title: Multivariate Granger causality: an estimation framework based on factorization of the spectral density matrix.
abstract: Granger causality is increasingly being applied to multi-electrode neurophysiological and functional imaging data to characterize directional interactions between neurons and brain regions. For a multivariate dataset, one might be interested in different subsets of the recorded neurons or brain regions. According to the current estimation framework, for each subset, one conducts a separate autoregressive model fitting process, introducing the potential for unwanted variability and uncertainty. In this paper, we propose a multivariate framework for estimating Granger causality. It is based on spectral density matrix factorization and offers the advantage that the estimation of such a matrix needs to be done only once for the entire multivariate dataset. For any subset of recorded data, Granger causality can be calculated through factorizing the appropriate submatrix of the overall spectral density matrix.
authors.affiliation: J. Crayton Pruitt Family Department of Biomedical Engineering, University of Florida, Gainesville, FL 32611, USA.
authors.forename: Xiaotong
authors.initials: X
authors.lastname: Wen
authors.forename: Govindan
authors.initials: G
authors.lastname: Rangarajan
authors.forename: Mingzhou
authors.initials: M
authors.lastname: Ding
mesh_terms: D000818:Animals; D001921:Brain / Q000502:physiology*; D001931:Brain Mapping / Q000379:methods*; D003198:Computer Simulation; D005163:Factor Analysis, Statistical; D006801:Humans; D008959:Models, Neurological; D015233:Models, Statistical; D015999:Multivariate Analysis; D009415:Nerve Net / Q000502:physiology*; D012044:Regression Analysis; D009435:Synaptic Transmission / Q000502:physiology*
keywords: Granger causality; factorization; multivariate; spectral density matrix