1 / 5

Modeling Causality of Mean and Variance between Sets of Signals

Modeling Causality of Mean and Variance between Sets of Signals. Syed Ashrafulla February 3, 2012. Causality: Models and Methods. Agriculture Phillipines. EPA. Granger1969, Econometrica. NASA. All over Albany. Model: autoregression with conditional heteroscedasticity.

toan
Download Presentation

Modeling Causality of Mean and Variance between Sets of Signals

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript


  1. Modeling Causality of Mean and Variance between Sets of Signals Syed Ashrafulla February 3, 2012

  2. Causality: Models and Methods Agriculture Phillipines EPA Granger1969, Econometrica NASA All over Albany Model: autoregression with conditional heteroscedasticity Sims1972, Amer Eco Rev Engle1985, Econ Th Causality in Mean Causality in Variance  change in the mean when given the past  change in the variance when given the past Geweke1982, J Amer Stat Assoc Hafner2008, Econ Anal of Stat

  3. Canonical Granger Causality Ashrafulla2012, Proc IEEE ISBI • Why regional causality? • Sensitivity • Cross-talk • Long-range • Why canonical? • Fewer parameters • Signals of interest Optimization • Nonlinear conjugate gradient descent Granger causality Ashrafulla2013, in process

  4. Application: Visuomotor Processing • Causality during task • Difference between stimuli • Difference between stimuli • CGC finds significant task & stimulus differences. Stimuli Diamond Line Response Ashrafulla2012, Biomag NoGO GO

  5. This work was funded under the NIBIB T32EB00438 Bioinformatics Training Program and NIH grants R01EB009048 and R01 5R01EB000473. Acknowledgements

More Related