IDEAS home Printed from https://ideas.repec.org/a/taf/jnlasa/v110y2015i512p1375-1388.html
   My bibliography  Save this article

Temporal Autocorrelation-Based Beamforming With MEG Neuroimaging Data

Author

Listed:
  • Jian Zhang
  • Li Su

Abstract

Characterizing the brain source activity using magnetoencephalography (MEG) requires solving an ill-posed inverse problem. Most source reconstruction procedures are performed in terms of power comparison. However, in the presence of voxel-specific noises, the direct power analysis can be misleading due to the power distortion as suggested by our multiple trial MEG study on a face-perception experiment. To tackle the issue, we propose a temporal autocorrelation-based method for the above analysis. The new method improves the face-perception analysis and identifies several differences between neuronal responses to face and scrambled-face stimuli. By the simulated and real data analyses, we demonstrate that compared to the existing methods, the new proposal can be more robust to voxel-specific noises without compromising on its accuracy in source localization. We further establish the consistency for estimating the proposed index when the number of sensors and the number of time instants are sufficiently large. In particular, we show that the proposed procedure can make a better focus on true sources than its precedents in terms of peak segregation coefficient. Supplementary materials for this article are available online.

Suggested Citation

  • Jian Zhang & Li Su, 2015. "Temporal Autocorrelation-Based Beamforming With MEG Neuroimaging Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1375-1388, December.
  • Handle: RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1375-1388
    DOI: 10.1080/01621459.2015.1054488
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/01621459.2015.1054488
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1080/01621459.2015.1054488?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ledoit, Olivier & Wolf, Michael, 2004. "A well-conditioned estimator for large-dimensional covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 88(2), pages 365-411, February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jian Zhang & Jie Li, 2022. "Factorized estimation of high‐dimensional nonparametric covariance models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(2), pages 542-567, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Hannart, Alexis & Naveau, Philippe, 2014. "Estimating high dimensional covariance matrices: A new look at the Gaussian conjugate framework," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 149-162.
    2. Candelon, B. & Hurlin, C. & Tokpavi, S., 2012. "Sampling error and double shrinkage estimation of minimum variance portfolios," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 511-527.
    3. Konno, Yoshihiko, 2009. "Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2237-2253, November.
    4. Yuan, Ke-Hai & Chan, Wai, 2008. "Structural equation modeling with near singular covariance matrices," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4842-4858, June.
    5. Christian Bongiorno, 2020. "Bootstraps Regularize Singular Correlation Matrices," Working Papers hal-02536278, HAL.
    6. Lassance, Nathan & Vrins, Frédéric, 2021. "Portfolio selection with parsimonious higher comoments estimation," Journal of Banking & Finance, Elsevier, vol. 126(C).
    7. Arbia, Giuseppe & Bramante, Riccardo & Facchinetti, Silvia & Zappa, Diego, 2018. "Modeling inter-country spatial financial interactions with Graphical Lasso: An application to sovereign co-risk evaluation," Regional Science and Urban Economics, Elsevier, vol. 70(C), pages 72-79.
    8. Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202025, University of California at Riverside, Department of Economics.
    9. Ding, Hui & Zhang, Jian & Zhang, Riquan, 2022. "Nonparametric variable screening for multivariate additive models," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
    10. van Wieringen, Wessel N. & Stam, Koen A. & Peeters, Carel F.W. & van de Wiel, Mark A., 2020. "Updating of the Gaussian graphical model through targeted penalized estimation," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
    11. Huyen Pham & Xiaoli Wei & Chao Zhou, 2018. "Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach," Papers 1809.01464, arXiv.org, revised Dec 2021.
    12. Tae-Hwy Lee & Ekaterina Seregina, 2020. "Learning from Forecast Errors: A New Approach to Forecast Combination," Working Papers 202024, University of California at Riverside, Department of Economics.
    13. Steland, Ansgar, 2020. "Testing and estimating change-points in the covariance matrix of a high-dimensional time series," Journal of Multivariate Analysis, Elsevier, vol. 177(C).
    14. Ben R. Craig & Margherita Giuzio & Sandra Paterlini, 2019. "The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios," Working Papers 19-12, Federal Reserve Bank of Cleveland.
    15. Tri-Dzung Nguyen & Roy Welsch, 2010. "Outlier detection and robust covariance estimation using mathematical programming," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 4(4), pages 301-334, December.
    16. Yi Huang & Wei Zhu & Duan Li & Shushang Zhu & Shikun Wang, 2023. "Integrating Different Informations for Portfolio Selection," Papers 2305.17881, arXiv.org.
    17. Théophile Anquetin & Guillaume Coqueret & Bertrand Tavin & Lou Welgryn, 2022. "Scopes of carbon emissions and their impact on green portfolios," Post-Print hal-04144612, HAL.
    18. Istvan Varga-Haszonits & Fabio Caccioli & Imre Kondor, 2016. "Replica approach to mean-variance portfolio optimization," Papers 1606.08679, arXiv.org.
    19. Santos, André A.P. & Torrent, Hudson S., 2022. "Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals," Finance Research Letters, Elsevier, vol. 49(C).
    20. Mishra, Anil V., 2015. "Measures of equity home bias puzzle," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 293-312.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1375-1388. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/UASA20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.