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In a number of applications, one has access to high-dimensional time series data on several related subjects. A motivating application area comes from the neuroimaging field, such as brain fMRI time series data, obtained from various groups of subjects (cases/controls) with a specific neurological disorder. The problem of regularized joint estimation of multiple related Vector Autoregressive (VAR) models is discussed, leveraging a group lasso penalty in addition to a regular lasso one, so as to increase statistical efficiency of the estimates by borrowing strength across the models. A modeling framework is developed that it allows for both group-level and subject-specific effects for related subjects, using a group lasso penalty to estimate the former. An estimation procedure is introduced, whose performance is illustrated on synthetic data and compared to other state-of-the-art methods. Moreover, the proposed approach is employed for the analysis of resting state fMRI data. In particular, a group-level descriptive analysis is conducted for brain inter-regional temporal effects of Attention Deficit Hyperactive Disorder (ADHD) patients as opposed to controls, with the data available from the ADHD-200 Global Competition repository.
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Group Integrative Dynamic Factor Models With Application to Multiple Subject Brain Connectivity
ABSTRACT This work introduces a novel framework for dynamic factor model‐based group‐level analysis of multiple subjects time‐series data, called GRoup Integrative DYnamic factor (GRIDY) models. The framework identifies and characterizes intersubject similarities and differences between two predetermined groups by considering a combination of group spatial information and individual temporal dynamics. Furthermore, it enables the identification of intrasubject similarities and differences over time by employing different model configurations for each subject. Methodologically, the framework combines a novel principal angle‐based rank selection algorithm and a noniterative integrative analysis framework. Inspired by simultaneous component analysis, this approach also reconstructs identifiable latent factor series with flexible covariance structures. The performance of the GRIDY models is evaluated through simulations conducted under various scenarios. An application is also presented to compare resting‐state functional MRI data collected from multiple subjects in autism spectrum disorder and control groups.
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- Award ID(s):
- 2113662
- PAR ID:
- 10655450
- Publisher / Repository:
- Wiley
- Date Published:
- Journal Name:
- Biometrical Journal
- Volume:
- 66
- Issue:
- 8
- ISSN:
- 0323-3847
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1002/bimj.202300370
