Nonparametric tests of structure for high angular resolution diffusion imaging in Q-space

High angular resolution diffusion imaging data is the observed characteristic function for the local diffusion of water molecules in tissue. This data is used to infer structural information in brain imaging. Nonparametric scalar measures are proposed to summarize such data, and to locally characterize spatial features of the diffusion probability density function (PDF), relying on the geometry of the characteristic function. Summary statistics are defined so that their distributions are, to first-order, both independent of nuisance parameters and also analytically tractable. The dominant direction of the diffusion at a spatial location (voxel) is determined, and a new set of axes are introduced in Fourier space. Variation quantified in these axes determines the local spatial properties of the diffusion density. Nonparametric hypothesis tests for determining whether the diffusion is unimodal, isotropic or multi-modal are proposed. More subtle characteristics of white-matter microstructure, such as the degree of anisotropy of the PDF and symmetry compared with a variety of asymmetric PDF alternatives, may be ascertained directly in the Fourier domain without parametric assumptions on the form of the diffusion PDF. We simulate a set of diffusion processes and characterize their local properties using the newly introduced summaries. We show how complex white-matter structures across multiple voxels exhibit clear ellipsoidal and asymmetric structure in simulation, and assess the performance of the statistics in clinically-acquired magnetic resonance imaging data.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS441 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Information flow between volatilities across time scales

Conventional time series analysis, focusing exclusively on a time series at a given scale, lacks the ability to explain the nature of the data generating process. A process equation that successfully explains daily price changes, for example, is unable to characterize the nature of hourly price changes. On the other hand, statistical properties of monthly price changes are often not fully covered by a model based on daily price changes. In this paper, we simultaneously model regimes of volatilities at multiple time scales through wavelet-domain hidden Markov models. We establish an important stylized property of volatility across different time scales. We call this property asymmetric vertical dependence. It is asymmetric in the sense that a low volatility state (regime) at a long time horizon is most likely followed by low volatility states at shorter time horizons. On the other hand, a high volatility state at long time horizons does not necessarily imply a high volatility state at shorter time horizons. Our analysis provides evidence that volatility is a mixture of high and low volatility regimes, resulting in a distribution that is non-Gaussian. This result has important implications regarding the scaling behavior of volatility, and consequently, the calculation of risk at different time scales.Discrete wavelet transform, wavelet-domain hidden Markov trees, foreign exchange markets; stock markets; multiresolution analysis; scaling

Asymmetry of Information Flow Between Volatilities Across Time Scales

Conventional time series analysis, focusing exclusively on a time series at a given scale, lacks the ability to explain the nature of the data generating process. A process equation that successfully explains daily price changes, for example, is unable to characterize the nature of hourly price changes. On the other hand, statistical properties of monthly price changes are often not fully covered by a model based on daily price changes. In this paper, we simultaneously model regimes of volatilities at multiple time scales through wavelet-domain hidden Markov models. We establish an important stylized property of volatility across different time scales. We call this property asymmetric vertical dependence. It is asymmetric in the sense that a low volatility state (regime) at a long time horizon is most likely followed by low volatility states at shorter time horizons. On the other hand, a high volatility state at long time horizons does not necessarily imply a high volatility state at shorter time horizons. Our analysis provides evidence that volatility is a mixture of high and low volatility regimes, resulting in a distribution that is non-Gaussian. This result has important implications regarding the scaling behavior of volatility, and consequently, the calculation of risk at different time scalesDiscrete wavelet transform, wavelet-domain hidden Markov trees, foreign exchange markets, stock markets, multiresolution analysis, scaling

A Semi-parametric Technique for the Quantitative Analysis of Dynamic Contrast-enhanced MR Images Based on Bayesian P-splines

Dynamic Contrast-enhanced Magnetic Resonance Imaging (DCE-MRI) is an important tool for detecting subtle kinetic changes in cancerous tissue. Quantitative analysis of DCE-MRI typically involves the convolution of an arterial input function (AIF) with a nonlinear pharmacokinetic model of the contrast agent concentration. Parameters of the kinetic model are biologically meaningful, but the optimization of the non-linear model has significant computational issues. In practice, convergence of the optimization algorithm is not guaranteed and the accuracy of the model fitting may be compromised. To overcome this problems, this paper proposes a semi-parametric penalized spline smoothing approach, with which the AIF is convolved with a set of B-splines to produce a design matrix using locally adaptive smoothing parameters based on Bayesian penalized spline models (P-splines). It has been shown that kinetic parameter estimation can be obtained from the resulting deconvolved response function, which also includes the onset of contrast enhancement. Detailed validation of the method, both with simulated and in vivo data, is provided

WAVELET-BASED ESTIMATION PROCEDURES FOR SEASONAL LONG-MEMORY MODELS

The appearance of long-range dependence has been observed in a wide variety of real-word time series. So called long-memory models, which exhibit a slowly decaying autocovariance sequence and a pole at frequency zero in their spectral density function, have been used to characterize long-range dependence parsimoniously. A generalization of such models allows the pole in the spectral density function to be placed anywhere in the frequency interval causing a slowly decaying oscillating autocovariance sequence. This is known as the so called seasonal long-memory model. While an exact method for maximizing the likelihood exists and a semiparametric Whittle approximation has been proposed, we investigate two estimating procedures using the discrete wavelet packet transform: an approximate maximum likelihood method and an ordinary least squares method. We utilize the known decorrelating properties of the wavelet transform to allow us to assume a simplified variance-covariance structure for the seasonal long-memory model. We describe our computational procedures and explore the versatility gained by using the wavelet transform. As an example, we fit a seasonal long-memory model to an observed time series. The proposed wavelet-based techniques offer useful and computationally efficient alternatives to previous time and frequency domain methods.

Information flow between volatilities across time scales

Conventional time series analysis, focusing exclusively on a time series at a given scale, lacks the ability to explain the nature of the data generating process. A process equation that successfully explains daily price changes, for example, is unable to characterize the nature of hourly price changes. On the other hand, statistical properties of monthly price changes are often not fully covered by a model based on daily price changes. In this paper, we simultaneously model regimes of volatilities at multiple time scales through wavelet-domain hidden Markov models. We establish an important stylized property of volatility across different time scales. We call this property asymmetric vertical dependence. It is asymmetric in the sense that a low volatility state (regime) at a long time horizon is most likely followed by low volatility states at shorter time horizons. On the other hand, a high volatility state at long time horizons does not necessarily imply a high volatility state at shorter time horizons. Our analysis provides evidence that volatility is a mixture of high and low volatility regimes, resulting in a distribution that is non-Gaussian. This result has important implications regarding the scaling behavior of volatility, and consequently, the calculation of risk at different time scales

Information flow between volatilities across time scales

Conventional time series analysis, focusing exclusively on a time series at a given scale, lacks the ability to explain the nature of the data generating process. A process equation that successfully explains daily price changes, for example, is unable to characterize the nature of hourly price changes. On the other hand, statistical properties of monthly price changes are often not fully covered by a model based on daily price changes. In this paper, we simultaneously model regimes of volatilities at multiple time scales through wavelet-domain hidden Markov models. We establish an important stylized property of volatility across different time scales. We call this property asymmetric vertical dependence. It is asymmetric in the sense that a low volatility state (regime) at a long time horizon is most likely followed by low volatility states at shorter time horizons. On the other hand, a high volatility state at long time horizons does not necessarily imply a high volatility state at shorter time horizons. Our analysis provides evidence that volatility is a mixture of high and low volatility regimes, resulting in a distribution that is non-Gaussian. This result has important implications regarding the scaling behavior of volatility, and consequently, the calculation of risk at different time scales

Image analysis and statistical inference in neuroimaging with R

R is a language and environment for statistical computing and graphics. It can be considered an alternative implementation of the S language developed in the 1970s and 1980s for data analysis and graphics (Becker and Chambers, 1984; Becker et al., 1988). The R language is part of the GNU project and offers versions that compile and run on almost every major operating system currently available. We highlight several R packages built specifically for the analysis of neuroimaging data in the context of functional MRI, diffusion tensor imaging, and dynamic contrast-enhanced MRI. We review their methodology and give an overview of their capabilities for neuroimaging. In addition we summarize some of the current activities in the area of neuroimaging software development in R

Verbal working memory and functional large-scale networks in schizophrenia

The aim of this study was to test whether bilinear and nonlinear effective connectivity (EC) measures of working memory fMRI data can differentiate between patients with schizophrenia (SZ) and healthy controls (HC). We applied bilinear and nonlinear Dynamic Causal Modeling (DCM) for the analysis of verbal working memory in 16 SZ and 21 HC. The connection strengths with nonlinear modulation between the dorsolateral prefrontal cortex (DLPFC) and the ventral tegmental area/substantia nigra (VTA/SN) were evaluated. We used Bayesian Model Selection at the group and family levels to compare the optimal bilinear and nonlinear models. Bayesian Model Averaging was used to assess the connection strengths with nonlinear modulation. The DCM analyses revealed that SZ and HC used different bilinear networks despite comparable behavioral performance. In addition, the connection strengths with nonlinear modulation between the DLPFC and the VTA/SN area showed differences between SZ and HC. The adoption of different functional networks in SZ and HC indicated neurobiological alterations underlying working memory performance, including different connection strengths with nonlinear modulation between the DLPFC and the VTA/SN area. These novel findings may increase our understanding of connectivity in working memory in schizophrenia