Orthogonal Connectivity Factorization: Interpretable Decomposition of Variability in Correlation Matrices

Author:

Hyvärinen Aapo1,Hirayama Jun-ichiro2,Kiviniemi Vesa3,Kawanabe Motoaki4

Affiliation:

1. Department of Computer Science and HIIT, University of Helsinki, Helsinki FI-00560, Finland

2. Neural Information Analysis Laboratories, ATR Institute International, Kyoto 619-0288, Japan

3. Department of Diagnostic Radiology, Oulu University Hospital, Oulu FI-90220, Finland

4. Cognitive Mechanisms Laboratories, ATR Institute International, Kyoto 619-0289, Japan

Abstract

In many multivariate time series, the correlation structure is nonstationary, that is, it changes over time. The correlation structure may also change as a function of other cofactors, for example, the identity of the subject in biomedical data. A fundamental approach for the analysis of such data is to estimate the correlation structure (connectivities) separately in short time windows or for different subjects and use existing machine learning methods, such as principal component analysis (PCA), to summarize or visualize the changes in connectivity. However, the visualization of such a straightforward PCA is problematic because the ensuing connectivity patterns are much more complex objects than, say, spatial patterns. Here, we develop a new framework for analyzing variability in connectivities using the PCA approach as the starting point. First, we show how to analyze and visualize the principal components of connectivity matrices by a tailor-made rank-two matrix approximation in which we use the outer product of two orthogonal vectors. This leads to a new kind of transformation of eigenvectors that is particularly suited for this purpose and often enables interpretation of the principal component as connectivity between two groups of variables. Second, we show how to incorporate the orthogonality and the rank-two constraint in the estimation of PCA itself to improve the results. We further provide an interpretation of these methods in terms of estimation of a probabilistic generative model related to blind separation of dependent sources. Experiments on brain imaging data give very promising results.

Publisher

MIT Press - Journals

Subject

Cognitive Neuroscience,Arts and Humanities (miscellaneous)

Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3