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关于格兰杰因果连接性估计器的统计性能

On the statistical performance of Granger-causal connectivity estimators.

作者信息

Sameshima Koichi, Takahashi Daniel Y, Baccalá Luiz A

机构信息

Radiology & Oncology Department, Faculdade de Medicina, University of São Paulo, São Paulo, SP, 01246-903, Brazil.

Psychology Department, Neuroscience Institute, Princeton University, Princeton, NJ, USA.

出版信息

Brain Inform. 2015 Jun;2(2):119-133. doi: 10.1007/s40708-015-0015-1. Epub 2015 Apr 22.

DOI:10.1007/s40708-015-0015-1
PMID:27747486
原文链接:https://pmc.ncbi.nlm.nih.gov/articles/PMC4883150/
Abstract

In this article, we extend the statistical detection performance evaluation of linear connectivity from Sameshima et al. (in: Slezak et al. (eds.) Lecture Notes in Computer Science, 2014) via brand new Monte Carlo simulations of three widely used toy models under different data record lengths for a classic time domain multivariate Granger causality test, information partial directed coherence, information directed transfer function, and include conditional multivariate Granger causality whose behaviour was found to be anomalous.

摘要

在本文中，我们通过对三个广泛使用的玩具模型进行全新的蒙特卡罗模拟，扩展了Sameshima等人（见：Slezak等人（编）《计算机科学讲义》，2014年）对线性连通性的统计检测性能评估。这些模拟针对经典时域多变量格兰杰因果检验、信息偏直接相干性、信息直接传递函数，在不同数据记录长度下进行，并且包括条件多变量格兰杰因果关系，其行为被发现是异常的。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/463b2ac36953/40708_2015_15_Fig20_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/5a4ee85014be/40708_2015_15_Fig1_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/6288f69c11b1/40708_2015_15_Fig2_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/d49a8200da90/40708_2015_15_Fig3_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/ad03b6c2f1aa/40708_2015_15_Fig4_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/3344dafeb2cb/40708_2015_15_Fig5_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/cc3926fab31c/40708_2015_15_Fig6_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/cdc53d1b2cd3/40708_2015_15_Fig7_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/54468af0a33e/40708_2015_15_Fig8_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/7177e9d2e750/40708_2015_15_Fig9_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/8919d7a9fc05/40708_2015_15_Fig10_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/e9cf24022bfd/40708_2015_15_Fig11_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/ddb98da74f5d/40708_2015_15_Fig12_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/ca2bef65729f/40708_2015_15_Fig13_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/d62a41719d4a/40708_2015_15_Fig14_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/1a126fe847ab/40708_2015_15_Fig15_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/721a42873070/40708_2015_15_Fig16_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/29428e638225/40708_2015_15_Fig17_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/8bb1cc3ff799/40708_2015_15_Fig18_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/0f044bec9dd5/40708_2015_15_Fig19_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/463b2ac36953/40708_2015_15_Fig20_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/5a4ee85014be/40708_2015_15_Fig1_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/6288f69c11b1/40708_2015_15_Fig2_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/d49a8200da90/40708_2015_15_Fig3_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/ad03b6c2f1aa/40708_2015_15_Fig4_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/3344dafeb2cb/40708_2015_15_Fig5_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/cc3926fab31c/40708_2015_15_Fig6_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/cdc53d1b2cd3/40708_2015_15_Fig7_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/54468af0a33e/40708_2015_15_Fig8_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/7177e9d2e750/40708_2015_15_Fig9_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/8919d7a9fc05/40708_2015_15_Fig10_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/e9cf24022bfd/40708_2015_15_Fig11_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/ddb98da74f5d/40708_2015_15_Fig12_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/ca2bef65729f/40708_2015_15_Fig13_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/d62a41719d4a/40708_2015_15_Fig14_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/1a126fe847ab/40708_2015_15_Fig15_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/721a42873070/40708_2015_15_Fig16_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/29428e638225/40708_2015_15_Fig17_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/8bb1cc3ff799/40708_2015_15_Fig18_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/0f044bec9dd5/40708_2015_15_Fig19_HTML.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/b894/4883150/463b2ac36953/40708_2015_15_Fig20_HTML.jpg

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