Modeling Causality of Mean and Variance between Sets of Signals
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ling Causality of Mean and Vari between Sets of Signals Syed Ashrafulla February 3, 2012
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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. - PowerPoint PPT Presentation
Transcript of Modeling Causality of Mean and Variance between Sets of Signals
Modeling Causality of Mean and Variancebetween Sets of Signals
Syed AshrafullaFebruary 3, 2012
Causality: Models and Methods
NASA
EPA
All over Albany
Agriculture Phillipines
Causality in Mean Causality in Variance change in the mean when given the past change in the variance when given the past
Model: autoregression with conditional heteroscedasticity
Sims1972, Amer Eco Rev Engle1985, Econ Th
Hafner2008, Econ Anal of StatGeweke1982, J Amer Stat Assoc
Granger1969, Econometrica
Canonical Granger Causality
Granger causality
• Why regional causality?• Sensitivity• Cross-talk• Long-range
• Why canonical?• Fewer parameters• Signals of interest
Optimization
• Nonlinear conjugate gradient descent
Ashrafulla2012, Proc IEEE ISBI
Ashrafulla2013, in process
Application: Visuomotor Processing
Stimuli
Line Diamond
Response
NoGO GO
• Causality during task
• Difference between stimuli
• Difference between stimuli
• CGC finds significant task & stimulus differences.Ashrafulla2012, Biomag
AcknowledgementsThis work was funded under the NIBIB T32EB00438 Bioinformatics Training Program and NIH grants R01EB009048 and
R01 5R01EB000473.
