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The generalized shrinkage estimator for the analysis of functional connectivity of brain signals
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Fiecas, Mark and Ombao, Hernando (2011) The generalized shrinkage estimator for the analysis of functional connectivity of brain signals. Annals of Applied Statistics, Vol.5 (No.2A). pp. 1102-1125. doi:10.1214/10-AOAS396 ISSN 1932-6157.
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Official URL: http://dx.doi.org/10.1214/10-AOAS396
Abstract
We develop a new statistical method for estimating functional connectivity between neurophysiological signals represented by a multivariate time series. We use partial coherence as the measure of functional connectivity. Partial coherence identifies the frequency bands that drive the direct linear association between any pair of channels. To estimate partial coherence, one would first need an estimate of the spectral density matrix of the multivariate time series. Parametric estimators of the spectral density matrix provide good frequency resolution but could be sensitive when the parametric model is misspecified. Smoothing-based nonparametric estimators are robust to model misspecification and are consistent but may have poor frequency resolution. In this work, we develop the generalized shrinkage estimator, which is a weighted average of a parametric estimator and a nonparametric estimator. The optimal weights are frequency-specific and derived under the quadratic risk criterion so that the estimator, either the parametric estimator or the nonparametric estimator, that performs better at a particular frequency receives heavier weight. We validate the proposed estimator in a simulation study and apply it on electroencephalogram recordings from a visual-motor experiment.
Item Type: | Journal Article | ||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Journal or Publication Title: | Annals of Applied Statistics | ||||
Publisher: | Insitute of Mathematical Statistics | ||||
ISSN: | 1932-6157 | ||||
Official Date: | June 2011 | ||||
Dates: |
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Volume: | Vol.5 | ||||
Number: | No.2A | ||||
Page Range: | pp. 1102-1125 | ||||
DOI: | 10.1214/10-AOAS396 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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