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A non-parametric efficient evaluation of Partial Directed Coherence

2013/11/25 by Pierre‐Olivier Amblard, Amblard, Pierre-Olivier
Computer Science · Neuroscience · #Blind Source Separation Techniques #FOS: Biological sciences #Functional Brain Connectivity Studies #Neural dynamics and brain function #Neurons and Cognition (q-bio.NC)

paper · pdf · doi:10.48550/arxiv.1311.6345

openalex publication_date 2013/11/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Studying the flow of information between different areas of the brain can be performed by using the so-called Partial Directed Coherence. This measure is usually evaluated by first identifying a multivariate autoregressive model, and then by using Fourier transforms of the impulse responses identified and applying appropriate normalizations. Here, we present another route to evaluate the partial directed coherences in multivariate time series. The method proposed is non parametric, and utilises the strong spectral factorization of the inverse of the spectral density matrix of the multivariate process. To perform the factorization, we have recourse to an algorithm developed by Davis and his collaborators. We present simulations as well as an application on a real data set (Local Field Potentials in the sleeping mouse) to illustrate the methodology. A comparison to the usual approach in term of complexity is detailed. For long AR models, the proposed approach is of interest.

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