing scenario. The partial relations are modeled by non-linear (fuzzy) regression models for characterizing the (local) degree of influences of the single causes on the effects. An advanced analysis of the multi-variate residual signals, obtained from the partial relations in the CRNs, is conducted. It employs independent component analysis (ICA) to characterize hidden structures in the fused residuals through independent components (latent variables) as obtained through the demixing matrix. A significant change in the energy content of latent variables, detected through automated control limits, indicates an anomaly. Suppression of possible noise content in residuals—to decrease the likelihood of false alarms—is achieved by performing the residual analysis solely on the dominant parts of the demixing matrix. Our approach could detect anomalies in the process which caused bad quality chips (with the occurrence of malfunctions) with negligible delay based on the process data recorded by multiple sensors in two production phases: injection molding and bonding, which are independently carried out with completely different process parameter settings and on different machines (hence, can be seen as two distinct use cases). Our approach furthermore i.) produced lower false alarm rates than several related and well-known state-of-the-art methods for (unsupervised) anomaly detection, and ii.) also caused much lower parametrization efforts (in fact, none at all). Both aspects are essential for the useability of an anomaly detection approach

Independent component analysis algorithms for non-invasive fetal electrocardiography

The independent component analysis (ICA) based methods are among the most prevalent techniques used for non-invasive fetal electrocardiogram (NI-fECG) processing. Often, these methods are combined with other methods, such adaptive algorithms. However, there are many variants of the ICA methods and it is not clear which one is the most suitable for this task. The goal of this study is to test and objectively evaluate 11 variants of ICA methods combined with an adaptive fast transversal filter (FTF) for the purpose of extracting the NI-fECG. The methods were tested on two datasets, Labour dataset and Pregnancy dataset, which contained real records obtained during clinical practice. The efficiency of the methods was evaluated from the perspective of determining the accuracy of detection of QRS complexes through the parameters of accuracy (ACC), sensitivity (SE), positive predictive value (PPV), and harmonic mean between SE and PPV (F1). The best results were achieved with a combination of FastICA and FTF, which yielded mean values of ACC = 83.72%, SE = 92.13%, PPV = 90.16%, and F1 = 91.14%. Time of calculation was also taken into consideration in the methods. Although FastICA was ranked to be the sixth fastest with its mean computation time of 0.452 s, it had the best ratio of performance and speed. The combination of FastICA and adaptive FTF filter turned out to be very promising. In addition, such device would require signals acquired from the abdominal area only; no need to acquire reference signal from the mother's chest