Granger causality analysis (GCA) has been well-established in the brain imaging field. However, the structural underpinnings and functional dynamics of Granger causality remain unclear. In this paper, we present fibercentered GCA studies on resting state fMRI and natural stimulus fMRI datasets in order to elucidate the structural substrates and functional dynamics of GCA. Specifically, we extra...

Estimating and modeling functional connectivity in the brain is a challenging problem with potential applications in the understanding of brain organization and various neurological and neuropsychological conditions. An important objective in connectivity analysis is to determine the connections between regions of interest in the brain. However, traditional functional connectivity analyses have...

??????? ??????? ????? ????? ?????? ??? ????????? ??????? ??????? ???? ????? ?????? ?? ??? ???????? (Granger causality) ??????? (Toda-Yamamoto) ???????? ???? ??? ??????? ??? ???? ??????? ?????? ??????? ???? ?????? ?? ????-???????????? ?????? ????? ?????? ????? ?????? ??? ????? ???? ????? ??? ?????? ??????? ??? ??? ????? ??????? ?????? ??????? ??? ????? ?????? ????? ??????? ???? ?????? ???? ?????...

This paper addresses the problem of inferring circulation of information between multiple stochastic processes. We discuss two possible frameworks in which the problem can be studied: directed information theory and Granger causality. The main goal of the paper is to study the connection between these two frameworks. In the case of directed information theory, we stress the importance of Kramer...

This paper demonstrates that linear regression models with an AR(1) error structure implicitly assume that yt does not Granger cause any of the exogenous variables in Xt. An indirect test of the common factor restrictions based on this Granger non-causality is proposed and shown to outperform existing tests. ∗Copyright 2004 by Anya McGuirk and Aris Spanos. All rights reserved.

In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the dynamic complexity of individual processes at different time scales are well established, multiscale analysis of directed interactions has never been formaliz...