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Isolated effective coherence (iCoh): causal information flow excluding indirect paths


Pascual-Marqui, R D; Biscay, R J; Bosch-Bayard, J; Lehmann, D; Kochi, K; Yamada, N; Kinoshita, T; Sadato, N (2014). Isolated effective coherence (iCoh): causal information flow excluding indirect paths. Arxiv: Statistics/Methodology 1402.4887, University of Zurich.

Abstract

A problem of great interest in real world systems, where multiple time series measurements are available, is the estimation of the intra-system causal relations. For instance, electric cortical signals are used for studying functional connectivity between brain areas, their directionality, the direct or indirect nature of the connections, and the spectral characteristics (e.g. which oscillations are preferentially transmitted). The earliest spectral measure of causality was Akaike's (1968) seminal work on the noise contribution ratio, reflecting direct and indirect connections. Later, a major breakthrough was the partial directed coherence of Baccala and Sameshima (2001) for direct connections. The simple aim of this study consists of two parts: (1) To expose a major problem with the partial directed coherence, where it is shown that it is affected by irrelevant connections to such an extent that it can misrepresent the frequency response, thus defeating the main purpose for which the measure was developed, and (2) To provide a solution to this problem, namely the "isolated effective coherence", which consists of estimating the partial coherence under a multivariate auto-regressive model, followed by setting all irrelevant associations to zero, other than the particular directional association of interest. Simple, realistic, toy examples illustrate the severity of the problem with the partial directed coherence, and the solution achieved by the isolated effective coherence.

Abstract

A problem of great interest in real world systems, where multiple time series measurements are available, is the estimation of the intra-system causal relations. For instance, electric cortical signals are used for studying functional connectivity between brain areas, their directionality, the direct or indirect nature of the connections, and the spectral characteristics (e.g. which oscillations are preferentially transmitted). The earliest spectral measure of causality was Akaike's (1968) seminal work on the noise contribution ratio, reflecting direct and indirect connections. Later, a major breakthrough was the partial directed coherence of Baccala and Sameshima (2001) for direct connections. The simple aim of this study consists of two parts: (1) To expose a major problem with the partial directed coherence, where it is shown that it is affected by irrelevant connections to such an extent that it can misrepresent the frequency response, thus defeating the main purpose for which the measure was developed, and (2) To provide a solution to this problem, namely the "isolated effective coherence", which consists of estimating the partial coherence under a multivariate auto-regressive model, followed by setting all irrelevant associations to zero, other than the particular directional association of interest. Simple, realistic, toy examples illustrate the severity of the problem with the partial directed coherence, and the solution achieved by the isolated effective coherence.

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Additional indexing

Item Type:Working Paper
Communities & Collections:04 Faculty of Medicine > Psychiatric University Hospital Zurich > Clinic for Psychiatry, Psychotherapy, and Psychosomatics
04 Faculty of Medicine > The KEY Institute for Brain-Mind Research
Dewey Decimal Classification:610 Medicine & health
Language:English
Date:21 February 2014
Deposited On:26 Feb 2015 16:07
Last Modified:16 Aug 2017 00:57
Series Name:Arxiv: Statistics/Methodology
Free access at:Related URL. An embargo period may apply.
Official URL:http://arxiv.org/abs/1402.4887

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