Joint learning of multiple Granger causal networks via non-convex regularizations: Inference of group-level brain connectivity.

This paper considers joint learning of multiple sparse Granger graphical models to discover underlying common and differential Granger causality (GC) structures across multiple time series. This can be applied to drawing group-level brain connectivity inferences from a homogeneous group of subjects or discovering network differences among groups of signals collected under heterogeneous conditions. By recognizing that the GC of a single multivariate time series can be characterized by common zeros of vector autoregressive (VAR) lag coefficients, a group sparse prior is included in joint regularized least-squares estimations of multiple VAR models. Group-norm regularizations based on group- and fused-lasso penalties encourage a decomposition of multiple networks into a common GC structure, with other remaining parts defined in individual-specific networks. Prior information about sparseness and sparsity patterns of desired GC networks are incorporated as relative weights, while a non-convex group norm in the penalty is proposed to enhance the accuracy of network estimation in low-sample settings. Extensive numerical results on simulations illustrated our method's improvements over existing sparse estimation approaches on GC network sparsity recovery. Our methods were also applied to available resting-state fMRI time series from the ADHD-200 data sets to learn the differences of causality mechanisms, called effective brain connectivity, between adolescents with ADHD and typically developing children. Our analysis revealed that parts of the causality differences between the two groups often resided in the orbitofrontal region and areas associated with the limbic system, which agreed with clinical findings and data-driven results in previous studies.

Granger Causality Inference in EEG Source Connectivity Analysis: A State-Space Approach.

This article addresses the problem of estimating brain effective connectivity from electroencephalogram (EEG) signals using a Granger causality (GC) characterized on state-space models, extended from the conventional vector autoregressive (VAR) process. The scheme involves two main steps: model estimation and model inference to estimate brain connectivity. The model estimation performs a subspace identification and active source selection based on group-norm regularized least-squares. The model inference relies on the concept of state-space GC that requires solving a Riccati equation for the covariance of estimation error. We verify the performance on simulated datasets that represent realistic human brain activities under several conditions, including percentages and location of active sources, and the number of EEG electrodes. Our model's accuracy in estimating connectivity is compared with a two-stage approach using source reconstructions and a VAR-based Granger analysis. Our method achieved better performances than the two-stage approach under the assumptions that the true source dynamics are sparse and generated from state-space models. When the method was applied to a real EEG SSVEP dataset, the temporal lobe was found to be a mediating connection between the temporal and occipital areas, which agreed with findings in previous studies.