Gasperoni Francesca, Luati Alessandra, Paci Lucia, D'Innocenzo Enzo
MRC Biostatistics Unit, University of Cambridge, Cambridge, UK.
Department of Statistical Sciences, University of Bologna, Bologna, Italy.
J Am Stat Assoc. 2023 Apr 3;118(542):1066-1077. doi: 10.1080/01621459.2021.1970571. Epub 2021 Oct 4.
A simultaneous autoregressive score-driven model with autoregressive disturbances is developed for spatio-temporal data that may exhibit heavy tails. The model specification rests on a signal plus noise decomposition of a spatially filtered process,where the signal can be approximated by a nonlinear function of the past variables and a set of explanatory variables, while the noise follows a multivariate Student-t distribution. The key feature of the model is that the dynamics of the space-time varying signal are driven by the score of the conditional likelihood function.When the distribution is heavy-tailed, the score provides a robust update of the space-time varying location. Consistency and asymptotic normality ofmaximum likelihood estimators are derived along with the stochastic properties of the model. The motivating application of the proposed model comes from brain scans recorded through functional magnetic resonance imaging when subjects are at rest and not expected to react to any controlled stimulus. We identify spontaneous activations in brain regions as extreme values of a possibly heavy-tailed distribution, by accounting for spatial and temporal dependence.
针对可能呈现重尾分布的时空数据,开发了一种具有自回归扰动的同步自回归分数驱动模型。该模型规范基于空间滤波过程的信号加噪声分解,其中信号可由过去变量和一组解释变量的非线性函数近似,而噪声服从多元学生t分布。该模型的关键特征是时空变化信号的动态由条件似然函数的分数驱动。当分布为重尾时,分数为时空变化位置提供了稳健的更新。推导了最大似然估计量的一致性和渐近正态性以及模型的随机性质。所提出模型的激励应用来自于通过功能磁共振成像记录的大脑扫描,此时受试者处于休息状态,预计不会对任何受控刺激做出反应。通过考虑空间和时间依赖性,我们将大脑区域中的自发激活识别为可能重尾分布的极值。