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Causality in Time Series - ClopiNet

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Roebroeck Seth Valdes-Sosaobserved BOLD-fMRI data yand latent neuronal sources x is modeled by a temporalembedd<strong>in</strong>g of <strong>in</strong>to x m for each region or ROI m. This allows convolution with a flexiblebasis function expansion of possible HRF shapes to be represented by a simple matrixmultiplication β m Φxk m <strong>in</strong> the observation equation. Here Φ conta<strong>in</strong>s the temporal basisfunctions <strong>in</strong> Figure 2B and β m the basis function parameters to be estimated. By estimat<strong>in</strong>gbasis function parameters <strong>in</strong>dividually per region, variations <strong>in</strong> the HRF shapebetween region can be accounted for and the confound<strong>in</strong>g effects of these on WAGS<strong>in</strong>fluence estimate can be avoided. Ryali et al. found that robust estimates of parametersΘ = {︁ }︁A,B j ,C,β m ,Σ ε ,Σ e and states xk can be obta<strong>in</strong>ed from a variational Bayesianapproach. In their simulations, they show that a state-space model with <strong>in</strong>teractionsmodeled at the latent level can compensate well for the effects of HRF variability, evenwhen relative HRF delays are opposed to delayed <strong>in</strong>teractions. Note, however, that subsampl<strong>in</strong>gof the BOLD signal is not explicitly characterized <strong>in</strong> their state-space model.A few <strong>in</strong>terest<strong>in</strong>g variations on this discrete state-space model<strong>in</strong>g have recentlybeen proposed. For <strong>in</strong>stance <strong>in</strong> (Smith et al., 2009) a switch<strong>in</strong>g l<strong>in</strong>ear systems modelfor latent neuronal state evolution, rather than a bi-l<strong>in</strong>ear model was used. This modelrepresents experimental modulation of connections as a random variable, to be learnedfrom the data. This variable switches between different l<strong>in</strong>ear system <strong>in</strong>stantiationsthat each characterize connectivity <strong>in</strong> a s<strong>in</strong>gle experimental condition. Such a schemehas the important advantage that an n-fold cross validation approach can be used toobta<strong>in</strong> a measure of absolute model-evidence (rather than relative between a selectedset of models). Specifically, one could learn parameters for each context-specific l<strong>in</strong>earsystem with knowledge of the tim<strong>in</strong>g of chang<strong>in</strong>g experimental conditions <strong>in</strong> a tra<strong>in</strong><strong>in</strong>gdata set. Then the classification accuracy of experimental condition periods <strong>in</strong> a testdata set based on connectivity will provide a absolute model-fit measure, controlled formodel complexity, which can be used to validate overall usefulness of the fitted model.In particular, this can po<strong>in</strong>t to important bra<strong>in</strong> regions miss<strong>in</strong>g from the model <strong>in</strong>caseof poor classification accuracy.Another related l<strong>in</strong>e of developments <strong>in</strong>stead has <strong>in</strong>volved generaliz<strong>in</strong>g the ODEmodels <strong>in</strong> DCM for fMRI to stochastic dynamic models formulated <strong>in</strong> cont<strong>in</strong>uous time(Daunizeau et al., 2009b; Friston et al., 2008). An early exponent of this approach usedlocal l<strong>in</strong>earization <strong>in</strong> a (generalized) Kalman filter to estimate states and parameters <strong>in</strong>a non-l<strong>in</strong>ear SDE models of hemodynamics (Riera et al., 2004). Interest<strong>in</strong>gly, the <strong>in</strong>clusionof stochastics <strong>in</strong> the state equations makes <strong>in</strong>ference on coupl<strong>in</strong>g parameters ofsuch models usefully <strong>in</strong>terpretable <strong>in</strong> the framework of WAGS <strong>in</strong>fluence. This h<strong>in</strong>ts atthe ongo<strong>in</strong>g convergence, <strong>in</strong> model<strong>in</strong>g of bra<strong>in</strong> connectivity, of time series approachesto causality <strong>in</strong> a discrete time tradition and dynamic systems and control theory approaches<strong>in</strong> a cont<strong>in</strong>uous time tradition.5. Discussion and OutlookThe model<strong>in</strong>g of an enormously complex biological system such as the bra<strong>in</strong> has manychallenges. The abstractions and choices to be made <strong>in</strong> useful models of bra<strong>in</strong> connectivityare therefore unlikely to be accommodated by one s<strong>in</strong>gle ‘master’ model that94

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