Poster
Time-dependent spatially varying graphical models, with application to brain fMRI data analysis
Kristjan Greenewald · Seyoung Park · Shuheng Zhou · Alexander Giessing
Pacific Ballroom #35
Keywords: [ Sparse Coding and Dimensionality Expansion ] [ Regularization ] [ Frequentist Statistics ] [ Sparsity and Compressed Sensing ] [ Large Deviations and Asymptotic Analysis ] [ Graphical Models ] [ Model Selection and Structure Learning ]
In this work, we present an additive model for space-time data that splits the data into a temporally correlated component and a spatially correlated component. We model the spatially correlated portion using a time-varying Gaussian graphical model. Under assumptions on the smoothness of changes in covariance matrices, we derive strong single sample convergence results, confirming our ability to estimate meaningful graphical structures as they evolve over time. We apply our methodology to the discovery of time-varying spatial structures in human brain fMRI signals.
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