期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2017
卷号：31
期号：4
页码：765-800
DOI：10.1214/17-BJPS375
语种：English
出版社：Brazilian Statistical Association
摘要：The Multiregression Dynamic Model (MDM) is a multivariate graphical model for a multidimensional time series that allows the estimation of time-varying effective connectivity. An MDM is a state space model where connection weights reflect the contemporaneous interactions between brain regions. Because the marginal likelihood has a closed form, model selection across a large number of potential connectivity networks is easy to perform. With application of the Integer Programming Algorithm, we can quickly find optimal models that satisfy acyclic graph constraints and, due to a factorisation of the marginal likelihood, the search over all possible directed (acyclic or cyclic) graphical structures is even faster. These methods are illustrated using recent resting-state and steady-state task fMRI data.
